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We prove a law of large numbers for a class of multidimensional random walks in random environments where the environment satisfies appropriate mixing conditions, which hold when the environment is a weak mixing field in the sense of…

概率论 · 数学 2007-05-23 Francis Comets , Ofer Zeitouni

Standard supervised learning breaks down under data distribution shift. However, the principle of independent causal mechanisms (ICM, Peters et al. (2017)) can turn this weakness into an opportunity: one can take advantage of distribution…

机器学习 · 计算机科学 2021-02-09 Jens Müller , Robert Schmier , Lynton Ardizzone , Carsten Rother , Ullrich Köthe

We prove a strong law of large numbers for random sets with bounded and closed values contained in an arbitrary (not necessarily separable) Banach space. We make use of a notion of convergence of sets introduced by Fisher, which is stronger…

概率论 · 数学 2011-10-31 Francesco S. de Blasi , Luca Tomassini

The strong law of large numbers for linear combinations of functions of order statistics ($L$-statistics) based on weakly dependent random variables is proven. We also establish the Glivenko--Cantelli theorem for $\phi$-mixing sequences of…

概率论 · 数学 2007-06-13 Evgeny Baklanov

We consider a random field, defined on an integer-valued d-dimensional lattice, with covariance function satisfying a condition more general than summability. Such condition appeared in the well-known Newman's conjecture concerning the…

概率论 · 数学 2011-04-22 Alexander Bulinski

We prove the almost sure invariance principle for stationary R^d--valued processes (with dimension-independent very precise error terms), solely under a strong assumption on the characteristic functions of these processes. This assumption…

动力系统 · 数学 2011-02-10 Sébastien Gouëzel

Let $(X_1 , \ldots , X_d)$ be random variables taking nonnegative integer values and let $f(z_1, \ldots , z_d)$ be the probability generating function. Suppose that $f$ is real stable; equivalently, suppose that the polarization of this…

概率论 · 数学 2016-07-12 Subhroshekhar Ghosh , Thomas M. Liggett , Robin Pemantle

We utilize quantum superposition principle to establish the improvable upper and lower bounds on the stronger uncertainty relation, i.e., the "weighted-like" sum of the variances of observables. Our bounds include some free parameters which…

量子物理 · 物理学 2017-04-17 Jun Zhang , Yang Zhang , Chang-shui Yu

A step-reinforced random walk is a discrete-time non-Markovian process with long range memory. At each step, with a fixed probability p, the positively step-reinforced random walk repeats one of its preceding steps chosen uniformly at…

概率论 · 数学 2023-11-28 Zhishui Hu , Yiting Zhang

We study some notions of negative dependence of a sampling scheme that can be used to derive variance bounds for the corresponding estimator or discrepancy bounds for the underlying random point set that are at least as good as the…

数值分析 · 数学 2021-02-10 Michael Gnewuch , Marcin Wnuk , Nils Hebbinghaus

Let T be an ergodic automorphism of the d-dimensional torus. In the spirit of Le Borgne, we give conditions on the Fourier coeffi cients of a real valued function f under which the Birkhoff sums satis fy a strong invariance principle. Next,…

动力系统 · 数学 2012-06-21 Jérôme Dedecker , Florence Merlevède , Francoise Pene

By applying results obtained from the new versions of the classical Levy, Ottaviani, and Hoffmann-Jorgensen (1974) inequalities proved by Li and Rosalsky(2013) and by using techniques developed by Hechner and Heinkel (2010), we provide a…

概率论 · 数学 2012-10-24 Deli Li , Yongcheng Qi , Andrew Rosalsky

We propose a new constraint on the structure of strongly coupled field theories. The constraint takes the form of an inequality limiting the number of degrees of freedom in the infrared description of a theory relative to the number of…

高能物理 - 理论 · 物理学 2011-05-05 Thomas Appelquist , Andrew G. Cohen , Martin Schmaltz

We consider a special class of weak dependent random variables with control on covariances of Lipschitz transformations. This class includes, but is not limited to, positively, negatively associated variables and a few other classes of…

概率论 · 数学 2017-02-06 Idir Arab , Paulo Eduardo Oliveira

Assessing the stability of a multiple testing procedure under dependence is important but very challenging. Even for multiple testing which among a set of Normal random variables have mean zero, which we refer to as the "Normal means…

统计理论 · 数学 2020-03-06 Xiongzhi Chen , Rebecca W. Doerge

Using an alternative notion of entropy introduced by Datta, the max-entropy, we present a new simplified framework to study the minimizers of the specific free energy for random fields which are weakly dependent in the sense of Lewis,…

概率论 · 数学 2021-03-30 Piet Lammers , Martin Tassy

We consider "randomized" statistics constructed by using a finite number of observations a random field at randomly chosen points. We generalize the invariance principle (the functional CLT), the Glivenko--Cantelli theorem, the theorem…

概率论 · 数学 2022-07-19 Youri Davydov , Arkady Tempelman

The upper bound inequality for variance of weighted sum of correlated random variables is derived according to Cauchy-Schwarz's inequality, while the weights are non-negative with sum of 1. We also give a novel proof with positive…

概率论 · 数学 2014-12-18 Jingwei Liu

Employing induced representations of the Lorentz group (Wigner's little group construction), formalism for constructing heavy particle effective Lagrangians is developed, and Lagrangian constraints enforcing Lorentz invariance of the S…

高能物理 - 唯象学 · 物理学 2013-05-30 Johannes Heinonen , Richard J. Hill , Mikhail P. Solon

In this paper, we give rates of convergence in the strong invariance principle for non-adapted sequences satisfying projective criteria. The results apply to the iterates of ergodic automorphisms T of the d-dimensional torus, even in the…

概率论 · 数学 2012-06-01 J. Dedecker , F. Merlevède , F. Pène