Coherent randomness tests and computing the $K$-trivial sets

Laurent Bienvenu; Noam Greenberg; Antonín Kučera; André Nies; Dan Turetsky

Displaying similar documents to “Coherent randomness tests and computing the $K$ -trivial sets”

Complete convergence theorems for normed row sums from an array of rowwise pairwise negative quadrant dependent random variables with application to the dependent bootstrap

Andrew Rosalsky, Yongfeng Wu (2015)

Applications of Mathematics

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Let ${X_{n, j}, 1 \leq j \leq m (n), n \geq 1}$ be an array of rowwise pairwise negative quadrant dependent mean 0 random variables and let $0 < b_{n} \to \infty$ . Conditions are given for $\sum_{j = 1}^{m (n)} X_{n, j} / b_{n} \to 0$ completely and for ${max}_{1 \leq k \leq m (n)} | \sum_{j = 1}^{k} X_{n, j} | / b_{n} \to 0$ completely. As an application of these results, we obtain a complete convergence theorem for the row sums $\sum_{j = 1}^{m (n)} X_{n, j}^{*}$ of the dependent bootstrap samples ${{X_{n, j}^{*}, 1 \leq j \leq m (n)}, n \geq 1}$ arising from a sequence of i.i.d. random variables ${X_{n}, n \geq 1}$ .

About the generating function of a left bounded integer-valued random variable

Charles Delorme, Jean-Marc Rinkel (2008)

Bulletin de la Société Mathématique de France

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We give a relation between the sign of the mean of an integer-valued, left bounded, random variable $X$ and the number of zeros of $1 - Φ (z)$ inside the unit disk, where $Φ$ is the generating function of $X$ , under some mild conditions

Random ε-nets and embeddings in $ℓ_{\infty}^{N}$

Y. Gordon, A. E. Litvak, A. Pajor, N. Tomczak-Jaegermann (2007)

Studia Mathematica

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We show that, given an n-dimensional normed space X, a sequence of $N = {(8 / ε)}^{2 n}$ independent random vectors ${(X_{i})}_{i = 1}^{N}$ , uniformly distributed in the unit ball of X*, with high probability forms an ε-net for this unit ball. Thus the random linear map $Γ : ℝ \to ℝ^{N}$ defined by $Γ x = {(⟨ x, X_{i} ⟩)}_{i = 1}^{N}$ embeds X in $ℓ_{\infty}^{N}$ with at most 1 + ε norm distortion. In the case X = ℓ₂ⁿ we obtain a random 1+ε-embedding into $ℓ_{\infty}^{N}$ with asymptotically best possible relation between N, n, and ε.

Geometrically strictly semistable laws as the limit laws

Marek T. Malinowski (2007)

Discussiones Mathematicae Probability and Statistics

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A random variable X is geometrically infinitely divisible iff for every p ∈ (0,1) there exists random variable $X_{p}$ such that $X \overset{d}{=} \sum_{k = 1}^{T (p)} X_{p, k}$ , where $X_{p, k}$ ’s are i.i.d. copies of $X_{p}$ , and random variable T(p) independent of $X_{p, 1}, X_{p, 2}, . . .$ has geometric distribution with the parameter p. In the paper we give some new characterization of geometrically infinitely divisible distribution. The main results concern geometrically strictly semistable distributions which form a subset of geometrically infinitely divisible distributions....

On the Law of Large Numbers for Nonmeasurable Identically Distributed Random Variables

Alexander R. Pruss (2013)

Bulletin of the Polish Academy of Sciences. Mathematics

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Let Ω be a countable infinite product $Ω ₁^{ℕ}$ of copies of the same probability space Ω₁, and let Ξₙ be the sequence of the coordinate projection functions from Ω to Ω₁. Let Ψ be a possibly nonmeasurable function from Ω₁ to ℝ, and let Xₙ(ω) = Ψ(Ξₙ(ω)). Then we can think of Xₙ as a sequence of independent but possibly nonmeasurable random variables on Ω. Let Sₙ = X₁ + ⋯ + Xₙ. By the ordinary Strong Law of Large Numbers, we almost surely have $E_{*} [X ₁] \leq l i m i n f S ₙ / n \leq l i m s u p S ₙ / n \leq E * [X ₁]$ , where $E_{*}$ and E* are the lower and upper expectations....

Some limit theorems for $m$ -pairwise negative quadrant dependent random variables

Yongfeng Wu, Jiangyan Peng (2018)

Kybernetika

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The authors first establish the Marcinkiewicz-Zygmund inequalities with exponent $p$ ( $1 \leq p \leq 2$ ) for $m$ -pairwise negatively quadrant dependent ( $m$ -PNQD) random variables. By means of the inequalities, the authors obtain some limit theorems for arrays of rowwise $m$ -PNQD random variables, which extend and improve the corresponding results in [Y. Meng and Z. Lin (2009)] and [H. S. Sung (2013)]. It is worthy to point out that the open problem of [H. S. Sung, S. Lisawadi, and A. Volodin (2008)] can be...

On the geometry of proportional quotients of $l ₁^{m}$

Piotr Mankiewicz, Stanisław J. Szarek (2003)

Studia Mathematica

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We compare various constructions of random proportional quotients of $l ₁^{m}$ (i.e., with the dimension of the quotient roughly equal to a fixed proportion of m as m → ∞) and show that several of those constructions are equivalent. As a consequence of our approach we conclude that the most natural “geometric” models possess a number of asymptotically extremal properties, some of which were hitherto not known for any model.

The absolute continuity of the invariant measure of random iterated function systems with overlaps

Balázs Bárány, Tomas Persson (2010)

Fundamenta Mathematicae

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We consider iterated function systems on the interval with random perturbation. Let $Y_{ε}$ be uniformly distributed in [1-ε,1+ ε] and let $f_{i} \in C^{1 + α}$ be contractions with fixpoints $a_{i}$ . We consider the iterated function system $Y_{ε} f_{i} + a_{i} (1 - Y_{ε}) ⁿ_{i = 1}$ , where each of the maps is chosen with probability $p_{i}$ . It is shown that the invariant density is in L² and its L² norm does not grow faster than 1/√ε as ε vanishes. The proof relies on defining a piecewise hyperbolic dynamical system on the cube with an SRB-measure whose projection...

The spread of a catalytic branching random walk

Philippe Carmona, Yueyun Hu (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We consider a catalytic branching random walk on $ℤ$ that branches at the origin only. In the supercritical regime we establish a law of large number for the maximal position $M_{n}$ : For some constant $α$ , $\frac{M_{n}}{n} \to α$ almost surely on the set of infinite number of visits of the origin. Then we determine all possible limiting laws for $M_{n} - α n$ as $n$ goes to infinity.

Minimax nonparametric prediction

Maciej Wilczyński (2001)

Applicationes Mathematicae

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Let U₀ be a random vector taking its values in a measurable space and having an unknown distribution P and let U₁,...,Uₙ and $V ₁, . . ., V_{m}$ be independent, simple random samples from P of size n and m, respectively. Further, let $z ₁, . . ., z_{k}$ be real-valued functions defined on the same space. Assuming that only the first sample is observed, we find a minimax predictor d⁰(n,U₁,...,Uₙ) of the vector $Y^{m} = \sum_{j = 1}^{m} {(z ₁ (V_{j}), . . ., z_{k} (V_{j}))}^{T}$ with respect to a quadratic errors loss function.

Positivity of integrated random walks

Vladislav Vysotsky (2014)

Annales de l'I.H.P. Probabilités et statistiques

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Take a centered random walk $S_{n}$ and consider the sequence of its partial sums $A_{n} : = \sum_{i = 1}^{n} S_{i}$ . Suppose $S_{1}$ is in the domain of normal attraction of an $α$ -stable law with $1 l t; α \leq 2$ . Assuming that $S_{1}$ is either right-exponential (i.e. $ℙ (S_{1} g t; x | S_{1} g t; 0) = e^{- a x}$ for some $a g t; 0$ and all $x g t; 0$ ) or right-continuous (skip free), we prove that $ℙ {A_{1} g t; 0, \dots, A_{N} g t; 0} \sim C_{α} N^{1 / (2 α) - 1 / 2}$ as $N \to \infty$ , where $C_{α} g t; 0$ depends on the distribution of the walk. We also consider a conditional version of this problem and study positivity of integrated discrete bridges.

Limit theorems for sums of dependent random vectors in $R^{d}$

Andrzej Kłopotowski

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CONTENTSIntroduction.......................................................................................................................................................................... 5 I. Infinitely divisible probability measures on $R^{d}$ ....................................................................................... 6 II. The classical limit theorems for sums of independent random vectors................................................ 14 III. Convergence in law to ℒ ( $\vec{a}$ ,...

Universality of the asymptotics of the one-sided exit problem for integrated processes

Frank Aurzada, Steffen Dereich (2013)

Annales de l'I.H.P. Probabilités et statistiques

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We consider the one-sided exit problem – also called one-sided barrier problem – for ( $α$ -fractionally) integrated random walks and Lévy processes. Our main result is that there exists a positive, non-increasing function $α \mapsto θ (α)$ such that the probability that any $α$ -fractionally integrated centered Lévy processes (or random walk) with some finite exponential moment stays below a fixed level until time $T$ behaves as $T^{- θ (α) + o (1)}$ for large $T$ . We also investigate when the fixed level can be replaced by a different...

Giant component and vacant set for random walk on a discrete torus

Itai Benjamini, Alain-Sol Sznitman (2008)

Journal of the European Mathematical Society

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We consider random walk on a discrete torus $E$ of side-length $N$ , in sufficiently high dimension $d$ . We investigate the percolative properties of the vacant set corresponding to the collection of sites which have not been visited by the walk up to time $u N^{d}$ . We show that when $u$ is chosen small, as $N$ tends to infinity, there is with overwhelming probability a unique connected component in the vacant set which contains segments of length const $log N$ . Moreover, this connected component occupies a...

Asymptotic behavior of a stochastic combustion growth process

Alejandro Ramírez, Vladas Sidoravicius (2004)

Journal of the European Mathematical Society

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We study a continuous time growth process on the $d$ -dimensional hypercubic lattice $𝒵^{d}$ , which admits a phenomenological interpretation as the combustion reaction $A + B \to 2 A$ , where $A$ represents heat particles and $B$ inert particles. This process can be described as an interacting particle system in the following way: at time 0 a simple symmetric continuous time random walk of total jump rate one begins to move from the origin of the hypercubic lattice; then, as soon as any random walk visits a site...

On uniqueness of distribution of a random variable whose independent copies span a subspace in $L_{p}$

S. Astashkin, F. Sukochev, D. Zanin (2015)

Studia Mathematica

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Let 1 ≤ p < 2 and let $L_{p} = L_{p} [0, 1]$ be the classical $L_{p}$ -space of all (classes of) p-integrable functions on [0,1]. It is known that a sequence of independent copies of a mean zero random variable $f \in L_{p}$ spans in $L_{p}$ a subspace isomorphic to some Orlicz sequence space $l_{M}$ . We give precise connections between M and f and establish conditions under which the distribution of a random variable $f \in L_{p}$ whose independent copies span $l_{M}$ in $L_{p}$ is essentially unique.

Hausdorff dimension of affine random covering sets in torus

Esa Järvenpää, Maarit Järvenpää, Henna Koivusalo, Bing Li, Ville Suomala (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We calculate the almost sure Hausdorff dimension of the random covering set ${lim sup}_{n \to \infty} (g_{n} + ξ_{n})$ in $d$ -dimensional torus $𝕋^{d}$ , where the sets $g_{n} \subset 𝕋^{d}$ are parallelepipeds, or more generally, linear images of a set with nonempty interior, and $ξ_{n} \in 𝕋^{d}$ are independent and uniformly distributed random points. The dimension formula, derived from the singular values of the linear mappings, holds provided that the sequences of the singular values are decreasing.

Random noise and perturbation of copulas

Radko Mesiar, Ayyub Sheikhi, Magda Komorníková (2019)

Kybernetika

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For a random vector $(X, Y)$ characterized by a copula $C_{X, Y}$ we study its perturbation $C_{X + Z, Y}$ characterizing the random vector $(X + Z, Y)$ affected by a noise $Z$ independent of both $X$ and $Y$ . Several examples are added, including a new comprehensive parametric copula family ${(𝒞_{k})}_{k \in [- \infty, \infty]}$ .

Displaying similar documents to “Coherent randomness tests and computing the K -trivial sets”

Displaying similar documents to “Coherent randomness tests and computing the $K$ -trivial sets”