On maximal quantity of particles of one color in analogs of multicolor urn schemes

We deal with analogs of multicolor urn schemes such that the number of particles is not more than a given number. We introduce conditions which provide the convergence of random variables which is the maximal number of taken particles of the same color to a random variable that has values zero and one. We prove this convergence in the case when a number of taken particles is not more than a fixed number and number of colors converges to infinity. We also consider the case when the number of taken particles converges to infinity.     

Some comments on branching processes

The determination of the total number of particles taking part in a Galton-Watson process up to its extinction is reduced to the summation of independent, mutually independent random variables. The joint distribution of the total number of particles and the total duration of particles is investigated for branching processes with metamorphoses depending on age.Translated from Matematicheskie Zametki, Vol. 8, No. 4, pp. 409–418, October, 1970.     

Moderate Deviations via Cumulants

The purpose of the present paper is to establish moderate deviation principles for a rather general class of random variables fulfilling certain bounds of the cumulants. We apply a celebrated lemma of the theory of large deviations probabilities due to Rudzkis, Saulis, and Statulevi?ius. The examples of random objects we treat include dependency graphs, subgraph-counting statistics in Erdös–Rényi random graphs and U-statistics. Moreover, we prove moderate deviation principles for certain statistics appearing in random matrix theory, namely characteristic polynomials of random unitary matrices and the number of particles in a growing box of random determinantal point processes such as the number of eigenvalues in the GUE or the number of points in Airy, Bessel, and sine random point fields.     

Random allocation of particles to cells corresponding to the Polya distribution

A generalized scheme of particle allocation to cells corresponding to the multivariate Polya distribution is considered. Theorems are derived describing the limiting behavior of the number of particles in a wide range of parameters. The results are extended to the case of jointly distributed random variables.Translated from Statisticheskie Metody Otsenivaniya i Proverki Gipotez, pp. 88–94, 1986.     

Stochastic comparisons of series and parallel systems with randomized independent components

Consider a series or parallel system of independent components and assume that the components are randomly chosen from two different batches, with the components of the first batch being more reliable than those of the second. In this note it is shown that the reliability of the system increases, in usual stochastic order sense, as the random number of components chosen from the first batch increases in increasing convex order. As a consequence, we establish a result analogous to the Parrondo’s paradox, which shows that randomness in the number of components extracted from the two batches improves the reliability of the series system.     

Limit distributions for the number of particles in branching random walks

We study branching random walks with continuous time. Particles performing a random walk on ?², are allowed to be born and die only at the origin. It is assumed that the offspring reproduction law at the branching source is critical and the random walk outside the source is homogeneous and symmetric. Given particles at the origin, we prove a conditional limit theorem for the joint distribution of suitably normalized numbers of particles at the source and outside it as time unboundedly increases. As a consequence, we establish the asymptotic independence of such random variables.     

A Characterization of Joint Distribution of Two-Valued Random Variables and Its Applications

We obtain an explicit representation for joint distribution of two-valued random variables with given marginals and for a copula corresponding to such random variables. The results are applied to prove a characterization of r-independent two-valued random variables in terms of their mixed first moments. The characterization is used to obtain an exact estimate for the number of almost independent random variables that can be defined on a discrete probability space and necessary conditions for a sequence of r-independent random variables to be stationary.     

Maximal product of primes whose sum is bounded

A modification of a scheme of allocating a random number of particles to cells is considered in which particles are allocated according to some multinomial scheme “in groups” with a random number of particles in each. The asymptotic properties of the distribution of the number of trials (allocated “groups” of particles) needed to fill a given number of cells are investigated.     

A note on runs of geometrically distributed random variables

Recently, Grabner et al. [Combinatorics of geometrically distributed random variables: run statistics, Theoret. Comput. Sci. 297 (2003) 261-270] and Louchard and Prodinger [Ascending runs of sequences of geometrically distributed random variables: a probabilistic analysis, Theoret. Comput. Sci. 304 (2003) 59-86] considered the run statistics of geometrically distributed independent random variables. They investigated the asymptotic properties of the number of runs and the longest run using the corresponding probability generating functions and a Markov chain approach. In this note, we reconsider the asymptotic properties of such statistics using another approach. Our approach of finding the asymptotic distributions is based on the construction of runs in a sequence of m-dependent random variables. This approach enables us to find the asymptotic distributions of many run statistics via the theorems established for m-dependent sequence of random variables. We also provide the asymptotic distribution of the total number of non-decreasing runs and the longest non-decreasing run.     

Limit theorems for monotonic particle systems and sequential deposition

We prove spatial laws of large numbers and central limit theorems for the ultimate number of adsorbed particles in a large class of multidimensional random and cooperative sequential adsorption schemes on the lattice, and also for the Johnson–Mehl model of birth, linear growth and spatial exclusion in the continuum. The lattice result is also applicable to certain telecommunications networks. The proofs are based on a general law of large numbers and central limit theorem for sums of random variables determined by the restriction of a white noise process to large spatial regions.     

Multicriteria variable selection for classification of production batches

In many industrial processes hundreds of noisy and correlated process variables are collected for monitoring and control purposes. The goal is often to correctly classify production batches into classes, such as good or failed, based on the process variables. We propose a method for selecting the best process variables for classification of process batches using multiple criteria including classification performance measures (i.e., sensitivity and specificity) and the measurement cost. The method applies Partial Least Squares (PLS) regression on the training set to derive an importance index for each variable. Then an iterative classification/elimination procedure using k-Nearest Neighbor is carried out. Finally, Pareto analysis is used to select the best set of variables and avoid excessive retention of variables. The method proposed here consistently selects process variables important for classification, regardless of the batches included in the training data. Further, we demonstrate the advantages of the proposed method using six industrial datasets.     

A system of grabbing particles related to Galton‐Watson trees

We consider a system of particles with arms that are activated randomly to grab other particles as a toy model for polymerization. We assume that the following two rules are fulfilled: once a particle has been grabbed then it cannot be grabbed again, and an arm cannot grab a particle that belongs to its own cluster. We are interested in the shape of a typical polymer in the situation when the initial number of monomers is large and the numbers of arms of monomers are given by i.i.d. random variables. Our main result is a limit theorem for the empirical distribution of polymers, where limit is expressed in terms of a Galton‐Watson tree. © 2010 Wiley Periodicals, Inc. Random Struct. Alg., 2010     

Gaps in samples of geometric random variables

In this note we continue the study of gaps in samples of geometric random variables originated in Hitczenko and Knopfmacher [Gap-free compositions and gap-free samples of geometric random variables. Discrete Math. 294 (2005) 225-239] and continued in Louchard and Prodinger [The number of gaps in sequences of geometrically distributed random variables, Preprint available at 〈http://www.ulb.ac.be/di/mcs/louchard/〉 (number 81 on the list) or at 〈http://math.sun.ac.za/∼ prodinger/pdffiles/gapsAPRIL27.pdf.〉] In particular, since the notion of a gap differs in these two papers, we derive some of the results obtained in Louchard and Prodinger [The number of gaps in sequences of geometrically distributed random variables, Preprint available at 〈http://www.ulb.ac.be/di/mcs/louchard/〉 (number 81 on the list) or at 〈http://math.sun.ac.za/∼prodinger/pdffiles/gapsAPRIL27.pdf.〉] for gaps as defined in Hitczenko and Knopfmacher [Gap-free compositions and gap-free samples of geometric random variables. Discrete Math. 294 (2005) 225-239].     

Mean fixation time estimates in constant size populations

We consider a population consisting of N particles each of which some type is ascribed to. All particles die at the integer time moments and produce a random amount of particles of the same type as the parent. Moreover, the population retains its size N and the random vectors defining the number of offsprings of each particle have exchangeable distributions. We obtain several upper bounds for the expectation of the variable equal to the number of the generation when all particles in the population become single-type or almost single-type. Here we fix an arbitrary initial configuration of particles according to types.     

Two-stage procedure of estimation of reliability indexes from forced and service tests

Prolonged experiments are needed to control the reliability of modern technical products. One method of their shortening is the use of tests under forced regimes. To interpret the results of forced tests with regard to normal conditions the relationship between reliability indexes (RI) and test regime is used. This relationship is determined from preliminary tests. In this approach the above mentioned relationship between RI and test regime is assumed to be valid for all batches of products. It is noted in [1] that the technical characteristics of products are random variables whose distributions depend on production conditions. Therefore for different batches RI may vary rather widely under the same conditions. In the present paper the model of dependence of RI on some inner product parameters instead of those of the testing regime is used to find the common relationship for different products. Translated fromStatisticheskie Metody Otsenivaniya i Proverki Gipotez, pp. 52–58, Perm, 1991.     

On the maximal value of the expectation of record numbers

There are n independent identically distributed random variables with a continuous distribution function. The problem considered is, getting sequentially the values of these variables and selecting one of them as an initial point, how we can maximize the expected number of records among the rest of this sequence of random variables (without knowledge of the future values).     

Supply of harmonic functions of an infinite number of variables. III

We obtain optimal (in a certain sense) harmonicity conditions on functions on a Hilbert space which follow from estimates for sums of independent random variables. Together with the harmonicity conditions obtained earlier, based on estimates of the order of growth for sums of dependent random variables and for sums of orthogonal random variables, they make it possible to consider new classes of harmonic functions of an infinite number of variables.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 3, pp. 417–423, March, 1992.     

The generalized near-integer Gamma distribution: a basis for ‘near-exact’ approximations to the distribution of statistics which are the product of an odd number of independent Beta random variables

In this paper the concept of near-exact approximation to a distribution is introduced. Based on this concept it is shown how a random variable whose exponential has a Beta distribution may be closely approximated by a sum of independent Gamma random variables, giving rise to the generalized near-integer (GNI) Gamma distribution. A particular near-exact approximation to the distribution of the logarithm of the product of an odd number of independent Beta random variables is shown to be a GNI Gamma distribution. As an application, a near-exact approximation to the distribution of the generalized Wilks Λ statistic is obtained for cases where two or more sets of variables have an odd number of variables. This near-exact approximation gives the exact distribution when there is at most one set with an odd number of variables. In the other cases a near-exact approximation to the distribution of the logarithm of the Wilks Lambda statistic is found to be either a particular generalized integer Gamma distribution or a particular GNI Gamma distribution.     

Fuzzy random renewal process and renewal reward process

So far, there have been several concepts about fuzzy random variables and their expected values in literature. One of the concepts defined by Liu and Liu (2003a) is that the fuzzy random variable is a measurable function from a probability space to a collection of fuzzy variables and its expected value is described as a scalar number. Based on the concepts, this paper addresses two processes—fuzzy random renewal process and fuzzy random renewal reward process. In the fuzzy random renewal process, the interarrival times are characterized as fuzzy random variables and a fuzzy random elementary renewal theorem on the limit value of the expected renewal rate of the process is presented. In the fuzzy random renewal reward process, both the interarrival times and rewards are depicted as fuzzy random variables and a fuzzy random renewal reward theorem on the limit value of the long-run expected reward per unit time is provided. The results obtained in this paper coincide with those in stochastic case or in fuzzy case when the fuzzy random variables degenerate to random variables or to fuzzy variables.