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A NEW PROOF OF THE ERDOS-KAC CENTRAL LIMIT THEOREM

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On the Use of the Generalized Littlewood Theorem Concerning Integrals of the Logarithm of Analytical Functions for the Calculation of Infinite Sums and the Analysis of Zeroes of Analytical Functions

Recently, we have established and used the generalized Littlewood theorem concerning contour integrals of the logarithm of an analytical function to obtain a few new criteria equivalent to the Riemann hypothesis. Here, the same theorem is applied to calcul ...

MDPI2023

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In this paper, we consider electric vehicle charging facilities that offer various levels of service, i.e., charging rates, for varying prices such that rational users choose a level of service that minimizes the total cost to themselves including an oppor ...

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Information Spectrum Converse for Minimum Entropy Couplings and Functional Representations

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Given two jointly distributed random variables (X,Y), a functional representation of X is a random variable Z independent of Y, and a deterministic function g(⋅,⋅) such that X=g(Y,Z). The problem of finding a minimum entropy functional representation is kn ...

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The multivariate Serre conjecture ring

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It is well-known that for any integral domain R, the Serre conjecture ring R(X), i.e., the localization of the univariate polynomial ring R[X] at monic polynomials, is a Bezout domain of Krull dimension

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We consider fundamental algorithmic number theoretic problems and their relation to a class of block structured Integer Linear Programs (ILPs) called 2-stage stochastic. A 2-stage stochastic ILP is an integer program of the form min{c(T)x vertical bar Ax = ...

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Since the birth of Information Theory, researchers have defined and exploited various information measures, as well as endowed them with operational meanings. Some were born as a "solution to a problem", like Shannon's Entropy and Mutual Information. Other ...

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Wyner's common information is a measure that quantifies and assesses the commonality between two random variables. Based on this, we introduce a novel two-step procedure to construct features from data, referred to as Common Information Components Analysis ...

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Consider a linear elliptic PDE defined over a stochastic stochastic geometry a function of N random variables. In many application, quantify the uncertainty propagated to a quantity of interest (QoI) is an important problem. The random domain is split into ...

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In this work, the probability of an event under some joint distribution is bounded by measuring it with the product of the marginals instead (which is typically easier to analyze) together with a measure of the dependence between the two random variables. ...

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Sub‐asymptotic motivation for new conditional multivariate extreme models

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Statistical models for extreme values are generally derived from non-degenerate probabilistic limits that can be used to approximate the distribution of events that exceed a selected high threshold. If convergence to the limit distribution is slow, then th ...

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Strong convergence of multivariate maxima

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