We deduce the non-asymptotical bilateral estimates for moment inequalities for sums of non-negative independent random variables, based on the correspondent estimates for the so-called Bell functions and the Poisson distribution.
We question the commonly accepted statement that random numbers certified by Bell's theorem carry some special sort of randomness, so to say, quantum randomness or intrinsic randomness. We show that such numbers can be easily generated by classical random generators.
For a centered $d$-dimensional Gaussian random vector $ξ=(ξ_1,\ldots,ξ_d)$ and a homogeneous function $h:R^d\to R$ we derive asymptotic expansions for the tail of the Gaussian chaos $h(ξ)$ given the function $h$ is sufficiently smooth. Three challenging instances of the Gaussian chaos are the determinant of a Gaussian matrix, the Gaussian orthogonal ensemble and the diameter of random Gaussian clouds. Using a direct probabilistic asymptotic method, we investigate both the asymptotic behaviour of the tail distribution of $h(ξ)$ and its density at infinity and then discuss possible extensions fo…
We study concentration properties of vertex degrees of $n$-dimensional Erdos-Rényi random graphs with the edge probability $ρ/n$ by means of high moments of these random variables in the limit when $n$ and $ρ$ tend to infinity. These moments are asymptotically close to one-variable Bell polynomials ${\cal B}_k(ρ), k\in {\bf N}$ that represent moments of the Poisson probability distribution ${\cal P}(ρ)$. We study asymptotic behavior of the Bell polynomials and modified Bell polynomials for large values of $k$ and $ρ$ with the help of the local limit theorem for auxiliary random variables. Usin…
We present a new probabilistic analysis of distributed algorithms. Our approach relies on the theory of quasi-stationary distributions (QSD) recently developped by Champagnat and Villemonais. We give properties on the deadlock time and the distribution of the model before deadlock, both for discrete and diffusion models. Our results are non-asymptotic since they apply to any finite values of the involved parameters (time, numbers of resources, number of processors, etc.) and reflect the real behavior of these algorithms, with potential applications to deadlock prevention, which are very import…
A theorem of Meinardus provides asymptotics of the number of weighted partitions under certain assumptions on associated ordinary and Dirichlet generating functions. The ordinary generating functions are closely related to Euler's generating function $\prod_{k=1}^\infty S(z^k)$ for partitions, where $S(z)=(1-z)^{-1}$. By applying a method due to Khintchine, we extend Meinardus' theorem to find the asymptotics of the coefficients of generating functions of the form $\prod_{k=1}^\infty S(a_kz^k)^{b_k}$ for sequences $a_k$, $b_k$ and general $S(z)$. We also reformulate the hypotheses of the theor…
Our aim is to emphasize the role of mathematical models in physics, especially models of geometry and probability. We briefly compare developments of geometry and probability by pointing to similarities and differences: from Euclid to Lobachevsky and from Kolmogorov to Bell. In probability Bell played the same role as Lobachevsky in geometry. In fact, violation of Bell's inequality implies the impossibility to apply the classical probability model of Kolmogorov (1933) to quantum phenomena. Thus quantum probabilistic model (based on Born's rule) is an example of non-Kolmogorovian model of proba…
Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated, in particular when X 1 is not exponentially integrable. For instance, A.V. Nagaev formulated exact asymptotics results for P(S n > x n) when x n > n 1/2 (see, [13, 14]). In this paper, we derive rough asymptotics results (at logarithmic scale) with shorter proofs relying on classical tools of large deviation theory and expliciting the rate function at the transition.
Let $LA_{n}(τ)$ be the length of the longest alternating subsequence of a uniform random permutation $τ\in[n]$. Classical probabilistic arguments are used to rederive the asymptotic mean, variance and limiting law of $LA_{n}(τ)$. Our methodology is robust enough to tackle similar problems for finite alphabet random words or even Markovian sequences in which case our results are mainly original. A sketch of how some cases of pattern restricted permutations can also be tackled with probabilistic methods is finally presented.
Cyclic systems of dichotomous random variables have played a prominent role in contextuality research, describing such experimental paradigms as the Klyachko-Can-Binicoglu-Shumovky, Einstein-Podolsky-Rosen-Bell, and Leggett-Garg ones in physics, as well as conjoint binary choices in human decision making. Here, we understand contextuality within the framework of the Contextuality-by-Default (CbD) theory, based on the notion of probabilistic couplings satisfying certain constraints. CbD allows us to drop the commonly made assumption that systems of random variables are consistently connected. C…
We consider the value function of a stochastic optimal control of degenerate diffusion processes in a domain $D$. We study the smoothness of the value function, under the assumption of the non-degeneracy of the diffusion term along the normal to the boundary and an interior condition weaker than the non-degeneracy of the diffusion term. When the diffusion term, drift term, discount factor, running payoff and terminal payoff are all in the class of $C^{1,1}(\bar D)$, the value function turns out to be the unique solution in the class of $C_{loc}^{1,1}(D)\cap C^{0,1}(\bar D)$ to the associated d…
Quantum violation of Bell inequalities is now used in many quantum information applications and it is important to analyze it both quantitatively and conceptually. In the present paper, we analyze violation of multipartite Bell inequalities via the local probability model - the LqHV (local quasi hidden variable) model [Loubenets, J. Math. Phys. 53, 022201 (2012)], incorporating the LHV model only as a particular case and correctly reproducing the probabilistic description of every quantum correlation scenario, more generally, every nonsignaling scenario. The LqHV probability framework allows u…