A Dynamical Law of Large Numbers

نویسندگان

  • DAVAR KHOSHNEVISAN
  • DAVID A. LEVIN
چکیده

Abstract. Let X1, X2, . . . denote i.i.d. random bits, each taking the values 1 and 0 with respective probabilities p and 1 − p. A well-known theorem of Erdős and Rényi (1970) describes the length of the longest contiguous stretch, or “run,” of ones in X1, . . . , Xn for large values of n. Benjamini, Häggström, Peres, and Steif (2003, Theorem 1.4) demonstrated the existence of unusual times, provided that the bits undergo equilibrium dynamics in time. The first of the two main results of this paper describes what happens if we allow for a fixed and finite number of “impurities” [or zeros] in the longest run of ones. This resolves a recent conjecture of Révész (2005, p. 61). We also compute the Hausdorff dimension of the collection of all unusual times at which this long-run-with-impurities occur. The second main contribution of this paper describes a sharp capacity criterion for a parity test of Benjamini, Häggström, Peres, and Steif (2003) that was initially motivated by problems in complexity theory. This refines the existing sufficient condition and necessary condition of Benjamini, Häggström, Peres, and Steif (2003, Theorem 3.4) to a necessary and sufficient condition which is potential-theoretic in nature. The proof hinges on a combinatorial argument which does not appear to have an obvious connection to the Markov property. This is worth mentioning because probabilistic potential theory is often associated strongly with the Markov, or even strong Markov, property.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Note on the Strong Law of Large Numbers

Petrov (1996) proved the connection between general moment conditions and the applicability of the strong law of large numbers to a sequence of pairwise independent and identically distributed random variables. This note examines this connection to a sequence of pairwise negative quadrant dependent (NQD) and identically distributed random variables. As a consequence of the main theorem ...

متن کامل

MARCINKIEWICZ-TYPE STRONG LAW OF LARGE NUMBERS FOR DOUBLE ARRAYS OF NEGATIVELY DEPENDENT RANDOM VARIABLES

In the following work we present a proof for the strong law of large numbers for pairwise negatively dependent random variables which relaxes the usual assumption of pairwise independence. Let be a double sequence of pairwise negatively dependent random variables. If for all non-negative real numbers t and , for 1 < p < 2, then we prove that (1). In addition, it also converges to 0 in ....

متن کامل

On the Convergence Rate of the Law of Large Numbers for Sums of Dependent Random Variables

In this paper, we generalize some results of Chandra and Goswami [4] for pairwise negatively dependent random variables (henceforth r.v.’s). Furthermore, we give Baum and Katz’s [1] type results on estimate for the rate of convergence in these laws.

متن کامل

SOME PROBABILISTIC INEQUALITIES FOR FUZZY RANDOM VARIABLES

In this paper, the concepts of positive dependence and linearlypositive quadrant dependence are introduced for fuzzy random variables. Also,an inequality is obtained for partial sums of linearly positive quadrant depen-dent fuzzy random variables. Moreover, a weak law of large numbers is estab-lished for linearly positive quadrant dependent fuzzy random variables. Weextend some well known inequ...

متن کامل

Application of Benford’s Law in Analyzing Geotechnical Data

Benford’s law predicts the frequency of the first digit of numbers met in a wide range of naturally occurring phenomena. In data sets, following Benford’s law, numbers are started with a small leading digit more often than those with a large leading digit. This law can be used as a tool for detecting fraud and abnormally in the number sets and any fabricated number sets. This can be used as an ...

متن کامل

A PRELUDE TO THE THEORY OF RANDOM WALKS IN RANDOM ENVIRONMENTS

A random walk on a lattice is one of the most fundamental models in probability theory. When the random walk is inhomogenous and its inhomogeniety comes from an ergodic stationary process, the walk is called a random walk in a random environment (RWRE). The basic questions such as the law of large numbers (LLN), the central limit theorem (CLT), and the large deviation principle (LDP) are ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2007