Given a set of several inputs into a system (e.g., independent variables characterizing stimuli) and a set of several stochastically non-independent outputs (e.g., random variables describing different aspects of responses), how can one determine, for each of the outputs, which of the inputs it is influenced by? The problem has applications ranging from modeling pairwise comparisons to reconstr...

Warton et al. [1] advance community ecology by describing a statistical framework that can jointly model abundances (or distributions) across many taxa to quantify how community properties respond to environmental variables. This framework specifies the effects of both measured and unmeasured (latent) variables on the abundance (or occurrence) of each species. Latent variables are random effect...

This paper describes a method for the Monte Carlo simulation of two correlated random variables. The author analyses linear combinations of stochastically independent random variables that are equally distributed over the interval (0; 1) (\random numbers") and also examines their distribution. If a suitable matrix of coeecients is chosen, the subsequent transformation results in random variable...

1. By using the sampling theorem to expand N (t − τ, ω) and h(τ) with respect to τ we obtain: Z(t, ω) = τ k∈Z h(kT) sinc π τ − kT T k∈Z N (t − kT, ω) sinc π τ − kT T dτ = T k∈Z h(kT)N (t − kT, ω) where we used orthogonality of the set of functions {sinc (π(τ − kT)/T)} k∈Z. 2. Since N (τ) is a complex Gaussian random process, for each finite set of epochs t 1 , ..., t K , the random variables {N...

Similar formalisms have been independently developed in psychology, to deal with the issue of selective influences (deciding which of several experimental manipulations selectively influences each of several, generally non-independent, response variables), and in quantum mechanics (QM), to deal with the EPR entanglement phenomena (deciding whether an EPR experiment allows for a “classical” acco...

In many classic problems of asymptotic analysis, it appears that the scaled average of a sequence of F -distributed random variables converges to G-distributed limit in some sense of convergence. In this paper, we look at the classic convergence problems from a novel perspective: we aim to characterize all possible limits of the sum of a sequence of random variables under different choices of d...

Fluctuations of the order parameters of the Gardner model for any α < α c are studied. It is proved that they converge in distribution to a family of jointly Gaussian random variables.

We consider a collection of independent random variables that are identically distributed, except for a small subset which follows a different, anomalous distribution. We study the problem of detecting which random variables in the collection are governed by the anomalous distribution. Recent work proposes to solve this problem by conducting hypothesis tests based on mixed observations (e.g. li...