Pub Date : 2023-11-01DOI: 10.1137/s0040585x97t991593
I. Karatzas, W. Schachermayer
{"title":"A Weak Law of Large Numbers for Dependent Random Variables","authors":"I. Karatzas, W. Schachermayer","doi":"10.1137/s0040585x97t991593","DOIUrl":"https://doi.org/10.1137/s0040585x97t991593","url":null,"abstract":"","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"38 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135510179","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-01DOI: 10.1137/s0040585x97t991519
A. A. Borovkov
Under the assumption that the change-point time is large, a Poisson approximation for the distribution of the number of false alarms is obtained. We also find upper bounds for the probability of a ``false alarm” on a given time interval. An asymptotic expansion for the mean delay time of the alarm signal relative to the change-point time is obtained. To get this result, we establish the exponential convergence rate in the ergodic theorem for Markov chains with a positive atom; chains of this kind describe the monitoring of control systems. A game-theoretic approach is employed to obtain asymptotically optimal solutions of the change-point problem.
{"title":"On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains","authors":"A. A. Borovkov","doi":"10.1137/s0040585x97t991519","DOIUrl":"https://doi.org/10.1137/s0040585x97t991519","url":null,"abstract":"Under the assumption that the change-point time is large, a Poisson approximation for the distribution of the number of false alarms is obtained. We also find upper bounds for the probability of a ``false alarm” on a given time interval. An asymptotic expansion for the mean delay time of the alarm signal relative to the change-point time is obtained. To get this result, we establish the exponential convergence rate in the ergodic theorem for Markov chains with a positive atom; chains of this kind describe the monitoring of control systems. A game-theoretic approach is employed to obtain asymptotically optimal solutions of the change-point problem.","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"73 8","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135515944","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-01DOI: 10.1137/s0040585x97t991520
A. V. Bulinski
It is shown that widely used suboptimal algorithms of feature selection based on information theory concepts do not necessarily identify a collection of features (relevant in a sense) affecting the studied random response. This can be considered as a reflection of the epistasis phenomenon known in genetics, when individual features have little effect on increased risk of complex disease, whereas certain combinations of features have significant impact on risk. It is demonstrated that a similar effect is also manifested in inferences employing statistical estimates of mutual information.
{"title":"On Relevant Features Selection Based on Information Theory","authors":"A. V. Bulinski","doi":"10.1137/s0040585x97t991520","DOIUrl":"https://doi.org/10.1137/s0040585x97t991520","url":null,"abstract":"It is shown that widely used suboptimal algorithms of feature selection based on information theory concepts do not necessarily identify a collection of features (relevant in a sense) affecting the studied random response. This can be considered as a reflection of the epistasis phenomenon known in genetics, when individual features have little effect on increased risk of complex disease, whereas certain combinations of features have significant impact on risk. It is demonstrated that a similar effect is also manifested in inferences employing statistical estimates of mutual information.","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"73 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135515946","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-01DOI: 10.1137/s0040585x97t991532
V. A. Vatutin, E. E. Dyakonova
{"title":"Population Size of a Critical Branching Process Evolving in an Unfavorable Environment","authors":"V. A. Vatutin, E. E. Dyakonova","doi":"10.1137/s0040585x97t991532","DOIUrl":"https://doi.org/10.1137/s0040585x97t991532","url":null,"abstract":"","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"37 6","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135510181","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-01DOI: 10.1137/s0040585x97t991544
A. M. Vershik, M. A. Lifshits
{"title":"On mm-Entropy of a Banach Space with Gaussian Measure","authors":"A. M. Vershik, M. A. Lifshits","doi":"10.1137/s0040585x97t991544","DOIUrl":"https://doi.org/10.1137/s0040585x97t991544","url":null,"abstract":"","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"73 11","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135515943","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-01DOI: 10.1137/s0040585x97t99160x
N. V. Krylov
{"title":"On Nondegenerate Itô Processes with Moderated Drift","authors":"N. V. Krylov","doi":"10.1137/s0040585x97t99160x","DOIUrl":"https://doi.org/10.1137/s0040585x97t99160x","url":null,"abstract":"","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"35 12","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135510185","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-01DOI: 10.1137/s0040585x97t991490
A. N. Shiryaev
{"title":"On the 120th Birthday of Andrei Nikolaevich Kolmogorov","authors":"A. N. Shiryaev","doi":"10.1137/s0040585x97t991490","DOIUrl":"https://doi.org/10.1137/s0040585x97t991490","url":null,"abstract":"","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"73 2","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135515945","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Endoscopic submucosal dissection enables en bloc resection of large superficial colorectal neoplasms. However, it is sometimes challenging to retrieve a large resected specimen via the anus without sample fragmentation. A novel "bag-type" retrieval device has been developed to accomplish complete isolation and non-destructive delivery of oversized specimens. This single-center retrospective study was performed to demonstrate the efficacy of this device for large colorectal resected specimens. Among 17 patients, we identified 18 superficial colorectal lesions for which the use of a novel retrieval device (Endo Carry Large Type) was indicated at specimen delivery at a referral cancer institute from March 2021 to July 2022. The median (interquartile range) tumor size was 62.5 (52.0-79.5) mm. Retrieval of 17 (94%) of 18 resected specimens was performed using the Endo Carry Large Type, and 16 (89%) were successfully retrieved without sample fragmentation. The median (interquartile range) retrieval time was 4 (4-8) minutes, and no apparent adverse events were observed. The novel Endo Carry Large Type device can accomplish colorectal specimen retrieval safely and quickly without specimen damage and therefore may contribute to accurate pathological diagnosis.
内镜下粘膜夹层可以实现大的浅表结直肠肿瘤的整体切除。然而,有时很难在没有样本碎裂的情况下通过肛门取出大的切除标本。研制了一种新型的“袋式”回收装置,实现了超大标本的完全隔离和无损输送。这项单中心回顾性研究是为了证明该装置在结肠直肠癌切除大标本中的有效性。在17例患者中,我们确定了18例浅表结直肠病变,在2021年3月至2022年7月期间,在转诊癌症研究所的标本交付中使用了一种新型检索装置(Endo Carry Large Type)。肿瘤大小中位数(四分位间距)为62.5 (52.0-79.5)mm。18个切除标本中有17个(94%)使用Endo Carry Large Type进行检索,16个(89%)成功检索,无标本碎裂。中位(四分位间距)检索时间为4(4-8)分钟,未观察到明显的不良事件。新型的Endo Carry大型装置可以安全、快速地完成结肠直肠标本检索,而不会损伤标本,因此有助于准确的病理诊断。
{"title":"Potential role of a novel endoscopic retrieval bag for large colorectal resected specimen: a proof-of-concept study.","authors":"Yasuhiro Tani, Yoji Takeuchi, Yuya Asada, Yuki Okubo, Yushi Kawakami, Satoki Shichijo, Takashi Kanesaka, Koji Higashino, Noriya Uedo, Tomoki Michida, Ryu Ishihara, Kiyokazu Nakajima","doi":"10.1055/a-2098-2664","DOIUrl":"10.1055/a-2098-2664","url":null,"abstract":"<p><p>Endoscopic submucosal dissection enables en bloc resection of large superficial colorectal neoplasms. However, it is sometimes challenging to retrieve a large resected specimen via the anus without sample fragmentation. A novel \"bag-type\" retrieval device has been developed to accomplish complete isolation and non-destructive delivery of oversized specimens. This single-center retrospective study was performed to demonstrate the efficacy of this device for large colorectal resected specimens. Among 17 patients, we identified 18 superficial colorectal lesions for which the use of a novel retrieval device (Endo Carry Large Type) was indicated at specimen delivery at a referral cancer institute from March 2021 to July 2022. The median (interquartile range) tumor size was 62.5 (52.0-79.5) mm. Retrieval of 17 (94%) of 18 resected specimens was performed using the Endo Carry Large Type, and 16 (89%) were successfully retrieved without sample fragmentation. The median (interquartile range) retrieval time was 4 (4-8) minutes, and no apparent adverse events were observed. The novel Endo Carry Large Type device can accomplish colorectal specimen retrieval safely and quickly without specimen damage and therefore may contribute to accurate pathological diagnosis.</p>","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"16 1","pages":"E714-E718"},"PeriodicalIF":2.6,"publicationDate":"2023-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10683754/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86264930","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-08-01DOI: 10.1137/s0040585x97t991453
M. Skorski
The statistical inference on missing mass aims to estimate the weight of elements not observed during sampling. Since the pioneer work of Good and Turing, the problem has been studied in many areas, including statistical linguistics, ecology, and machine learning. Proving the sub-Gaussian behavior of the missing mass has been notoriously hard, and a number of complicated arguments have been proposed: logarithmic Sobolev inequalities, thermodynamic approaches, and information-theoretic transportation methods. Prior works have argued that the difficulty is inherent, and classical tools are inadequate. We show that this common belief is false, and all that we need to establish the sub-Gaussian concentration is the classical inequality of Bernstein. The strong educational value of our work is in its demonstration of this inequality in its full generality, an aspect not well recognized by researchers.
{"title":"On Sub-Gaussian Concentration of Missing Mass","authors":"M. Skorski","doi":"10.1137/s0040585x97t991453","DOIUrl":"https://doi.org/10.1137/s0040585x97t991453","url":null,"abstract":"The statistical inference on missing mass aims to estimate the weight of elements not observed during sampling. Since the pioneer work of Good and Turing, the problem has been studied in many areas, including statistical linguistics, ecology, and machine learning. Proving the sub-Gaussian behavior of the missing mass has been notoriously hard, and a number of complicated arguments have been proposed: logarithmic Sobolev inequalities, thermodynamic approaches, and information-theoretic transportation methods. Prior works have argued that the difficulty is inherent, and classical tools are inadequate. We show that this common belief is false, and all that we need to establish the sub-Gaussian concentration is the classical inequality of Bernstein. The strong educational value of our work is in its demonstration of this inequality in its full generality, an aspect not well recognized by researchers.","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136021783","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-08-01DOI: 10.1137/s0040585x97t991489
K. Yu. Klimov, M. N. Tsareva
This note presents information about three workshops on financial and actuarial mathematics held in 2022 by The Vega Institute Science Promotion Foundation. The goal of the Foundation is to support and develop projects for training highly qualified personnel in the field of financial and actuarial mathematics in parallel with its economic and numerical components.
{"title":"On Student Workshops Organized by the Vega Institute","authors":"K. Yu. Klimov, M. N. Tsareva","doi":"10.1137/s0040585x97t991489","DOIUrl":"https://doi.org/10.1137/s0040585x97t991489","url":null,"abstract":"This note presents information about three workshops on financial and actuarial mathematics held in 2022 by The Vega Institute Science Promotion Foundation. The goal of the Foundation is to support and develop projects for training highly qualified personnel in the field of financial and actuarial mathematics in parallel with its economic and numerical components.","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136021780","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}