Related papers: Large deviations associated with Poisson--Dirichle…
In this article, we study a model of random permutations, which we call random standardized permutations, based on a sequence of i.i.d. random variables. This model generalizes others, such as the riffle-shuffle and the major-index-biased…
The Law of Large Numbers tells us that as the sample size (N) is increased, the sample mean converges on the population mean, provided that the latter exists. In this paper, we investigate the opposite effect: keeping the sample size fixed…
The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent terms by the accompanying compound Poisson laws may be interpreted as rather sharp quantitative estimates…
We study a class of evolution models, where the breeding process involves an arbitrary exchangeable process, allowing for mutations to appear. The population size $n$ is fixed, hence after breeding, selection is applied. Individuals are…
We study the Tracy-Widom (TW) distribution $f_\beta(a)$ in the limit of large Dyson index $\beta \to +\infty$. This distribution describes the fluctuations of the rescaled largest eigenvalue $a_1$ of the Gaussian (alias Hermite) ensemble…
We compute explicit upper bounds on the distance between the law of a multivariate Gaussian distribution and the joint law of wavelets/needlets coefficients based on a homogeneous spherical Poisson field. In particular, we develop some…
We investigate the random eigenvalues coming from the beta-Laguerre ensemble with parameter p, which is a generalization of the real, complex and quaternion Wishart matrices of parameter (n,p). In the case that the sample size n is much…
We compute exact values respectively bounds of "distances" - in the sense of (transforms of) power divergences and relative entropy - between two discrete-time Galton-Watson branching processes with immigration GWI for which the offspring…
A widely used electrostatics model in the biomolecular modeling community, the nonlinear Poisson-Boltzmann equation, along with its finite element approximation, are analyzed in this paper. A regularized Poisson-Boltzmann equation is…
The theory of finite-size scaling explains how the singular behavior of thermodynamic quantities in the critical point of a phase transition emerges when the size of the system becomes infinite. Usually, this theory is presented in a…
Consider an epidemic model with a constant flux of susceptibles, in a situation where the corresponding deterministic epidemic model has a unique stable endemic equilibrium. For the associated stochastic model, whose law of large numbers…
Near the beginning of the century, Wright and Fisher devised an elegant, mathematically tractable model of gene reproduction and replacement that laid the foundation for contemporary population genetics. The Wright-Fisher model and its…
An interesting problem in statistical physics is the condensation of classical particles in droplets or clusters when the pair-interaction is given by a stable Lennard-Jones-type potential. We study two aspects of this problem. We start by…
We are interested in the genealogical structure of alleles for a Bienaym\'e-Galton-Watson branching process with neutral mutations (infinite alleles model), in the situation where the initial population is large and the mutation rate small.…
We develop a variant of Stein's method of comparison of generators to bound the Kolmogorov, total variation, and Wasserstein-1 distances between distributions on the real line. Our discrepancy is expressed in terms of the ratio of reverse…
We suggest approximating the distribution of the sum of independent and identically distributed random variables with a Pareto-like tail by combining extreme value approximations for the largest summands with a normal approximation for the…
We introduce a class of two-parameter discrete dispersion models, obtained by combining convolution with a factorial tilting operation, similar to exponential dispersion models which combine convolution and exponential tilting. The…
We overview results on the topic of Poisson approximation that are missed in existing surveys. The topic of Poisson approximation to the distribution of a sum of integer-valued random variables is presented as well. We do not restrict…
This Ph.D. thesis concerns the version of the classical coupon collector's problem, when a collector samples with replacement a set of $n\ge 2$ distinct coupons so that at each time any one of the $n$ coupons is drawn with the same…
Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…