Related papers: Large deviations associated with Poisson--Dirichle…
In the paper, upper bounds for the rate of convergence in laws of large numbers for mixed Poisson random sums are constructed. As a measure of the distance between the limit and pre-limit laws, the Zolotarev $\zeta$-metric is used. The…
By an extension of the Bethe ansatz method used by Gwa and Spohn, we obtain an exact expression for the large deviation function of the time averaged current for the fully asymmetric exclusion process in a ring containing $N$ sites and $p$…
Data separation is a well-studied phenomenon that can cause problems in the estimation and inference from binary response models. Complete or quasi-complete separation occurs when there is a combination of regressors in the model whose…
Suppose $\widehat\theta_n$ is a strongly consistent estimator for $\theta_0$ in some i.i.d. situation. Let $N_\varepsilon$ and $Q_\varepsilon$ be respectively the last $n$ and the total number of $n$ for which $\widehat\theta_n$ is at least…
We consider the sequential sampling of species, where observed samples are classified into the species they belong to. We are particularly interested in studying some quantities describing the sampling process when there is a new species…
A simple explicit construction is provided of a partition-valued fragmentation process whose distribution on partitions of $[n]=\{1,...,n\}$ at time $\theta \ge 0$ is governed by the Ewens sampling formula with parameter $\theta$. These…
We show the convergence of the characteristic polynomial for random permutation matrices sampled from the generalized Ewens distribution. Under this distribution, the measure of a given permutation depends only on its cycle structure,…
The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is discussed. A wide set of measurable quantities ("invariant moments") whose expectation value…
Considered are the large $N$, or large intensity, forms of the distribution of the length of the longest increasing subsequences for various models. Earlier work has established that after centring and scaling, the limit laws for these…
Two new information-theoretic methods are introduced for establishing Poisson approximation inequalities. First, using only elementary information-theoretic techniques it is shown that, when $S_n=\sum_{i=1}^nX_i$ is the sum of the (possibly…
We establish a complete picture of condensation in the inclusion process in the thermodynamic limit with vanishing diffusion, covering all scaling regimes of the diffusion parameter and including large deviation results for the maximum…
Stochastic partial differential equations driven by Poisson random measures (PRM) have been proposed as models for many different physical systems, where they are viewed as a refinement of a corresponding noiseless partial differential…
The Wright-Fisher (W-F) diffusion model serves as a foundational framework for interpreting population evolution through allele frequency dynamics over time. Despite the known transition probability between consecutive generations, an exact…
We prove that the size of the e-core of a partition taken under the Poissonised Plancherel measure converges in distribution to, as the Poisson parameter goes to infinity and after a suitable renormalisation, a sum of e-1 mutually…
Large deviation theory offers a powerful and general statistical framework to study the asymptotic dynamical properties of rare events. The application of the formalism to concrete experimental situations is, however, often restricted by…
An important line of research is the investigation of the laws of random variables known as Dirichlet means as discussed in Cifarelli and Regazzini(1990). However there is not much information on inter-relationships between different…
We give a extensive account of a recent new way of applying the Dirichlet form theory to random Poisson measures. The main application is to obtain existence of density for thelaws of random functionals of L\'evy processes or solutions of…
We establish a general inequality on the Poisson space, yielding an upper bound for the distance in total variation between the law of a regular random variable with values in the integers and a Poisson distribution. Several applications…
This paper focuses on the size-biased permutation of $n$ independent and identically distributed (i.i.d.) positive random variables. This is a finite dimensional analogue of the size-biased permutation of ranked jumps of a subordinator…
We continue our study of the distribution of the maximal number $X^{\ast}_k$ of offsprings amongst all individuals in a critical Galton-Watson process started with $k$ ancestors, treating the case when the reproduction law has a regularly…