Related papers: Small parts in the Bernoulli sieve
This note is motivated by connections between the online and offline problems of selecting a possibly long subsequence from a Poisson-paced sequence of uniform marks under either a monotonicity or a sum constraint. The offline problem with…
Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…
We introduce the problem of Poisson sampling over joins: compute a sample of the result of a join query by conceptually performing a Bernoulli trial for each join tuple, using a non-uniform and tuple-specific probability. We propose an…
Aggregation patterns are often visually detected in sets of location data. These clusters may be the result of interesting dynamics or the effect of pure randomness. We build an asymptotically Gaussian test for the hypothesis of randomness…
We consider the $N$-particle noncolliding Bernoulli random walk --- a discrete time Markov process in $\mathbb{Z}^{N}$ obtained from a collection of $N$ independent simple random walks with steps $\in\{0,1\}$ by conditioning that they never…
Consider a string of $n$ positions, i.e. a discrete string of length $n$. Units of length $k$ are placed at random on this string in such a way that they do not overlap, and as often as possible, i.e. until all spacings between neighboring…
We propose an extension of the initial condition model TRENTo for sampling the number of partons inside the nucleons that participate in a heavy-ion collision. This sampling method is based on parton distribution functions (PDFs) and…
For some discretely observed path of oscillating Brownian motion with level of self-organized criticality $\rho_0$, we prove in the infill asymptotics that the MLE is $n$-consistent, where $n$ denotes the sample size, and derive its limit…
Stationary stochastic processes with independent increments, of which the Poisson process is a prominent example, are widely used to describe real world events. With the basic assumption that a counting process is stationary and has…
The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations. We…
Let $X$, $B$ and $Y$ be three Dirichlet, Bernoulli and beta independent random variables such that $X\sim \mathcal{D}(a_0,...,a_d),$ such that $\Pr(B=(0,...,0,1,0,...,0))=a_i/a$ with $a=\sum_{i=0}^da_i$ and such that $Y\sim \beta(1,a).$ We…
For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…
Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In this paper we consider two such likelihood ratios. The first one is an…
This paper extends work by Tracy and Widom on blocks in the asymmetric simple exclusion process (ASEP) to the case of step-Bernoulli initial condition. We consider the probability that a particle at site $x$ is the beginning of a block of…
We present a randomization-based inferential framework for experiments characterized by a strongly ignorable assignment mechanism where units have independent probabilities of receiving treatment. Previous works on randomization tests often…
We study two types of probability measures on the set of integer partitions of $n$ with at most $m$ parts. The first one chooses the random partition with a chance related to its largest part only. We then obtain the limiting distributions…
Suppose some random resource (energy, mass or space) $\chi \geq 0$ is to be shared at random between (possibly infinitely many) species (atoms or fragments). Assume ${\Bbb E}\chi =\theta <\infty $ and suppose the amount of the individual…
First-order separability of a spatio-temporal point process plays a fundamental role in the analysis of spatio-temporal point pattern data. While it is often a convenient assumption that simplifies the analysis greatly, existing…
The (conditional or unconditional) distribution of the continuous scan statistic in a one-dimensional Poisson process may be approximated by that of a discrete analogue via time discretization (to be referred to as the discrete…
Dynamical scaling is an asymptotic property typical for the dynamics of first-order phase transitions in physical systems and related to self-similarity. Based on the integral-representation for the marginal probabilities of a fractional…