Related papers: The Mahonian probability distribution on words is …

Let $\{X_n,n\ge1\}$ be a sequence of independent and identically distributed random variables, taking non-negative integer values, and call $X_n$ a $\delta$-record if $X_n>\max\{X_1,...,X_{n-1}\}+\delta$, where $\delta$ is an integer…

Categorical random variables are a common staple in machine learning methods and other applications across disciplines. Many times, correlation within categorical predictors exists, and has been noted to have an effect on various algorithm…

The study of Mahonian statistics dated back to 1915 when MacMahon showed that the major index and the inverse number have the same distribution on a set of permutations with length n. Since then, many Mahonian statistics have been…

The beta normal distribution is a generalization of both the normal distribution and the normal order statistics. Some of its mathematical properties and a few applications have been studied in the literature. We provide a better foundation…

Various statistics on wreath products are defined via canonical words, "colored" right to left minima and "colored" descents. It is shown that refined counts with respect to these statistics have nice recurrence formulas of…

We study the typical behavior of the least common multiple of the elements of a random subset $A\subset \{1,\dots, n\}$. For example we prove that $\text{lcm}\{a:\ a\in A\}=2^{n(1+o(1))}$ for almost all subsets $A\subset\{1,\dots,n\}$.

This paper presents the asymptotic theory for nondegenerate $U$-statistics of high frequency observations of continuous It\^{o} semimartingales. We prove uniform convergence in probability and show a functional stable central limit theorem…

We find the asymptotic distribution of the multi-dimensional multi-scale and kernel estimators for high-frequency financial data with microstructure. Sampling times are allowed to be asynchronous and endogenous. In the process, we show that…

Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical improvements in some cases. This paper shows that the…

We study analytically the statistics of multiple sign changes in a discrete non-Markovian sequence ,\psi_i=\phi_i+\phi_{i-1} (i=1,2....,n) where \phi_i's are independent and identically distributed random variables each drawn from a…

We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…

Let P_{n,m} denote the graph taken uniformly at random from the set of all planar graphs on {1,2,..., n} with exactly m(n) edges. We use counting arguments to investigate the probability that P_{n,m} will contain given components and…

A product of two Gaussians (or normal distributions) is another Gaussian. That's a valuable and useful fact! Here we use it to derive a refactoring of a common product of multivariate Gaussians: The product of a Gaussian likelihood times a…

It is known that if $x\in[0,1]$ is polynomial time random (i.e. no polynomial time computable martingale succeeds on the binary fractional expansion of $x$) then $x$ is normal in any integer base greater than one. We show that if $x$ is…

We show that the distribution of the coefficients of the q-derangement numbers is asymptotically normal. We also show that this property holds for the q-derangement numbers of type B.

In this paper, we consider Bayesian inference on a class of multivariate median and the multivariate quantile functionals of a joint distribution using a Dirichlet process prior. Since, unlike univariate quantiles, the exact posterior…

One of the questions of distribution of prime numbers is considered in the article. It is shown what error is obtained from the assumption that the asymptotic density of a sequence of primes is a probability. Various forms of an analogue of…

For a word $\pi$ and integer $i$, we define $L^i(\pi)$ to be the length of the longest subsequence of the form $i(i+1)\cdots j$, and we let $L(\pi):=\max_i L^i(\pi)$. In this paper we estimate the expected values of $L^1(\pi)$ and $L(\pi)$…

The prefix exchange distance of a permutation is the minimum number of exchanges involving the leftmost element that sorts the permutation. We give new combinatorial proofs of known results on the distribution of the prefix exchange…

Probability distributions can be read as simple expressions of information. Each continuous probability distribution describes how information changes with magnitude. Once one learns to read a probability distribution as a measurement scale…