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Using a renormalization approach, we study the asymptotic limit distribution of the maximum value in a set of independent and identically distributed random variables raised to a power q(n) that varies monotonically with the sample size n.…

Statistical Mechanics · Physics 2012-04-17 Florian Angeletti , Eric Bertin , Patrice Abry

Let $\mathbb{N}$ denote the set of all nonnegative integers. Let $k\ge 3$ be an integer and $A_{0} = \{a_{1}, \dots{}, a_{t}\}$ $(a_{1} < \ldots< a_{t})$ be a nonnegative set which does not contain an arithmetic progression of length $k$.…

Number Theory · Mathematics 2017-10-06 Sándor Z. Kiss , Csaba Sándor , Quan-Hui Yang

The authors consider the length, $l_N$, of the length of the longest increasing subsequence of a random permutation of $N$ numbers. The main result in this paper is a proof that the distribution function for $l_N$, suitably centered and…

Combinatorics · Mathematics 2007-05-23 Jinho Baik , Percy Deift , Kurt Johansson

The superiority of symplectic methods for stochastic Hamiltonian systems has been widely recognized, yet the probabilistic mechanism behind this superiority remains incompletely understood. This paper studies the superiority of symplectic…

Numerical Analysis · Mathematics 2025-05-29 Jialin Hong , Ge Liang , Derui Sheng

A variety of estimators for the parameters of the Generalized Pareto distribution, the approximating distribution for excesses over a high threshold, have been proposed, always assuming the underlying data to be independent. We recently…

Applications · Statistics 2016-05-26 Lukas Martig , Jürg Hüsler

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…

Probability · Mathematics 2013-10-28 Valentin Féray

We explore the probability that a permutation sampled from the symmetric group of order n uniformly at random has cycles of lengths not exceeding r. Asymptotic formulas valid in specified regions for the ratio n/r are obtained using the…

Combinatorics · Mathematics 2015-01-05 Eugenijus Manstavičius , Robertas Petuchovas

Beginning with work of Zeilberger on classical pattern counts, there are a variety of structural results for moments of permutation statistics applied to random permutations. Using tools from representation theory, Gaetz and Ryba…

Combinatorics · Mathematics 2025-03-25 Zachary Hamaker , Brendon Rhoades

In this paper we use a probabilistic approach to derive the expressions for the characteristic functions of basic statistics defined on permutation tableaux. Since our expressions are exact, we can identify the distributions of basic…

Combinatorics · Mathematics 2009-04-09 Pawel Hitczenko , Svante Janson

We find the value of constants related to constraints in characterization of some known statistical distributions and then we proceed to use the idea behind maximum entropy principle to derive generalized version of this distributions using…

Statistical Mechanics · Physics 2007-05-23 Oscar Sotolongo-Costa , Alejandro Gonzalez Gonzalez , Francois Brouers

We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…

Statistics Theory · Mathematics 2016-11-22 Teo Sharia , Lei Zhong

The purpose of this paper is to study a statistic that is used to compare the similarity between two strings, which is first introduced by Michael Steele in 1982. It was proposed as an alternative to the length of the longest common…

Probability · Mathematics 2023-06-22 Ümit Işlak , Alperen Y. Özdemir

We compute the limiting distributions of the lengths of the longest monotone subsequences of random (signed) involutions with or without conditions on the number of fixed points (and negated points) as the sizes of the involutions tend to…

Combinatorics · Mathematics 2007-05-23 Jinho Baik , Eric M. Rains

We derive in this article the asymptotic behavior as well as non-asymptotical estimates of tail of distribution for self-normalized sums of random variables (r.v.) under natural classical norming. We investigate also the case of…

Probability · Mathematics 2017-10-10 E. Ostrovsky , L. Sirota

For uniform random permutations conditioned to have no long cycles, we prove that the total number of cycles satisfies a central limit theorem. Under additional assumptions on the asymptotic behavior of the set of allowed cycle lengths, we…

Probability · Mathematics 2016-08-31 Volker Betz , Helge Schäfer

Let $LA_{n}(\tau)$ be the length of the longest alternating subsequence of a uniform random permutation $\tau\in[n]$. Classical probabilistic arguments are used to rederive the asymptotic mean, variance and limiting law of $LA_{n}(\tau)$.…

Probability · Mathematics 2012-09-11 Christian Houdré , Ricardo Restrepo

In this paper we propose a new approach for sequential monitoring of a parameter of a $d$-dimensional time series, which can be estimated by approximately linear functionals of the empirical distribution function. We consider a…

Statistics Theory · Mathematics 2018-11-26 Holger Dette , Josua Gösmann

Given a permutation statistic $\operatorname{st}$, define its inverse statistic $\operatorname{ist}$ by $\operatorname{ist}(\pi):=\operatorname{st}(\pi^{-1})$. We give a general approach, based on the theory of symmetric functions, for…

Combinatorics · Mathematics 2024-11-13 Ira M. Gessel , Yan Zhuang

Bukh and Zhou conjectured that the expectation of the length of the longest common subsequence of two i.i.d random permutations of size $n$ is greater than $\sqrt{n}$. We prove in this paper that there exists a universal constant $n_1$ such…

Probability · Mathematics 2025-04-18 Mohamed Slim Kammoun

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…

Probability · Mathematics 2007-05-23 Chris A. J. Klaassen , J. Theo Runnenburg