Related papers: A Note on the Stanley Distribution

For estimating the unknown parameters in an unstable autoregressive AR(p), the paper proposes sequential least squares estimates with a special stopping time defined by the trace of the observed Fisher information matrix. The limiting…

In a remarkable paper, Peter Hall [{\it On the rate of convergence of normal extremes}, J. App. Prob, {\bf 16} (1979) 433--439] proved that the supremum norm distance between the distribution function of the normalized maximum of $n$…

Generalized Maxwell distribution is an extension of the classic Maxwell distribution. In this paper, we concentrate on the joint distributional asymptotics of normalized maxima and minima. Under optimal normalizing constants, asymptotic…

We study the evolution of the susceptibility in the subcritical random graph $G(n,p)$ as $n$ tends to infinity. We obtain precise asymptotics of its expectation and variance, and show it obeys a law of large numbers. We also prove that the…

We show that a wide variety of generalized increasing subsequence problems admit a one parameter family of extensions for which we can exactly compute the mean length of the longest increasing subsequence. By the nature of the extension,…

The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. Its mean and variance are known, but results for its median and mode are difficult to obtain, although a few cases have been solved and upper/lower…

Stanley sequences starting from the set $\{0, n\}$ where $n$ is a positive integer have long been conjectured to be divided into two types: the "regular" type where the growth rate is $\Theta(n^{\log_2(3)})$, and the "irregular" type where…

We address a question and a conjecture on the expected length of the longest common subsequences of two i.i.d.$\ $random permutations of $[n]:=\{1,2,...,n\}$. The question is resolved by showing that the minimal expectation is not attained…

This paper presents the asymptotic distributions of a general likelihood-based test statistic, derived using results of Wilks and Wald. The general form of the test statistic incorporates the test statistics and associated asymptotic…

We discuss a method of the asymptotic computation of moments of the normalized eigenvalue counting measure of random matrices of large order. The method is based on the resolvent identity and on some formulas relating expectations of…

We describe the large-time moment asymptotics for the parabolic Anderson model where the speed of the diffusion is coupled with time, inducing an acceleration or deceleration. We find a lower critical scale, below which the mass flow gets…

The sum of $n$ {non-independent} Bernoulli random variables could be modeled in several different ways. One of these is the Multiplicative Binomial Distribution (MBD), introduced by Altham (1978) and revised by Lovison (1998). In this work,…

We present a general approach to the problem of determining tight asymptotic lower bounds for generalized central moments of the optimal alignment score of two independent sequences of i.i.d. random variables. At first, these are obtained…

Consider the task of generating samples from a tilted distribution of a random vector whose underlying distribution is unknown, but samples from it are available. This finds applications in fields such as finance and climate science, and in…

We give an apparently new proof of Stirling's original asymptotic formula for the behavior of $\ln z!$ for large $z$. Stirling's original formula is not the formula widely known as "Stirling's formula", which was actually due to De Moivre.…

We consider asymptotic normality of linear rank statistics under various randomization rules met in clinical trials and designed for patients' allocation into treatment and placebo arms. Exposition relies on some general limit theorem due…

A weighted U-statistic based on a random sample X_1,...,X_n has the form U_n=\sum_{1\le i,j\le n}w_{i-j}K(X_i,X_j), where K is a fixed symmetric measurable function and the w_i are symmetric weights. A large class of statistics can be…

We use Stein characterisations to derive new moment-type estimators for the parameters of several truncated multivariate distributions in the i.i.d. case; we also derive the asymptotic properties of these estimators. Our examples include…

Let $L_n$ be the length of the longest common subsequence of two independent i.i.d. sequences of Bernoulli variables of length $n$. We prove that the order of the standard deviation of $L_n$ is $\sqrt{n}$, provided the parameter of the…

We consider the preferential attachment model. This is a growing random graph such that at each step a new vertex is added and forms $m$ connections. The neighbors of the new vertex are chosen at random with probability proportional to…