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There are numerous examples of natural and artificial processes that represent stochastic sequences of events followed by an absolute refractory period during which the occurrence of a subsequent event is impossible. In the simplest case of…

Neurons and Cognition · Quantitative Biology 2022-01-24 A. V. Paraskevov , A. S. Minkin

We investigate through a Generalized Langevin formalism the phenomenon of anomalous diffusion for asymptotic times, and we generalized the concept of the diffusion exponent. A method is proposed to obtain the diffusion coefficient…

Statistical Mechanics · Physics 2015-03-20 R. M. S. Ferreira , M. V. S. Santos , C. C. Donato , J. S. Andrade , F. A. Oliveira

Let $v_n$ be the maximum expected length of an increasing subsequence, which can be selected by an online nonanticipating policy from a random sample of size $n$. Refining known estimates, we obtain an asymptotic expansion of $v_n$ up to a…

Optimization and Control · Mathematics 2018-08-21 Amirlan Seksenbayev

Rerandomization is a strategy of increasing efficiency as compared to complete randomization. The idea with rerandomization is that of removing allocations with imbalance in the observed covariates and then randomizing within the set of…

Methodology · Statistics 2019-11-07 Junni L. Zhang , Per Johansson

We study the distribution of the length of longest increasing subsequences in random permutations of $n$ integers as $n$ grows large and establish an asymptotic expansion in powers of $n^{-1/3}$. Whilst the limit law was already shown by…

Probability · Mathematics 2024-03-19 Folkmar Bornemann

In this paper, we investigated the effect on extreme of random replacing for a stationary sequence satisfying a type of long dependent condition and a local dependent condition, and derived the joint asymptotic distribution of maximum from…

Probability · Mathematics 2023-06-26 Yuwei Li , Zhongquan Tan

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…

Probability · Mathematics 2015-09-30 Jim Pitman , Ngoc M. Tran

In this article we establish for the superdiffusive regime $p \in (1/2,1)$ that the fluctuations of a general step-reinforced random walk around $a_n \hat{W}$, where $(a_n)_{n \in \mathbb{N}}$ is a non-negative sequence of order $n^p$ and…

Probability · Mathematics 2021-08-23 Marco Bertenghi

We consider a type of evolution on {0,1}^n which occurs in discrete steps whereby at each step, we replace every occurrence of the substring "01" by "10". After at most n-1 steps we will reach a string of the form 11..1100..11, which we…

Probability · Mathematics 2016-03-29 Jacob Funk , Mihai Nica , Michael Noyes

We study the asymptotics of large, moderate and normal deviations for the connected components of the sparse random graph by the method of stochastic processes. We obtain the logarithmic asymptotics of large deviations of the joint…

Probability · Mathematics 2007-05-23 Anatolii A. Puhalskii

We present a new methodology for studying non-Hamiltonian nonlinear systems based on an information theoretic extension of a renormalization group technique using a modified maximum entropy principle. We obtain a rigorous dimensionally…

Computational Physics · Physics 2013-06-28 M. Schmuck , M. Pradas , S. Kalliadasis , G. A. Pavliotis

The randomized midpoint method, proposed by [SL19], has emerged as an optimal discretization procedure for simulating the continuous time Langevin diffusions. Focusing on the case of strong-convex and smooth potentials, in this paper, we…

Machine Learning · Statistics 2021-09-14 Ye He , Krishnakumar Balasubramanian , Murat A. Erdogdu

A permutation is \it separable \rm if it can be obtained from the singleton permutation by iterating direct sums and skew sums. Equivalently, it is separable if and only it avoids the patterns 2413 and 3142. Under the uniform probability on…

Probability · Mathematics 2023-10-31 Ross G. Pinsky

An asymptotic expansion for inverse moments of positive binomial and Poisson distributions is derived. The expansion coefficients of the asymptotic series are given by the positive central moments of the distribution. Compared to previous…

Statistics Theory · Mathematics 2009-01-16 Marko Znidaric

We obtain the asymptotic behaviour of the longest increasing/non-decreasing subsequences in a random uniform multiset permutation in which each element in {1,...,n} occurs k times, where k may depend on n. This generalizes the famous…

Combinatorics · Mathematics 2025-04-08 Lucas Gerin

The analysis of strings of $n$ random variables with geometric distribution has recently attracted renewed interest: Archibald et al. consider the number of distinct adjacent pairs in geometrically distributed words. They obtain the…

Probability · Mathematics 2024-02-14 Guy Louchard , Werner Schachinger , Mark Daniel Ward

In this paper, we establish the first and the second-order asymptotics of distributions of normalized maxima of independent and non-identically distributed bivariate Gaussian triangular arrays, where each vector of the $n$th row follows…

Methodology · Statistics 2016-04-27 Xin Liao , Zuoxiang Peng

We study the asymptotic behavior of two statistics defined on the symmetric group S_n when n tends to infinity: the number of elements of S_n having k records, and the number of elements of S_n for which the sum of the positions of their…

Combinatorics · Mathematics 2014-11-14 Igor Kortchemski

Concentration of measure is a phenomenon in which a random variable that depends in a smooth way on a large number of independent random variables is essentially constant. The random variable will "concentrate" around its median or…

Probability · Mathematics 2015-08-25 Meg Walters

In this dissertation, we show that the Central Limit Theorem and the Invariance Principle for Discrete Fourier Transforms discovered by Peligrad and Wu can be extended to the quenched setting. We show that the random normalization…

Probability · Mathematics 2016-05-25 David Barrera