Related papers: The limiting behavior of some infinitely divisible…

We study the asymptotics for sparse exponential random graph models where the parameters may depend on the number of vertices of the graph. We obtain exact estimates for the mean and variance of the limiting probability distribution and the…

An approximate maximum likelihood method of estimation of diffusion parameters $(\vartheta,\sigma)$ based on discrete observations of a diffusion $X$ along fixed time-interval $[0,T]$ and Euler approximation of integrals is analyzed. We…

A formalism for describing relativistic ponderomotive effects, which occur in the dynamics of an electron driven by a focused relativisticaly intense optical envelope, is established on the basis of a rigorous asymptotic expansion of the…

We study the empirical spectral distribution (ESD) in the limit where n goes to infinity of a fixed n by n matrix M_n plus small random noise of the form f(n)X_n, where X_n has iid mean 0, variance 1/n entries and f(n) goes to 0 as n goes…

We propose extreme value analogues of natural exponential families and exponential dispersion models, and introduce the slope function as an analogue of the variance function. The set of quadratic and power slope functions characterize…

In this paper, we consider limit laws for the model, which is a generalisation of the random energy model (REM) to the case when the energy levels have the mixture distribution. More precisely, the distribution of the energy levels is…

We study the distribution of the occurrence of rare patterns in sufficiently mixing Gibbs random fields on the lattice $\mathbb{Z}^d$, $d\geq 2$. A typical example is the high temperature Ising model. This distribution is shown to converge…

Uncertainty principles for generating systems $\{e_n\}_{n=1}^{\infty} \subset \ltwo$ are proven and quantify the interplay between $\ell^r(\N)$ coefficient stability properties and time-frequency localization with respect to $|t|^p$ power…

Any optical structure possesses resonance modes and its response to an excitation can be decomposed onto the quasinormal and numerical modes of discretized Maxwell's operator. In this paper, we consider a dielectric permittivity that is a…

Normal mixture distributions are arguably the most important mixture models, and also the most technically challenging. The likelihood function of the normal mixture model is unbounded based on a set of random samples, unless an artificial…

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

We consider the evolution of a connected set on the plane carried by a periodic incompressible stochastic flow. While for almost every realization of the random flow at time t most of the particles are at a distance of order sqrt{t} away…

The asymptotic behavior, as $n\rightarrow \infty $ of the probability of the event that a decomposable critical branching process $\mathbf{Z}(m)=(Z_{1}(m),...,Z_{N}(m)),$ $m=0,1,2,...,$ with $N$ types of particles dies at moment $n$ is…

We introduce the forcing property of descending distributivity. A forcing $\mathbb{P}$ is $\kappa$-descending distributive if for all decreasing sequences $(D_\alpha)_{\alpha<\kappa}$ of open dense sets, $\bigcap_\alpha D_\alpha$ is open…

The Ewens-Pitman model defines a distribution on random partitions of $\{1,\ldots,n\}$, with parameters $\alpha \in [0,1)$ and $\theta > -\alpha$; the case $\alpha=0$ reduces to the classical Ewens model from population genetics. We…

The main aim of this article is to characterize and investigate the three parameter exponentiated exponential Poisson probability distribution ${\rm EEP}(\alpha, \beta, \lambda)$ by giving explicit closed form expressions for its…

Given an $n \times n$ complex matrix $A$, let $$\mu_{A}(x,y):= \frac{1}{n} |\{1\le i \le n, \Re \lambda_i \le x, \Im \lambda_i \le y\}|$$ be the empirical spectral distribution (ESD) of its eigenvalues $\lambda_i \in \BBC, i=1, ... n$. We…

The aim of the paper is to introduce a two-parameter family of infinite-dimensional diffusion processes X(alpha,theta) related to Pitman's two-parameter Poisson-Dirichlet distributions PD(alpha,theta). The diffusions X(alpha,theta) are…

Weak convergence of maxima of dependent sequences of identically distributed continuous random variables is studied under normalizing sequences arising as subsequences of the normalizing sequences from an associated iid sequence. This…

We analyze the presence of exponential dichotomy (ED) and of global existence of Weyl functions $M^\pm$ for one-parametric families of finite-dimensional nonautonomous linear Hamiltonian systems defined along the orbits of a compact metric…