Related papers: Exponential-Uniform Identities Related to Records
Random permutations with distribution conditionally uniform given the set of record values can be generated in a unified way, coherently for all values of $n$. Our central example is a two-parameter family of random permutations that are…
We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…
We consider records and sequences of records drawn from discrete time series of the form $X_{n}=Y_{n}+cn$, where the $Y_{n}$ are independent and identically distributed random variables and $c$ is a constant drift. For very small and very…
We prove that the exponential distribution is the only one which satisfies a regression identity. This identity involves conditional expectation of the sample mean of record values given two record values outside of the sample.
There are given characterizations of the exponential distribution by the properties of the independence of linear forms with random coefficients. Related results based on the constancy of regression of one statistic on a linear form are…
The random connection model is a random graph whose vertices are given by the points of a Poisson process and whose edges are obtained by randomly connecting pairs of Poisson points in a position dependent but independent way. We study…
Presented are polynomial identities which imply generalizations of Euler and Rogers--Ramanujan identities. Both sides of the identities can be interpreted as generating functions of certain restricted partitions. We prove the identities by…
We formulate several polynomial identities. One side of these identities has a nice simple form. Whereas the other has a form of a polynomial whose coefficients contain binomial coefficients double factorials or (and) rising factorials. The…
The scale-invariant spacings lemma due to Arratia, Barbour and Tavar{\'e} establishes the distributional identity of a self-similar Poisson process and the set of spacings between the points of this process. In this note we connect this…
Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two…
The statistics of records in sequences of independent, identically distributed random variables is a classic subject of study. One of the earliest results concerns the stochastic independence of record events. Recently, records statistics…
We investigate the properties of uniform doubly stochastic random matrices, that is non-negative matrices conditioned to have their rows and columns sum to 1. The rescaled marginal distributions are shown to converge to exponential…
There is given a characterization of the geometric distribution by the independence of linear forms with random coefficients. The result is a discrete analog of the corresponding theorem on exponential distribution. The property of linear…
We give a simple statistical proof of a binomial identity, by evaluating the Laplace transform of the maximum of n independent exponential random variables in two different ways. As a by product, we obtain a simple proof of an interesting…
We have discussed earlier the correlation functions of the random variables $\det(\la-X)$ in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the…
Various best-choice problems related to the planar homogeneous Poisson process in finite or semi-infinite rectangle are studied. The analysis is largely based on properties of the one-dimensional box-area process associated with the…
We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees).…
In this paper, we consider sequences of polynomials that satisfy differential--difference recurrences. Our interest is motivated by the fact that polynomials satisfying such recurrences frequently appear as generating polynomials of integer…
A systematic procedure for generating certain identities involving elementary symmetric functions is proposed. These identities, as particular cases, lead to new identities for binomial and q-binomial coefficients.
With techniques borrowed from quantum information theory, we develop a method to systematically obtain operator inequalities and identities in several matrix variables. These take the form of trace polynomials: polynomial-like expressions…