Related papers: Statistics of Superior Records
We consider the centralized optimal estimation problem in spatially distributed systems. We use the setting of spatially invariant systems as an idealization for which concrete and detailed results are given. Such estimators are known to…
Integer sequences where each element is determined by a previous randomly chosen element are investigated analytically. In particular, the random geometric series x_n=2x_p with 0<=p<=n-1 is studied. At large n, the moments grow…
For a sequence of i.i.d. $d$-dimensional random vectors with independent continuously distributed coordinates, say that the $n$th observation in the sequence sets a record if it is not dominated in every coordinate by an earlier…
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…
The aim of this article is to introduce a new family of distributions, which generalizes the skew normal distribution (SN). This new family, called Beta skew-normal (BSN), arises naturally when we consider the distributions of order…
We study the extremes of a sequence of random variables $(R_n)$ defined by the recurrence $R_n=M_nR_{n-1}+q$, $n\ge1$, where $R_0$ is arbitrary, $(M_n)$ are iid copies of a non--degenerate random variable $M$, $0\le M\le1$, and $q>0$ is a…
Superstatistics is a widely employed tool of non-equilibrium statistical physics which plays an important role in analysis of hierarchical complex dynamical systems. Yet, its "canonical" formulation in terms of a single nuisance parameter…
The most well known probability distribution of probabilities is the Beta distribution. If we have observed $r$ `successes', each having a probability $\theta$, and $n-r$ `failures', each having a probability $1-\theta$. In this paper we…
If we know that some kind of sequence always converges, we can ask how quickly and how uniformly it converges. Many convergent sequences converge non-uniformly and, relatedly, have no computable rate of convergence. However proof-theoretic…
We characterize the exponential distribution in terms of the regression of a record value with non-adjacent record values as covariates. We also study characterizations based on the regression of linear combinations of record values.
This paper describes a new mechanism that might help with defining pattern sequences, by the fact that it can produce an upper bound on the ensemble value that can persistently oscillate with the actual values produced from each pattern.…
A run is an inclusion maximal occurrence in a string (as a subinterval) of a repetition $v$ with a period $p$ such that $2p \le |v|$. The exponent of a run is defined as $|v|/p$ and is $\ge 2$. We show new bounds on the maximal sum of…
How long is needed for an observable to exceed its previous highest value and establish a new record? This time, known as the age of a record plays a crucial role in quantifying record statistics. Until now, general methods for determining…
Drawdowns measuring the decline in value from the historical running maxima over a given period of time, are considered as extremal events from the standpoint of risk management. To date, research on the topic has mainly focus on the side…
A nonparametric anomalous hypothesis testing problem is investigated, in which there are totally n sequences with s anomalous sequences to be detected. Each typical sequence contains m independent and identically distributed (i.i.d.)…
Let $S= (s_1<s_2<\dots)$ be a strictly increasing sequence of positive integers and denote $\mathbf{e}(\beta)=\mathrm{e}^{2\pi i \beta}$. We say $S$ is good if for every real $\alpha$ the limit $\lim_N \frac1N\sum_{n\le N}…
We introduce a class of stochastic integer sequences. In these sequences, every element is a sum of two previous elements, at least one of which is chosen randomly. The interplay between randomness and memory underlying these sequences…
The advent of modern data collection and processing techniques has seen the size, scale, and complexity of data grow exponentially. A seminal step in leveraging these rich datasets for downstream inference is understanding the…
Astronomy is in an era where all-sky surveys are mapping the Galaxy. The plethora of photometric, spectroscopic, asteroseismic and astrometric data allows us to characterise the comprising stars in detail. Here we quantify to what extent…
Consider a finite set of sources, each producing i.i.d. observations that follow a unique probability distribution on a finite alphabet. We study the problem of matching a finite set of observed sequences to the set of sources under the…