Related papers: Scaling Exponent for Incremental Records
Extending the central concept of recurrence times for a point process to recurrent events in space-time allows us to characterize seismicity as a record breaking process using only spatiotemporal relations among events. Linking record…
Scaling the amount of compute used to train language models has dramatically improved their capabilities. However, when it comes to inference, we often limit models to making only one attempt at a problem. Here, we explore inference compute…
In exponential population growth, variability in the timing of individual division events and environmental factors (including stochastic inoculation) compound to produce variable growth trajectories. In several stochastic models of…
A new characterization of the exponential distribution is obtained. It is based on an equation involving randomly shifted (translated) order statistics. No specific distribution is assumed for the shift random variables. The proof uses a…
Protection against disclosure is a legal and ethical obligation for agencies releasing microdata files for public use. Consider a microdata sample of size $n$ from a finite population of size $\bar{n}=n+\lambda n$, with $\lambda>0$, such…
Let $X_i,i=0,1,\ldots$ be a sequence of iid random variables whose distribution is continuous. Associated with this sequence is the sequence $(i,X_i),i=0,1,\ldots$. Let ${\cal R}_{n}$ denote the set of Pareto optimal elements of $\{…
We study the problem of computing a longest increasing subsequence in a sequence $S$ of $n$ distinct elements in the presence of persistent comparison errors. In this model, every comparison between two elements can return the wrong result…
Inertial-range features of turbulence are investigated using data from experimental measurements of grid turbulence and direct numerical simulations of isotropic turbulence simulated in a periodic box, both at the Taylor-scale Reynolds…
We consider the probability that a weighted sum of $n$ i.i.d. random variables $X_j$, $j = 1, . . ., n$, with stretched exponential tails is larger than its expectation and determine the rate of its decay, under suitable conditions on the…
This paper proposes a scoring-rule-based method for ranking predictive distributions in the Fr\'echet domain that is able to distinguish between different tail indices. The approach is built on normalized order statistics and exploits…
The authors consider the length, $l_N$, of the length of the longest increasing subsequence of a random permutation of $N$ numbers. The main result in this paper is a proof that the distribution function for $l_N$, suitably centered and…
Scaling laws, a defining feature of deep learning, reveal a striking power-law improvement in model performance with increasing dataset and model size. Yet, their mathematical origins, especially the scaling exponent, have remained elusive.…
The paper concerns the rates of power-law growth of mutual information computed for a stationary measure or for a universal code. The rates are called Hilberg exponents and four such quantities are defined for each measure and each code:…
An accurate understanding of the interplay between random and deterministic processes in generating extreme events is of critical importance in many fields, from forecasting extreme meteorological events to the catastrophic failure of…
Let $X_1,~X_2,\cdots$ be a sequence of i.i.d random variables which are supposed to be observed in sequence. The $n$th value in the sequence is a $k-record~value$ if exactly $k$ of the first $n$ values (including $X_n$) are at least as…
We study the distribution of persistent sites (sites unvisited by particles $A$) in one dimensional $A+A\to\emptyset$ reaction-diffusion model. We define the {\it empty intervals} as the separations between adjacent persistent sites, and…
This paper is devoted to the structure of the complete asymptotic expansion of the probability that a large combinatorial object is irreducible or consists of a given number of irreducible parts, where irreducibility is understood in terms…
We introduce a new statistical tool (the TP-statistic and TE-statistic) designed specifically to compare the behavior of the sample tail of distributions with power-law and exponential tails as a function of the lower threshold u. One…
In "Recognizing the Maximum of a Sequence", Gilbert and Mosteller analyze a full information game where n measurements from an uniform distribution are drawn and a player (knowing n) must decide at each draw whether or not to choose that…
The statistical properties of the increments x(t+T) - x(t) of a financial time series depend on the time resolution T on which the increments are considered. A non-parametric approach is used to study the scale dependence of the empirical…