Related papers: Scaling Exponent for Incremental Records
We consider the distribution of the sum and the maximum of a collection of independent exponentially distributed random variables. The focus is laid on the explicit form of the density functions (pdf) of non-i.i.d. sequences. Those are…
Let $X_1,X_2,\dots$ be independent and identically distributed random variables on the real line with a joint continuous distribution function $F$. The stochastic behavior of the sequence of subsequent records is well known. Alternatively…
We characterise probability distributions via a martingale property associated with a natural generalisation of record values, known as $\delta$-records. For an independent and identically distributed sequence $(X_n)$ with running maximum…
We study the fluctuations, in the large deviations regime, of the longest increasing subsequence of a random i.i.d. sample on the unit square. In particular, our results yield the precise upper and lower exponential tails for the length of…
Integer partitions have fascinated people for centuries, from Ramanujan's groundbreaking congruences to the modern theory of modular forms. This paper investigates the statistical properties of odd unimodal sequences--a natural refinement…
Let $\{X_n,n\ge1\}$ be a sequence of independent and identically distributed random variables, taking non-negative integer values, and call $X_n$ a $\delta$-record if $X_n>\max\{X_1,...,X_{n-1}\}+\delta$, where $\delta$ is an integer…
It is shown that statistics of records for time series generated by random walks are independent of the details of the jump distribution, as long as the latter is continuous and symmetric. In N steps, the mean of the record distribution…
We are giving one characterization result of exponential distribution using extropy of nth upper k-record value. We introduce test statistics based on the proposed characterization result that will be used to test exponentially. The…
The explosive percolation problem on the complete graph is investigated via extensive numerical simulations. We obtain the cluster-size distribution at the moment when the cluster size heterogeneity becomes maximum. The distribution is…
We consider a class of real numbers, a subset of irrational numbers and certain mathematical constants, for which the elements in the simple continued fraction appears to be random. As an illustrative example, one can consider $\pi = \{x_0,…
It is shown that the exponential is the only distribution which satisfies a certain regression equation. This characterization equation involves the conditional expectation (regression function) of a record value given a pair of record…
We study the statistics of records of a one-dimensional random walk of n steps, starting from the origin, and in presence of a constant bias c. At each time-step the walker makes a random jump of length \eta drawn from a continuous…
For a zero-mean, unit-variance second-order stationary univariate Gaussian process we derive the probability that a record at the time $n$, say $X_n$, takes place and derive its distribution function. We study the joint distribution of the…
The distribution of the return intervals $\tau$ between volatilities above a threshold $q$ for financial records has been approximated by a scaling behavior. To explore how accurate is the scaling and therefore understand the underlined…
We give the distribution of $M_n$, the maximum of a sequence of $n$ observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then for the case where the underlying independent random…
We investigate the dependency with scale of the empirical probability distribution functions (PDF) of Elsasser increments using large sets of WIND data (collected between 1995 and 2017) near 1 au. The empirical PDF are compared to the ones…
We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…
The longest increasing subsequence (LIS) of a random walk has so far been studied mainly for zero-mean, symmetric step increments. We numerically investigate the LIS of biased Gaussian random walks, with unit-variance increments and…
We study the entropy $S$ of longest increasing subsequences (LIS), i.e., the logarithm of the number of distinct LIS. We consider two ensembles of sequences, namely random permutations of integers and sequences drawn i.i.d.\ from a limited…
The scaling exponent $\alpha$ in neural scaling laws $L(N) \propto N^{-\alpha}$ is commonly treated as a fixed constant set by architecture and data. We present evidence that $\alpha$ depends systematically on the optimizer. In controlled…