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We develop Stein's method for the Fr\'echet distribution and apply it to compute rates of convergence in distribution of renormalized sample maxima to the Fr\'echet distribution.

Probability · Mathematics 2013-11-18 Carine Bartholmé , Yvik Swan

Graph-limit theory focuses on the convergence of sequences of graphs when the number of nodes becomes arbitrarily large. This framework defines a continuous version of graphs allowing for the study of dynamical systems on very large graphs,…

Probability · Mathematics 2020-05-20 Julien Petit , Renaud Lambiotte , Timoteo Carletti

We propose an approximation for the first return time distribution of random walks on undirected networks. We combine a message-passing solution with a mean-field approximation, to account for the short- and long-term behaviours…

Social and Information Networks · Computer Science 2025-06-17 Erik Hormann , Renaud Lambiotte , George T. Cantwell

We consider random walks on the support of a random purely atomic measure on $\mathbb{R}^d$ with random jump probability rates. The jump range can be unbounded. The purely atomic measure is reversible for the random walk and stationary for…

Probability · Mathematics 2022-04-26 Alessandra Faggionato

We consider the long time behavior of heterogeneously interacting diffusive particle systems and their large population limit. The interaction is of mean field type with weights characterized by an underlying graphon. The limit is given by…

Probability · Mathematics 2021-04-06 Erhan Bayraktar , Ruoyu Wu

Machine learning techniques offer a plethora of opportunities in tackling big data within the astronomical community. We present the set of Generalized Linear Models as a fast alternative for determining photometric redshifts of galaxies, a…

Instrumentation and Methods for Astrophysics · Physics 2016-06-29 J. Elliott , R. S. de Souza , A. Krone-Martins , E. Cameron , E. E. O. Ishida , J. Hilbe

This paper is concerned with the continuous-time quantum walk on Z, Z^d, and infinite homogeneous trees. By using the generating function method, we compute the limit of the average probability distribution for the general isotropic walk on…

Probability · Mathematics 2015-05-14 Vladislav Kargin

The Generalized Linear Model (GLM) for the Gamma distribution (glmGamma) is widely used in modeling continuous, non-negative and positive-skewed data, such as insurance claims and survival data. However, model selection for GLM depends on…

Methodology · Statistics 2018-04-24 Xin Chen , Aleksandr Y. Aravkin , R. Douglas Martin

We establish some results for the rate of convergence in total variation of a Gibbs sampler to its equilibrium distribution. This sampler is motivated by a hierarchical Bayesian inference construction for a gamma random variable. Our…

Probability · Mathematics 2014-12-08 Oliver Jovanovski , Neal Madras

The stochastic models investigated in this paper describe the evolution of a set of $F_N$ identical balls scattered into $N$ urns connected by an underlying symmetrical graph with constant degree $h_N$. After some random amount of time {\em…

Probability · Mathematics 2018-12-06 Wen Sun , Philippe Robert

We consider random walks in dynamic random environments, with an environment generated by the time-reversal of a Markov process from the oriented percolation universality class. If the influence of the random medium on the walk is small in…

Probability · Mathematics 2016-06-02 Matthias Birkner , Jiří Černý , Andrej Depperschmidt

Many important transport phenomena are described by simple mathematical models rooted in the diffusion equation. Geometrical constraints present in such phenomena often have influence of a universal sort and manifest themselves in scaling…

Statistical Mechanics · Physics 2007-05-23 Michael Slutsky

We consider the number of crossings in a random embedding of a graph, $G$, with vertices in convex position. We give explicit formulas for the mean and variance of the number of crossings as a function of various subgraph counts of $G$.…

Probability · Mathematics 2024-10-14 Santiago Arenas-Velilla , Octavio Arizmendi , J. E. Paguyo

Based on studies on four specific networks, we conjecture a general relation between the walk dimensions $d_{w}$ of discrete-time random walks and quantum walks with the (self-inverse) Grover coin. In each case, we find that $d_{w}$ of the…

Statistical Mechanics · Physics 2015-06-03 Stefan Boettcher , Stefan Falkner , Renato Portugal

We introduce a new methodology to design uniformly accurate methods for oscillatory evolution equations. The targeted models are envisaged in a wide spectrum of regimes, from non-stiff to highly-oscillatory. Thanks to an averaging…

Numerical Analysis · Mathematics 2019-01-11 Philippe Chartier , Mohammed Lemou , Florian Méhats , Gilles Vilmart

We give bounds for (central) moments for balanced P\'olya urns under very general conditions. In some cases, these bounds imply that moment convergence holds in earlier known results on asymptotic distribution. The results overlap with…

Probability · Mathematics 2025-05-21 Svante Janson

We analyse the mixing profile of a random walk on a dynamic random permutation, focusing on the regime where the walk evolves much faster than the permutation. Two types of dynamics generated by random transpositions are considered: one…

Probability · Mathematics 2025-04-28 Luca Avena , Remco van der Hofstad , Frank den Hollander , Oliver Nagy

We study an urn process containing red and blue balls and two different strategies to reinforce the urn. Namely, a generalized P\'olya-type strategy versus an i.i.d. one. At each step, one of the two reinforcement strategies is chosen by…

Probability · Mathematics 2019-03-14 Manuel González-Navarrete , Rodrigo Lambert

In this paper we introduce a new model of random spanning trees that we call choice spanning trees, constructed from so-called choice random walks. These are random walks for which each step is chosen from a subset of random options,…

Probability · Mathematics 2024-02-09 Eleanor Archer , Matan Shalev

A measure on a locally compact group is called spread out if one of its convolution powers is not singular with respect to Haar measure. Using Markov chain theory, we conduct a detailed analysis of random walks on homogeneous spaces with…

Dynamical Systems · Mathematics 2023-06-22 Roland Prohaska