Related papers: Size dependence of the largest distance between ra…

Let $(\{1,2,\ldots,n\},d)$ be a metric space. We analyze the expected value and the variance of $\sum_{i=1}^{\lfloor n/2\rfloor}\,d({\boldsymbol{\pi}}(2i-1),{\boldsymbol{\pi}}(2i))$ for a uniformly random permutation ${\boldsymbol{\pi}}$ of…

We consider a simple model of a growing cluster of points in $\Re^d,d\geq 2$. Beginning with a point $X_1$ located at the origin, we generate a random sequence of points $X_1,X_2,\ldots,X_i,\ldots,$. To generate $X_{i},i\geq 2$ we choose a…

Consider that the coordinates of $N$ points are randomly generated along the edges of a $d$-dimensional hypercube (random point problem). The probability that an arbitrary point is the $m$th nearest neighbor to its own $n$th nearest…

Random walks of n steps taken into independent uniformly random directions in a d-dimensional Euclidean space (d larger than 1), are named Dirichlet when their step lengths are distributed according to a Dirichlet law. The latter continuous…

We consider real-valued branching random walks and prove a large deviation result for the position of the rightmost particle. The position of the rightmost particle is the maximum of a collection of a random number of dependent random…

We develop a self-consistent first-principle method based on the density functional theory. Physical quantities, such as the density of states, Fermi energy and electron density are obtained using a time-dependent random state method…

We give a simple conceptual proof of the consistency of a test for multivariate uniformity in a bounded set $K \subset \mathbb{R}^d$ that is based on the maximal spacing generated by i.i.d. points $X_1, \ldots,X_n$ in $K$, i.e., the volume…

A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…

Suppose that there are n bins, and balls arrive in a Poisson process at rate \lambda n, where \lambda >0 is a constant. Upon arrival, each ball chooses a fixed number d of random bins, and is placed into one with least load. Balls have…

For words of length n, generated by independent geometric random variables, we consider the average value and the average position of the r-th left-to-right maximum, for fixed r and large n.

A non--linear diffusion equation is derived by taking into account hopping rates depending on the occupation of next neighbouring sites. There appears additonal repulsive and attractive forces leading to a changed local mobiltiy. The…

Consider a symmetric aperiodic random walk in $Z^d$, $d\geq 3$. There are points (called heavy points) where the number of visits by the random walk is close to its maximum. We investigate the local times around these heavy points and show…

Let $X_1,\ldots,X_N$, $N>n$, be independent random points in $\mathbb{R}^n$, distributed according to the so-called beta or beta-prime distribution, respectively. We establish threshold phenomena for the volume, intrinsic volumes, or more…

Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…

Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…

In this article we derive the best possible upper bound for $E[\max{X_i}-\min_i{X_i}]$ under given means and variances on $n$ random variables $X_i$. The random vector $(X_1,...,X_n)$ is allowed to have any dependence structure, provided $E…

We determine, within 1, the value of N for which sum (s1 choose i)(s2 choose N)(s1 choose N-i)(N choose i) achieves its maximum value. Here s1 and s2 are fixed integers. This problem arises in studying the most likely value for the size of…

Let $\Delta$ be the optimal packing density of $\mathbb R^n$ by unit balls. We show the optimal packing density using two sizes of balls approaches $\Delta + (1 - \Delta) \Delta$ as the ratio of the radii tends to infinity. More generally,…

We consider the problem of estimating the distance between two bodies of volume $\varepsilon$ located inside a $n$-dimensional ball $U$ of unit volume for $n\to\infty$. Let $A$ be a closed set with a smooth boundary of the volume…

We consider the discrete three dimensional scan statistics. Viewed as the maximum of an 1-dependent stationary r.v.'s sequence, we provide approximations and error bounds for the probability distribution of the three dimensional scan…