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The problem of joint detection and lossless source coding is considered. We derive asymptotically optimal decision rules for deciding whether or not a sequence of observations has emerged from a desired information source, and to compress…

Information Theory · Computer Science 2016-11-17 Neri Merhav

We consider a unified framework of sequential change-point detection and hypothesis testing modeled by means of hidden Markov chains. One observes a sequence of random variables whose distributions are functionals of a hidden Markov chain.…

Optimization and Control · Mathematics 2013-12-13 Savas Dayanik , Kazutoshi Yamazaki

We consider a symmetric exclusion process on a discrete interval of $S$ points with various boundary conditions at the endpoints. We study the asymptotic decay of correlations as $S\to\infty$. The main result is asymptotic independence of a…

Probability · Mathematics 2011-11-30 V. A. Malyshev , V. A. Shvets

We obtain Plancherel-Rotach type asymptotics valid in all regions of the complex plane for orthogonal polynomials with varying weights of the form $e^{-NV(x)}$ on the real line, assuming that $V$ has only two Lipschitz continuous…

Classical Analysis and ODEs · Mathematics 2008-05-15 K. T. -R. McLaughlin , P. D. Miller

The main subject of the paper is the so-called Discrete Painlev\'e-1 Equation (DP1). Solutions of DP1 are classified under criterion of their behavior while argument tends to infinity. The Isomonodromic Deformations Method yields asymptotic…

High Energy Physics - Theory · Physics 2008-02-03 V. L. Vereschagin

Chatteerjee and Diaconis have recently shown the asymptotic normality for the joint distribution of the number of descents and inverse descents in a random permutation. A noteworthy point of their results is that the asymptotic variance of…

Combinatorics · Mathematics 2024-05-24 Luis Fredes , Bernard Bercu , Michel Bonnefont , Adrien Richou

The length $\mathsf{is}(\pi)$ of a longest increasing subsequence in a permutation $\pi$ has been extensively studied. An increasing subsequence is one that has no descents. We study generalizations of this statistic by finding longest…

Combinatorics · Mathematics 2026-02-13 Krishna Menon , Anurag Singh

We study the large time behavior of solutions to the wave equation with space-dependent damping in an exterior domain. We show that if the damping is effective, then the solution is asymptotically expanded in terms of solutions of…

Analysis of PDEs · Mathematics 2024-03-12 Motohiro Sobajima , Yuta Wakasugi

We obtain an explicit formula for the variance of the number of $k$-peaks in a uniformly random permutation. This is then used to obtain an asymptotic formula for the variance of the length of longest $k$-alternating subsequence in random…

Probability · Mathematics 2026-04-15 Recep Altar Çiçeksiz , Yunus Emre Demirci , Ümit Işlak

We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…

Statistics Theory · Mathematics 2016-11-22 Teo Sharia , Lei Zhong

The number of 123-avoiding permutation on $\{1,2,\ldots,n\}$ with a fixed leading terms is counted by the ballot numbers. The same holds for $132$-avoiding permutations. These results were proved by Miner and Pak using the…

Combinatorics · Mathematics 2026-02-24 Ömer Eğecioğlu , Collier Gaiser , Mei Yin

For uniform random permutations conditioned to have no long cycles, we prove that the total number of cycles satisfies a central limit theorem. Under additional assumptions on the asymptotic behavior of the set of allowed cycle lengths, we…

Probability · Mathematics 2016-08-31 Volker Betz , Helge Schäfer

The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations. We…

Probability · Mathematics 2013-10-28 Valentin Féray

We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…

Representation Theory · Mathematics 2015-12-22 Vadim Gorin , Greta Panova

The spectral problem for the high order differential operator with singular weight is considered. If the weight is a generalized derivative of self-similar function with zero spectral degree the asymptotics of eigenvalues is obtained. They…

Spectral Theory · Mathematics 2010-09-28 A. A. Vladimirov , I. A. Sheipak

We establish asymptotic normality of weighted sums of periodograms of a stationary linear process where weights depend on the sample size. Such sums appear in numerous statistical applications and can be regarded as a discretized versions…

Statistics Theory · Mathematics 2013-12-18 Liudas Giraitis , Hira L. Koul

As one of the most commonly seen data challenges, missing data, in particular, multiple, non-monotone missing patterns, complicates estimation and inference due to the fact that missingness mechanisms are often not missing at random, and…

Methodology · Statistics 2025-04-21 Jianing Dong , Raymond K. W. Wong , Kwun Chuen Gary Chan

A pair of linearly independent asymptotic solutions are constructed for the second-order linear difference equation {equation*} P_{n+1}(x)-(A_{n}x+B_{n})P_{n}(x)+P_{n-1}(x)=0, {equation*} where $A_n$ and $B_n$ have asymptotic expansions of…

Classical Analysis and ODEs · Mathematics 2014-04-09 Lihua Cao , Yutian Li

A sum of observations derived by a simple random sampling design from a population of independent random variables is studied. A procedure finding a general term of Edgeworth asymptotic expansion is presented. The Lindeberg condition of…

Statistics Theory · Mathematics 2013-12-12 Ibrahim Bin Mohamed , Sherzod M. Mirakhmedov

Let \{X_1, X_2, ...\} be a sequence of independent and identically distributed positive random variables of Pareto-type with index \alpha>0 and let \{N(t); t\geq 0\} be a counting process independent of the X_i's. For any fixed t\geq 0,…

Probability · Mathematics 2007-06-13 S. A. Ladoucette , J. L. Teugels