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Let $(X_i)_{1 \le i \le n}$ be independent and identically distributed (i.i.d.) standard Gaussian random variables, and denote by $X_{(n)} = \max_{1 \le i \le n} X_i$ the maximum order statistic. It is well-known in extreme value theory…

We consider a notion of uniform thinning for a finite sequence of random variables $(X_1,...,X_n)$ obtained by removing one random variable, uniformly at random. If a triangular array of random variables $(X_{n,k} : n \in \mathbb{N}_+, 1…

This article considers exponential families of truncated multivariate normal distributions with one-sided truncation for some or all coordinates. We observe that if all components are one-sided truncated then this family is not full. The…

We consider properties of determinants of some random symmetric matrices issued from multivariate statistics: Wishart/Laguerre ensemble (sample covariance matrices), Uniform Gram ensemble (sample correlation matrices) and Jacobi ensemble…

The family of q-Gaussian and q-exponential probability densities fit the statistical behavior of diverse complex self-similar non-equilibrium systems. These distributions, independently of the underlying dynamics, can rigorously be obtained…

A simple way to model phenotypic evolution is to assume that after splitting, the trait values of the sister species diverge as independent Brownian motions. Relying only on a prior distribution for the underlying species tree (conditioned…

Even though strongly correlated systems are abundant, only a few exceptional cases admit analytical solutions. In this paper we present a large class of solvable systems with strong correlations.. We consider a set of $N$ independent and…

In classical extreme value theory probabilities of extreme events are estimated assuming all the components of a random vector to be in a domain of attraction of an extreme value distribution. In contrast, the conditional extreme value…

Let $\{X_{1},\ldots,X_{N_1}\}$ and $\{Y_{1},\ldots,Y_{N_2}\}$ be two sequences of interdependent heterogeneous samples, where for $i=1,\ldots,N_{1},$ $X_{i}\sim \text{Kw-G}(x, \alpha_{i}, \gamma_{i};G)$ and for $i=1,\ldots,N_{2},$…

Establishing the limiting distribution of Chatterjee's rank correlation for a general, possibly non-independent, pair of random variables has been eagerly awaited by many. This paper shows that (a) Chatterjee's rank correlation is…

Let $\boldsymbol{X}_1,\boldsymbol{X}_2,\dots$ be independent copies of a random vector $\boldsymbol{X}$ with values in $\mathbb{R}^d$ and with a continuous distribution function. The random vector $\boldsymbol{X}_n$ is a complete record, if…

Let X_n=(x_{ij}) be an n by p data matrix, where the n rows form a random sample of size n from a certain p-dimensional population distribution. Let R_n=(\rho_{ij}) be the p\times p sample correlation matrix of X_n; that is, the entry…

The paper presents some distributional properties of logistic order statistics subject to independent exponential one-sided and two-sided shifts. Utilizing these properties, we extend several known results and obtain some new…

In this paper we present results for bivariate exponential distributions which are represented by phase type distributions. The paper extends results from previous publications [5, 14] on this topic by introducing new representations that…

The integers $n=\prod_{i=1}^r p_i^{a_i}$ and $m=\prod_{i=1}^r p_i^{b_i}$ having the same prime factors are called exponentially coprime if $(a_i,b_i)=1$ for every $1\le i\le r$. We estimate the number of pairs of exponentially coprime…

We characterize the exponential distribution in terms of the regression of a record value with non-adjacent record values as covariates. We also study characterizations based on the regression of linear combinations of record values.

We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…

With $\xi_{k}=\xi_{k}^{n,p}$ the number of copies of $K_k$ in the usual (Erd\H{o}s-R\'enyi) random graph $G(n,p)$, $p\geq n^{-2/(k-1)}$ and $\eta>0$, we show when $k>1$ $$\Pr(\xi_k> (1+\eta)\E \xi_k) < \exp [-\gO_{\eta,k}…

Infinite exponential sequences of distinct prime numbers of the form $\lfloor a c^{n^d}+b\rfloor$, $n\geq 0$, are proved to exist for well chosen real constants $a>0$, $b$, $c>1$, $d>1$, assuming Cramer's conjecture on prime gaps. There is…

We consider a rectangular grid induced by the south-west records from the planar Poisson point process in $R^2_+$. A random symmetry property of the matrix whose entries are the areas of tiles of the grid implies cute multivariate…