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In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…

Probability · Mathematics 2022-10-24 Arturo Jaramillo , James Melbourne

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…

Probability · Mathematics 2007-05-23 J. D. Deuschel , O. Zeitouni

We study the length of cycles in the model of spatial random permutations in Euclidean space. In this model, for given length $L$, density $\rho$, dimension $d$ and jump density $\varphi$, one samples $\rho L^d$ particles in a…

Probability · Mathematics 2019-02-12 Dor Elboim , Ron Peled

In applications such as rank aggregation, mixture models for permutations are frequently used when the population exhibits heterogeneity. In this work, we study the widely used Mallows mixture model. In the high-dimensional setting, we…

Statistics Theory · Mathematics 2022-03-07 Cheng Mao , Yihong Wu

We show that the convolution of a compactly supported measure on $\mathbb{R}$ with a Gaussian measure satisfies a logarithmic Sobolev inequality (LSI). We use this result to give a new proof of a classical result in random matrix theory…

Probability · Mathematics 2014-11-07 David Zimmermann

The soliton resolution conjecture for the focusing nonlinear Schrodinger equation (NLS) is the vaguely worded claim that a global solution of the NLS, for generic initial data, will eventually resolve into a radiation component that…

Analysis of PDEs · Mathematics 2013-04-05 Sourav Chatterjee

We consider the distributions of the lengths of the longest monotone and alternating subsequences in classes of permutations of size $n$ that avoid a specific pattern or set of patterns, with respect to the uniform distribution on each such…

Combinatorics · Mathematics 2017-10-12 Neal Madras , Gökhan Yıldırım

Let $S_n$ denote the set of permutations of $[n]$ and let $\sigma=\sigma_1\cdots\sigma_n\in S_n$. For a subsequence $\{\sigma_{i_j}\}_{j=1}^k$ of $\{\sigma_i\}_{i=1}^n$ of length $k\ge2$, construct the ``up/down'' sequence $V_1\cdots…

Combinatorics · Mathematics 2024-12-05 Ross G. Pinsky

Extremization of the Boltzmann-Gibbs (BG) entropy under appropriate norm and width constraints yields the Gaussian distribution. Also, the basic solutions of the standard Fokker-Planck (FP) equation (related to the Langevin equation with…

Statistical Mechanics · Physics 2015-05-14 Rudolf Hanel , Stefan Thurner , Constantino Tsallis

Given a sequence of $n$ real numbers $\{S_i\}_{i\leq n}$, we consider the longest weakly increasing subsequence, namely $i_1<i_2<\dots <i_L$ with $S_{i_k} \leq S_{i_{k+1}}$ and $L$ maximal. When the elements $S_i$ are i.i.d. uniform random…

Probability · Mathematics 2016-09-28 Omer Angel , Richárd Balka , Yuval Peres

In this paper, we study for the first time the Diverse Longest Common Subsequences (LCSs) problem under Hamming distance. Given a set of a constant number of input strings, the problem asks to decide if there exists some subset $\mathcal X$…

Data Structures and Algorithms · Computer Science 2024-06-12 Yuto Shida , Giulia Punzi , Yasuaki Kobayashi , Takeaki Uno , Hiroki Arimura

Consider the Gaussian sequence model under the additional assumption that a fixed fraction of the means is known. We study the problem of variance estimation from a frequentist Bayesian perspective. The maximum likelihood estimator (MLE)…

Statistics Theory · Mathematics 2019-12-19 Gianluca Finocchio , Johannes Schmidt-Hieber

We analyze the problem of maximum likelihood estimation for Gaussian distributions that are multivariate totally positive of order two (MTP2). By exploiting connections to phylogenetics and single-linkage clustering, we give a simple proof…

Methodology · Statistics 2018-05-29 Steffen Lauritzen , Caroline Uhler , Piotr Zwiernik

We investigate the asymptotic properties of permutations drawn from the Luce model, a natural probabilistic framework in which permutations are generated sequentially by sampling without replacement, with selection probabilities…

Probability · Mathematics 2025-10-07 Jacopo Borga , Sourav Chatterjee , Persi Diaconis

We study the rate of convergence of the Mallows distance between the empirical distribution of a sample and the underlying population. The surprising feature of our results is that the convergence rate is slower in the discrete case than in…

Probability · Mathematics 2007-06-13 Richard Samworth , Oliver Johnson

The intrinsic dimensionality of an inverse problem is affected by prior information, the accuracy and number of observations, and the smoothing properties of the forward operator. From a Bayesian perspective, changes from the prior to the…

Computation · Statistics 2016-05-03 Tiangang Cui , James Martin , Youssef M. Marzouk , Antti Solonen , Alessio Spantini

We consider the distributions of the lengths of the longest weakly increasing and strongly decreasing subsequences in words of length N from an alphabet of k letters. We find Toeplitz determinant representations for the exponential…

Combinatorics · Mathematics 2009-07-11 Craig A. Tracy , Harold Widom

We study minimization of a parametric family of relative entropies, termed relative $\alpha$-entropies (denoted $\mathscr{I}_{\alpha}(P,Q)$). These arise as redundancies under mismatched compression when cumulants of compressed lengths are…

Information Theory · Computer Science 2014-10-21 M. Ashok Kumar , Rajesh Sundaresan

This paper shows that the normalized maximum likelihood~(NML) code-length calculated in [1] is an upper bound on the NML code-length strictly calculated for the Gaussian Mixture Model. When we use this upper bound on the NML code-length, we…

Information Theory · Computer Science 2018-11-20 So Hirai , Kenji Yamanishi

The stochastic properties of variables whose addition leads to $q$-Gaussian distributions $G_q(x)=[1+(q-1)x^2]_+^{1/(1-q)}$ (with $q\in\mathbb{R}$ and where $[f(x)]_+=max\{f(x),0\}$) as limit law for a large number of terms are…

Statistical Mechanics · Physics 2009-11-10 C. Anteneodo
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