Related papers: The Brownian limit of separable permutations
Restrictions to molecular motion by barriers (membranes) are ubiquitous in biological tissues, porous media and composite materials. A major challenge is to characterize the microstructure of a material or an organism nondestructively using…
Random permutations with distribution conditionally uniform given the set of record values can be generated in a unified way, coherently for all values of $n$. Our central example is a two-parameter family of random permutations that are…
Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these…
We compute the limit distribution of partial transposes (when both the number and the size of blocks tends to infinity) for a large class of ensembles of unitarily invariant random matrices. Furthermore, it is shown the asymptotic freeness…
Brownian motion is modelled by a harmonic oscillator (Brownian particle) interacting with a continuous set of uncoupled harmonic oscillators. The interaction is linear in the coordinates and the momenta. The model has an analytical solution…
We show how the approach used in `N. Demni, T. Hmidi. Spectral Distribution of the Free unitary Brownian motion: another approach. Sem. Probab. XLIV. 2012. 191-206.' applies to describe the large-size limit of the marginal distribution of…
We consider the enumeration of ordered set partitions avoiding a permutation pattern, as introduced by Godbole, Goyt, Herdan and Pudwell. Let $\op_{n,k}(p)$ be the number of ordered set partitions of $\{1,2,\ldots,n\}$ into $k$ blocks that…
We consider invariant transports of stationary random measures on $\mathbb{R}^d$ and establish natural mixing criteria that guarantee persistence of asymptotic variances. To check our mixing assumptions, which are based on two-point Palm…
The uniform infinite planar quadrangulation is an infinite random graph embedded in the plane, which is the local limit of uniformly distributed finite quadrangulations with a fixed number of faces. We study asymptotic properties of this…
It is shown that the maximum number of patterns that can occur in a permutation of length $n$ is asymptotically $2^n$. This significantly improves a previous result of Coleman.
We consider permutations sortable by $k$ passes through a deterministic pop stack. We show that for any $k\in\mathbb N$ the set is characterised by finitely many patterns, answering a question of Claesson and Gu{\dh}mundsson. Our…
We consider a permutation method for testing whether observations given in their natural pairing exhibit an unusual level of similarity in situations where any two observations may be similar at some unknown baseline level. Under a null…
We study a limit behavior of a sequence of Markov processes (or Markov chains) such that their distributions outside of any neighborhood of a "singular" point attract to some probability law. In any neighborhood of this point the behavior…
We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…
We give short proofs of two classical results about the position of the extremal particle in a branching Brownian motion, one concerning the median position and another the almost sure behaviour.
We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…
We give a method for computing the iterated Laplace transform of the sojourn time in an union of intervals for linear diffusion processes. This random variable comes from a model occurring in biology concerning the clustering of membrane…
In this paper we consider some generalizations of the classical d-dimensional Brownian risk model. This contribution derives some non-asymptotic bounds for simultaneous ruin probabilities of interest. In addition, we obtain non-asymptotic…
We characterize separable multidimensional permutations in terms of forbidden patterns and enumerate them by means of generating function, recursive formula and explicit formula. We find a connection between multidimensional permutations…
We give an explicit formula for the number of permutations avoiding cyclically a consecutive pattern in terms of the spectrum of the associated operator of the consecutive pattern. As an example, the number of cyclically consecutive…