Related papers: Exponential Order Statistics, the Basel problem an…
We study the problem of predicting numeric labels that are constrained to the integers or to a subrange of the integers. For example, the number of up-votes on social media posts, or the number of bicycles available at a public rental…
Set partitions and permutations with restrictions on the size of the blocks and cycles are important combinatorial sequences. Counting these objects lead to the sequences generalizing the classical Stirling and Bell numbers. The main focus…
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…
Consider a string of $n$ positions, i.e. a discrete string of length $n$. Units of length $k$ are placed at random on this string in such a way that they do not overlap, and as often as possible, i.e. until all spacings between neighboring…
Many enumeration problems in combinatorics, including such fundamental questions as the number of regular graphs, can be expressed as high-dimensional complex integrals. Motivated by the need for a systematic study of the asymptotic…
Extremal spacings between eigenvalues of random unitary matrices of size N pertaining to circular ensembles are investigated. Explicit probability distributions for the minimal spacing for various ensembles are derived for N = 4. We study…
The following anticoncentration property is proved. The probability that the $k$-order statistic of an arbitrarily correlated jointly Gaussian random vector $X$ with unit variance components lies within an interval of length $\varepsilon$…
Order statistics of periodic, Gaussian noise with 1/f^{\alpha} power spectrum is investigated. Using simulations and phenomenological arguments, we find three scaling regimes for the average gap d_k=<x_k-x_{k+1}> between the k-th and…
We consider a random walk of $n$ steps starting at $x_0=0$ with a double exponential (Laplace) jump distribution. We compute exactly the distribution $p_{k,n}(\Delta)$ of the gap $d_{k,n}$ between the $k^{\rm th}$ and $(k+1)^{\rm th}$…
We consider the numbers arising in the problem of normal ordering of expressions in canonical boson creation and annihilation operators. We treat a general form of a boson string which is shown to be associated with generalizations of…
We build on the foundational work of Deffner and Zurek [S. Deffner and W. H. Zurek, New J. Phys. 18, 063013 (2016)] to show how central equilibrium structures of statistical mechanics can be understood within standard quantum mechanics…
In the binary hypothesis testing problem, it is well known that sequentiality in taking samples eradicates the trade-off between two error exponents, yet implementing the optimal test requires the knowledge of the underlying distributions,…
The natural forms of the Leibniz rule for the $k$th derivative of a product and of Fa\`a di Bruno's formula for the $k$th derivative of a composition involve the differential operator $\partial^k/\partial x_1 ... \partial x_k$ rather than…
The connection between random matrices and the spectral fluctuations of complex quantum systems in a suitable limit can be explained by using the setup of random matrix theory. Higher-order spacing statistics in the $m$ superposed spectra…
Spectral statistics of quantum systems have been studied in detail using the nearest neighbour level spacings, which for generic chaotic systems follows random matrix theory predictions. In this work, the probability density of the closest…
We introduce $k$-variance, a generalization of variance built on the machinery of random bipartite matchings. $K$-variance measures the expected cost of matching two sets of $k$ samples from a distribution to each other, capturing local…
We study the problem of discrete distribution estimation in KL divergence and provide concentration bounds for the Laplace estimator. We show that the deviation from mean scales as $\sqrt{k}/n$ when $n \ge k$, improving upon the best prior…
Examples of the $\beta$-Jacobi ensemble specify the joint distribution of the transmission eigenvalues in scattering problems. In this context, there has been interest in the distribution of the trace, as the trace corresponds to the…
We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…
Discretizations of differential equations are often studied through their modified equation. This is a differential equation, usually obtained as a power series, with solutions that exactly interpolate the discretization. By comparing the…