Related papers: Successive maxima of samples from a GEM distributi…

We discuss some open problems concerning the maximal spread of coherent distributions. We prove a sharp bound on $\mathbb{E}|X-Y|^{\alpha}$ for $(X,Y)$ coherent and $\alpha \le 2$, and establish a novel connection between coherent…

Let $G = (V,E)$ be a connected directed graph on $n$ vertices. Assign values from the set $\{1,2,\dots,n\}$ to the vertices of $G$ and update the values according to the following rule: uniformly at random choose a vertex and update its…

We study a generalization of the Random Energy Model to the case when the number of exponential factors varies at random. Also a relation between REM and the Erd"os-R'enyi limit theorem for maximums of partial sums is considered.

For $f$ a Rademacher or Steinhaus random multiplicative function, we prove that $$ \max_{\theta \in [0,1]} \frac{1}{\sqrt{N}} \Bigl| \sum_{n \leq N} f(n) \mathrm{e} (n \theta) \Bigr| \gg \sqrt{\log N} ,$$ asymptotically almost surely as $N…

In this article, we obtain a super-exponential rate of convergence in total variation between the traces of the first $m$ powers of an $n\times n$ random unitary matrices and a $2m$-dimensional Gaussian random variable. This generalizes…

We consider real-valued branching random walks and prove a large deviation result for the position of the rightmost particle. The position of the rightmost particle is the maximum of a collection of a random number of dependent random…

For a large class of statistical systems a geometric mean value of the observables is constrained. These observables are characterized by a power-law statistical distribution.

The block maxima (BM) approach in extreme value analysis fits a sample of block maxima to the Generalized Extreme Value (GEV) distribution. We consider all potential blocks from a sample, which leads to the All Block Maxima (ABM) estimator.…

Random integers, sampled uniformly from $[1,x]$, share similarities with random permutations, sampled uniformly from $S_n$. These similarities include the Erd\H{o}s--Kac theorem on the distribution of the number of prime factors of a random…

We propose a coefficient that measures the dependence among large values for spatial processes of maxima. Its main properties are: a) $k$ locations can be taken into account; b) it takes values in $[0,1]$ and higher values indicate stronger…

Let ${X}_{k}=(x_{k1}, \cdots, x_{kp})', k=1,\cdots,n$, be a random sample of size $n$ coming from a $p$-dimensional population. For a fixed integer $m\geq 2$, consider a hypercubic random tensor $\mathbf{{T}}$ of $m$-th order and rank $n$…

The most well known probability distribution of probabilities is the Beta distribution. If we have observed $r$ `successes', each having a probability $\theta$, and $n-r$ `failures', each having a probability $1-\theta$. In this paper we…

We consider distributions of ordered random vectors with given one-dimensional marginal distributions. We give an elementary necessary and sufficient condition for the existence of such a distribution with finite entropy. In this case, we…

In this paper, we study the distribution of the sequence of integers $2^{\omega(n)}$ under the assumption of the strong Riemann hypothesis, where $\omega(n)$ denotes the number of distinct prime divisors of $n$. We provide an asymptotic…

Probabilistic reasoning systems combine different probabilistic rules and probabilistic facts to arrive at the desired probability values of consequences. In this paper we describe the MESA-algorithm (Maximum Entropy by Simulated Annealing)…

The extremal index $\theta$, a measure of the degree of local dependence in the extremes of a stationary process, plays an important role in extreme value analyses. We estimate $\theta$ semiparametrically, using the relationship between the…

We investigate the limiting behavior of sample central moments, examining the special cases where the limiting (as the sample size tends to infinity) distribution is degenerate. Parent (non-degenerate) distributions with this property are…

Let $X_1,\ldots,X_N$, $N>n$, be independent random points in $\mathbb{R}^n$, distributed according to the so-called beta or beta-prime distribution, respectively. We establish threshold phenomena for the volume, intrinsic volumes, or more…

Let $\{p_j(n)\}_{j=1}^{\omega(n)}$ denote the increasing sequence of distinct prime factors of an integer $n$. For $z\geqslant 0$, let $G(n;z)$ denote the number of those indexes $j$ such that $p_{j+1}(n)>p_j(n)^{\exp z}$. We show uniform…

Exponential random graph models have attracted significant research attention over the past decades. These models are maximum-entropy ensembles under the constraints that the expected values of a set of graph observables are equal to given…