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

The focus of this survey paper is on the distribution function for the largest eigenvalue in the finite N Gaussian ensembles (GOE,GUE,GSE) in the edge scaling limit of N->infinity. These limiting distribution functions are expressible in…

For a graph $G$, let $\lambda_1(G)$ and $\lambda_2(G)$ denote the largest and the second largest adjacency eigenvalue of $G$. The sum $\lambda_1(G) + \lambda_2(G)$ is called the \emph{spectral sum} of $G$. We investigate the spectral sum of…

Let $X_1,X_2,...$ be independent identically distributed random variables with $\mathbb E X_k=0$, $\mathrm{Var} X_k=1$. Suppose that $\varphi(t):=\log \mathbb E e^{t X_k}<\infty$ for all $t>-\sigma_0$ and some $\sigma_0>0$. Let…

Fix $\alpha >0$, and sample $N$ integers uniformly at random from $\{1,2,\ldots ,\lfloor e^{\alpha N}\rfloor \}$. Given $\eta >0$, the probability that the maximum of the pairwise GCDs lies between $N^{2-\eta }$ and $N^{2+\eta}$ converges…

We investigate the maximal size of an increasing subset among points randomly sampled from certain probability densities. Kerov and Vershik's celebrated result states that the largest increasing subset among $N$ uniformly random points on…

We study the component structure of the random graph $G=G_{n,m,d}$. Here $d=O(1)$ and $G$ is sampled uniformly from ${\mathcal G}_{n,m,d}$, the set of graphs with vertex set $[n]$, $m$ edges and maximum degree at most $d$. If $m=\mu n/2$…

In this paper we focus on the large n probability distribution function of the largest eigenvalue in the Gaussian Orthogonal Ensemble of n by n matrices (GOEn). We prove an Edgeworth type Theorem for the largest eigenvalue probability…

In algebraic statistics, the maximum likelihood degree of a statistical model refers to the number of solutions (counted with multiplicity) of the score equations over the complex field. In this paper, the maximum likelihood degree of the…

Inspired by applications to theories of coding and communication in networks of nervous tissue, we study maximum entropy distributions on weighted graphs with a given expected degree sequence. These distributions are characterized by…

We find a two term asymptotic expansion for the optimal expected value of a sequentially selected monotone subsequence from a random permutation of length n. A striking feature of this expansion is that tells us that the expected value of…

Motivated by the problem of computing the distribution of the largest distance $d_{\max}$ between $n$ random points on a circle we derive an explicit formula for the moments of the maximal component of a random vector following a Dirichlet…

For the size of the largest component in a supercritical random geometric graph, this paper estimates its expectation which tends to a polynomial on a rate of exponential decay, and sharpens its asymptotic result with a central limit…

We conjecture the true rate of growth of the maximum size of the Riemann zeta function and other $L$-functions. We support our conjecture using arguments from random matrix theory, conjectures for moments of $L$-functions, and also by…

In this article, we propose a growing network model based on an optimal policy involving both topological and geographical measures. In this model, at each time step, a new node, having randomly assigned coordinates in a $1 \times 1$…

We give the distribution of $M_n$, the maximum of a sequence of $n$ observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then for the case where the underlying independent random…

We investigate the behavior of the nonparametric maximum likelihood estimator $\hat{f}_n$ for a decreasing density $f$ near the boundaries of the support of $f$. We establish the limiting distribution of $\hat{f}_n(n^{-\alpha})$, where we…

We compute analytically, for large N, the probability distribution of the number of positive eigenvalues (the index N_{+}) of a random NxN matrix belonging to Gaussian orthogonal (\beta=1), unitary (\beta=2) or symplectic (\beta=4)…

The classical infinite divisibility of distributions related to eigenvalues of some random matrix ensembles is investigated. It is proved that the $\beta$-Tracy-Widom distribution, which is the limiting distribution of the largest…

We suggest approximating the distribution of the sum of independent and identically distributed random variables with a Pareto-like tail by combining extreme value approximations for the largest summands with a normal approximation for the…

We prove that if a tree $T$ has $n$ vertices and maximum degree at most $\Delta$, then a copy of $T$ can almost surely be found in the random graph $\mathcal{G}(n,\Delta\log^5 n/n)$.