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

In \cite{Diaz} beta type I and II doubly singular distributions were introduced and their densities and the joint densities of nonzero eigenvalues were derived. In such matrix variate distributions $p$, the dimension of two singular Wishart…

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Let $G^r_{n,p}$ denote the $r$th power of the random graph $G_{n,p}$, where $p=c/n$ for a positive constant $c$. We prove that w.h.p. the maximum degree $\Delta\left(G^r_{n,p}\right)\sim \frac{\log n}{\log_{(r+1)}n}$. Here $\log_{(k)}n$…

Let G be a random subgraph of the n-cube where each edge appears randomly and independently with probability p. We prove that the largest eigenvalue of the adjacency matrix of G is almost surely \lambda_1(G)= (1+o(1))…

We determine the limiting distribution of the largest eigenvalue of products from the $\beta$-Laguerre ensemble. This limiting distribution is given by a Tracy-Widom law with parameter $\beta_0>0$ depending on the ratio of the parameters of…

We investigate how the range of parameters that specify the two-particle distribution function is restricted if we require that this function be obtained from the $n^{\rm th}$ order distribution functions that are symmetric with respect to…

For a widely used hub-and-spoke closed product-form network consisting of an infinite-server node and several single-server queues, we characterize the maximum queue-length distribution in various operational regimes by leveraging a novel…

For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply this result to high-dimensional testing problems, where we…

It is well known that the classical Gauss sum, normalized by the square-root number of terms, takes only finitely many values. If one restricts the range of summation to a subinterval, a much richer structure emerges. We prove a limit law…

Let $X=\sum_{k=1}^\infty X_k \beta^{-k}$ be the base-$\beta$ expansion of a continuous random variable $X$ on the unit interval where $\beta$ is the positive solution to $\beta^n = 1 + \beta + \cdots + \beta^{n-1}$ for an integer $n\ge 2$…

We consider a model of the Riemann zeta function on the critical axis and study its maximum over intervals of length $(\log T)^{\theta}$, where $\theta$ is either fixed or tends to zero at a suitable rate. It is shown that the deterministic…

This paper considers the maximum likelihood estimation of factor models of high dimension, where the number of variables (N) is comparable with or even greater than the number of observations (T). An inferential theory is developed. We…

A set of $N$ points is chosen randomly in a $D$-dimensional volume $V=a^D$, with periodic boundary conditions. For each point $i$, its distance $d_i$ is found to its nearest neighbour. Then, the maximal value is found, $d_{max}=max(d_i,…

The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…

Generalized Maxwell distribution is an extension of the classic Maxwell distribution. In this paper, we concentrate on the joint distributional asymptotics of normalized maxima and minima. Under optimal normalizing constants, asymptotic…

The scaling properties of the maximal height of a growing self-affine surface with a lateral extent $L$ are considered. In the late-time regime its value measured relative to the evolving average height scales like the roughness: $h^{*}_{L}…

In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems. In this setting, recent works have shown how to get a statistics of extremes in agreement with the classical Extreme…

Suppose $\widehat\theta_n$ is a strongly consistent estimator for $\theta_0$ in some i.i.d. situation. Let $N_\varepsilon$ and $Q_\varepsilon$ be respectively the last $n$ and the total number of $n$ for which $\widehat\theta_n$ is at least…

Let $X_{\lambda _{1}},X_{\lambda _{2}},\ldots ,X_{\lambda _{n}}$ be independent nonnegative random variables with $X_{\lambda _{i}}\sim F(\lambda _{i}t)$, $i=1,\ldots ,n$, where $\lambda _{i}>0$, $i=1,\ldots ,n$ and $F$ is an absolutely…

In this paper, we deal with the asymptotic distribution of the maximum increment of a random walk with a regularly varying jump size distribution. This problem is motivated by a long-standing problem on change point detection for epidemic…