Related papers: Successive maxima of samples from a GEM distributi…
A random geometric graph $G(\mathcal{X}_n, r_n)$ is formed by taking a binomial process $\mathcal{X}_n$ as the set of vertices and joining any two distinct points with an edge if they lie within distance $r_n$ of each other. We investigate…
We consider a preferential growth model where particles are added one by one to the system consisting of clusters of particles. A new particle can either form a new cluster (with probability q) or join an already existing cluster with a…
The maximum likelihood degree of a statistical model refers to the number of solutions, where the derivative of the log-likelihood function is zero, over the complex field. This paper examines the maximum likelihood degree of the parameter…
A fundamental question in random matrix theory is to quantify the optimal rate of convergence to universal laws. We take up this problem for the Laguerre $\beta$ ensemble, characterised by the Dyson parameter $\beta$, and the Laguerre…
Let $f(y|\theta), \; \theta \in \Omega$ be a parametric family, $\eta(\theta)$ a given function, and $G$ an unknown mixing distribution. It is desired to estimate $E_G (\eta(\theta))\equiv \eta_G$ based on independent observations…
We derive expansions of the resolvent Rn(x;y;t)=(Qn(x;t)Pn(y;t)-Qn(y;t)Pn(x;t))/(x-y) of the Hermite kernel Kn at the edge of the spectrum of the finite n Gaussian Unitary Ensemble (GUEn) and the finite n expansion of Qn(x;t) and Pn(x;t).…
Maximum-entropy distributions are shown to appear in the probability calculus as approximations of a model by exchangeability or a model by sufficiency, the former model being preferable. The implications of this fact are discussed,…
A sequence of accompanying laws is suggested in the limit theorem of B. V. Gnedenko for maximums of independent random variables belonging to maximum domain of attraction of the Gumbel distribution. It is shown that this sequence gives an…
Supplement 1 to GUM (GUM-S1) recommends the use of maximum entropy principle (MaxEnt) in determining the probability distribution of a quantity having specified properties, e.g., specified central moments. When we only know the mean value…
Let $M_n=\max \left(X_1, X_2, \ldots, X_n \right)$ denote the partial maximum of an independent and identically distributed skew-normal random sequence. In this paper, the rate of uniform convergence of skew-normal extremes is derived. It…
In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a…
Consider a rowwise independent triangular array of gamma random variables with varying parameters. Under several different conditions on the shape parameter, we show that the sequence of row-maximums converges weakly after linear or power…
In this paper, we first briefly review some recent results on the distribution of the maximal eigenvalue of a $(N\times N)$ random matrix drawn from Gaussian ensembles. Next we focus on the Gaussian Unitary Ensemble (GUE) and by suitably…
In this note, we establish the convergence in distribution of the maxima of i.i.d. random variables to the Gumbel distribution with the associated normalizing sequences for several examples that are related to the normal distribution.…
Due to its heavy-tailed and fully parametric form, the multivariate generalized Gaussian distribution (MGGD) has been receiving much attention for modeling extreme events in signal and image processing applications. Considering the…
We show that the expected size of the maximum agreement subtree of two $n$-leaf trees, uniformly random among all trees with the shape, is $\Theta(\sqrt{n})$. To derive the lower bound, we prove a global structural result on a decomposition…
We consider a class of growing random graphs obtained by creating vertices sequentially one by one: at each step, we choose uniformly the neighbours of the newly created vertex; its degree is a random variable with a fixed but arbitrary…
In the framework of Cramer's probabilistic model of primes, we explore the exact and asymptotic distributions of maximal prime gaps. We show that the Gumbel extreme value distribution exp(-exp(-x)) is the limit law for maximal gaps between…
Fix a positive real number $\theta$. The natural numbers $m$ with largest square-free divisor not exceeding $m^\theta$ form a set $\mathscr{A}$, say. It is shown that whenever $\theta>1/2$ then all large natural numbers $n$ are the sum of…
This paper establishes asymptotic results for the maximum likelihood and restricted maximum likelihood (REML) estimators of the parameters in the nested error regression model for clustered data when both of the number of independent…