Related papers: Spacings Around An Order Statistic

Given a simple transient random walk $(S_n)_{n\geq 0}$ in $\mathbf{Z}$ and a stationary sequence of real random variables $(\xi(s))_{s\in \mathbf{Z}}$, we investigate the extremes of the sequence $(\xi(S_n))_{n\geq 0}$. Under suitable…

Suppose some random resource (energy, mass or space) $\chi \geq 0$ is to be shared at random between (possibly infinitely many) species (atoms or fragments). Assume ${\Bbb E}\chi =\theta <\infty $ and suppose the amount of the individual…

We prove that an adequately rescaled sequence $\{F_n\}$ of self-adjoint operators, living inside a fixed free Wigner chaos of even order, converges in distribution to a centered free Poisson random variable with rate $\lambda>0$ if and only…

We show that the sequence of integers which have nearly the typical number of distinct prime factors forms a Poisson process. More precisely, for $\de$ arbitrarily small and positive, the nearest neighbor spacings between integers $n$ with…

We consider regular lattices of coupled chaotic maps. Depending on lattice size, there may exist a window in parameter space where complete synchronization is eventually attained after a transient regime. Close outside this window, an…

We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…

Let $\{X_i(t),t\ge0\}, 1\le i\le n$ be independent copies of a random process $\{X(t), t\ge0\}$. For a given positive constant $u$, define the set of $r$th conjunctions $C_r(u):=\{t\in[0,1]: X_{r:n}(t)>u\}$ with $ X_{r:n}$ the $r$th largest…

We derive large-sample and other limiting distributions of the ``frequency of frequencies'' vector, ${\bf M_n}$, together with the number of species, $K_n$, in a Poisson-Dirichlet or generalised Poisson-Dirichlet gene or species sampling…

This paper focuses on the size-biased permutation of $n$ independent and identically distributed (i.i.d.) positive random variables. This is a finite dimensional analogue of the size-biased permutation of ranked jumps of a subordinator…

Minkowski's First Theorem and Dirichlet's Approximation Theorem provide upper bounds on certain minima taken over lattice points contained in domains of Euclidean spaces. We study the distribution of such minima and show, under some…

By extending the approach of Berry and Robnik, the limiting level spacing distribution of a system consisting of infinitely many independent components is investigated. The limiting level spacing distribution is characterized by a single…

We generalise the known fact that for binomial $X_{n,k} \sim \mathrm{Bin}(n, k/n)$ one has $\inf_{k>1,n} \mathrm{P}(X_{n,k} \geq k) \geq \lim_{k \to 1+}\mathrm{P}(X_{2,k} \geq k) = 1/4$ to cover probabilities of exceeding a constant shift…

In this work, we consider two sets of dependent variables $\{X_{1},\ldots,X_{n}\}$ and $\{Y_{1},\ldots,Y_{n}\}$, where $X_{i}\sim EW(\alpha_{i},\lambda_{i},k_{i})$ and $Y_{i}\sim EW(\beta_{i},\mu_{i},l_{i})$, for $i=1,\ldots, n$, which are…

In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…

We show that the nearest-neighbor spacing distribution for a model that consists of random points uniformly distributed on a self-similar fractal is the Brody distribution of random matrix theory. In the usual context of Hamiltonian…

Consider that the coordinates of $N$ points are randomly generated along the edges of a $d$-dimensional hypercube (random point problem). The probability that an arbitrary point is the $m$th nearest neighbor to its own $n$th nearest…

We study the local eigenvalue statistics $\xi_{\omega,E}^N$ associated with the eigenvalues of one-dimensional, $(2N+1) \times (2N+1)$ random band matrices with independent, identically distributed, real random variables and band width…

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…

The article studies the almost surely asymptotics of extreme values $\bar{\xi}_n = \max_{1\leq i \leq n} \xi_i$, where $ \xi , \xi_1 , \xi_2 , \ldots$ are discrete identically distributed random variables. One of the main results on this…

Using the level--spacing distribution and the total probability function of the numbers of levels in a given energy interval we analyze the crossover of the level statistics between the delocalized and the localized regimes. By numerically…