Related papers: On the longest gap between power-rate arrivals

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…

Let $f$ be a nonincreasing function defined on $[0,1]$. Under standard regularity conditions, we derive the asymptotic distribution of the supremum norm of the difference between $f$ and its Grenander-type estimator on sub-intervals of…

We present an approximate Bayesian inference approach for estimating the intensity of an inhomogeneous Poisson process, where the intensity function is modelled using a Gaussian process (GP) prior via a sigmoid link function. Augmenting the…

We consider point process convergence for sequences of iid random walks. The objective is to derive asymptotic theory for the largest extremes of these random walks. We show convergence of the maximum random walk to the Gumbel or the…

We consider the process $\widehat\Lambda_n-\Lambda_n$, where $\Lambda_n$ is a cadlag step estimator for the primitive $\Lambda$ of a nonincreasing function $\lambda$ on $[0,1]$, and $\widehat\Lambda_n$ is the least concave majorant of…

We consider the symmetric exclusion particle system on $\mathbb{Z}$ starting from an infinite particle step configuration in which there are no particles to the right of a maximal one. We show that the scaled position $X_t/(\sigma b_t) -…

We investigate the statistics of the gap, G_n, between the two rightmost positions of a Markovian one-dimensional random walker (RW) after n time steps and of the duration, L_n, which separates the occurrence of these two extremal…

For a class of Gaussian stationary processes, we prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly growing linear boundary. The limit is a double exponential (Gumbel) distribution.

We analyze waiting times for price changes in a foreign currency exchange rate. Recent empirical studies of high frequency financial data support that trades in financial markets do not follow a Poisson process and the waiting times between…

Consider a stationary Poisson process $\eta$ in the $d$-dimensional Euclidean or hyperbolic space and construct a random graph with vertex set $\eta$ as follows. First, each point $x\in\eta$ is connected by an edge to its nearest neighbour,…

Using an associated branching process as the basis of our approximation, we show that typical inter-point distances in a multitype random intersection graph have a defective distribution, which is well described by a mixture of translated…

Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In this paper we consider two such likelihood ratios. The first one is an…

Random multiplicative processes $w_t =\lambda_1 \lambda_2 ... \lambda_t$ (with < \lambda_j > 0 ) lead, in the presence of a boundary constraint, to a distribution $P(w_t)$ in the form of a power law $w_t^{-(1+\mu)}$. We provide a simple and…

We study the largest gaps between successive zeros of a smooth stationary Gaussian process. Our main result is that, if correlations decay at least polynomially, then after suitable rescaling of the locations and sizes of the largest gaps…

We study the long-time asymptotic behavior of the position distribution of a run-and-tumble particle (RTP) in two dimensions and show that the distribution at a time $t$ can be expressed as a perturbative series in $(\gamma t)^{-1}$, where…

The standard Large Deviation Theory (LDT) mirrors the Boltzmann-Gibbs (BG) factor which describes the thermal equilibrium of short-range Hamiltonian systems, the velocity distribution of which is Maxwellian. It is generically applicable to…

The recent transition from decelerated to accelerated expansion can be seen as a reflection (or "bounce") in the connection variable, defined by the inverse comoving Hubble length ($b=\dot a$, on-shell). We study the quantum cosmology of…

Fix a subset $S \subset \mathbb{R}^n$ of volume at most $c n$ that satisfies $S \cap (-S) = \emptyset$. We consider two point processes in $S$: the first is the Poisson point process of intensity one, and the second is the restriction of a…

We give a closed analytical formula for expected distance to the power $a$ between two identical general random processes, when $a$ is an even positive number. As an application to sensor network we prove that the optimal transportation…

We revisit the spatial ${\lambda}$-Fleming-Viot process introduced in [1]. Particularly, we are interested in the time $T_0$ to the most recent common ancestor for two lineages. We distinguish between the case where the process acts on the…