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The steady state distribution of the position of a Brownian particle diffusing in logarithmic-harmonic potential with stochastic resetting is obtained analytically. We show that there are two critical conditions that determine the behavior…

Statistical Mechanics · Physics 2023-06-16 Özgür Gültekin

We show that the posterior distribution of parameters in a hidden Markov model with parametric emission distributions and discrete and known state space is asymptotically normal. The main novelty of our proof is that it is based on a…

Statistics Theory · Mathematics 2021-06-01 Chunlei Wang , Sanvesh Srivastava

Asymptotic expansions for a wide class of distribution are studied. A simple method for computation of the series coefficients is suggested. The case when regularization parameter of the distribution depends on the asymptotic parameter is…

High Energy Physics - Lattice · Physics 2007-05-23 Vladimir K. Petrov

In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…

Statistics Theory · Mathematics 2017-10-16 Trisha Maitra , Sourabh Bhattacharya

We consider the problem of finding, for a given quadratic measure of non-uniformity of a set of $N$ points (such as $L_2$ star-discrepancy or diaphony), the asymptotic distribution of this discrepancy for truly random points in the limit…

Computational Physics · Physics 2009-10-30 Andre van Hameren , Ronald Kleiss , Jiri Hoogland

By well known results of probability theory, any sequence of random variables with bounded second moments has a subsequence satisfying the central limit theorem and the law of the iterated logarithm in a randomized form. In this paper we…

Probability · Mathematics 2017-07-28 I. Berkes , R. Tichy

The statistical properties of a Hamiltonian $H_0$ perturbed by a localized scatterer are considered. We prove that when $H_0$ describes a bounded chaotic motion, the universal part of the spectral statistics are not changed by the…

Chaotic Dynamics · Physics 2009-10-31 E. Bogomolny , P. Leboeuf , C. Schmit

This paper extends a recently introduced theory describing particle transport for random statistically homogeneous systems in which the distribution function p(s) for chord lengths between scattering centers is non-exponential. Here, we…

Mathematical Physics · Physics 2016-02-03 Richard Vasques , Edward W. Larsen

The ordinal patterns of a fixed number of consecutive values in a time series is the spatial ordering of these values. Counting how often a specific ordinal pattern occurs in a time series provides important insights into the properties of…

Statistics Theory · Mathematics 2025-02-06 Annika Betken , Giorgio Micali , Johannes Schmidt-Hieber

Random permutations with distribution conditionally uniform given the set of record values can be generated in a unified way, coherently for all values of $n$. Our central example is a two-parameter family of random permutations that are…

Probability · Mathematics 2007-05-23 Alexander Gnedin

We derive asymptotics of moments and identify limiting distributions, under the random permutation model on m-ary search trees, for functionals that satisfy recurrence relations of a simple additive form. Many important functionals…

Probability · Mathematics 2007-05-23 James Allen Fill , Nevin Kapur

A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…

Applications · Statistics 2020-06-25 Rose Baker

The superiority of stochastic symplectic methods over non-symplectic counterparts has been verified by plenty of numerical experiments, especially in capturing the asymptotic behaviour of the underlying solution process. How can one…

Numerical Analysis · Mathematics 2024-04-24 Chuchu Chen , Xinyu Chen , Tonghe Dang , Jialin Hong

Pyrosequencing is emerging as one of the important next-generation sequencing technologies. We derive the statistical distributions of this technique in terms of nucleotide probabilities of the target sequences. We give exact distributions…

Genomics · Quantitative Biology 2024-05-28 Yong Kong

The asymptotic distribution of a wide class of V- and U-statistics with estimated parameters is derived in the case when the kernel is not necessarily differentiable along the parameter. The results have their application in goodness-of-fit…

Statistics Theory · Mathematics 2023-05-30 Marija Cuparić , Bojana Milošević , Marko Obradović

The purpose of this paper is twofold. First, we present a conjecture to the effect that the ranks of the syzygy modules of a smooth projective variety become normally distributed as the positivity of the embedding line bundle grows. Then,…

Algebraic Geometry · Mathematics 2018-04-30 Lawrence Ein , Daniel Erman , Robert Lazarsfeld

In this paper we use a probabilistic approach to derive the expressions for the characteristic functions of basic statistics defined on permutation tableaux. Since our expressions are exact, we can identify the distributions of basic…

Combinatorics · Mathematics 2009-04-09 Pawel Hitczenko , Svante Janson

We study quantum dichotomies and the resource theory of asymmetric distinguishability using a generalization of Strassen's theorem on preordered semirings. We find that an asymptotic variant of relative submajorization, defined on…

Quantum Physics · Physics 2020-04-23 Christopher Perry , Péter Vrana , Albert H. Werner

We study the persistent random walk of photons on a one-dimensional lattice of random transmittances. Transmittances at different sites are assumed independent, distributed according to a given probability density $f(t)$. Depending on the…

Statistical Mechanics · Physics 2007-05-23 MirFaez Miri , Zeinab Sadjadi , M. Ebrahim Fouladvand

Multiplicative random processes in (not necessaryly equilibrium or steady state) stochastic systems with many degrees of freedom lead to Boltzmann distributions when the dynamics is expressed in terms of the logarithm of the normalized…

adap-org · Physics 2009-10-28 M. Levy , S. Solomon
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