Related papers: Asymptotic results on weakly increasing subsequenc…

We compute the limiting distributions of the lengths of the longest monotone subsequences of random (signed) involutions with or without conditions on the number of fixed points (and negated points) as the sizes of the involutions tend to…

Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated, in particular when X 1 is not…

We investigate the variance of the length of the longest common subsequences of two independent random words of size $n$, where the letters of one word are i.i.d. uniformly drawn from $\{\alpha_1, \alpha_2, \cdots, \alpha_m\}$, while the…

This paper discusses the asymptotic behaviour of the number of descents in a random signed permutation and its inverse, which was posed as an open problem by Chatterjee and Diaconis in a recent publication. For that purpose, we generalize…

We derive the local and central limit theorems for the Stirling numbers of the second kind by elementary means, obtaining as corollaries effective asymptotic estimates for the Bell numbers and for the moments of the distribution. We also…

We prove an almost sure weak limit theorem for simple linear rank statistics for samples with continuous distributions functions. As a corollary the result extends to samples with ties, and the vector version of an a.s. central limit…

We investigate the order of the $r$-th, $1\le r < +\infty$, central moment of the length of the longest common subsequence of two independent random words of size $n$ whose letters are identically distributed and independently drawn from a…

We prove that a suitably de-biased version of Chatterjee's rank correlation based on i.i.d. copies of a random vector $(X,Y)$ is asymptotically normal whenever $Y$ is not almost surely constant. No further conditions on the joint…

We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an…

Let $\{X_i\}$ be a sequence of independent identically distributed random variables with an intermediate regularly varying (IR) right tail $\bar{F}$. Let $(N, C_1, ..., C_N)$ be a nonnegative random vector independent of the $\{X_i\}$ with…

In this paper, we examine the asymptotic behavior of the longest increasing subsequence (LIS) in a uniformly random permutation of $n$ elements. We rely on the Robinson--Schensted--Knuth correspondence, Young tableaux, and key classical…

Let $X_1,...,X_n$ be iid random vectors and $f\ge 0$ be a non-negative function. Let also $k(n) = {\rm Argmax}_{i=1,...,n} f(X_i)$. We are interested in the distribution of $X_{k(n)}$ and their limit theorems. In other words, what is the…

Let $(X_k)_{k\geq1}$ be a Gaussian long-range dependent process with $EX_1=0$, $EX_1^2=1$ and covariance function $r(k)=k^{-D}L(k)$. For any measurable function $G$ let $(Y_k)_{k\geq1}=(G(X_k))_{k\geq1}$. We study the asymptotic behaviour…

For a stochastic difference equation $D_n=A_nD_{n-1}+B_n$ which stabilises upon time we study tail distribution asymptotics of $D_n$ under the assumption that the distribution of $\log(1+|A_1|+|B_1|)$ is heavy-tailed, that is, all its…

Let $\alpha_n(\cdot)=P\bigl(X_{n+1}\in\cdot\mid X_1,\ldots,X_n\bigr)$ be the predictive distributions of a sequence $(X_1,X_2,\ldots)$ of $p$-dimensional random vectors. Suppose $$\alpha_n= \mathcal{N} _p (M_n,Q_n)$$ where…

We discuss a complementary asymptotic analysis of the so called minimal random walk. More precisely, we present a version of the almost sure central limit theorem as well as a generalization of the recently proposed quadratic strong laws.…

Let $X_1, X_2, ..., X_n, ... $ be a sequence of iid random variables with values in a finite alphabet $\{1,...,m\}$. Let $LI_n$ be the length of the longest increasing subsequence of $X_1, X_2, ..., X_n.$ We express the limiting…

A weakly consecutive sequence (WCS) is a permutation $\sigma$ of $\{1, \ldots, k\}$ such that if an integer $d$ divides $\sigma(i)$, then $d$ also divides $\sigma(i \pm d)$ insofar as these are defined. The structure of weakly consecutive…

We consider the distributions of the lengths of the longest weakly increasing and strongly decreasing subsequences in words of length N from an alphabet of k letters. We find Toeplitz determinant representations for the exponential…

We use well-resolved direct numerical simulations of high-Reynolds-number turbulence to study a fundamental statistical property of turbulence -- the asymmetry of velocity increments -- with likely implications on important dynamics. This…