Related papers: Exchangeable random partitions from max-infinitely…
We study the distribution of several statistics of large non-crossing partitions. First, we prove the Gaussian limit theorem for the number of blocks of a given fixed size. In contrast to the properties of usual set partitions, we show that…
Distributional identities for a L\'evy process $X_t$, its quadratic variation process $V_t$ and its maximal jump processes, are derived, and used to make "small time" (as $t\downarrow0$) asymptotic comparisons between them. The…
The perceived randomness in the time evolution of "chaotic" dynamical systems can be characterized by universal probabilistic limit laws, which do not depend on the fine features of the individual system. One important example is the…
For any partition of $\{1, 2, ..., n\}$ we define its {\it increments} $X_i, 1 \le i \le n$ by $X_i = 1$ if $i$ is the smallest element in the partition block that contains it, $X_i = 0$ otherwise. We prove that for partially exchangeable…
A set partition is $c$-uniform if every block has size $c$. Two families of $c$-uniform partitions of a finite set are said to be cross $t$-intersecting if two partitions from different families share at least $t$ blocks. In this paper, we…
Gibbs-type random probability measures and the exchangeable random partitions they induce represent the subject of a rich and active literature. They provide a probabilistic framework for a wide range of theoretical and applied problems…
We characterize a comprehensive family of $d$-variate exogenous shock models. Analytically, we consider a family of multivariate distribution functions that arises from ordering, idiosyncratically distorting, and finally multiplying the…
An incremental evolution equation, i.e. a Master equation in statistical mechanics, is introduced for force distributions in polydisperse frictional particle packings. As basic ingredients of the Master equation, the conditional probability…
We survey known solutions to the infinite extendibility problem for (necessarily exchangeable) probability laws on $\mathbb{R}^d$, which is: Can a given random vector $\vec{X} = (X_1,\ldots,X_d)$ be represented in distribution as the first…
A class of random discrete distributions $P$ is introduced by means of a recursive splitting of unity. Assuming supercritical branching, we show that for partitions induced by sampling from such $P$ a power growth of the number of blocks is…
Let $X=(X_1,\ldots,X_p)$ be a $p$-variate random vector and $F$ a fixed finite set. In a number of applications, mainly in genetics, it turns out that $X_i\in F$ for each $i=1,\ldots,p$. Despite the latter fact, to obtain a knockoff…
We show that many theorems which assert that two kinds of partitions of the same integer $n$ are equinumerous are actually special cases of a much stronger form of equality. We show that in fact there correspond partition statistics $X$ and…
The probability that a max-stable process {\eta} in C[0, 1] with identical marginal distribution function F hits x \in R with 0 < F (x) < 1 is the hitting probability of x. We show that the hitting probability is always positive, unless the…
We show that a compound Poisson distribution holds for scaled exceedances of observables $\phi$ uniquely maximized at a periodic point $\zeta$ in a variety of two-dimensional hyperbolic dynamical systems with singularities $(M,T,\mu)$,…
Infinite-dimensional stochastic differential equations (ISDEs) describing systems with an infinite number of particles are considered. Each particle undergoes a L\'evy process, and the interaction between particles is determined by the…
In a recent paper on a study of the Sylow 2-subgroups of the symmetric group with 2^n elements it has been show that the growth of the first (n-2) consecutive indices of a certain normalizer chain is linked to the sequence of partitions of…
This paper considers a family of autoregressive processes with marginal distributions resembling the Cantor function. It is shown that the marginal distribution is in the domain of attraction of a max-semistable distribution. The main…
We explore the class of exchangeable Bernoulli distributions building on their geometrical structure. Exchangeable Bernoulli probability mass functions are points in a convex polytope and we have found analytical expressions for their…
We establish a one-to-one correspondence between (i) exchangeable sequences of random variables whose finite-dimensional distributions are minimum (or maximum) infinitely divisible and (ii) non-negative, non-decreasing, infinitely divisible…
We investigate a branching random walk where the displacements are independent from the branching mechanism and have a stretched exponential distribution. We describe the positions of the particles in the vicinity of the rightmost particle…