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Related papers: Martingales and descent statistics

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This paper develops methods to study the distribution of Eulerian statistics defined by second-order recurrence relations. We define a random process to decompose the statistics over compositions of integers. It is shown that the numbers of…

Probability · Mathematics 2022-10-20 Alperen Y. Özdemir

This paper studies the asymptotic distribution of descents $\des(w)$ in a permutation $w$, and its inverse, distributed according to the Mallows measure. The Mallows measure is a non-uniform probability measure on permutations introduced to…

Probability · Mathematics 2022-05-31 Jimmy He

A Berry-Esseen bound is obtained for self-normalized martingales under the assumption of finite moments. The bound coincides with the classical Berry-Esseen bound for standardized martingales. An example is given to show the optimality of…

Probability · Mathematics 2019-07-04 Xiequan Fan , Qi-Man Shao

Renz (Ann. Probab. 1996) has established a rate of convergence $1/\sqrt{n}$ in the central limit theorem for martingales with some restrictive conditions. In the present paper a modification of the methods, developed by Bolthausen (Ann.…

Probability · Mathematics 2020-02-04 Songqi Wu , Xiaohui Ma , Hailin Sang , Xiequan Fan

We establish nonuniform Berry-Esseen bounds for martingales under the conditional Bernstein condition. These bounds imply Cram\'er type large deviations for moderate $x$'s, and are of exponential decay rate as de la Pe\~na's inequality when…

Probability · Mathematics 2017-08-03 Xiequan Fan , Ion Grama , Quansheng Liu

This paper studies statistics of riffle shuffles by relating them to random word statistics with the use of inverse shuffles. Asymptotic normality of the number of descents and inversions in riffle shuffles with convergence rates of order…

Combinatorics · Mathematics 2013-03-12 Umit Islak

We extend Stanley's work on alternating permutations with extremal number of fixed points in two directions: first, alternating permutations are replaced by permutations with a prescribed descent set; second, instead of simply counting…

Combinatorics · Mathematics 2007-06-22 Guo-Niu Han , Guoce Xin

Starting from some considerations we make about the relations between certain difference statistics and the classical permutation statistics we study permutations whose inversion number and excedance difference coincide. It turns out that…

Combinatorics · Mathematics 2007-05-23 Astrid Reifegerste

Since the early work of Richard Stanley, it has been observed that several permutation statistics have a remarkable property with respect to shuffles of permutations. We formalize this notion of a shuffle-compatible permutation statistic…

Combinatorics · Mathematics 2018-06-13 Ira M. Gessel , Yan Zhuang

We construct a class of nonnegative martingale processes that oscillate indefinitely with high probability. For these processes, we state a uniform rate of the number of oscillations and show that this rate is asymptotically close to the…

Machine Learning · Computer Science 2014-08-18 Jan Leike , Marcus Hutter

We give some rates of convergence in the distances of Kolmogorov and Wasserstein for standardized martingales with differences having finite variances. For the Kolmogorov distances, we present some exact Berry-Esseen bounds for martingales,…

Probability · Mathematics 2023-09-18 Xiequan Fan , Zhonggen Su

We develop a numerical method for the martingale analogue of the Benamou--Brenier optimal transport problem, which seeks a martingale interpolating two prescribed marginals which is closest to the Brownian motion. Recent contributions have…

Computational Finance · Quantitative Finance 2026-03-10 Manuel Hasenbichler , Benjamin Joseph , Gregoire Loeper , Jan Obloj , Gudmund Pammer

Simsun permutations, Andr\'e I permutations and Andr\'e II permutations are three combinatorial models for Euler numbers. It's known that the descent statistic is equidistributed over the set of Andr\'e I permutations and the set of simsun…

Combinatorics · Mathematics 2025-11-20 Guo-Niu Han , Kathy Q. Ji , Huan Xiong

The goal of this paper is to go further in the analysis of the behavior of the number of descents in a random permutation. Via two different approaches relying on a suitable martingale decomposition or on the Irwin-Hall distribution, we…

Probability · Mathematics 2024-11-20 Bernard Bercu , Michel Bonnefont , Adrien Richou

The length $\mathsf{is}(\pi)$ of a longest increasing subsequence in a permutation $\pi$ has been extensively studied. An increasing subsequence is one that has no descents. We study generalizations of this statistic by finding longest…

Combinatorics · Mathematics 2026-02-13 Krishna Menon , Anurag Singh

In this paper, several variants of the ascent-plateau statistic are introduced, including flag ascent-plateau, double ascent and descent-plateau. We first study the flag ascent-plateau statistic on Stirling permutations by using…

Combinatorics · Mathematics 2018-01-26 Shi-Mei Ma , Jun Ma , Yeong-Nan Yeh

A desarrangement is a permutation whose first ascent is even. Desarrangements were introduced in the 1980s by Jacques D\'{e}sarm\'{e}nien, who proved that they are in bijection with derangements. We revisit the study of desarrangements,…

Combinatorics · Mathematics 2025-11-12 Chadi Bsila , Caroline E. Cox , Anna S. Hugo , Lindsey A. Styron , Yan Zhuang

We establish convergence theorems for Riemannian stochastic gradient descents in which the underlying probability spaces vary from iteration to iteration. As applications, we deduce convergence results for Riemannian stochastic gradient…

Optimization and Control · Mathematics 2026-04-21 Hao Wu

This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of…

Statistics Theory · Mathematics 2007-08-22 Stephen G. Walker , Antonio Lijoi , Igor Prünster

There has been a resurgence of interest in incomplete U-statistics that only sum over a subset of kernel evaluations, due to their computational efficiency and asymptotic normality which can be leveraged to quantify the uncertainty of…

Statistics Theory · Mathematics 2026-01-14 Dennis Leung
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