Related papers: Sequences of expected record values

In this paper, we present methods of obtaining single moments of order statistics arising from posibly dependent and non-identically distributed discrete random variables. We derive exact and approximate formulas convenient for numerical…

This paper addresses the problem of estimating the extreme value index in presence of random censoring for distributions in the Weibull domain of attraction. The methodologies introduced in [Worms (2014)], in the heavy-tailed case, are…

This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is…

We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a L\'evy flight on a line. After a brief survey of the theory of records for independent and…

We consider basic conceptual questions concerning the relationship between statistical estimation and causal inference. Firstly, we show how to translate causal inference problems into an abstract statistical formalism without requiring any…

We introduce two natural notions for the occupation measure of a function $V$ with finite variation. The first yields a signed measure, and the second a positive measure. By comparing two versions of the change-of-variables formula, we show…

We study a stochastic model based on a modified fragmentation of a finite interval. The mechanism consists in cutting the interval at a random location and substituting a unique fragment on the right of the cut to regenerate and preserve…

Inversion sequences, also known as subexcedant sequences, form a fundamental class of objects in enumerative combinatorics. In this paper, we study the joint distribution of five statistics on inversion sequences. While several statistics…

Bairamov et al. (Aust N Z J Stat 47:543-547, 2005) characterize the exponential distribution in terms of the regression of a function of a record value with its adjacent record values as covariates. We extend these results to the case of…

A common problem in the sciences is that a signal of interest is observed only indirectly, through smooth functionals of the signal whose values are then obscured by noise. In such inverse problems, the functionals dampen or entirely…

We investigate extreme value theory of a class of random sequences defined by the all-time suprema of aggregated self-similar Gaussian processes with trend. This study is motivated by its potential applications in various areas and its…

Probability densities that are not uniquely determined by their moments are said to be "moment-indeterminate", or "M-indeterminate". Determining whether or not a density is M-indeterminate, or how to generate an M-indeterminate density, is…

This paper formalizes a latent variable inference problem we call {\em supervised pattern discovery}, the goal of which is to find sets of observations that belong to a single ``pattern.'' We discuss two versions of the problem and prove…

Recently, expectile-based measures of skewness akin to well-known quantile-based skewness measures have been introduced, and it has been shown that these measures possess quite promising properties (Eberl and Klar, 2021, 2020). However, it…

Inversion sequences are integer sequences $e=e_{1}e_{2}\dots e_{n}$ such that $0\leq e_{i}<i$ for each $i$. The study of patterns in inversion sequences was initiated by Corteel--Martinez--Savage--Weselcouch and Mansour--Shattuck in the…

A new version of a strong law of large numbers for a ``good'' pairwise independent sequence of random variables (r.v.'s) with a small part of ``bad'' dependent r.v.'s is proposed. The main goal is to relax the assumption on the existence of…

Inverse problems involve making inference about unknown parameters of a physical process using observational data. This paper investigates an important class of inverse problems -- the estimation of the initial condition of a…

The complete convergence for weighted sums of sequences of independent, identically distributed random variables under sublinear expectations space was studied. By moment inequality and truncation methods, we establish the equivalent…

Statistical model checking estimates probabilities and expectations of interest in probabilistic system models by using random simulations. Its results come with statistical guarantees. However, many tools use unsound statistical methods…

We consider mapping properties of the iterated Stieltjes transform, establishing its new relations with the iterated Hilbert transform (a singular integral) on the half-axis and proving the corresponding convolution and Titchmarsh's type…