Related papers: Ordinal pattern probabilities for symmetric random…
A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with…
Let $G$ be a finitely generated group equipped with a finite symmetric generating set and the associated word length function $|\cdot |$. We study the behavior of the probability of return for random walks driven by symmetric measures $\mu$…
Ordinal Patterns are a time-series data analysis tool used as a preliminary step to construct the Permutation Entropy which itself allows the same characterization of dynamics as chaotic or regular as more theoretical constructs such as the…
Let $\pi_n$ be a uniformly chosen random permutation on $[n]$. Using an analysis of the probability that two overlapping consecutive $k$-permutations are order isomorphic, the authors of a recent paper showed that the expected number of…
The distribution of the first positive position reached by a random walker starting at the origin is central to the analysis of extremes and records in one-dimensional random walks. In this work, we present a detailed and self-contained…
We establish a definition of ordinal patterns for multivariate data sets based on the concept of Tukey's halfspace depth. Given the definition of these \emph{depth patterns}, we are interested in the probabilities of observing specific…
We consider one-dimensional discrete-time random walks (RWs) of $n$ steps, starting from $x_0=0$, with arbitrary symmetric and continuous jump distributions $f(\eta)$, including the important case of L\'evy flights. We study the statistics…
We consider uniform random permutations drawn from a family enumerated through generating trees. We develop a new general technique to establish a central limit theorem for the number of consecutive occurrences of a fixed pattern in such…
We consider a Branching Random Walk on $\R$ whose step size decreases by a fixed factor, $0<b<1$, with each turn. This process generates a random probability measure on $\R$, that is, the limit of uniform distribution among the $2^n$…
A sorting network is a shortest path from 12..n to n..21 in the Cayley graph of the symmetric group S(n) generated by nearest-neighbor swaps. A pattern is a sequence of swaps that forms an initial segment of some sorting network. We prove…
The random order graph streaming model has received significant attention recently, with problems such as matching size estimation, component counting, and the evaluation of bounded degree constant query testable properties shown to admit…
In this paper, we investigate temporal clusters of extremes defined as subsequent exceedances of high thresholds in a stationary time series. Two meaningful features of these clusters are the probability distribution of the cluster size and…
We give sharp, uniform estimates for the probability that a random walk of n steps on the reals avoids a half-line [y,infinity) given that it ends at the point x. The estimates hold for general continuous or lattice distributions provided…
We study the random walk on the symmetric group $S_n$ generated by the conjugacy class of cycles of length $k$. We show that the convergence to uniform measure of this walk has a cut-off in total variation distance after $\frac{n}{k} log n$…
Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…
Ordinal regression (OR, also called ordinal classification) is classification of ordinal data, in which the underlying target variable is categorical and considered to have a natural ordinal relation for the underlying explanatory variable.…
The distribution of the first positive position reached by a random walker starting from the origin is fundamental for understanding the statistics of extremes and records in one-dimensional random walks. We present a comprehensive study of…
A natural extension of a right-continuous integer-valued random walk is one which can jump to the right by one or two units. First passage times above a given fixed level then admit a tractable Laplace transform (probability generating…
A causal set is a partially ordered set on a countably infinite ground-set such that each element is above finitely many others. A natural extension of a causal set is an enumeration of its elements which respects the order. We bring…
We consider the group of permutations of the vertices of a lattice. A random walk is generated by unit steps that each interchange two nearest neighbor vertices of the lattice. We study the heat equation on the permutation group, using the…