Related papers: Maximum of Exponential Random Variables, Hurwitz's…
The problem of determining the joint probability distributions for correlated random variables with pre-specified marginals is considered. When the joint distribution satisfying all the required conditions is not unique, the "most unbiased"…
We present a rapid method for the exact calculation of the cumulative distribution function of the maximum of multinomially distributed random variables. The method runs in time $O(mn)$, where $m$ is the desired maximum and $n$ is the…
In these expository notes, we describe some features of the multiplicative coalescent and its connection with random graphs and minimum spanning trees. We use Pitman's proof of Cayley's formula, which proceeds via a calculation of the…
Under the Riemann hypothesis, we use the distribution of zeros of the zeta function to get a lower bound for the maximum of some derivative of Hardy's function.
We provide an upper bound as a random variable for the functions of estimators in high dimensions. This upper bound may help establish the rate of convergence of functions in high dimensions. The upper bound random variable may converge…
A pedagogical account of some aspects of Extreme Value Statistics (EVS) is presented from the somewhat non-standard viewpoint of Large Deviation Theory. We address the following problem: given a set of $N$ i.i.d. random variables…
The aim of this paper is to study asymptotic geometric properties almost surely or/and in probability of extreme order statistics of an i.i.d. random field (potential) indexed by sites of multidimensional lattice cube, the volume of which…
We deal with a sequence of integer-valued random variables $\{Z_N\}_{N=1}^{\infty}$ which is related to restricted partitions of positive integers. We observe that $Z_N=X_1+ \ldots + X_N$ for independent and bounded random variables…
We argue that the freezing transition scenario, previously explored in the statistical mechanics of 1/f-noise random energy models, also determines the value distribution of the maximum of the modulus of the characteristic polynomials of…
A central problem in computational statistics is to convert a procedure for sampling combinatorial from an objects into a procedure for counting those objects, and vice versa. Weconsider sampling problems coming from *Gibbs distributions*,…
Kotlarski (1978) proved a result on identification of the distributions of independent random variables $X,Y$ and $Z$ from the joint distribution of the bivariate random vector $(U,V)$ where $(U,V)= (\max(X,Z),\max(Y,Z)).$ We extend this…
We conjecture the true rate of growth of the maximum size of the Riemann zeta function and other $L$-functions. We support our conjecture using arguments from random matrix theory, conjectures for moments of $L$-functions, and also by…
Due to their deep connection with the Riemann zeta function, the asymptotic behavior of mean values of multiple zeta functions has attracted considerable attention. In this paper, we study the mean square values of Hurwitz-type and…
In this paper, we consider the maximization of a probability $\mathbb{P}\{ \zeta \mid \zeta \in \mathbf{K}(\mathbf x)\}$ over a closed and convex set $\mathcal X$, a special case of the chance-constrained optimization problem. We define…
Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of theirs trajectories have been evaluated using Double Sum Method…
The main objective of this paper is to develop extreme value theory for $\vartheta$-expansions. We establish the limit distribution of the maximum value in a $\vartheta$-continued fraction mixing stationary stochastic process, along with…
We study the probability that one beta-distributed random variable exceeds the maximum of two others, allowing all three to have general parameters. This amounts to studying Euler transforms of products of two incomplete beta functions. We…
Results of extensive computations of moments of the Riemann zeta function on the critical line are presented. Calculated values are compared with predictions motivated by random matrix theory. The results can help in deciding between those…
In this note we study, for a random lattice L of large dimension n, the supremum of the real parts of the zeros of the Epstein zeta function E_n(L,s) and prove that this random variable has a limit distribution, which we give explicitly.…
The aim of this paper is to derive a summation formula for the alternating infinite series and an expression for zeta function by using hyperbolic secant random variables. These identities involve Euler numbers and are obtained by computing…