Related papers: Maximum of Exponential Random Variables, Hurwitz's…
We study stochastic optimization problems with objective function given by the expectation of the maximum of two linear functions defined on the component random variables of a multivariate Gaussian distribution. We consider random…
We characterize the existence of the maximum likelihood estimator for discrete exponential families. Our criterion is simple to apply as we show in various settings, most notably for exponential models of random graphs. As an application,…
Supposing that $A(z)$ is an exponential polynomial of the form $$ A(z)=H_0(z)+H_1(z)e^{\zeta_1z^n}+\cdots +H_m(z)e^{\zeta_mz^n}, $$ where $H_j$'s are entire and of order $<n$, it is demonstrated that the function $H_0(z)$ and the geometric…
This paper deals with the problem of inference associated with linear fractional diffusion process with random effects in the drift. In particular we are concerned with the maximum likelihood estimators (MLE) of the random effect…
We study the Epstein zeta function $E_n(L,s)$ for $s>\frac{n}{2}$ and determine for fixed $c>\frac{1}{2}$ the value distribution and moments of $E_n(\cdot,cn)$ (suitably normalized) as $n\to\infty$. We further discuss the random function…
In this note, we introduce a distributed twist on the classic coupon collector problem: a set of $m$ collectors wish to each obtain a set of $n$ coupons; for this, they can each sample coupons uniformly at random, but can also meet in…
For the higher order derivative(with respect to the first variable) of Hurwitz zeta function,we discuss as a function of the second variable,the location and the nature of its singularities and obtain the formulae for its derivative and…
Lyapunov exponents characterize the chaotic nature of dynamical systems by quantifying the growth rate of uncertainty associated with the imperfect measurement of initial conditions. Finite-time estimates of the exponent, however,…
We revisit a version of the classic occupancy scheme, where balls are thrown until almost all boxes receive a given number of balls. Special cases are widely known as coupon-collectors and dixie cup problems. We show that as the number of…
We present a generalization of the maximal inequalities that upper bound the expectation of the maximum of $n$ jointly distributed random variables. We control the expectation of a randomly selected random variable from $n$ jointly…
Assuming the Riemann hypothesis, we establish an upper bound for the $2k$-th discrete moment of the derivative of the Riemann zeta-function at nontrivial zeros, where $k$ is a positive real number. Our upper bound agrees with conjectures of…
We study the derivative of the characteristic polynomial of $N \times N$ Haar distributed unitary matrices. We obtain the first explicit formulae for complex-valued moments when the spectral variable is inside the unit disc, in the limit $N…
In this paper we derive the maximum entropy characteristics of a particular rank order distribution, namely the discrete generalized beta distribution, which has recently been observed to be extremely useful in modelling many several…
The problem of inferring the distribution of a random vector given that its norm is large requires modeling a homogeneous limiting density. We suggest an approach based on graphical models which is suitable for high-dimensional vectors. We…
We use a smoothed version of the explicit formula to find an approximation to the Riemann zeta function as a product over its nontrivial zeros multiplied by a product over the primes. We model the first product by characteristic polynomials…
We review generalized zeta functions built over the Riemann zeros (in short: "superzeta" functions). They are symmetric functions of the zeros that display a wealth of explicit properties, fully matching the much more elementary Hurwitz…
One of the most celebrated results in mechanism design is Myerson's characterization of the revenue optimal auction for selling a single item. However, this result relies heavily on the assumption that buyers are indifferent to risk. In…
Suppose some random resource (energy, mass or space) $\chi \geq 0$ is to be shared at random between (possibly infinitely many) species (atoms or fragments). Assume ${\Bbb E}\chi =\theta <\infty $ and suppose the amount of the individual…
Let $(Z_n)$ be a supercritical branching process in an independent and identically distributed random environment $\xi$. We show the exact decay rate of the probability $\mathbb{P}(Z_n=j | Z_0 = k)$ as $n \to \infty$, for each $j \geq k,$…
We present highlights of computations of the Riemann zeta function around large values and high zeros. The main new ingredient in these computations is an implementation of the second author's fast algorithm for numerically evaluating…