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As an application of Stein's method for Poisson approximation, we prove rates of convergence for the tail probabilities of two scan statistics that have been suggested for detecting local signals in sequences of independent random variables…

Probability · Mathematics 2015-05-29 Xiao Fang , David Siegmund

Let $G$ be a finite group acting on a finite set $X$. This group action splits $X$ into disjoint orbits. The Burnside process is a Markov chain on $X$ which has a uniform stationary distribution when the chain is projected to orbits. We…

Probability · Mathematics 2026-05-18 Ivan Z. Feng , J. E. Paguyo

We establish an invariance principle for a one-dimensional random walk in a dynamical random environment given by a speed-change exclusion process. The jump probabilities of the walk depend on the configuration of the exclusion in a finite…

Probability · Mathematics 2018-07-17 Milton Jara , Otávio Menezes

This paper studies the distribution of the component spectrum of combinatorial structures such as uniform random forests, in which the classical generating function for the numbers of (irreducible) elements of the different sizes converges…

Probability · Mathematics 2007-06-13 A. D. Barbour , B. Granovsky

We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…

Probability · Mathematics 2019-09-16 Antonio Di Crescenzo , Claudio Macci , Barbara Martinucci , Serena Spina

The spectral properties of interacting strongly chaotic systems are investigated for growing interaction strength. A very sensitive transition from Poisson statistics to that of random matrix theory is found. We introduce a new random…

Software for computation of maximum likelihood estimates in linear structural equation models typically employs general techniques from non-linear optimization, such as quasi-Newton methods. In practice, careful tuning of initial values is…

Computation · Statistics 2016-10-12 Mathias Drton , Christopher Fox , Y. Samuel Wang

Let $T_{n,m}=\mathbb Z_n\times\mathbb Z_m$, and define a random mapping $\phi\colon T_{n,m}\to T_{n,m}$ by $\phi(x,y)=(x+1,y)$ or $(x,y+1)$ independently over $x$ and $y$ and with equal probability. We study the orbit structure of such…

Probability · Mathematics 2008-06-10 Alan Hammond , Richard Kenyon

We introduce the class of bilateral parking procedures on the integer line. While cars try to park in the nearest available spot to their right in the classical case, we consider more general parking rules that allow cars to use the nearest…

Combinatorics · Mathematics 2026-02-20 Philippe Nadeau

We consider a road network represented by a directed graph. We assume to collect many measurements of traffic flows on all the network arcs, or on a subset of them. We assume that the users are divided into different groups. Each group…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Mattia Laurini , Irene Saccani , Stefano Ardizzoni , Luca Consolini , Marco Locatelli

Model Predictive Control (MPC) is well understood in the deterministic setting, yet rigorous stability and performance guarantees for stochastic MPC remain limited to the consideration of terminal constraints and penalties. In contrast,…

Optimization and Control · Mathematics 2025-10-24 Jonas Schießl , Hannah Selder , Ruchuan Ou , Michael Heinrich Baumann , Timm Faulwasser , Lars Grüne

We study the persistence probability for processes with stationary increments. Our results apply to a number of examples: sums of stationary correlated random variables whose scaling limit is fractional Brownian motion, random walks in…

Probability · Mathematics 2019-05-01 Frank Aurzada , Nadine Guillotin-Plantard , Françoise Pène

We propose a generalized car parking problem where either a car of size $\sigma$ or of size $m\sigma$ ($m>1$) is sequentially parked on a line with probability $q$ and $(1-q)$, respectively. The free parameter $q$ interpolates between the…

Statistical Mechanics · Physics 2009-11-07 M. K. Hassan , J. Schmidt , B. Blasius , J. Kurths

Changing time of simple continuous-time Markov counting processes by independent unit-rate Poisson processes results in Markov counting processes for which we provide closed-form transition rates via composition of trajectories and with…

Probability · Mathematics 2014-03-25 Carles Bretó

A new family of tree-structured Markov random fields for a vector of discrete counting random variables is introduced. According to the characteristics of the family, the marginal distributions of the Markov random fields are all Poisson…

Methodology · Statistics 2025-01-20 Benjamin Côté , Hélène Cossette , Etienne Marceau

In this paper, we mainly study two notions of pattern avoidance in parking functions. First, for any collection of length 3 patterns, we compute the number of parking functions of size $n$ that avoid them under the first notion. This is…

Combinatorics · Mathematics 2024-09-23 Jun Yan

Nonintersecting Brownian bridges on the unit circle form a determinantal stochastic process exhibiting random matrix statistics for large numbers of walkers. We investigate the effect of adding a drift term to walkers on the circle…

Probability · Mathematics 2017-07-25 Robert Buckingham , Karl Liechty

We investigate the size of the convoy in the speed process in the multi-species asymmetric simple exclusion process (ASEP). Through a coupling argument, we obtain an exact formula for the expected convoy size by relating it to a…

Probability · Mathematics 2025-12-24 Yuan Tian

We apply the concept of parking functions to rooted labelled trees and functional digraphs of mappings (i.e., functions $f : [n] \to [n]$) by considering the nodes as parking spaces and the directed edges as one-way streets: Each driver has…

Combinatorics · Mathematics 2015-04-21 Marie-Louise Bruner , Alois Panholzer

We review various combinatorial interpretations and mappings of stationary-state probabilities of the totally asymmetric, partially asymmetric and symmetric simple exclusion processes (TASEP, PASEP, SSEP respectively). In these steady…

Statistical Mechanics · Physics 2020-04-22 Anthony J. Wood , Richard A. Blythe , Martin R. Evans
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