Related papers: On the maximum of a special random assignment proc…

We show how to perform full likelihood inference for max-stable multivariate distributions or processes based on a stochastic Expectation-Maximisation algorithm, which combines statistical and computational efficiency in high-dimensions.…

We study the partial maxima of stationary \alpha-stable processes. We relate their asymptotic behavior to the ergodic theoretical properties of the flow. We observe a sharp change in the asymptotic behavior of the sequence of partial maxima…

In this paper, we study the asymptotic behaviors of the extreme of mixed skew-t distribution. We considered limits on distribution and density of maximum of mixed skew-t distribution under linear and power normalization, and further derived…

We prove the strong consistency and the asymptotic normality of the maximum likelihood estimator of the parameters of a general conditionally heteroscedastic model with $\alpha$-stable innovations. Then, we relax the assumptions and only…

We have shown in previous work that statistical inference for cooperative sequential adsorption model can be based on maximum likelihood estimation. In this paper we continue this research and establish asymptotic normality of the maximum…

We consider the problem of estimating a smooth functional of an unknown signal with discontinuity from Gaussian observations. The signal is a known function that depends on an unknown parameter. This problem is closely related to the famous…

The problem of guessing subject to distortion is considered, and the performance of randomized guessing strategies is investigated. A one-shot achievability bound on the guessing moment (i.e., moment of the number of required queries) is…

We study an iterative selection problem over N i.i.d. discrete-time stochastic processes with independent increments. At each stage, a fixed number of processes are retained based on their observed values. Under this simple model, we prove…

We evaluate the goal of maximizing the number of individuals matched to acceptable outcomes. We show that it implies incentive, fairness, and implementation impossibilities. Despite that, we present two classes of mechanisms that maximize…

We treat a random number generation from an i.i.d. probability distribution of $P$ to that of $Q$. When $Q$ or $P$ is a uniform distribution, the problems have been well-known as the uniform random number generation and the resolvability…

The asymptotics, as $n\to\infty$, for the expected number of distinct part sizes in a random composition of an integer n is obtained.

This paper considers a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…

This paper provides time-dependent expressions for the expected degree distribution of a given network that is subject to growth, as a function of time. We consider both uniform attachment, where incoming nodes form links to existing nodes…

We address the problem of reinforcement learning in which observations may exhibit an arbitrary form of stochastic dependence on past observations and actions. The task for an agent is to attain the best possible asymptotic reward where the…

We consider the extreme value statistics of centrally-biased random walks with asymptotically-zero drift in the ergodic regime. We fully characterize the asymptotic distribution of the maximum for this class of Markov chains lacking…

We study the asymptotic behavior of the maximum degree in the preferential attachment model with a choice-based edge-step. We add vertex type to the model and prove, among others types of behavior, the effect of condensation on multiple…

One of the main problem in prediction theory of discrete-time second-order stationary processes $X(t)$ is to describe the asymptotic behavior of the best linear mean squared prediction error in predicting $X(0)$ given $ X(t),$ $-n\le…

In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…

A class of generalized exclusion processes parametrized by the maximal occupancy, $k\geq 1$, is investigated. For these processes with symmetric nearest-neighbor hopping, we compute the diffusion coefficient and show that it is independent…

We study a class of deterministic flows in ${\mathbb R}^{d\times k}$, parametrized by a random matrix ${\boldsymbol X}\in {\mathbb R}^{n\times d}$ with i.i.d. centered subgaussian entries. We characterize the asymptotic behavior of these…