Related papers: Extreme Values of Permutation Statistics

We develop a novel computational method for evaluating the extreme excursion probabilities arising from random initialization of nonlinear dynamical systems. The method uses excursion probability theory to formulate a sequence of Bayesian…

In a wide variety of situations, anomalies in the behaviour of a complex system, whose health is monitored through the observation of a random vector X = (X1,. .. , X d) valued in R d , correspond to the simultaneous occurrence of extreme…

We consider asymptotic distributions of maximum deviations of sample covariance matrices, a fundamental problem in high-dimensional inference of covariances. Under mild dependence conditions on the entries of the data matrices, we establish…

We study the descent distribution over the set of centrosymmetric permutations that avoid the pattern of length 3. Our main tool in the most puzzling case, namely, $\tau=123$ and $n$ even, is a bijection that associates a Dyck prefix of…

We provide a near-optimal, computationally efficient algorithm for the unit-demand pricing problem, where a seller wants to price n items to optimize revenue against a unit-demand buyer whose values for the items are independently drawn…

When passing from the univariate to the multivariate setting, modelling extremes becomes much more intricate. In this introductory exposition, classical multivariate extreme value theory is presented from the point of view of multivariate…

In this note, we characterize the Gompertz distribution in terms of extreme value distributions and point out that it implicitly models the interplay of two antagonistic growth processes. In addition, we derive a closed form expressions for…

The three-parameter generalized extreme value distribution arises from classical univariate extreme value theory and is in common use for analyzing the far tail of observed phenomena. Curiously, important asymptotic properties of…

Let $\mathbf{X}=\{X_{n}\}_{n\geq 1}$ be a sequence of stationary Gaussian variables and suppose that only some of the random variables from $\mathbf{X}$ can be observed. In this paper, by studying the limiting properties of multidimensional…

We study the joint distribution of descents and inverse descents over the set of permutations of n letters. Gessel conjectured that the two-variable generating function of this distribution can be expanded in a given basis with nonnegative…

This paper studies fine-grained singular subspace estimation in the matrix denoising model where a deterministic low-rank signal matrix is additively perturbed by a stochastic matrix of Gaussian noise. We establish that the maximum…

Exponential varieties arise from exponential families in statistics. These real algebraic varieties have strong positivity and convexity properties, familiar from toric varieties and their moment maps. Among them are varieties of inverses…

We propose a unified approach to prove general formulas for the joint distribution of an Eulerian and a Mahonian statistic over a set of colored permutations by specializing Poirier's colored quasisymmetric functions. We apply this method…

We develop a unified approach to bounding the largest and smallest singular values of an inhomogeneous random rectangular matrix, based on the non-backtracking operator and the Ihara-Bass formula for general random Hermitian matrices with a…

We give simple criteria to identify the exponential order of magnitude of the absolute value of the determinant for wide classes of random matrix models, not requiring the assumption of invariance. These include Gaussian matrices with…

We consider the extreme value statistics of $N$ independent and identically distributed random variables, which is a classic problem in probability theory. When $N\to\infty$, fluctuations around the maximum of the variables are described by…

Let $M_n^{(k)}$ denote the $k$th largest maximum of a sample $(X_1,X_2,...,X_n)$ from parent $X$ with continuous distribution. Assume there exist normalizing constants $a_n>0$, $b_n\in \mathbb{R}$ and a nondegenerate distribution $G$ such…

The Eulerian numbers count permutations according to the number of descents. The two-sided Eulerian numbers count permutations according to number of descents and the number of descents in the inverse permutation. Here we derive some…

We explore the dependence structure in the sampled sequence of large networks. We consider randomized algorithms to sample the nodes and study extremal properties in any associated stationary sequence of characteristics of interest like…

Gaussian random fields on Euclidean spaces whose variances reach their maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximum of theirs trajectories have been evaluated using…