Related papers: Extreme Values of Permutation Statistics
The excedance number for S_n is known to have an Eulerian distribution. Nevertheless, the classical proof uses descents rather than excedances. We present a direct recursive proof which seems to be folklore and extend it to the colored…
We define a new family of generalized Stirling permutations that can be interpreted in terms of ordered trees and forests. We prove that the number of generalized Stirling permutations with a fixed number of ascents is given by a natural…
Deriving Bayesian inference for exponential random graph models (ERGMs) is a challenging "doubly intractable" problem as the normalizing constants of the likelihood and posterior density are both intractable. Markov chain Monte Carlo (MCMC)…
In this paper we prove the strong $q$-log-convexity of the Eulerian polynomials of Coxeter groups using their exponential generating functions. Our proof is based on the theory of exponential Riordan arraya and a criterion for determining…
We investigate the distribution and multiple occurrences of extreme events stochastic processes constructed by sampling the solution of a Stochastic Differential Equation on $\mathbb{R}^n$. We do so by studying the action of an annealead…
Let $X_1,...,X_n$ be iid random vectors and $f\ge 0$ be a non-negative function. Let also $k(n) = {\rm Argmax}_{i=1,...,n} f(X_i)$. We are interested in the distribution of $X_{k(n)}$ and their limit theorems. In other words, what is the…
We extend Stanley's work on alternating permutations with extremal number of fixed points in two directions: first, alternating permutations are replaced by permutations with a prescribed descent set; second, instead of simply counting…
Statistical modeling of multivariate and spatial extreme events has attracted broad attention in various areas of science. Max-stable distributions and processes are the natural class of models for this purpose, and many parametric families…
Generative models based on diffusion have become the state of the art in the last few years, notably for image generation. Here, we analyse them in the high-dimensional limit, where data are formed by a very large number of variables. We…
We study the effect of long range algebraic correlations on extreme value statistics and demonstrate that correlations can produce a limit distribution which is indistinguishable from the ubiquitous Bramwell-Holdsworth-Pinton distribution.…
It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. Here we consider non-stationary but…
In this note, we obtain verifiable sufficient conditions for the extreme value distribution for a certain class of skew product extensions of non-uniformly hyperbolic base maps. We show that these conditions, formulated in terms of the…
The present paper studies the limiting behavior of the average score of a sequentially selected group of items or individuals, the underlying distribution of which, $F$, belongs to the Gumbel domain of attraction of extreme value…
Empirical distributions have their in-sample maxima as natural censoring. We look at the "hidden tail", that is, the part of the distribution in excess of the maximum for a sample size of $n$. Using extreme value theory, we examine the…
It is well known that ascents, descents and plateaux are equidistributed over the set of classical Stirling permutations. Their common enumerative polynomials are the second-order Eulerian polynomials, which have been extensively studied by…
We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…
We present a formal connection between Lagrangian and Eulerian velocity increment distributions which is applicable to a wide range of turbulent systems ranging from turbulence in incompressible fluids to magnetohydrodynamic turbulence. For…
The distribution of certain Mahonian statistic (called $\mathrm{BAST}$) introduced by Babson and Steingr\'{i}msson over the set of permutations that avoid vincular pattern $1\underline{32}$, is shown bijectively to match the distribution of…
We investigate an extremal dynamics model of evolution with a variable number of units. Due to addition and removal of the units, the topology of the network evolves and the network splits into several clusters. The activity is mostly…
Testing whether two multivariate samples exhibit the same extremal behavior is an important problem in various fields including environmental and climate sciences. While several ad-hoc approaches exist in the literature, they often lack…