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We consider the distribution of cycles in two models of random permutations, that are related to one another. In the first model, cycles receive a weight that depends on their length. The second model deals with permutations of points in…

Probability · Mathematics 2011-02-24 Volker Betz , Daniel Ueltschi

We derive the probability density function of the positive occupation time of one-dimensional Brownian motion with two-valued drift. Long time asymptotics of the density are also computed. We use the result to describe the transitional…

Probability · Mathematics 2013-06-06 David J. W. Simpson , Rachel Kuske

We investigate the use of multi-agent allocation techniques on problems related to Earth observation scenarios with multiple users and satellites. We focus on the problem of coordinating users having reserved exclusive orbit portions and…

Artificial Intelligence · Computer Science 2021-07-28 Gauthier Picard

Stack triangulations appear as natural objects when defining an increasing family of triangulations by successive additions of vertices. We consider two different probability distributions for such objects. We represent, or "draw" these…

Probability · Mathematics 2013-09-11 Thomas Selig

In this paper, we study a class of stochastic processes, called evolving network Markov chains, in evolving networks. Our approach is to transform the degree distribution problem of an evolving network to a corresponding problem of evolving…

Mathematical Physics · Physics 2009-04-23 Zhenting Hou , Xiangxing Kong , Dinghua Shi , Guanrong Chen , Qinggui Zhao

We consider a random interval splitting process, in which the splitting rule depends on the empirical distribution of interval lengths. We show that this empirical distribution converges to a limit almost surely as the number of intervals…

Probability · Mathematics 2018-06-20 Pascal Maillard , Elliot Paquette

We determine the joint limiting distribution of adjacent spacings around a central, intermediate, or an extreme order statistic $X_{k:n}$ of a random sample of size $n$ from a continuous distribution $F$. For central and intermediate cases,…

Statistics Theory · Mathematics 2017-02-21 H. N. Nagaraja , Karthik Bharath , Fangyuan Zhang

In this paper we describe a theory of a cumulative distribution function on a space with an order from a probability measure defined in this space. This distribution function plays a similar role to that played in the classical case.…

Probability · Mathematics 2019-04-12 J. F. Gálvez-Rodríguez , M. A. Sánchez-Granero

We consider Palm distributions arising in a Markov process with time homogeneous transitions which is jointly stationary with multiple point processes. Motivated by a BAR approach studied in the recent paper Braverman, Dai and Miyazawa…

Probability · Mathematics 2024-03-15 Masakiyo Miyazawa

The aim of the bi-objective multimodal car-sharing problem (BiO-MMCP) is to determine the optimal mode of transport assignment for trips and to schedule the routes of available cars and users whilst minimizing cost and maximizing user…

Artificial Intelligence · Computer Science 2022-09-29 Miriam Enzi , Sophie N. Parragh , Jakob Puchinger

In this paper, we consider a distributionally robust resource planning model inspired by a real-world service industry problem. In this problem, there is a mixture of known demand and uncertain future demand. Prior to having full knowledge…

Optimization and Control · Mathematics 2022-07-07 Ben Black , Russell Ainslie , Trivikram Dokka , Christopher Kirkbride

Exponential distribution is ubiquitous in the framework of multi-agent systems. An alternative approach with an economic motivation to derive the exponential distribution in the framework of iterations in the space of distributions is…

General Finance · Quantitative Finance 2010-11-15 Ricardo Lopez-Ruiz

In this paper, we abstract a kind of stochastic processes from evolving processes of growing networks, this process is called growing network Markov chains. Thus the existence and the formulas of degree distribution are transformed to the…

Mathematical Physics · Physics 2015-05-13 Zhenting Hou , Xiangxing Kong , Dinghua Shi , Guanrong Chen , Qinggui Zhao

An infinite urn scheme is defined by a probability mass function $(p_j)_{j\geq1}$ over positive integers. A random allocation consists of a sample of $N$ independent drawings according to this probability distribution where $N$ may be…

Statistics Theory · Mathematics 2016-09-29 Anna Ben-Hamou , Stéphane Boucheron , Mesrob I. Ohannessian

We study the distributions of waiting times in variations of the negative binomial distribution of order $k$. One variation apply different enumeration scheme on the runs of successes. Another case considers binary trials for which the…

Probability · Mathematics 2024-03-19 Jungtaek Oh

Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…

Machine Learning · Computer Science 2025-09-03 Andrea Montanari

This paper studies distributed algorithms for the extended monotropic optimization problem, which is a general convex optimization problem with a certain separable structure. The considered objective function is the sum of local convex…

Optimization and Control · Mathematics 2016-08-04 Xianlin Zeng , Peng Yi , Yiguang Hong , Lihua Xie

In the continuity of a recent paper ([6]), dealing with finite Markov chains, this paper proposes and analyzes a recursive algorithm for the approximation of the quasi-stationary distribution of a general Markov chain living on a compact…

Probability · Mathematics 2017-11-15 Michel Benaim , Bertrand Cloez , Fabien Panloup

A new class of distributional transformations is introduced, characterized by equations relating function weighted expectations of test functions on a given distribution to expectations of the transformed distribution on the test function's…

Probability · Mathematics 2007-05-23 Larry Goldstein , Gesine Reinert

It is the intention of this paper to rigorously clarify the role of the occupation numbers in the current practical applications of the density functional formalism. In these calculations one has to decide how to distribute a given, fixed…

Condensed Matter · Physics 2009-10-28 M. M. Valiev , G. W. Fernando