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We introduce and study the writhe of a permutation, a circular variant of the well-known inversion number. This simple permutation statistics has several interpretations, which lead to some interesting properties. For a permutation sampled…

Combinatorics · Mathematics 2017-11-30 Chaim Even-Zohar

In this article, we consider limit theorems for some weighted type random sums (or discrete rough integrals). We introduce a general transfer principle from limit theorems for unweighted sums to limit theorems for weighted sums via rough…

Probability · Mathematics 2017-07-07 Yanghui Liu , Samy Tindel

Sampling from a random discrete distribution induced by a `stick-breaking' process is considered. Under a moment condition, it is shown that the asymptotics of the sequence of occupancy numbers, and of the small-parts counts (singletons,…

Probability · Mathematics 2008-04-21 Alexander Gnedin , Alex Iksanov , Uwe Roesler

A set of discrete individual points located in an embedding continuum space can be seen as percolating or non-percolating, depending on the radius of the discs/spheres associated with each of them. This problem is relevant in theoretical…

Statistical Mechanics · Physics 2022-07-21 Pablo Villegas , Tommaso Gili , Andrea Gabrielli , Guido Caldarelli

This work provides some general theorems about unconditional and conditional weak convergence of empirical processes in the case of Poisson sampling designs. The theorems presented in this work are stronger than previously published…

Statistics Theory · Mathematics 2019-06-12 Leo Pasquazzi

We consider the group of permutations of the vertices of a lattice. A random walk is generated by unit steps that each interchange two nearest neighbor vertices of the lattice. We study the heat equation on the permutation group, using the…

Mathematical Physics · Physics 2007-05-23 Paul Federbush

Poisson processes and one-dimensional Poisson point processes satisfy three main properties: superposition, thinning, and conditioning. The proof of the first two relies on basic estimates involving the Poisson distribution that are also…

Probability · Mathematics 2025-09-01 Nicolas Lanchier

In previous papers, threshold probabilities for the properties of a random distance graph to contain strictly balanced graphs were found. We extend this result to arbitrary graphs and prove that the number of copies of a strictly balanced…

Combinatorics · Mathematics 2018-05-09 A. V. Burkin , M. E. Zhukovskii

We review approaches to statistical inference based on randomization. Permutation tests are treated as an important special case. Under a certain group invariance property, referred to as the ``randomization hypothesis,'' randomization…

Econometrics · Economics 2025-02-05 David M. Ritzwoller , Joseph P. Romano , Azeem M. Shaikh

Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…

Probability · Mathematics 2009-10-06 Sourav Chatterjee , Soumik Pal

We present some results on the proportion of permutations of length $n$ containing certain mesh patterns as $n$ grows large, and give exact enumeration results in some cases. In particular, we focus on mesh patterns where entire rows and…

Combinatorics · Mathematics 2020-11-24 Dejan Govc , Jason P. Smith

This paper explores large sample properties of the two-parameter $(\alpha,\theta)$ Poisson--Dirichlet Process in two contexts. In a Bayesian context of estimating an unknown probability measure, viewing this process as a natural extension…

Probability · Mathematics 2008-05-21 Lancelot F. James

The two-parameter Poisson--Dirichlet distribution is a probability distribution on the totality of positive decreasing sequences with sum 1 and hence considered to govern masses of a random discrete distribution. A characterization of the…

Probability · Mathematics 2010-01-12 Kenji Handa

This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the…

Probability · Mathematics 2018-07-19 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn

Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…

Mathematical Physics · Physics 2022-05-04 Peter J. Forrester

We introduce the notion of crossings and nestings of a permutation. We compute the generating function of permutations with a fixed number of weak exceedances, crossings and nestings. We link alignments and permutation patterns to these…

Combinatorics · Mathematics 2007-05-23 Sylvie Corteel

Local perturbations in conservative particle systems can have a non-local influence on the stationary measure. To capture this phenomenon, we analyze in this paper two toy models. We study the symmetric exclusion process on a countable set…

Probability · Mathematics 2024-10-25 Frank Redig , Ellen Saada

In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…

Statistics Theory · Mathematics 2007-08-07 Tucker McElroy , Dimitris N. Politis

We study limiting properties of ratios of ordered points of point processes whose intensity measures have regularly varying tails, giving a systematic treatment which points the way to "large-trimming" properties of extremal processes and a…

Probability · Mathematics 2017-08-01 Yuguang Ipsen , Ross Maller , Sidney Resnick

Nearest neighbor random walks in the quarter plane that are absorbed when reaching the boundary are studied. The cases of positive and zero drift are considered. Absorption probabilities at a given time and at a given site are made…

Probability · Mathematics 2009-02-18 Kilian Raschel