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A limit theorem for the largest interpoint distance of $p$ independent and identically distributed points in $\mathbb{R}^n$ to the Gumbel distribution is proved, where the number of points $p=p_n$ tends to infinity as the dimension of the…

Probability · Mathematics 2024-02-13 Johannes Heiny , Carolin Kleemann

In this paper, we considier the limiting distribution of the maximum interpoint Euclidean distance $M_n=\max _{1 \leq i<j \leq n}\left\|\boldsymbol{X}_i-\boldsymbol{X}_j\right\|$, where $\boldsymbol{X}_1, \boldsymbol{X}_2, \ldots,…

Probability · Mathematics 2023-12-19 Guowei Yan , Long Feng

Let $X$, $X_1$, $X_2$, $...$ be i.i.d. random variables, and let $S_n=X_1+... + X_n$ be the partial sums and $M_n=\max_{k\le n}|S_k|$ be the maximum partial sums. We give the sufficient and necessary conditions for a kind of limit theorems…

Probability · Mathematics 2007-05-23 Li-Xin Zhang

We prove a limit theorem for the the maximal interpoint distance (also called the diameter) for a sample of n i.i.d. points in the unit ball of dimension 2 or more. The exact form of the limit distribution and the required normalisation are…

Probability · Mathematics 2007-05-23 Michael Mayer , Ilya Molchanov

Consider $(Z_n)_{n\geq0}$ a supercritical branching process in an independent and identically distributed environment. Based on some recent development in martingale limit theory, we established law of the iterated logarithm, strong law of…

Probability · Mathematics 2025-05-06 Yinna Ye

Let $X_1,\ldots,X_n$ be a sequence of independent random points in $\mathbb{R}^d$ with common Lebesgue density $f$. Under some conditions on $f$, we obtain a Poisson limit theorem, as $n \to \infty$, for the number of large probability…

Probability · Mathematics 2021-05-04 Nicolas Chenavier , Norbert Henze , Moritz Otto

Let S_1(n),...,S_p(n) be independent symmetric random walks in Z^d. We establish moderate deviations and law of the iterated logarithm for the intersection of the ranges #{S_1[0,n]\cap... \cap S_p[0,n]} in the case d=2, p\ge 2 and the case…

Probability · Mathematics 2007-05-23 Xia Chen

Let $\{X_{k,i};i\geq 1,k\geq 1\}$ be an array of i.i.d. random variables and let $\{p_n;n\geq 1\}$ be a sequence of positive integers such that $n/p_n$ is bounded away from 0 and $\infty$. For $W_n=\max_{1\leq i<j\leq…

Probability · Mathematics 2007-05-23 Deli Li , Andrew Rosalsky

Consider the square random matrix $A_n=(a_{ij})_{n,n}$, where $\{a_{ij}:=a_{ij}^{(n)},i,j=1,\ldots,n\}$ is a collection of independent real random variables with means zero and variances one. Under the additional moment condition…

Probability · Mathematics 2015-07-29 Zhigang Bao , Guangming Pan , Wang Zhou

Let $P_N$ be a uniform random $N\times N$ permutation matrix and let $\chi_N(z)=\det(zI_N- P_N)$ denote its characteristic polynomial. We prove a law of large numbers for the maximum modulus of $\chi_N$ on the unit circle, specifically, \[…

Probability · Mathematics 2018-06-21 Nicholas Cook , Ofer Zeitouni

Moderate deviation principles (MDPs) for random walks on covering graphs with groups of polynomial volume growth are discussed in a geometric point of view. They deal with any intermediate spatial scalings between those of laws of large…

Probability · Mathematics 2022-08-12 Ryuya Namba

We consider the typical distance between vertices of the giant component of a random intersection graph having a power law (asymptotic) vertex degree distribution with infinite second moment. Given two vertices from the giant component we…

Probability · Mathematics 2009-11-30 Mindaugas P. Bloznelis

In this short note, we develop a local approximation for the log-ratio of the multivariate hypergeometric probability mass function over the corresponding multinomial probability mass function. In conjunction with the bounds from Carter…

Statistics Theory · Mathematics 2022-07-29 Frédéric Ouimet

We propose a new method for estimating the intrinsic dimension of a dataset by applying the principle of regularized maximum likelihood to the distances between close neighbors. We propose a regularization scheme which is motivated by…

Machine Learning · Computer Science 2012-03-19 Mithun Das Gupta , Thomas S. Huang

Let $A \in \mathbb{R}^{n \times (n - d)}$ be a random matrix with independent uniformly anti-concentrated entries satisfying $\mathbb{E}\lvert A\rvert_{HS}^2 \leq Kn(n-d)$ and let $H$ be the subspace spanned by the columns of $A$. Let $X…

Probability · Mathematics 2025-07-28 Manuel Fernandez

In this paper we present an interpolation-based decoding algorithm to decode a family of maximum rank distance codes proposed recently by Trombetti and Zhou. We employ the properties of the Dickson matrix associated with a linearized…

Information Theory · Computer Science 2021-05-10 Wrya K. Kadir , Chunlei Li , Ferdinando Zullo

Motivated by the omnipresence of extreme value distributions in limit theorems involving extremes of random processes, we adapt Stein's method to include these laws as possible target distributions. We do so by using the generator approach…

Probability · Mathematics 2025-07-02 Bruno Costacèque , Laurent Decreusefond

Applications in machine learning and data mining require computing pairwise Lp distances in a data matrix A. For massive high-dimensional data, computing all pairwise distances of A can be infeasible. In fact, even storing A or all pairwise…

Machine Learning · Computer Science 2008-12-18 Ping Li

We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…

Probability · Mathematics 2011-10-17 Fabrice Gamboa , Jan Nagel , Alain Rouault , Jens Wagener

The metric properties of the set in which random variables take their values lead to relevant probabilistic concepts. For example, the mean of a random variable is a best predictor in that it minimizes the standard Euclidean distance or…

Probability · Mathematics 2018-09-21 Henryk Gzyl
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