Related papers: Extremes of generalized inversions on permutation …
In this paper we investigate commuting involution graphs in classical affine Weyl groups. Let $W$ be a classical Weyl group of rank $n$, with $\tilde W$ its corresponding affine Weyl group. Our main result is that if $X$ is a conjugacy…
We survey known solutions to the infinite extendibility problem for (necessarily exchangeable) probability laws on $\mathbb{R}^d$, which is: Can a given random vector $\vec{X} = (X_1,\ldots,X_d)$ be represented in distribution as the first…
We investigate a family of relational systems arising from interval partitions of $\omega$, inspired by Vojt\'a\v{s}'s characterization of the bounding and dominating numbers. By varying the underlying asymptotic quantifiers and interval…
The maximum correlation of functions of a pair of random variables is an important measure of stochastic dependence. It is known that this maximum nonlinear correlation is identical to the absolute value of the Pearson correlation for a…
We introduce a generalization $\pounds_{d}^{(\alpha)}(X)$ of the finite polylogarithms $\pounds_{d}^{(0)}(X)=\pounds_d(X)=\sum_{k=1}^{p-1}X^k/k^d$, in characteristic $p$, which depends on a parameter $\alpha$. The special case…
Existing theory for multivariate extreme values focuses upon characterizations of the distributional tails when all components of a random vector, standardized to identical margins, grow at the same rate. In this paper, we consider the…
We consider random vectors $X$ that satisfy the equation in law $X=AX+B$, where $A$ is a given random diagonal matrix and $B$ a given random vector, both independent of $X$. It is well known by the works of Kesten and Goldie that the…
We consider a bivariate process $X_t=(X^1_t,X^2_t)$, which is observed on a finite time interval $[0,T]$ at discrete times $0,\Delta_n,2\Delta_n,....$ Assuming that its two components $X^1$ and $X^2$ have jumps on $[0,T]$, we derive tests…
Known results on the generalized Davenport constant related to zero-sum sequences over a finite abelian group are extended to the generalized Noether number related to the rings of polynomial invariants of an arbitrary finite group. An…
We use a system of first-order partial differential equations that characterize the moment generating function of the $d$-variate standard normal distribution to construct a class of affine invariant tests for normality in any dimension. We…
Answering a question of Clark and Ehrenborg (2010), we determine asymptotics for the number of permutations of size n that admit the most common excedance set. In fact, we provide a more general bivariate asymptotic using the multivariate…
Let $\bX=\{X_n\}_{n\geq 1}$ and $\bY=\{Y_n\}_{n\geq 1}$ be two independent random sequences. We obtain rates of convergence to the normal law of randomly weighted self-normalized sums $$ \psi_n(\bX,\bY)=\sum_{i=1}^nX_iY_i/V_n,\quad…
Let $ k >0 $ be an integer and $ Y $ a standard Gamma$(k)$ distributed random variable. Let $ X $ be an independent positive random variable with a density that is hyperbolically monotone (HM) of order $ k.$ Then $Y\cdot X$ and $Y/X $ both…
Impact assessment of natural hazards requires the consideration of both extreme and non-extreme events. Extensive research has been conducted on the joint modeling of bulk and tail in univariate settings; however, the corresponding body of…
Extreme value statistics, or extreme statistics for short, refers to the statistics that characterizes rare events of either unusually high or low intensity: climate disasters like floods following extremely intense rains are among the…
In this work we introduce a family of transformations, named \textit{divergence transformations}, interpolating between any pair of probability density functions sharing the same support. We prove the remarkable property that the whole…
We generalize results of Jones and Olsen on multi-parameter moving ergodic averages to measure-preserving actions of $\mathbb R^d$ for $d\geq 1$. In particular, we give necessary and sufficient conditions for the pointwise convergence of…
We evaluate averages involving characteristic polynomials, inverse characteristic polynomials and ratios of characteristic polynomials for a $N\times N$ random matrix taken from a $L$-deformed Chiral Gaussian Unitary Ensemble with an…
Starting from some considerations we make about the relations between certain difference statistics and the classical permutation statistics we study permutations whose inversion number and excedance difference coincide. It turns out that…
It is known that the normalized maxima of a sequence of independent and identically distributed bivariate normal random vectors with correlation coefficient $\rho \in (-1,1)$ is asymptotically independent, which may seriously underestimate…