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Voiculescu's freeness emerges in computing the asymptotic of spectra of polynomials on $N\times N$ random matrices with eigenspaces in generic positions: they are randomly rotated with a uniform unitary random matrix $U_N$. In this article…

Probability · Mathematics 2022-07-14 Guillaume Cébron , Nicolas Gilliers

We introduce new refinements of the Bell, factorial, and unsigned Stirling numbers of the first and second kind that unite the derangement, involution, associated factorial, associated Bell, incomplete Stirling, restricted factorial,…

Combinatorics · Mathematics 2017-10-10 Tanay Wakhare

The concepts of variability and uncertainty, both epistemic and alleatory, came from experience and coexist with different connotations. Therefore this article attempts to express their relation by analytic means firstly setting sights on…

Other Statistics · Statistics 2013-01-15 Kalman Ziha

For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a…

Probability · Mathematics 2019-10-29 Adam Jakubowski

A permutation is said to be cycle-alternating if it has no cycle double rises, cycle double falls or fixed points; thus each index $i$ is either a cycle valley ($\sigma^{-1}(i)>i<\sigma(i)$) or a cycle peak ($\sigma^{-1}(i)<i>\sigma(i)$).…

Combinatorics · Mathematics 2024-12-16 Bishal Deb , Alan D. Sokal

Stochastic monotonicity is a well known partial order relation between probability measures defined on the same partially ordered set. Strassen Theorem establishes equivalence between stochastic monotonicity and the existence of a coupling…

Probability · Mathematics 2017-08-01 Davide Gabrielli , Ida Germana Minelli

In the setting of nonstandard analysis we introduce the notion of flexible sequence. The terms of flexible sequences are external numbers. These are a sort of analogue for the classical \emph{O$ (\cdot ) $} and \emph{o$ (\cdot ) $} notation…

Logic · Mathematics 2019-09-17 Bruno Dinis , Tran Van Nam , Imme van den Berg

A classic problem in enumerative combinatorics is to count the number of derangements, that is, permutations with no fixed point. Inspired by a recent generalization to facet derangements of the hypercube by Gordon and McMahon, we…

Combinatorics · Mathematics 2020-03-05 Sami H. Assaf

The extreme value dependence of regularly varying stationary time series can be described by the spectral tail process. Drees, Segers and Warchol [Extremes 18(3): 369--402, 2015] proposed estimators of the marginal distributions of this…

Statistics Theory · Mathematics 2019-07-23 Holger Drees , Miran Knezevic

We propose some new results on the comparison of the minimum or maximum order statistic from a random number of non-identical random variables. Under the non-identical set-up, with certain conditions, we prove that random minimum (maximum)…

Statistics Theory · Mathematics 2024-03-08 Amarjit Kundu , Shovan Chowdhury , Bidhan Modok

A measure of primal importance for capturing the serial dependence of a stationary time series at extreme levels is provided by the limiting cluster size distribution. New estimators based on a blocks declustering scheme are proposed and…

Statistics Theory · Mathematics 2020-11-11 Axel Bücher , Tobias Jennessen

The global clustering coefficient is an effective measure for analyzing and comparing the structures of complex networks. The random annulus graph is a modified version of the well-known Erd\H{o}s-R\'{e}nyi random graph. It has been…

Methodology · Statistics 2025-10-20 Mingao Yuan

A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…

Probability · Mathematics 2025-01-29 Alexander Shmyrov , Vasily Shmyrov

Superstatistics is a superposition of two different statistics relevant for driven nonequilibrium systems with a stationary state and intensive parameter fluctuations. It contains Tsallis statistics as a special case. After briefly…

Statistical Mechanics · Physics 2009-11-10 Christian Beck

There are a number of mathematical formalisms of the term "outlier" in statistics, though there is no consensus on what the right notion ought to be. Accordingly, we try to give a consistent and robust definition for a specific type of…

Methodology · Statistics 2022-07-27 Ahmet Zahid Balcıoğlu , Oğuz Gürerk

For a bivariate random vector (X,Y), symmetry conditions are presented that yield stochastic orderings among |X|, |Y|, |max(X,Y)|, and | min(X, Y)|. Partial extensions of these results for multivariate random vectors (X1,...,Xn) are also…

Statistics Theory · Mathematics 2012-06-22 Yindeng Jiang , Michael D. Perlman

Superstatistics is a widely employed tool of non-equilibrium statistical physics which plays an important role in analysis of hierarchical complex dynamical systems. Yet, its "canonical" formulation in terms of a single nuisance parameter…

Statistical Finance · Quantitative Finance 2017-11-10 Petr Jizba , Jan Korbel , Hynek Lavička , Martin Prokš , Václav Svoboda , Christian Beck

In this article we introduce associative Look-Up Tables. With their help, pseudo sums are correctly determined. The set of limit distributions in a pseudo-summation scheme of i.i.d. random variables is described. Also, two special cases…

Probability · Mathematics 2023-06-02 Ivan Alexeev , Ignat Melnikov , Artem Uglovski

We prove some general results about the asymptotics of the distribution of the number of cycles of given length of a random permutation whose distribution is invariant under conjugation. These results were first established to be applied in…

Probability · Mathematics 2009-01-16 Florent Benaych-Georges

The convergence of U-statistics has been intensively studied for estimators based on families of i.i.d. random variables and variants of them. In most cases, the independence assumption is crucial [Lee90, de99]. When dealing with…

Probability · Mathematics 2010-02-02 P. Del Moral , F. Patras , S. Rubenthaler
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