Related papers: Dixie cup problem in an interlacing process
We study several stochastic combinatorial problems, including the expected utility maximization problem, the stochastic knapsack problem and the stochastic bin packing problem. A common technical challenge in these problems is to optimize…
Consider the random Dirichlet partition of the interval into $n$ fragments with parameter $\theta >0$. We recall the unordered Ewens sampling formulae from finite Dirichlet partitions. As this is a key variable for estimation purposes,…
Winners-take-all situations introduce an incentive for agents to diversify their behavior, since doing so will result in splitting an eventual price with fewer people. At the same time, when the payoff of a process depends on a parameter…
We derive the asymptotic distribution of the domination number of a new family of random digraph called proximity catch digraph (PCD), which has application to statistical testing of spatial point patterns and to pattern recognition. The…
We study pairs and m--tuples of compositions of a positive integer n with parts restricted to a subset P of positive integers. We obtain some exact enumeration results for the number of tuples of such compositions having the same number of…
In this paper, we investigate a class of multiscale McKean-Vlasov stochastic systems, where the entire system depends on the distributions of both fast and slow components. First of all, by applying the Poisson equation method, we prove…
We study the asymptotic relations between certain singular and constrained control problems for one-dimensional diffusions with both discounted and ergodic objectives. By constrained control problems we mean that controlling is allowed only…
A Poisson Binomial distribution over $n$ variables is the distribution of the sum of $n$ independent Bernoullis. We provide a sample near-optimal algorithm for testing whether a distribution $P$ supported on $\{0,...,n\}$ to which we have…
Recently, Aum\"uller and Dietzfelbinger proposed a version of a dual-pivot quicksort, called "Count", which is optimal among dual-pivot versions with respect to the average number of key comparisons required. In this note we provide further…
The two-sample problem, which consists in testing whether independent samples on $\mathbb{R}^d$ are drawn from the same (unknown) distribution, finds applications in many areas. Its study in high-dimension is the subject of much attention,…
We study the asymptotic behavior of the maximum interpoint distance of random points in a $d$-dimensional set with a unique diameter and a smooth boundary at the poles. Instead of investigating only a fixed number of $n$ points as $n$ tends…
In this paper, the joint distribution of the sum and maximum of independent, not necessarily identically distributed, nonnegative random variables is studied for two cases: i) continuous and ii) discrete random variables. First, a recursive…
Copula-based dependence modeling often relies on parametric formulations. This is mathematically convenient, but can be statistically inefficient when the parametric families are not suitable for the data and model in focus. A Bayesian…
Given a discrete distribution, an interesting problem is to determine the minimum size of a random sample drawn from this distribution, in order to observe a given number of different records. This problem is related with many applied…
Random discrete distributions, say $F,$ known as species sampling models, represent a rich class of models for classification and clustering, in Bayesian statistics and machine learning. They also arise in various areas of probability and…
Motivated by a problem in population genetics, we examine the combinatorics of dissimilarity for pairs of random unordered draws of multiple objects, with replacement, from a collection of distinct objects. Consider two draws of size $K$…
The seemingly disjoint problems of count and mixture modeling are united under the negative binomial (NB) process. A gamma process is employed to model the rate measure of a Poisson process, whose normalization provides a random probability…
We show that for all $\psi$-mixing shifts distributions of the numbers of multiple recurrencies to shrinking cylindrical neighborhoods of all points are close either to Poisson or to compound Poisson distributions. We also describe…
We consider in this paper an urn and ball problem with replacement, where balls are with different colors and are drawn uniformly from a unique urn. The numbers of balls with a given color are i.i.d. random variables with a heavy tailed…
In this paper we extend our recent work on two-dimensional (2D) diffusive search-and-capture processes with multiple small targets (narrow capture problems) by considering an asymptotic expansion of the Laplace transformed probability flux…