Related papers: Foata, Hikita, and the Bulldozer Problem

We analyze fluctuations of random walks with generally distributed increments. Integral representations for key performance measures are obtained by extending an inversion theorem of Hewitt [11] for Laplace-Stieltjes transforms. Another…

A reinforcement algorithm introduced by H.A. Simon \cite{Simon} produces a sequence of uniform random variables with memory as follows. At each step, with a fixed probability $p\in(0,1)$, $\hat U_{n+1}$ is sampled uniformly from $\hat U_1,…

We consider the Beta polymer, an exactly solvable model of directed polymer on the square lattice, introduced by Barraquand and Corwin. We study the statistical properties of its point to point partition sum. The problem is equivalent to a…

The sum $S(h,k):=\sum_{j=1}^{k-1}(-1)^{j+1+[hj/k]}$ appears in the modular transformation formulae of the classical theta function $\vartheta_3(z)$. The double sum $S(k) := \sum_{h=1}^{k-1}S(h,k)$ has a remarkable distribution of values.…

We study parameter estimation for univariate stochastic differential equations with locally Lipschitz drift and H\"older continuous multiplicative diffusion, a class commonly arising in several applications. Existing inference methods…

We study the stochastic solution to a Cauchy problem for a degenerate parabolic equation arising from option pricing. When the diffusion coefficient of the underlying price process is locally H\"older continuous with exponent $\delta\in (0,…

This work is devoted to the concept of statistical solution of the Navier-Stokes equations, proposed as a rigorous mathematical object to address the fundamental concept of ensemble average used in the study of the conventional theory of…

The distribution of certain Mahonian statistic (called $\mathrm{BAST}$) introduced by Babson and Steingr\'{i}msson over the set of permutations that avoid vincular pattern $1\underline{32}$, is shown bijectively to match the distribution of…

Through examples of coordinate and probability transformation between different distributions, the basic principle of normalizing flow is introduced in a simple and concise manner. From the perspective of the distribution of random variable…

In 2015, Brosnan and Chow, and independently Guay-Paquet, proved the Shareshian-Wachs conjecture, which links the Stanley-Stembridge conjecture in combinatorics to the geometry of Hessenberg varieties through Tymoczko's permutation group…

We study a class of Hamilton-Jacobi partial differential equations in the space of probability measures. In the first part of this paper, we prove comparison principles (implying uniqueness) for this class. In the second part, we establish…

An assignment problem is the optimization problem of finding, in an m by n matrix of nonnegative real numbers, k entries, no two in the same row or column, such that their sum is minimal. Such an optimization problem is called a random…

Let $F$ be a totally real field and $K$ a finite abelian CM extension of $F$. Using class field theory, we show that our previous result giving a strong form of the Brumer-Stark conjecture implies the minus part of the equivariant Tamagawa…

This article is a study on the summability of random Fourier--Jacobi series of some functions in different spaces. We consider the random series $ \sum_{n=0}^\infty a_nA_n(\omega)p_n^{(\gamma,\delta)}(y), $ where…

A simple quantum model explains the Levy-unstable distributions for individual stock returns observed by ref.[1]. The probability density function of the returns is written as the squared modulus of an amplitude. For short time intervals…

In a uniform random permutation \Pi of [n] := {1,2,...,n}, the set of elements k in [n-1] such that \Pi(k+1) = \Pi(k) + 1 has the same distribution as the set of fixed points of \Pi that lie in [n-1]. We give three different proofs of this…

In this paper, authors successfully construct a new algorithm for the new higher order scheme of weak approximation of SDEs. The algorithm presented here is based on [1][2]. Although this algorithm shares some features with the algorithm…

It is known that the normalized volume of standard hypersimplices (defined as some slices of the unit hypercube) are the Eulerian numbers. More generally, a recent conjecture of Stanley relates the Ehrhart series of hypersimplices with…

Stanley's theory of $(P,\omega)$-partitions is a standard tool in combinatorics. It can be extended to allow for the presence of a restriction, that is a given maximal value for partitions at each vertex of the poset, as was shown by Assaf…

We study the nonequilibrium steady state realized in a general stochastic system attached to multiple heat baths and/or driven by an external force. Starting from the detailed fluctuation theorem we derive concise and suggestive expressions…