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We obtain exponential moment asymptotics for the Bessel point process. As a direct consequence, we improve on the asymptotics for the expectation and variance of the associated counting function, and establish several central limit…

数学物理 · 物理学 2021-05-11 Christophe Charlier

We revisit the discrete additive and multiplicative coalescents, starting with $n$ particles with unit mass. These cases are known to be related to some "combinatorial coalescent processes": a time reversal of a fragmentation of Cayley…

概率论 · 数学 2014-09-16 Nicolas Broutin , Jean-François Marckert

This paper explores large sample properties of the two-parameter $(\alpha,\theta)$ Poisson--Dirichlet Process in two contexts. In a Bayesian context of estimating an unknown probability measure, viewing this process as a natural extension…

概率论 · 数学 2008-05-21 Lancelot F. James

We study measures on random partitions, arising from condensing stochastic particle systems with stationary product distributions. We provide fairly general conditions on the stationary weights, which lead to Poisson-Dirichlet statistics of…

概率论 · 数学 2023-03-06 Paul Chleboun , Simon Gabriel , Stefan Grosskinsky

It is well known that a random multiplicative process with weak additive noise generates a power-law probability distribution. It has recently been recognized that this process exhibits another type of power law: the moment of the…

统计力学 · 物理学 2007-05-23 Hiroya Nakao

The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations. We…

概率论 · 数学 2013-10-28 Valentin Féray

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

概率论 · 数学 2021-06-09 Michael Röckner , Longjie Xie , Li Yang

In this paper we study the rate of convergence of the iterates of \iid random piecewise constant monotone maps to the time-$1$ transport map for the process of coalescing Brownian motions. We prove that the rate of convergence is given by a…

概率论 · 数学 2021-10-20 Konstantin Khanin , Liying Li

Asymptotic properties of a vector of length power functionals of random geometric graphs are investigated. More precisely, its asymptotic covariance matrix is studied as the intensity of the underlying homogeneous Poisson point process…

概率论 · 数学 2022-07-13 Matthias Reitzner , Tim Römer , Mandala von Westenholz

An inductive procedure is developed to calculate the asymptotic behavior at time zero of a diffusion with polynomial drift and degenerate, additive noise. The procedure gives rise to two different rescalings of the process; namely, a…

概率论 · 数学 2024-12-17 Juraj Földes , David P. Herzog

We propose a randomized algorithm to compute the log-partition function of weakly interacting fermions with polynomial runtime in both the system size and precision. Although weakly interacting fermionic systems are considered tractable for…

The Ancestral Selection Graph (ASG) is an important genealogical process which extends the well-known Kingman coalescent to incorporate natural selection. We show that the number of lineages of the ASG with and without mutation is…

概率论 · 数学 2020-12-23 Philip A. Hanson , Paul A. Jenkins , Jere Koskela , Dario Spanò

In time series analysis, statistics based on collections of estimators computed from sub-samples play a crucial role in an increasing variety of important applications. Proving results about the joint asymptotic distribution of such…

统计理论 · 数学 2013-05-27 Stanislav Volgushev , Xiaofeng Shao

We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…

概率论 · 数学 2022-09-30 Ercan Sönmez , Arnaud Rousselle

The results in this paper provide new information on asymptotic properties of classical models: the neutral Kingman coalescent under a general finite-alleles, parent-dependent mutation mechanism, and its generalisation, the ancestral…

概率论 · 数学 2022-07-08 Martina Favero , Henrik Hult

We propose an algorithm for the closed-form recursive computation of joint moments and cumulants of all orders for k-hop counts in the 1D unit disk random graph model with Poisson distributed vertices. Our approach uses decompositions of…

概率论 · 数学 2022-03-29 Nicolas Privault

It was believed that the Mertens function is a simple random walk in the first versions of the article, so its asymptotic behavior obeys the law of the iterated logarithm. In the latest version of the article we show why the asymptotic…

数论 · 数学 2022-04-26 Victor Volfson

The coalescent is a foundational model of latent genealogical trees under neutral evolution, but suffers from intractable sampling probabilities. Methods for approximating these sampling probabilities either introduce bias or fail to scale…

统计理论 · 数学 2026-02-19 Martina Favero , Jere Koskela

This paper develops asymptotic theory of integrals of empirical quantile functions with respect to random weight functions, which is an extension of classical $L$-statistics. They appear when sample trimming or Winsorization is applied to…

统计理论 · 数学 2019-10-18 Tetsuya Kaji

We establish asymptotic expansions for factorial moments of following distributions: number of cycles in a random permutation, number of inversions in a random permutation, and number of comparisons used by the randomized quick sort…

数据结构与算法 · 计算机科学 2016-11-23 Sumit Kumar Jha
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