相关论文: Sawtooth models and asymptotic independence in lar…

One of the central objectives of modern risk management is to find a set of risks where the probability of multiple simultaneous catastrophic events is negligible. That is, risks are taken only when their joint behavior seems sufficiently…

McCarthy's Theorem for the mapping class group of a closed hyperbolic surface states that for any two mapping classes $\sigma,\tau \in \mathrm{Mod}(S)$ there is some power $N$ such that the group $\langle \sigma^N,\tau^N\rangle$ is either…

Consider $N\times N$ hermitian or symmetric random matrices $H$ with independent entries, where the distribution of the $(i,j)$ matrix element is given by the probability measure $\nu_{ij}$ with zero expectation and with variance…

Asymptotic independence of the components of random vectors is a concept used in many applications. The standard criteria for checking asymptotic independence are given in terms of distribution functions (dfs). Dfs are rarely available in…

We study the asymptotic behavior of the long cycles of a random permutation of $n$ objects with respect to multiplicative measures with polynomial growing cycle weights. We show that the longest cycle and the length differences between the…

We prove that among 1 and the odd zeta values $\zeta(3)$, $\zeta(5)$, \ldots, $\zeta(s)$, at least $ 0.21 \sqrt{s}/\sqrt{\log s}$ are linearly independent over the rationals, for any sufficiently large odd integer $s$. This is the first…

We use the probabilistic method to construct examples of conjectured phenomenon about asymptotic syzygies. In particular, we use the Stanley-Reisner ideals of random flag complexes to construct new examples of Ein and Lazarsfeld's…

Let $X$ be an orientable hyperbolic surface of genus $g\geq 2$ with a marked point $o$, and let $\Gamma$ be an orientable hyperbolic surface group isomorphic to $\pi_{1}(X,o)$. Consider the space $\text{Hom}(\Gamma,S_{n})$ which corresponds…

Motivated by a neuroscience question about synchrony detection in spike train analysis, we deal with the independence testing problem for point processes. We introduce non-parametric test statistics, which are rescaled general…

We obtain asymptotics of large Hankel determinants whose weight depends on a one-cut regular potential and any number of Fisher-Hartwig singularities. This generalises two results: 1) a result of Berestycki, Webb and Wong [5] for root-type…

This paper investigates asymptotic behavior of a stochastic SIR epidemic model, which is a system with degenerate diffusion. It gives sufficient conditions that are very close to the necessary conditions for the permanence. In addition,…

Chatteerjee and Diaconis have recently shown the asymptotic normality for the joint distribution of the number of descents and inverse descents in a random permutation. A noteworthy point of their results is that the asymptotic variance of…

The paper gives a general condition on permutations, condition under which a semicircular matrix is free independent, or asymptotically free independent from the semicircular matrix obtained by permuting its entries. In particular, it is…

This note establishes that if a sequence $P_n, n=1,\ldots$ of probability measures converges in total variation to the limiting probability measure $P$, and $\sigma$-algebras $\mathbb{A}$ and $\mathbb{B}$ are conditionally independent given…

The paper introduces robust independence tests with non-asymptotically guaranteed significance levels for stochastic linear time-invariant systems, assuming that the observed outputs are synchronous, which means that the systems are driven…

A random composition of $n$ appears when the points of a random closed set $\widetilde{\mathcal{R}}\subset[0,1]$ are used to separate into blocks $n$ points sampled from the uniform distribution. We study the number of parts $K_n$ of this…

We study the structure of the asymptotic expansion of the probability that a combinatorial object is connected. We show that the coefficients appearing in those asymptotics are integers and can be interpreted as the counting sequences of…

Consider the random matrix $\Sigma = D^{1/2} X \widetilde D^{1/2}$ where $D$ and $\widetilde D$ are deterministic Hermitian nonnegative matrices with respective dimensions $N \times N$ and $n \times n$, and where $X$ is a random matrix with…

This paper studies large sample properties of a Bayesian approach to inference about slope parameters $\gamma$ in linear regression models with a structural break. In contrast to the conventional approach to inference about $\gamma$ that…

This article studies the poset of simple permutations with respect to the pattern involvement. We specify results on critically indecomposable posets obtained by Schmerl and Trotter to simple permutations and prove that if $\sigma, \pi$ are…