相关论文: The distribution function for the maximal height o…
It is known that random walk Metropolis algorithms with heavy-tailed target densities can model atypical (slow) growth of maxima, which in general is exhibited by processes with the extremal index zero. The asymptotics of maxima of such…
We consider a directed graph on the 2-dimensional integer lattice, placing a directed edge from vertex $(i_1,i_2)$ to $(j_1,j_2)$, whenever $i_1 \le j_1$, $i_2 \le j_2$, with probability $p$, independently for each such pair of vertices.…
We explore the class of exchangeable Bernoulli distributions building on their geometrical structure. Exchangeable Bernoulli probability mass functions are points in a convex polytope and we have found analytical expressions for their…
A bound for functional $\Delta(F)=\sup_{x\in\mathbb R}|F(x)-\Phi(x)|$ is obtained, which is uniform for all distribution functions $F$ of random variables with zero mean-value and unity variance. Moreover, a two-point distribution is found,…
We investigate the statistics of extremal path(s) (both the shortest and the longest) from the root to the bottom of a Cayley tree. The lengths of the edges are assumed to be independent identically distributed random variables drawn from a…
A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…
The problem of minimizing convex functionals of probability distributions is solved under the assumption that the density of every distribution is bounded from above and below. A system of sufficient and necessary first-order optimality…
For a natural number n, let M(n) denote the maximum exponent of any prime power dividing n, and let m(n) denote the minimum exponent of any prime power dividing n. We study the second moments of these arithmetic functions and establish…
We consider the infinite directed graph with vertices the set of integers ...,-2,-1,0,1,2,... . Let v be a random variable taking either finite values or value "minus infinity". Consider random weights v(j,k), indexed by pairs (j,k) of…
A Poisson point process of unit intensity is placed in the square $[0,n]^2$. An increasing path is a curve connecting $(0,0)$ with $(n,n)$ which is non-decreasing in each coordinate. Its length is the number of points of the Poisson process…
Let $S_n =X_1+\cdots +X_n$ be an irreducible random walk (r.w.) on the one dimensional integer lattice with zero mean, infinite variance and i.i.d. increments $X_n$. We obtain an upper and lower bounds of the potential function, $a(x)$, of…
We study the convergence of distributions on finite paths of weighted digraphs, namely the family of Boltzmann distributions and the sequence of uniform distributions. Targeting applications to the convergence of distributions on paths, we…
In this paper, we consider the distribution of the supremum of non-stationary Gaussian processes, and present a new theoretical result on the asymptotic behaviour of this distribution. Unlike previously known facts in this field, our main…
We present a novel feasibility criteria for the finite intersection of convex sets given by inequalities. This criteria allows us to easily assert the feasibility by analyzing the unconstrained minimum of a speci?fic convex function, that…
In this paper we focus on continuous univariate probability distributions, like McKay distributions, $K$-distribution, generalized inverse Gaussian distribution and generalised McKay distributions, with support $[0,\infty),$ which are…
We study the distribution of diameters d of Erd\"os-R\'enyi random graphs with average connectivity c. The diameter d is the maximum among all shortest distances between pairs of nodes in a graph and an important quantity for all dynamic…
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…
This paper is devoted to diffusion limits of linear Boltzmann equations. When the equilibrium distribution function is Maxwellian distribution, it is well known that for an appropriate time scale, the small mean free path limit gives rise…
The geometric formulation of fiducial probability employed in this paper is an improvement over the usual pivotal quantity formulation. For a single parameter and single observation, the new formulation is based on the geometric properties…
We give the cumulative distribution function of $M_n$, the maximum of a sequence of $n$ observations from an ARMA(1, 1) process. Solutions are first given in terms of repeated integrals and then for the case, where the underlying random…