相关论文: The distribution function for the maximal height o…

We consider real-valued branching random walks and prove a large deviation result for the position of the rightmost particle. The position of the rightmost particle is the maximum of a collection of a random number of dependent random…

For the basic maximum likelihood estimating function of the two parameters Weibull distribution, a simple proof on its global monotonicity is given to ensure the existence and uniqueness of its solution. The boundary of the function's…

We establish a new version of Siegel's lemma over a number field $k$, providing a bound on the maximum of heights of basis vectors of a subspace of $k^N$, $N \geq 2$. In addition to the small-height property, the basis vectors we obtain…

We consider a particle system of the squared Bessel processes with index $\nu > -1$ conditioned never to collide with each other, in which if $-1 < \nu < 0$ the origin is assumed to be reflecting. When the number of particles is finite, we…

In this paper, we study the Bernstein polynomial model for estimating the multivariate distribution functions and densities with bounded support. As a mixture model of multivariate beta distributions, the maximum (approximate) likelihood…

We present an approximate calculation for the distribution of the maximum of a smooth stationary temporal signal X(t). As an application, we compute the persistence exponent associated to the probability that the process remains below a…

We derive functional equations for distributions of six classical statistics (ascents, descents, left-to-right maxima, right-to-left maxima, left-to-right minima, and right-to-left minima) on separable and irreducible separable…

We consider a process given as the solution of a stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. Explicit and optimal bounds for the Lebesgue density of that…

Extreme value theory is part and parcel of any study of order statistics in one dimension. Our aim here is to consider such large sample theory for the maximum distance to the origin, and the related maximum "interpoint distance," in…

The h-principles for maximally non-integrable tangent distributions of derived length one on manifolds are studied in this paper. Such distributions of odd rank are dealt with. The formal structures for such distributions are introduced.…

It is shown that Hermite polynomials satisfy a Bessel type orthogonality relation, based on the zeros of a single index Hermite polynomial and with a finite integration interval. Because of the role of non-symmetric zeros in the final…

This paper concerns the first passage times of Bessel processes to a point on the positive real line. We are interested in the case when the process starts at a position on its right and compute the densities of the distributions of the…

In this article, we consider several models of random walks in one or several dimensions, additionally allowing, at any unit of time, a reset (or "catastrophe") of the walk with probability $q$. We establish the distribution of the final…

The product of M complex random Gaussian matrices of size N has recently been studied by Akemann, Kieburg and Wei. They showed that, for fixed M and N, the joint probability distribution for the squared singular values of the product matrix…

In this paper we present the distribution of the maximum of the telegraph process in the cases where the initial velocity is positive or negative with an even and an odd number of velocity reversals. For the telegraph process with positive…

Let $X_{i,n},n\in \mathbb{N},1\leq i\leq n$, be a triangular array of independent $\mathbb{R}^d$-valued Gaussian random vectors with correlation matrices $\Sigma_{i,n}$. We give necessary conditions under which the row-wise maxima converge…

We give a direct derivation of the distribution of the maximum and the location of the maximum of one-sided and two-sided Brownian motion with a negative parabolic drift. The argument uses a relation between integrals of special functions,…

We investigate $(2+1)$-dimensional discretized directed polymers in Gaussian random media. By numerically calculating the probability distribution function of overlap between two independent and identical systems on a common random…

We investigate the connection between maximal directional derivatives and differentiability for Lipschitz functions defined on Laakso space. We show that maximality of a directional derivative for a Lipschitz function implies…

We consider a certain class of multiplicative functions $f: \mathbb N \rightarrow \mathbb C$ and study the distribution of zeros of Dirichlet polynomials $F_N(s)= \sum_{n\le N} f(n)n^{-s}$ corresponding to these functions. We prove that the…