相关论文: Integrals over Grassmannians and Random permutatio…
Given uniform probability on words of length M=Np+k, from an alphabet of size p, consider the probability that a word (i) contains a subsequence of letters (p, p-1,...,1) in that order and (ii) that the maximal length of the disjoint union…
In this paper we provide a probabilistic representation of Lagrange's identity which we use to obtain Papathanasiou-type variance expansions of arbitrary order. Our expansions lead to generalized sequences of weights which depend on an…
We consider the distributions of the lengths of the longest weakly increasing and strongly decreasing subsequences in words of length N from an alphabet of k letters. We find Toeplitz determinant representations for the exponential…
It is proved that the limiting distribution of the length of the longest weakly increasing subsequence in an inhomogeneous random word is related to the distribution function for the eigenvalues of a certain direct sum of Gaussian unitary…
For a word $\pi$ and integer $i$, we define $L^i(\pi)$ to be the length of the longest subsequence of the form $i(i+1)\cdots j$, and we let $L(\pi):=\max_i L^i(\pi)$. In this paper we estimate the expected values of $L^1(\pi)$ and $L(\pi)$…
Given a countable set X (usually taken to be the natural numbers or integers), an infinite permutation, \pi, of X is a linear ordering of X. This paper investigates the combinatorial complexity of infinite permutations on the natural…
From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…
Given a countable set X (usually taken to be N or Z), an infinite permutation $\pi$ of X is a linear ordering $<_\pi$ of X. This paper investigates the combinatorial complexity of infinite permutations on N associated with the image of…
The nature of the alignment with gaps corresponding to a longest common subsequence (LCS) of two independent iid random sequences drawn from a finite alphabet is investigated. It is shown that such an optimal alignment typically matches…
We explore the class of probability distributions on the real line whose Laplace transform admits a strong upper bound of subgaussian type. Using Hadamard's factorization theorem, we extend the class $\mathfrak L$ of Newman and propose new…
Let X_n=(x_{ij}) be an n by p data matrix, where the n rows form a random sample of size n from a certain p-dimensional population distribution. Let R_n=(\rho_{ij}) be the p\times p sample correlation matrix of X_n; that is, the entry…
The Hammersley process relates to the statistical properties of the maximum length of all up/right paths connecting random points of a given density in the unit square from (0,0) to (1,1). This process can also be interpreted in terms of…
Let $LA_{n}(\tau)$ be the length of the longest alternating subsequence of a uniform random permutation $\tau\in[n]$. Classical probabilistic arguments are used to rederive the asymptotic mean, variance and limiting law of $LA_{n}(\tau)$.…
We analyse correspondence of a text to a simple probabilistic model. The model assumes that the words are selected independently from an infinite dictionary. The probability distribution correspond to the Zipf---Mandelbrot law. We count…
Up-down permutations are counted by tangent resp. secant numbers. Considering words instead, where the letters are produced by independent geometric distributions, there are several ways of introducing this concept; in the limit they all…
A sequence of geometric random variables of length $n$ is a sequence of $n$ independent and identically distributed geometric random variables ($\Gamma_1, \Gamma_2, \dots, \Gamma_n$) where $\mathbb{P}(\Gamma_j=i)=pq^{i-1}$ for…
The authors consider the length, $l_N$, of the length of the longest increasing subsequence of a random permutation of $N$ numbers. The main result in this paper is a proof that the distribution function for $l_N$, suitably centered and…
We consider a set of one-dimensional transformations of Gaussian random functions. Under natural assumptions we obtain a connection between $L_2$-small ball asymptotics of the transformed function and of the original one. Also the explicit…
We relate the distribution of eigenvalues of a random symmetric matrix in the Gaussian Orthogonal Ensemble to the distribution of critical values of a random linear combination of eigenfunctions of the Laplacian on a compact Riemann…
One of the most popular class of tests for independence between two random variables is the general class of rank statistics which are invariant under permutations. This class contains Spearman's coefficient of rank correlation statistic,…