相关论文: On increasing subsequences of iid samples
We study the last passage time in geometric last passage percolation (LPP). As the system size increases, we derive precise large deviation probabilities -- up to and including the constant terms -- for both the lower and upper tails. A key…
We investigate large deviations for the empirical measure of the position and momentum of a particle traveling in a box with hot walls. The particle travels with uniform speed from left to right, until it hits the right boundary. Then it is…
We find a two term asymptotic expansion for the optimal expected value of a sequentially selected monotone subsequence from a random permutation of length n. A striking feature of this expansion is that tells us that the expected value of…
This paper is continuation of the systematic study of distribution of quadrant marked mesh patterns. We study quadrant marked mesh patterns on up-down and down-up permutations, also known as alternating and reverse alternating permutations,…
This paper presents a new, short proof of the computation of the upper tail large deviation rate function for the Brownian directed percolation model. Through a distributional equivalence between the last passage time in this model and the…
This paper is part of the ongoing effort to study high-dimensional permutations. We prove the analogue to the Erd\H{o}s-Szekeres theorem: For every $k\ge1$, every order-$n$ $k$-dimensional permutation contains a monotone subsequence of…
This survey of alternating permutations and Euler numbers includes refinements of Euler numbers, other occurrences of Euler numbers, longest alternating subsequences, umbral enumeration of classes of alternating permutations, and the…
The longest increasing subsequence (LIS) of a sequence of correlated random variables is a basic quantity with potential applications that has started to receive proper attention only recently. Here we investigate the behavior of the length…
The longest increasing subsequence (LIS) of a random walk has so far been studied mainly for zero-mean, symmetric step increments. We numerically investigate the LIS of biased Gaussian random walks, with unit-variance increments and…
We consider the distribution of cycles in two models of random permutations, that are related to one another. In the first model, cycles receive a weight that depends on their length. The second model deals with permutations of points in…
In this paper we revisit the problem of decomposing a signal into a tendency and a residual. The tendency describes an executive summary of a signal that encapsulates its notable characteristics while disregarding seemingly random, less…
We provide Monte Carlo estimates of the scaling of the length $L_{n}$ of the longest increasing subsequences of $n$-steps random walks for several different distributions of step lengths, short and heavy-tailed. Our simulations indicate…
We study, in d-dimensions, the random walker with geometrically shrinking step sizes at each hop. We emphasize the integrated quantities such as expectation values, cumulants and moments rather than a direct study of the probability…
Consider n unit intervals, say [1,2], [3,4], ..., [2n-1,2n]. Identify their endpoints in pairs at random, with all (2n-1)!! = (2n-1) (2n-3) ... 3 1 pairings being equally likely. The result is a collection of cycles of various lengths, and…
This paper investigates the decay rate of the probability that the row sum of a triangular array of truncated heavy tailed random variables is larger than an integer (k) times the truncating threshold, as both - the number of summands and…
We determine the average number of distinct subsequences in a random binary string, and derive an estimate for the average number of distinct subsequences of a particular length.
Consider the partition function of a directed polymer in an IID field. We assume that both tails of the negative and the positive part of the field are at least as light as exponential. It is a well-known fact that the free energy of the…
We investigate the relaxation of long-tailed distributions under stochastic dynamics that do not support such tails. Linear relaxation is found to be a borderline case in which long tails are exponentially suppressed in time but not…
The purpose of [1] was as follows. ?We consider special sets of continuants which occur in applications. For these sets we solve the problem of finding maximal and minimal continuants. There are several methods for finding extremum such as…
We establish a link between the phenomenon of Taylor dispersion and the theory of empirical distributions. Using this connection, we derive, upon applying the theory of large deviations, an alternative and much more precise description of…