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In this paper, explicit error bounds are derived in the approximation of rank $k$ projections of certain $n$-dimensional random vectors by standard $k$-dimensional Gaussian random vectors. The bounds are given in terms of $k$, $n$, and a…

概率论 · 数学 2007-06-07 Elizabeth Meckes

A random geometric graph $G(\mathcal{X}_n, r_n)$ is formed by taking a binomial process $\mathcal{X}_n$ as the set of vertices and joining any two distinct points with an edge if they lie within distance $r_n$ of each other. We investigate…

概率论 · 数学 2026-04-28 Junpei Otsuka

We analyse graphs in which each vertex is assigned random coordinates in a geometric space of arbitrary dimensionality and only edges between adjacent points are present. The critical connectivity is found numerically by examining the size…

统计力学 · 物理学 2009-11-07 Jesper Dall , Michael Christensen

In testing the independence of two Gaussian populations, one computes the distribution of the sample canonical correlation coefficients, given that the actual correlation is zero. The "Laplace transform" of this distribution is not only an…

组合数学 · 数学 2007-05-23 M. Adler , P. van Moerbeke

We present three simple algorithms to uniformly generate `Fibonacci words' (i.e., some words that are enumerated by Fibonacci numbers), Schr{\"o}der trees of size $n$ and Motzkin left factors of size $n$ and final height $h$. These…

离散数学 · 计算机科学 2023-03-17 Laurent Alonso

We study the maximum of the random assignment process on rectangular matrices. We derive first-order asymptotics for the expected maximum, prove a law of large numbers under mild tail assumptions, and obtain exponential upper bounds for the…

概率论 · 数学 2025-09-23 Timofey Moskalenko

In the context of stability of the extremes of a random variable X with respect to a positive integer valued random variable N we discuss the cases (i) X is exponential (ii) non-geometric laws for N (iii) identifying N for the stability of…

概率论 · 数学 2007-06-13 S. Satheesh , N. U. Nair

We present a quantitative, statistical analysis of random lambda terms in the de Bruijn notation. Following an analytic approach using multivariate generating functions, we investigate the distribution of various combinatorial parameters of…

组合数学 · 数学 2018-08-15 Maciej Bendkowski , Olivier Bodini , Sergey Dovgal

Categorical random variables are a common staple in machine learning methods and other applications across disciplines. Many times, correlation within categorical predictors exists, and has been noted to have an effect on various algorithm…

概率论 · 数学 2017-01-25 Rachel Traylor

We estimate the likely values of the chromatic and independence numbers of the random $r$-uniform $d$-regular hypergraph on $n$ vertices for fixed $r$, large fixed $d$, and $n \rightarrow \infty$.

组合数学 · 数学 2023-01-03 Patrick Bennett , Alan Frieze

If w is a word in d>1 letters and G is a finite group, evaluation of w on a uniformly randomly chosen d-tuple in G gives a random variable with values in G, which may or may not be uniform. It is known that if G ranges over finite simple…

群论 · 数学 2020-09-23 Michael Larsen

We investigate the variance of the length of the longest common subsequences of two independent random words of size $n$, where the letters of one word are i.i.d. uniformly drawn from $\{\alpha_1, \alpha_2, \cdots, \alpha_m\}$, while the…

概率论 · 数学 2018-12-27 Christian Houdré , Qingqing Liu

This paper describes the probabilistic behaviour of a random Sturmian word. It performs the probabilistic analysis of the recurrence function which can be viewed as a waiting time to discover all the factors of length $n$ of the Sturmian…

离散数学 · 计算机科学 2016-10-06 Pablo Rotondo , Brigitte Vallee

The probability that the sum of independent, centered, identically distributed, heavy-tailed random variables achieves a very large value is asymptotically equal to the probability that there exists a single summand equalling that value. We…

概率论 · 数学 2024-02-15 Quirin Vogel

We investigate the accuracy of the two most common estimators for the maximum expected value of a general set of random variables: a generalization of the maximum sample average, and cross validation. No unbiased estimator exists and we…

机器学习 · 统计学 2013-03-04 Hado van Hasselt

We study the component structure of the random graph $G=G_{n,m,d}$. Here $d=O(1)$ and $G$ is sampled uniformly from ${\mathcal G}_{n,m,d}$, the set of graphs with vertex set $[n]$, $m$ edges and maximum degree at most $d$. If $m=\mu n/2$…

组合数学 · 数学 2021-06-04 Alan Frieze , Tomasz Tkocz

Using martingale methods, we obtain some upper bounds for large and moderate deviations of products of independent and identically distributed elements of GL d (R). We investigate all the possible moment conditions, from super-exponential…

概率论 · 数学 2016-10-25 Christophe Cuny , Jérôme Dedecker , Florence Merlevède

A classical statistical inequality is used to show that the distance covariance of two bounded random vectors is bounded from above by a simple function of the dimensionality and the bounds of the random vectors. Two special cases that…

概率论 · 数学 2023-06-30 John Çamkıran

In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study…

Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the…

应用统计 · 统计学 2014-12-31 Alexis Bienvenüe , Christian Y. Robert