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作者:Arapostathis, Ari; Biswas, Anup
作者单位:University of Texas System; University of Texas Austin; Indian Institute of Science Education & Research (IISER) Pune
摘要:We consider a class of diffusions controlled through the drift and jump size, and driven by a jump Levy process and a nondegenerate Wiener pro-cess, and we study infinite horizon (ergodic) risk-sensitive control problems for this model. We start with the controlled Dirichlet eigenvalue problem in smooth bounded domains, which also allows us to generalize current results in the literature on exit rate control problems. Then we consider the infi-nite horizon average risk-sensitive minimization a...
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作者:Finn, Thomas; Stauffer, Alexandre
作者单位:University of Bath; Roma Tre University
摘要:We introduce a two-type first passage percolation competition model on infinite connected graphs as follows. Type 1 spreads through the edges of the graph at rate 1 from a single distinguished site, while all other sites are initially vacant. Once a site is occupied by type 1, it converts to type 2 at rate p > 0. Sites occupied by type 2 then spread at rate lambda > 0 through vacant sites and sites occupied by type 1, whereas type 1 can only spread through vacant sites. If the set of sites occ...
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作者:Bao, Zhigang; He, Yukun
作者单位:Hong Kong University of Science & Technology; City University of Hong Kong
摘要:Let FN and F be the empirical and limiting spectral distributions of an N x N Wigner matrix. The Cramer-von Mises (CvM) statistic is a classical goodness-of-fit statistic that characterizes the distance between FN and F in L2-norm. In this paper, we consider a mesoscopic approximation of the CvM statistic for Wigner matrices, and derive its limiting distribution. In the Appendix, we also give the limiting distribution of the CvM statistic (without approximation) for the toy model CUE.
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作者:Hill, Max; Legried, Brandon; Roch, Sebastien
作者单位:University of Wisconsin System; University of Wisconsin Madison; University of Michigan System; University of Michigan
摘要:We consider species tree estimation under a standard stochastic model of gene tree evolution that incorporates incomplete lineage sorting (as mod-eled by a coalescent process) and gene duplication and loss (as modeled by a branching process). Through a probabilistic analysis of the model, we derive sample complexity bounds for widely used quartet-based inference methods that highlight the effect of the duplication and loss rates in both subcritical and supercritical regimes.
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作者:Yin, Yanqing; Ma, Yanyuan
作者单位:Chongqing University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要:This paper is to study the properties of eigenvalues and eigenvectors of high-dimensional sample correlation matrices. We first improve the result of Jiang (Sankhya over bar 66 (2004) 35-48), Xiao and Zhou (J. Theoret. Probab. 23 (2010) 1-20) and the Theorem 1 of El Karoui (Ann. Appl. Probab. 19 (2009) 2362-2405), both concerning the limiting spectral distribution and the ex-treme eigenvalues of sample correlation matrices, by allowing a more general fourth moment condition. Then, we establish...
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作者:Jorritsma, Joost; Komjathy, Julia
作者单位:Eindhoven University of Technology; Delft University of Technology
摘要:We study the evolution of the graph distance and weighted distance between two fixed vertices in dynamically growing random graph models. More precisely, we consider preferential attachment models with power -law exponent tau e (2, 3), sample two vertices ut, vt uniformly at random when the graph has t vertices and study the evolution of the graph dis-tance between these two fixed vertices as the surrounding graph grows. This yields a discrete-time stochastic process in t' > t, called the dis-...
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作者:Louart, Cosme; Couillet, Romain
作者单位:Communaute Universite Grenoble Alpes; Institut National Polytechnique de Grenoble; Universite Grenoble Alpes (UGA); Centre National de la Recherche Scientifique (CNRS)
摘要:This article studies the robust covariance matrix estimation of a data collection X = (x1, ... , xn) with xi = /tau izi + m, where zi is an element of Rp is a con-centrated vector (e.g., an elliptical random vector), m is an element of Rp a deterministic signal and tau i is an element of R a scalar perturbation of possibly large amplitude, under the assumption where both n and p are large. This estimator is defined as the fixed point of a function which we show is contracting for a so-called s...
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作者:Dumaz, Laure; Labbe, Cyril
作者单位:Universite PSL; Ecole Normale Superieure (ENS); Centre National de la Recherche Scientifique (CNRS); Universite PSL; Ecole Normale Superieure (ENS); Universite Paris Cite
摘要:It was shown in (J. Amer. Math. Soc. 24 (2011) 919-944) that the edge of the spectrum of beta ensembles converges in the large N limit to the bottom of the spectrum of the stochastic Airy operator. In the present paper, we obtain a complete description of the bottom of this spectrum when the temperature 1/beta goes to infinity: we show that the point process of appropriately rescaled eigenvalues converges to a Poisson point process on R of intensity ex dx and that the eigenfunctions converge t...
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作者:Borga, Jacopo; Cavalli, Benedetta
作者单位:University of Zurich
摘要:We propose and study a new model for competitions, specifically sports multi-player leagues where the initial strengths of the teams are independent i.i.d. random variables that evolve during different days of the league accord-ing to independent ergodic processes. The result of each match is random: the probability that a team wins against another team is determined by a function of the strengths of the two teams in the day the match is played. Our model generalizes some previous models studi...
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作者:Disanto, Filippo; Fuchs, Michael; Paningbatan, Ariel R.; Rosenberg, Noah A.
作者单位:University of Pisa; National Chengchi University; University of the Philippines System; University of the Philippines Diliman; Stanford University
摘要:For a pair consisting of a gene tree and a species tree, the ancestral con-figurations at a species-tree internal node are the distinct sets of gene lin-eages that can be present at that node. The enumeration of root ancestral configurations-ancestral configurations at the species-tree root-assists in describing the complexity of gene-tree probability calculations in evolution-ary biology. Assuming that the gene tree and species tree match in topology, we study the distribution of the number o...