اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدArcsine laws for random walks generated from random permutations with applications to genomics
97
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
A classical result for the simple symmetric random walk with $2n$ steps is that the number of steps above the origin, the time of the last visit to the origin, and the time of the maximum height all have exactly the same distribution and converge when scaled to the arcsine law. Motivated by applications in genomics, we study the distributions of these statistics for the non-Markovian random walk generated from the ascents and descents of a uniform random permutation and a Mallows($q$) permutation and show that they have the same asymptotic distributions as for the simple random walk. We also give an unexpected conjecture, along with numerical evidence and a partial proof in special cases, for the result that the number of steps above the origin by step $2n$ for the uniform permutation generated walk has exactly the same discrete arcsine distribution as for the simple random walk, even though the other statistics for these walks have very different laws. We also give explicit error bounds to the limit theorems using Steins method for the arcsine distribution, as well as functional central limit theorems and a strong embedding of the Mallows$(q)$ permutation which is of independent interest.
قيم البحث
اقرأ أيضاً
We obtain Central Limit Theorems in Functional form for a class of time-inhomogeneous interacting random walks on the simplex of probability measures over a finite set. Due to a reinforcement mechanism, the increments of the walks are correlated, for
cing their convergence to the same, possibly random, limit. Random walks of this form have been introduced in the context of urn models and in stochastic approximation. We also propose an application to opinion dynamics in a random network evolving via preferential attachment. We study, in particular, random walks interacting through a mean-field rule and compare the rate they converge to their limit with the rate of synchronization, i.e. the rate at which their mutual distances converge to zero. Under certain conditions, synchronization is faster than convergence.
Let {(X_i,Y_i)}_{i=1}^n be a sequence of independent bivariate random vectors. In this paper, we establish a refined Cramer type moderate deviation theorem for the general self-normalized sum sum_{i=1}^n X_i/(sum_{i=1}^n Y_i^2)^{1/2}, which unifies a
nd extends the classical Cramer (1938) theorem and the self-normalized Cramer type moderate deviation theorems by Jing, Shao and Wang (2003) as well as the further refined version by Wang (2011). The advantage of our result is evidenced through successful applications to weakly dependent random variables and self-normalized winsorized mean. Specifically, by applying our new framework on general self-normalized sum, we significantly improve Cramer type moderate deviation theorems for one-dependent random variables, geometrically beta-mixing random variables and causal processes under geometrical moment contraction. As an additional application, we also derive the Cramer type moderate deviation theorems for self-normalized winsorized mean.
An urn contains black and red balls. Let $Z_n$ be the proportion of black balls at time $n$ and $0leq L<Uleq 1$ random barriers. At each time $n$, a ball $b_n$ is drawn. If $b_n$ is black and $Z_{n-1}<U$, then $b_n$ is replaced together with a random
number $B_n$ of black balls. If $b_n$ is red and $Z_{n-1}>L$, then $b_n$ is replaced together with a random number $R_n$ of red balls. Otherwise, no additional balls are added, and $b_n$ alone is replaced. In this paper, we assume $R_n=B_n$. Then, under mild conditions, it is shown that $Z_noverset{a.s.}longrightarrow Z$ for some random variable $Z$, and begin{gather*} D_n:=sqrt{n},(Z_n-Z)longrightarrowmathcal{N}(0,sigma^2)quadtext{conditionally a.s.} end{gather*} where $sigma^2$ is a certain random variance. Almost sure conditional convergence means that begin{gather*} Pbigl(D_nincdotmidmathcal{G}_nbigr)overset{weakly}longrightarrowmathcal{N}(0,,sigma^2)quadtext{a.s.} end{gather*} where $Pbigl(D_nincdotmidmathcal{G}_nbigr)$ is a regular version of the conditional distribution of $D_n$ given the past $mathcal{G}_n$. Thus, in particular, one obtains $D_nlongrightarrowmathcal{N}(0,sigma^2)$ stably. It is also shown that $L<Z<U$ a.s. and $Z$ has non-atomic distribution.
We consider dynamic random walks where the nearest neighbour jump rates are determined by an underlying supercritical contact process in equilibrium. This has previously been studied by den Hollander and dos Santos and den Hollander, dos Santos, Sido
ravicius. We show the CLT for such a random walk, valid for all supercritical infection rates for the contact process environment.
We derive concentration inequalities for functions of the empirical measure of large random matrices with infinitely divisible entries and, in particular, stable ones. We also give concentration results for some other functionals of these random matr
ices, such as the largest eigenvalue or the largest singular value.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
