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Sharp large deviations and concentration inequalities for the number of descents in a random permutation 随机排列中下降数的锐大偏差和集中不等式
IF 1 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2024-01-05 DOI: 10.1017/jpr.2023.86
Bernard Bercu, Michel Bonnefont, Adrien Richou

The goal of this paper is to go further in the analysis of the behavior of the number of descents in a random permutation. Via two different approaches relying on a suitable martingale decomposition or on the Irwin–Hall distribution, we prove that the number of descents satisfies a sharp large-deviation principle. A very precise concentration inequality involving the rate function in the large-deviation principle is also provided.

本文的目标是进一步分析随机排列中的下降数的行为。通过两种不同的方法,即依靠合适的马氏分解或欧文-霍尔分布,我们证明了下降数满足一个尖锐的大偏差原理。我们还提供了一个非常精确的集中不等式,涉及大偏差原理中的速率函数。
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引用次数: 0
On the Kolmogorov constant explicit form in the theory of discrete-time stochastic branching systems 论离散时间随机分支系统理论中的柯尔莫哥洛夫常数显式
IF 1 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2024-01-04 DOI: 10.1017/jpr.2023.85
Azam A. Imomov, Misliddin S. Murtazaev

We consider a discrete-time population growth system called the Bienaymé–Galton–Watson stochastic branching system. We deal with a noncritical case, in which the per capita offspring mean $mneq1$. The famous Kolmogorov theorem asserts that the expectation of the population size in the subcritical case $m<1$ on positive trajectories of the system asymptotically stabilizes and approaches ${1}/mathcal{K}$, where $mathcal{K}$ is called the Kolmogorov constant. The paper is devoted to the search for an explicit expression of this constant depending on the structural parameters of the system. Our argumentation is essentially based on the basic lemma describing the asymptotic expansion of the probability-generating function of the number of individuals. We state this lemma for the noncritical case. Subsequently, we find an extended analogue of the Kolmogorov constant in the noncritical case. An important role in our discussion is also played by the asymptotic properties of transition probabilities of the Q-process and their convergence to invariant measures. Obtaining the explicit form of the extended Kolmogorov constant, we refine several limit theorems of the theory of noncritical branching systems, showing explicit leading terms in the asymptotic expansions.

我们考虑的是一种离散时间人口增长系统,称为 Bienaymé-Galton-Watson 随机分支系统。我们处理的是非临界情况,即人均后代平均值为 $mneq1$。著名的柯尔莫哥洛夫(Kolmogorov)定理断言,在亚临界情况下,系统正轨迹上的种群数量期望 $m<1$ 会渐近稳定并接近 ${1}/mathcal{K}$,其中 $mathcal{K}$ 称为柯尔莫哥洛夫常数。本文致力于寻找这一常数的明确表达式,它取决于系统的结构参数。我们的论证主要基于描述个体数量概率生成函数渐近展开的基本lemma。我们针对非临界情况阐述了这一 Lemma。随后,我们找到了非临界情况下科尔莫哥罗德常数的扩展类比。在我们的讨论中,Q 过程的过渡概率的渐近特性及其向不变量的收敛也起着重要作用。通过获得扩展的科尔莫哥罗德常数的明确形式,我们完善了非临界分支系统理论的几个极限定理,显示了渐近展开中明确的前导项。
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引用次数: 0
Weak convergence of the extremes of branching Lévy processes with regularly varying tails 具有规则变化尾的分支lsamvy过程的极端的弱收敛性
IF 1 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-12-06 DOI: 10.1017/jpr.2023.103
Yan-xia Ren, Renming Song, Rui Zhang
We study the weak convergence of the extremes of supercritical branching Lévy processes ${mathbb{X}_t, t ge0}$ whose spatial motions are Lévy processes with regularly varying tails. The result is drastically different from the case of branching Brownian motions. We prove that, when properly renormalized, $mathbb{X}_t$ converges weakly. As a consequence, we obtain a limit theorem for the order statistics of $mathbb{X}_t$ .
研究了超临界分支lsamvy过程${mathbb{X}_t, t ge0}$的极值的弱收敛性,这些过程的空间运动是尾部有规则变化的lsamvy过程。其结果与分支布朗运动的情况截然不同。我们证明,当适当地重整时,$mathbb{X}_t$是弱收敛的。因此,我们得到了$mathbb{X}_t$阶统计量的一个极限定理。
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引用次数: 1
Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment 弱亚临界lims环境下连续状态分支过程的消光速度
IF 1 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-12-01 DOI: 10.1017/jpr.2023.92
Natalia Cardona-Tobón, Juan Carlos Pardo
We continue with the systematic study of the speed of extinction of continuous-state branching processes in Lévy environments under more general branching mechanisms. Here, we deal with the weakly subcritical regime under the assumption that the branching mechanism is regularly varying. We extend recent results of Li and Xu (2018) and Palau et al. (2016), where it is assumed that the branching mechanism is stable, and complement the recent articles of Bansaye et al. (2021) and Cardona-Tobón and Pardo (2021), where the critical and the strongly and intermediate subcritical cases were treated, respectively. Our methodology combines a path analysis of the branching process together with its Lévy environment, fluctuation theory for Lévy processes, and the asymptotic behaviour of exponential functionals of Lévy processes. Our approach is inspired by the last two previously cited papers, and by Afanasyev et al. (2012), where the analogue was obtained.
我们继续在更一般的分支机制下系统地研究了lsamvy环境中连续状态分支过程的灭绝速度。这里,我们在分支机制是规则变化的假设下处理弱亚临界状态。我们扩展了Li和Xu(2018)以及Palau等人(2016)的最新结果,其中假设分支机制是稳定的,并补充了Bansaye等人(2021)以及Cardona-Tobón和Pardo(2021)的最新文章,其中分别处理了临界、强和中等亚临界情况。我们的方法结合了分支过程的路径分析及其lsamvy环境,lsamvy过程的波动理论,以及lsamvy过程的指数泛函的渐近行为。我们的方法受到之前引用的最后两篇论文以及Afanasyev等人(2012)的启发,其中获得了类似物。
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引用次数: 1
JPR volume 60 issue 4 Cover and Front matter JPR 第 60 卷第 4 期 封面和封底
IF 1 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-12-01 DOI: 10.1017/jpr.2023.55
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引用次数: 0
JPR volume 60 issue 4 Cover and Back matter JPR 第 60 卷第 4 期封面和封底
IF 1 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-12-01 DOI: 10.1017/jpr.2023.56
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引用次数: 0
Daryl John Daley, 4 April 1939 – 16 April 2023 An internationally acclaimed researcher in applied probability and a gentleman of great kindness 达里尔-约翰-戴利,1939 年 4 月 4 日 - 2023 年 4 月 16 日 他是国际知名的应用概率研究员,也是一位非常和蔼可亲的绅士。
IF 1 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-12-01 DOI: 10.1017/jpr.2023.90
Peter G. Taylor
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引用次数: 0
Local convergence of critical Galton–Watson trees 临界高尔顿-沃森树的局部收敛性
IF 1 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-11-30 DOI: 10.1017/jpr.2023.83
Aymen Bouaziz
We study the local convergence of critical Galton–Watson trees under various conditionings. We give a sufficient condition, which serves to cover all previous known results, for the convergence in distribution of a conditioned Galton–Watson tree to Kesten’s tree. We also propose a new proof to give the limit in distribution of a critical Galton–Watson tree, with finite support, conditioned on having a large width.
研究了不同条件下临界高尔顿-沃森树的局部收敛性。我们给出了条件Galton-Watson树在分布上收敛于Kesten树的一个充分条件,该充分条件可以覆盖所有已知的结果。我们还提出了一个新的证明,给出了一个具有有限支持的临界高尔顿-沃森树的极限分布,条件是具有较大的宽度。
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引用次数: 0
Dynamics of information networks 信息网络动力学
IF 1 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-11-30 DOI: 10.1017/jpr.2023.91
Andrei Sontag, Tim Rogers, Christian A Yates
We explore a simple model of network dynamics which has previously been applied to the study of information flow in the context of epidemic spreading. A random rooted network is constructed that evolves according to the following rule: at a constant rate, pairs of nodes (i, j) are randomly chosen to interact, with an edge drawn from i to j (and any other out-edge from i deleted) if j is strictly closer to the root with respect to graph distance. We characterise the dynamics of this random network in the limit of large size, showing that it instantaneously forms a tree with long branches that immediately collapse to depth two, then it slowly rearranges itself to a star-like configuration. This curious behaviour has consequences for the study of the epidemic models in which this information network was first proposed.
我们探索了一个简单的网络动力学模型,该模型先前已应用于流行病传播背景下的信息流研究。构建一个随机根网络,该网络按照以下规则进化:以恒定速率随机选择一对节点(i, j)进行交互,如果j相对于图距离严格更接近根,则从i到j绘制一条边(删除i的任何其他出边)。我们在大尺寸的限制下描述了这个随机网络的动力学特征,表明它瞬间形成了一个具有长分支的树,它立即坍塌到深度2,然后它慢慢地重新排列成一个星形结构。这种奇怪的行为对流行病模型的研究产生了影响,这种信息网络最初是在这些模型中提出的。
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引用次数: 0
Characteristics of the switch process and geometric divisibility 开关过程的特点及几何可分性
4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-11-06 DOI: 10.1017/jpr.2023.81
Henrik Bengtsson
Abstract The switch process alternates independently between 1 and $-1$ , with the first switch to 1 occurring at the origin. The expected value function of this process is defined uniquely by the distribution of switching times. The relation between the two is implicitly described through the Laplace transform, which is difficult to use for determining if a given function is the expected value function of some switch process. We derive an explicit relation under the assumption of monotonicity of the expected value function. It is shown that geometric divisible switching time distributions correspond to a non-negative decreasing expected value function. Moreover, an explicit relation between the expected value of a switch process and the autocovariance function of the switch process stationary counterpart is obtained, leading to a new interpretation of the classical Pólya criterion for positive-definiteness.
切换过程在1和$-1$之间独立交替,第一次切换到1发生在原点。该过程的期望值函数由切换时间的分布唯一地定义。两者之间的关系是通过拉普拉斯变换来隐式描述的,很难用拉普拉斯变换来确定给定函数是否为某个转换过程的期望值函数。在期望值函数单调性的假设下,导出了一个显式关系。结果表明,几何可分的开关时间分布对应于一个非负递减的期望值函数。此外,得到了开关过程的期望值与开关过程平稳对应的自协方差函数之间的显式关系,从而对经典的Pólya正确定性判据进行了新的解释。
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Journal of Applied Probability
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