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Pawel Hitczenko

Publications and source records attributed to Pawel Hitczenko.

At least 19 recordsLinked to original sources

On limiting distributions of Graham, Knuth, Patashnik recurrences

Graham, Knuth and Patashnik in their book Concrete Mathematics called for development of a general theory of the solutions of recurrences defined by $$\left|{ n\atop k}\right|=(αn+βk+γ)\left|{n-1\atop k}\right|+(α' n+β' k+γ')\left|{n-1\atop k-1}\right|+I_{n=k=0}$$ for $0\le k\le n$ and six parameters $α,β,γ,α'β',γ'$. Since then, a number of authors investigated various properties of the solutions of these recurrences. In this note we consider a probabilistic aspect, namely we consider the limiting distributions of sequences of integer valued random variables naturally associated with the solutions of such recurrences. We will give a complete description of the limiting behavior when $α'=0$ and the remaining five parameters are non--negative.

math.PR

Distribution of the Number of Corners in Tree--like Tableaux

In this paper, we study tree--like tableaux and some of their probabilistic properties. Tree--like tableaux are in bijection with other combinatorial structures, including permutation tableaux, and have a connection to the partially asymmetric simple exclusion process (PASEP), an important model of an interacting particles system. In particular, in the context of tree-like tableaux, a corner corresponds to a node occupied by a particle that could jump to the right while inner corners indicate a particle with an empty node to its left. Thus, the total number of corners represents the number of nodes at which PASEP can move, i. e. the total current activity of the system. As the number of inner corners and regular corners is connected, we limit our discussion to just regular corners and show that asymptotically, the number of corners in a tableau of length $n$ is normally distributed.

math.CO

Probabilistic Consequences of Some Polynomial Recurrences

In this paper, we consider sequences of polynomials that satisfy differential--difference recurrences. Our interest is motivated by the fact that polynomials satisfying such recurrences frequently appear as generating polynomials of integer valued random variables that are of interest in discrete mathematics. It is, therefore, of interest to understand the properties of such polynomials and their probabilistic consequences. As an illustration we analyze probabilistic properties of tree--like tableaux, combinatorial objects that are connected to asymmetric exclusion processes. In particular, we show that the number of diagonal boxes in symmetric tree--like tableaux is asymptotically normal and that the number of occupied corners in a random tree--like tableau is asymptotically Poisson. This extends earlier results of Aval, Boussicault, Nadeau, and Laborde Zubieta, respectively.

math.CO

Corners in tree-like tableaux

In this paper, we study tree--like tableaux, combinatorial objects which exhibit a natural tree structure and are connected to the partially asymmetric simple exclusion process (PASEP). There was a conjecture made on the total number of corners in tree--like tableaux and the total number of corners in symmetric tree--like tableaux. In this paper, we prove the first conjecture leaving the proof of the second conjecture to the full version of this paper. Our proofs are based on the bijection with permutation tableaux or type--B permutation tableaux and consequently, we also prove results for these tableaux.

math.CO

Stability of equilibria of randomly perturbed maps

We derive a sufficient condition for stability in probability of an equilibrium of a randomly perturbed map in ${\mathbb R}^d$. This condition can be used to stabilize weakly unstable equilibria by random forcing. Analytical results on stabilization are illustrated with numerical examples of randomly perturbed linear and nonlinear maps in one- and two-dimensional spaces.

math.DS

On random trees obtained from permutation graphs

A permutation $\boldsymbol w$ gives rise to a graph $G_{\boldsymbol w}$; the vertices of $G_{\boldsymbol w}$ are the letters in the permutation and the edges of $G_{\boldsymbol w}$ are the inversions of $\boldsymbol w$. We find that the number of trees among permutation graphs with $n$ vertices is $2^{n-2}$ for $n\ge 2$. We then study $T_n$, a uniformly random tree from this set of trees. In particular, we study the number of vertices of a given degree in $T_n$, the maximum degree in $T_n$, the diameter of $T_n$, and the domination number of $T_n$. Denoting the number of degree-$k$ vertices in $T_n$ by $D_k$, we find that $(D_1,\dots,D_m)$ converges to a normal distribution for any fixed $m$ as $n\to \infty$. The vertex domination number of $T_n$ is also asymptotically normally distributed as $n\to \infty$. The diameter of $T_n$ shifted by $-2$ is binomially distributed with parameters $n-3$ and $1/2$. Finally, we find the asymptotic distribution of the maximum degree in $T_n$, which is concentrated around $\log_2n$.

math.CO

On the asymptotic distribution of parameters in random weighted staircase tableaux

In this paper, we study staircase tableaux, a combinatorial object introduced due to its connections with the asymmetric exclusion process (ASEP) and Askey-Wilson polynomials. Due to their interesting connections, staircase tableaux have been the object of study in many recent papers. More specific to this paper, the distribution of various parameters in random staircase tableaux has been studied. There have been interesting results on parameters along the main diagonal, however, no such results have appeared for other diagonals. It was conjectured that the distribution of the number of symbols along the kth diagonal is asymptotically Poisson as k and the size of the tableau tend to infinity. We partially prove this conjecture; more specifically we prove it for the second and the third main diagonal.

math.CO

On a memory game and preferential attachment graphs

In a recent paper Velleman and Warrington analyzed the expected values of some of the parameters in a memory game, namely, the length of the game, the waiting time for the first match, and the number of lucky moves. In this paper we continue this direction of investigation and obtain the limiting distributions of those parameters. More specifically, we prove that when suitably normalized, these quantities converge in distribution to a normal, Rayleigh, and Poisson random variable, respectively. We also make a connection between the memory game and one of the models of preferential attachment graphs. In particular, as a by--product of our methods we obtain simpler proofs (although without rate of convergence) of some of the results of Peköz, Röllin, and Ross on the joint limiting distributions of the degrees of the first few vertices in preferential attachment graphs. For proving that the length of the game is asymptotically normal, our main technical tool is a limit result for the joint distribution of the number of balls in a multi--type generalized Pólya urn model.

math.CO

On the distribution of parameters in random weighted staircase tableaux

In this paper, we study staircase tableaux, a combinatorial object introduced due to its connections with the asymmetric exclusion process (ASEP) and Askey-Wilson polynomials. Due to their interesting connections, staircase tableaux have been the object of study in many recent papers. More specific to this paper, the distribution of various parameters in random staircase tableaux has been studied. There have been interesting results on parameters along the main diagonal, however, no such results have appeared for other diagonals. It was conjectured that the distribution of the number of symbols along the kth diagonal is asymptotically Poisson as k and the size of the tableau tend to infinity. We partially prove this conjecture; more specifically we prove it for the second main diagonal.

math.CO

Asymptotic normality through factorial cumulants and partitions identities

In the paper we develop an approach to asymptotic normality through factorial cumulants. Factorial cumulants arise in the same manner from factorial moments, as do (ordinary) cumulants from (ordinary) moments. Another tool we exploit is a new identity for "moments" of partitions of numbers. The general limiting result is then used to (re-)derive asymptotic normality for several models including classical discrete distributions, occupancy problems in some generalized allocation schemes and two models related to negative multinomial distribution.

math.PR

Weighted random staircase tableaux

This paper concerns a relatively new combinatorial structure called staircase tableaux. They were introduced in the context of the asymmetric exclusion process and Askey--Wilson polynomials, however, their purely combinatorial properties have gained considerable interest in the past few years. In this paper we further study combinatorial properties of staircase tableaux. We consider a general model of staircase tableaux in which symbols that appear in staircase tableaux may have arbitrary positive weights. Under this general model we derive a number of results. Some of our results concern the limiting laws for the number of appearances of symbols in a random staircase tableaux. They generalize and subsume earlier results that were obtained for specific values of the weights. One advantage of our generality is that we may let the weights approach extreme values of zero or infinity which covers further special cases appearing earlier in the literature. Furthermore, our generality allows us to analyze the structure of random staircase tableaux and we obtain several results in this direction. One of the tools we use are generating functions of the parameters of interests. This leads us to a two--parameter family of polynomials and we study this family as well. Specific values of the parameters include number of special cases analyzed earlier in the literature. All of them are generalizations of the classical Eulerian polynomials. We also briefly discuss the relation of staircase tableaux to the asymmetric exclusion process, to other recently introduced types of tableaux, and to an urn model studied by a number of researchers, including Philippe Flajolet.

math.CO

The Poincare map of randomly perturbed periodic motion

A system of autonomous differential equations with a stable limit cycle and perturbed by small white noise is analyzed in this work. In the vicinity of the limit cycle of the unperturbed deterministic system, we define, construct, and analyze the Poincare map of the randomly perturbed periodic motion. We show that the time of the first exit from a small neighborhood of the fixed point of the map, which corresponds to the unperturbed periodic orbit, is well approximated by the geometric distribution. The parameter of the geometric distribution tends zero together with the noise intensity. Therefore, our result can be interpreted as an estimate of stability of periodic motion to random perturbations. In addition, we show that the geometric distribution of the first exit times translates into statistical properties of solutions of important differential equation models in applications. To this end, we demonstrate three examples from mathematical neuroscience featuring complex oscillatory patterns characterized by the geometric distribution. We show that in each of these models the statistical properties of emerging oscillations are fully explained by the general properties of randomly perturbed periodic motions identified in this paper.

math.DS

Perpetuity property of the Dirichlet distribution

Let $X$, $B$ and $Y$ be three Dirichlet, Bernoulli and beta independent random variables such that $X\sim \mathcal{D}(a_0,...,a_d),$ such that $\Pr(B=(0,...,0,1,0,...,0))=a_i/a$ with $a=\sum_{i=0}^da_i$ and such that $Y\sim β(1,a).$ We prove that $X\sim X(1-Y)+BY.$ This gives the stationary distribution of a simple Markov chain on a tetrahedron. We also extend this result to the case when $B$ follows a quasi Bernoulli distribution $\mathcal{B}_k(a_0,...,a_d)$ on the tetrahedron and when $Y\sim β(k,a)$. We extend it even more generally to the case where $X$ is a Dirichlet process and $B$ is a quasi Bernoulli random probability. Finally the case where the integer $k$ is replaced by a positive number $c$ is considered when $a_0=...=a_d=1.$ \textsc{Keywords} \textit{Perpetuities, Dirichlet process, Ewens distribution, quasi Bernoulli laws, probabilities on a tetrahedron, $T_c$ transform, stationary distribution.} AMS classification 60J05, 60E99.

math.PR

Greek letters in random staircase tableaux

In this paper we study a relatively new combinatorial object called staircase tableaux. Staircase tableaux were introduced by Corteel and Williams in the connection with Asymmetric Exclusion Process and has since found interesting connections with Askey - Wilson polynomials. We develop a probabilistic approach that allows us to analyze several parameters of a randomly chosen staircase tableaux of a given size. In particular, we obtain limiting distributions for statistics associated with appearances of Greek letters in staircase. tableaux.

math.CO

Enumeration and asymptotics of restricted compositions having the same number of parts

We study pairs and m--tuples of compositions of a positive integer n with parts restricted to a subset P of positive integers. We obtain some exact enumeration results for the number of tuples of such compositions having the same number of parts. Under the uniform probability model, we obtain the asymptotics for the probability that two or, more generally, m randomly and independently chosen compositions of n have the same number of parts. For a large class of compositions, we show how a nice interplay between complex analysis and probability theory allows to get full asymptotics for this probability. Our results extend an earlier work of Bóna and Knopfmacher. While we restrict our attention to compositions, our approach is also of interest for tuples of other combinatorial structures having the same number of parts.

math.CO

Convergence to type I distribution of the extremes of sequences defined by random difference equation

We study the extremes of a sequence of random variables $(R_n)$ defined by the recurrence $R_n=M_nR_{n-1}+q$, $n\ge1$, where $R_0$ is arbitrary, $(M_n)$ are iid copies of a non--degenerate random variable $M$, $0\le M\le1$, and $q>0$ is a constant. We show that under mild and natural conditions on $M$ the suitably normalized extremes of $(R_n)$ converge in distribution to a double exponential random variable. This partially complements a result of de Haan, Resnick, Rootzén, and de Vries who considered extremes of the sequence $(R_n)$ under the assumption that $¶(M>1)>0$.

math.PR

On tails of perpetuities

We establish an upper bound on the tails of a random variable that arises as a solution of a stochastic difference equation. In the non--negative case our bound is similar to a lower bound obtained by Goldie and Grübel in 1996.

math.PR

Asymptotic Normality of Statistics on Permutation Tableaux

In this paper we use a probabilistic approach to derive the expressions for the characteristic functions of basic statistics defined on permutation tableaux. Since our expressions are exact, we can identify the distributions of basic statistics (like the number of unrestricted rows, the number of rows, and the number of 1s in the first row) exactly. In all three cases the distributions are known to be asymptotically normal after a suitable normalization. We also establish the asymptotic normality of the number of superfluous 1s. The latter result relies on a bijection between permutation tableaux and permutations and on a rather general sufficient condition for the central limit theorem for the sums of random variables in terms of dependency graph of the summands.

math.CO