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Rudolf Grübel

Publications and source records attributed to Rudolf Grübel.

At least 19 recordsLinked to original sources

Tests of graph homogeneity, subgraph counts, and quasirandomness

Homogeneous random graphs, also known as Erd{\H os}-Rényi graphs, are a subset of the family of dense random graphs, specified by a graphon. We analyze several goodness-of-fit tests for these models that are based on subgraph counts. To obtain the limiting null distribution of the test statistics we use a decomposition of graph functionals, which reveals a cancellation effect. Motivated by a quasirandomness result we obtain a test that is consistent against all alternatives, and we use two popular parametric subfamilies to evaluate the other tests. The theoretical results refer to the limit $n\to \infty$ of the size $n$ of the graph, the behavior for finite $n$ is illustrated by simulations.

math.ST

Ranks, copulas, and permutons

We review a recent development at the interface between discrete mathematics on one hand and probability theory and statistics on the other, specifically the use of Markov chains and their boundary theory in connection with the asymptotics of randomly growing permutations. Permutations connect total orders on a finite set, which leads to the use of a pattern frequencies. This view is closely related to classical concepts of nonparametric statistics. We give several applications and discuss related topics and research areas, in particular the treatment of other combinatorial families, the cycle view of permutations, and an approach via exchangeability.

math.ST

A note on limits of sequences of binary trees

We discuss a notion of convergence for binary trees that is based on subtree sizes. In analogy to recent developments in the theory of graphs, posets and permutations we investigate some general aspects of the topology, such as a characterization of the set of possible limits and its structure as a metric space. For random trees the subtree size topology arises in the context of algorithms for searching and sorting when applied to random input, resulting in a sequence of nested trees. For these we obtain a structural result based on a local version of exchangeability. This in turn leads to a central limit theorem, with possibly mixed asymptotic normality.

math.CO

Discrete mixture representations of spherical distributions

We obtain discrete mixture representations for parametric families of probability distributions on Euclidean spheres, such as the von Mises--Fisher, the Watson and the angular Gaussian families. In addition to several special results we present a general approach to isotropic distribution families that is based on density expansions in terms of special surface harmonics. We discuss the connections to stochastic processes on spheres, in particular random walks, discrete mixture representations derived from spherical diffusions, and the use of Markov representations for the mixing base to obtain representations for families of spherical distributions.

math.PR

The quarter median

We introduce and discuss a multivariate version of the classical median that is based on an equipartition property with respect to quarter spaces. These arise as pairwise intersections of the half-spaces associated with the coordinate hyperplanes of an orthogonal basis. We obtain results on existence, equivariance, and asymptotic normality.

math.ST

Discrete mixture representations of parametric distribution families: geometry and statistics

We investigate existence and properties of discrete mixture representations $P_θ=\sum_{i\in E} w_θ(i) \, Q_i$ for a given family $P_θ$, $θ\inΘ$, of probability measures. The noncentral chi-squared distributions provide a classical example. We obtain existence results and results about geometric and statistical aspects of the problem, the latter including loss of Fisher information, Rao-Blackwellization, asymptotic efficiency and nonparametric maximum likelihood estimation of the mixing probabilities.

math.ST

Mixture representations of noncentral distributions

With any symmetric distribution $μ$ on the real line we may associate a parametric family of noncentral distributions as the distributions of $(X+δ)^2$, $δ\not=0$, where $X$ is a random variable with distribution $μ$. The classical case arises if $μ$ is the standard normal distribution, leading to the noncentral chi-squared distributions. It is well-known that these may be written as Poisson mixtures of the central chi-squared distributions with odd degrees of freedom. We obtain such mixture representations for the logistic distribution and for the hyperbolic secant distribution. We also derive alternative representations for chi-squared distributions and relate these to representations of the Poisson family. While such questions originated in parametric statistics they also appear in the context of the generalized second Ray-Knight theorem, which connects Gaussian processes and local times of Markov processes.

math.PR

Doob--Martin boundary of Rémy's tree growth chain

Rémy's algorithm is a Markov chain that iteratively generates a sequence of random trees in such a way that the $n^{\mathrm{th}}$ tree is uniformly distributed over the set of rooted, planar, binary trees with $2n+1$ vertices. We obtain a concrete characterization of the Doob--Martin boundary of this transient Markov chain and thereby delineate all the ways in which, loosely speaking, this process can be conditioned to "go to infinity" at large times. A (deterministic) sequence of finite rooted, planar, binary trees converges to a point in the boundary if for each $m$ the random rooted, planar, binary tree spanned by $m+1$ leaves chosen uniformly at random from the $n^{\mathrm{th}}$ tree in the sequence converges in distribution as $n$ tends to infinity -- a notion of convergence that is analogous to one that appears in the recently developed theory of graph limits. We show that a point in the Doob--Martin boundary may be identified with the following ensemble of objects: a complete separable $\mathbb{R}$-tree that is rooted and binary in a suitable sense, a diffuse probability measure on the $\mathbb{R}$-tree that allows us to make sense of sampling points from it, and a kernel on the $\mathbb{R}$-tree that describes the probability that the first of a given pair of points is below and to the left of their most recent common ancestor while the second is below and to the right. The Doob--Martin boundary corresponds bijectively to the set of extreme points of the closed convex set of normalized nonnegative harmonic functions, in other words, the minimal and full Doob--Martin boundaries coincide. These results are in the spirit of the identification of graphons as limit objects in the theory of graph limits.

math.PR

A boundary theory approach to de Finetti's theorem

We show that boundary theory for transient Markov chains, as initiated by Doob, can be used to prove de Finetti's classical representation result for exchangeable random sequences. We also include the relevant parts of the theory, with full proofs.

math.PR

Edgeworth expansions for profiles of lattice branching random walks

Consider a branching random walk on $\mathbb Z$ in discrete time. Denote by $L_n(k)$ the number of particles at site $k\in\mathbb Z$ at time $n\in\mathbb N_0$. By the profile of the branching random walk (at time $n$) we mean the function $k\mapsto L_n(k)$. We establish the following asymptotic expansion of $L_n(k)$, as $n\to\infty$: $$ e^{-φ(0)n} L_n(k) = \frac{e^{-\frac 12 x_n^2(k)}}{\sqrt {2πφ''(0) n}} \sum_{j=0}^r \frac{F_j(x_n(k))}{n^{j/2}} + o\left(n^{-\frac{r+1}{2}}\right) \quad a.s., $$ where $r\in\mathbb N_0$ is arbitrary, $φ(β)=\log \sum_{k\in\mathbb Z} e^{βk} \mathbb E L_1(k)$ is the cumulant generating function of the intensity of the branching random walk and $$ x_n(k) = \frac{k-φ'(0) n}{\sqrt{φ''(0)n}}. $$ The expansion is valid uniformly in $k\in\mathbb Z$ with probability $1$ and the $F_j$'s are polynomials whose random coefficients can be expressed through the derivatives of $φ$ and the derivatives of the limit of the Biggins martingale at $0$. Using exponential tilting, we also establish more general expansions covering the whole range of the branching random walk except its extreme values. As an application of this expansion for $r=0,1,2$ we recover in a unified way a number of known results and establish several new limit theorems. In particular, we study the a.s. behavior of the individual occupation numbers $L_n(k_n)$, where $k_n\in\mathbb Z$ depends on $n$ in some regular way. We also prove a.s. limit theorems for the mode $\arg \max_{k\in\mathbb Z} L_n(k)$ and the height $\max_{k\in\mathbb Z} L_n(k)$ of the profile. The asymptotic behavior of these quantities depends on whether the drift parameter $φ'(0)$ is integer, non-integer rational, or irrational.

math.PR

Leader election: A Markov chain approach

A well-studied randomized election algorithm proceeds as follows: In each round the remaining candidates each toss a coin and leave the competition if they obtain heads. Of interest is the number of rounds required and the number of winners, both related to maxima of geometric random samples, as well as the number of remaining participants as a function of the number of rounds. We introduce two related Markov chains and use ideas and methods from discrete potential theory to analyse the respective asymptotic behaviour as the initial number of participants grows. One of the tools used is the approach via the Rényi-Sukhatme representation of exponential order statistics, which was first used in the leader election context by Bruss and Grübel in \cite{BrGr03}.

math.PR

Persisting randomness in randomly growing discrete structures: graphs and search trees

The successive discrete structures generated by a sequential algorithm from random input constitute a Markov chain that may exhibit long term dependence on its first few input values. Using examples from random graph theory and search algorithms we show how such persistence of randomness can be detected and quantified with techniques from discrete potential theory. We also show that this approach can be used to obtain strong limit theorems in cases where previously only distributional convergence was known.

math.PR

A functional central limit theorem for branching random walks, almost sure weak convergence, and applications to random trees

Let $W_{\infty}(β)$ be the limit of the Biggins martingale $W_n(β)$ associated to a supercritical branching random walk with mean number of offspring $m$. We prove a functional central limit theorem stating that as $n\to\infty$ the process $$ D_n(u):= m^{\frac 12 n} \left(W_{\infty}\left(\frac{u}{\sqrt n}\right) - W_{n}\left(\frac{u}{\sqrt n}\right) \right) $$ converges weakly, on a suitable space of analytic functions, to a Gaussian random analytic function with random variance. Using this result we prove central limit theorems for the total path length of random trees. In the setting of binary search trees, we recover a recent result of R. Neininger [Refined Quicksort Asymptotics, Rand. Struct. and Alg., to appear], but we also prove a similar theorem for uniform random recursive trees. Moreover, we replace weak convergence in Neininger's theorem by the almost sure weak (a.s.w.) convergence of probability transition kernels. In the case of binary search trees, our result states that $$ L\left\{\sqrt{\frac{n}{2\log n}} \left(EPL_{\infty} - \frac{EPL_n-2n\log n}{n}\right)\Bigg | G_{n}\right\} \to \{ω\mapsto N_{0,1}\}, \quad \text{a.s.w.},$$ where $EPL_n$ is the external path length of a binary search tree $X_n$ with $n$ vertices, $EPL_{\infty}$ is the limit of the Régnier martingale, and $L(\,\cdot\, |G_n)$ denotes the conditional distribution w.r.t. the $σ$-algebra $G_n$ generated by $X_1,\ldots,X_n$. A.s.w. convergence is stronger than weak and even stable convergence. We prove several basic properties of the a.s.w. convergence and study a number of further examples in which the a.s.w. convergence appears naturally. These include the classical central limit theorem for Galton-Watson processes and the Pólya urn.

math.PR

Random recursive trees: A boundary theory approach

We show that an algorithmic construction of sequences of recursive trees leads to a direct proof of the convergence of random recursive trees in an associated Doob-Martin compactification; it also gives a representation of the limit in terms of the input sequence of the algorithm. We further show that this approach can be used to obtain strong limit theorems for various tree functionals, such as path length or the Wiener index.

math.PR

Search trees: Metric aspects and strong limit theorems

We consider random binary trees that appear as the output of certain standard algorithms for sorting and searching if the input is random. We introduce the subtree size metric on search trees and show that the resulting metric spaces converge with probability 1. This is then used to obtain almost sure convergence for various tree functionals, together with representations of the respective limit random variables as functions of the limit tree.

math.PR

On the silhouette of binary search trees

A zero-one sequence describes a path through a rooted directed binary tree $T$; it also encodes a real number in $[0,1]$. We regard the level of the external node of $T$ along the path as a function on the unit interval, the silhouette of $T$. We investigate the asymptotic behavior of the resulting stochastic processes for sequences of trees that are generated by the binary search tree algorithm.

math.PR

Nonparametric two-sample tests for increasing convex order

Given two independent samples of non-negative random variables with unknown distribution functions $F$ and $G$, respectively, we introduce and discuss two tests for the hypothesis that $F$ is less than or equal to $G$ in increasing convex order. The test statistics are based on the empirical stop-loss transform, critical values are obtained by a bootstrap procedure. It turns out that for the resampling a size switching is necessary. We show that the resulting tests are consistent against all alternatives and that they are asymptotically of the given size $α$. A specific feature of the problem is the behavior of the tests `inside' the hypothesis, where $F\not=G$. We also investigate and compare this aspect for the two tests.

math.ST

Cumulative record times in a Poisson process

We obtain a strong law of large numbers and a functional central limit theorem, as $t\to\infty$, for the number of records up to time $t$ and the Lebesgue measure (length) of the subset of the time interval $[0,t]$ during which the Poisson process is in a record lifetime.

math.PR