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Limit Laws (limit + law)

Distribution by Scientific Domains
Mathematics and Statistics100%

Selected Abstracts

Limit laws for embedded trees: Applications to the integrated superBrownian excursion

RANDOM STRUCTURES AND ALGORITHMS, Issue 4 2006
Mireille Bousquet-Mélou
Abstract We study three families of labeled plane trees. In all these trees, the root is labeled 0 and the labels of two adjacent nodes differ by 0,1, or ,1. One part of the paper is devoted to enumerative results. For each family, and for all j , ,, we obtain closed form expressions for the following three generating functions: the generating function of trees having no label larger than j; the (bivariate) generating function of trees, counted by the number of edges and the number of nodes labeled j; and finally the (bivariate) generating function of trees, counted by the number of edges and the number of nodes labeled at least, j. Strangely enough, all these series turn out to be algebraic, but we have no combinatorial intuition for this algebraicity. The other part of the paper is devoted to deriving limit laws from these enumerative results. In each of our families of trees, we endow the trees of size n with the uniform distribution and study the following random variables: Mn, the largest label occurring in a (random) tree; Xn(j), the number of nodes labeled j; and X(j), the number of nodes labeled j or more. We obtain limit laws for scaled versions of these random variables. Finally, we translate the above limit results into statements dealing with the integrated superBrownian excursion. In particular, we describe the law of the supremum of its support (thus recovering some earlier results obtained by Delmas) and the law of its distribution function at a given point. We also conjecture the law of its density (at a given point). © 2006 Wiley Periodicals, Inc. Random Struct. Alg., 2006 [source]

Anticipating catastrophes through extreme value modelling

JOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES C (APPLIED STATISTICS), Issue 4 2003
Stuart Coles
Summary. When catastrophes strike it is easy to be wise after the event. It is also often argued that such catastrophic events are unforeseeable, or at least so implausible as to be negligible for planning purposes. We consider these issues in the context of daily rainfall measurements recorded in Venezuela. Before 1999 simple extreme value techniques were used to assess likely future levels of extreme rainfall, and these gave no particular cause for concern. In December 1999 a daily precipitation event of more than 410 mm, almost three times the magnitude of the previously recorded maximum, caused devastation and an estimated 30000 deaths. We look carefully at the previous history of the process and offer an extreme value analysis of the data,with some methodological novelty,that suggests that the 1999 event was much more plausible than the previous analyses had claimed. Deriving design parameters from the results of such an analysis may have had some mitigating effects on the consequences of the subsequent disaster. The themes of the new analysis are simple: the full exploitation of available data, proper accounting of uncertainty, careful interpretation of asymptotic limit laws and allowance for non-stationarity. The effect on the Venezuelan data analysis is dramatic. The broader implications are equally dramatic; that a naïve use of extreme value techniques is likely to lead to a false sense of security that might have devastating consequences in practice. [source]

Limit laws for embedded trees: Applications to the integrated superBrownian excursion

RANDOM STRUCTURES AND ALGORITHMS, Issue 4 2006
Mireille Bousquet-Mélou
Abstract We study three families of labeled plane trees. In all these trees, the root is labeled 0 and the labels of two adjacent nodes differ by 0,1, or ,1. One part of the paper is devoted to enumerative results. For each family, and for all j , ,, we obtain closed form expressions for the following three generating functions: the generating function of trees having no label larger than j; the (bivariate) generating function of trees, counted by the number of edges and the number of nodes labeled j; and finally the (bivariate) generating function of trees, counted by the number of edges and the number of nodes labeled at least, j. Strangely enough, all these series turn out to be algebraic, but we have no combinatorial intuition for this algebraicity. The other part of the paper is devoted to deriving limit laws from these enumerative results. In each of our families of trees, we endow the trees of size n with the uniform distribution and study the following random variables: Mn, the largest label occurring in a (random) tree; Xn(j), the number of nodes labeled j; and X(j), the number of nodes labeled j or more. We obtain limit laws for scaled versions of these random variables. Finally, we translate the above limit results into statements dealing with the integrated superBrownian excursion. In particular, we describe the law of the supremum of its support (thus recovering some earlier results obtained by Delmas) and the law of its distribution function at a given point. We also conjecture the law of its density (at a given point). © 2006 Wiley Periodicals, Inc. Random Struct. Alg., 2006 [source]