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40
On The Contour Of Random Trees
 SIAM J. Discrete Math
"... Two stochastic processes describing the contour of simply generated random trees are studied: the contour process as defined by Gutjahr and Pflug [9] and the traverse process constructed of the node heights during preorder traversal of the tree. Using multivariate generating functions and singulari ..."
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Cited by 68 (20 self)
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Two stochastic processes describing the contour of simply generated random trees are studied: the contour process as defined by Gutjahr and Pflug [9] and the traverse process constructed of the node heights during preorder traversal of the tree. Using multivariate generating functions and singularity analysis the weak convergence of the contour process to Brownian excursion is shown and a new proof of the analogous result for the traverse process is obtained. 1.
The Wiener Index Of Simply Generated Random Trees
 Random Struct. Alg
, 2003
"... Asymptotics are obtained for the mean, variance and higher moments as well as for the distribution of the Wiener index of a random tree from a simply generated family (or, equivalently, a critical Galton Watson tree). We also establish a joint asymptotic distribution of the Wiener index and the in ..."
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Cited by 37 (13 self)
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Asymptotics are obtained for the mean, variance and higher moments as well as for the distribution of the Wiener index of a random tree from a simply generated family (or, equivalently, a critical Galton Watson tree). We also establish a joint asymptotic distribution of the Wiener index and the internal path length, as well as asymptotics for the covariance and other mixed moments. The limit laws are described using functionals of a Brownian excursion. The methods include both Aldous' theory of the continuum random tree and analysis of generating functions. 1.
On the Analysis of Linear Probing Hashing
, 1998
"... This paper presents moment analyses and characterizations of limit distributions for the construction cost of hash tables under the linear probing strategy. Two models are considered, that of full tables and that of sparse tables with a fixed filling ratio strictly smaller than one. For full tables, ..."
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Cited by 23 (9 self)
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This paper presents moment analyses and characterizations of limit distributions for the construction cost of hash tables under the linear probing strategy. Two models are considered, that of full tables and that of sparse tables with a fixed filling ratio strictly smaller than one. For full tables, the construction cost has expectation O(n3/2), the standard deviation is of the same order, and a limit law of the Airy type holds. (The Airy distribution is a semiclassical distribution that is defined in terms of the usual Airy functions or equivalently in terms of Bessel functions of indices − 1 2 3, 3.) For sparse tables, the construction cost has expectation O(n), standard deviation O ( √ n), and a limit law of the Gaussian type. Combinatorial relations with other problems leading to Airy phenomena (like graph connectivity, tree inversions, tree path length, or area under excursions) are also briefly discussed.
Analytic Variations on the Airy Distribution
, 2001
"... The Airy distribution (of the “area ” type) occurs as a limit distribution of cumulative parameters in a number of combinatorial structures, like path length in trees, area below walks, displacement in parking sequences, and it is also related to basic graph and polyomino enumeration. We obtain cur ..."
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Cited by 22 (4 self)
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The Airy distribution (of the “area ” type) occurs as a limit distribution of cumulative parameters in a number of combinatorial structures, like path length in trees, area below walks, displacement in parking sequences, and it is also related to basic graph and polyomino enumeration. We obtain curious explicit evaluations for certain moments of the Airy distribution, including moments of orders −1, −3, −5, etc., as well as + 1 5 11 7 13 19 3, − 3, − 3, etc. and − 3, − 3, − 3, etc. Our proofs are based on integral transforms of the Laplace and Mellin type and they rely essentially on “nonprobabilistic ” arguments like analytic continuation. A byproduct of this approach is the existence of relations between moments of the Airy distribution, the asymptotic expansion of the Airy function Ai(z) at +∞, and power symmetric functions of the zeros −αk of Ai(z).
Limiting exit location distributions in the stochastic exit problem
 SIAM J. Appl. Math
, 1997
"... Abstract. Consider a twodimensional continuoustime dynamical system, with an attracting fixed point. If the deterministic dynamics are perturbed by white noise (random perturbations) of strength, the system state will eventually leave the domain of attraction of. We analyse the case when, as, the ..."
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Cited by 20 (1 self)
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Abstract. Consider a twodimensional continuoustime dynamical system, with an attracting fixed point. If the deterministic dynamics are perturbed by white noise (random perturbations) of strength, the system state will eventually leave the domain of attraction of. We analyse the case when, as, the exit location on the boundary is increasingly concentrated near a saddle point of the deterministic dynamics. We show using formal methods that the asymptotic form of the exit location distribution on is generically nonGaussian and asymmetric, and classify the possible limiting distributions. A key role is played by a parameter, equal to the ratio of the stable and unstable eigenvalues of the linearized deterministic flow at. If then the exit location distribution is generically asymptotic as! " to a Weibull distribution with shape parameter #$ % , on the &'(*) +,. lengthscale near. If 0/1 it is generically asymptotic to a distribution on the &'(23+, lengthscale, whose moments we compute. Our treatment employs both matched asymptotic expansions and stochastic analysis. As a byproduct of our treatment, we clarify the limitations of the traditional Eyring formula for the weaknoise exit time asymptotics. Key words. Stochastic exit problem, large fluctuations, large deviations, WentzellFreidlin theory, exit location, saddle point avoidance, first passage time, matched asymptotic expansions, singular perturbation theory, stochastic analysis, AckerbergO’Malley resonance. AMS subject classifications. 60J60, 35B25, 34E20 1. Introduction. We
Parking Functions, Empirical Processes, and the Width of Rooted Labeled Trees
"... This paper provides tight bounds for the moments of the width of rooted labeled trees with n nodes, answering an open question of Odlyzko and Wilf (1987). To this aim, we use one of the many onetoone correspondences between trees and parking functions, and also a precise coupling between parking f ..."
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Cited by 19 (6 self)
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This paper provides tight bounds for the moments of the width of rooted labeled trees with n nodes, answering an open question of Odlyzko and Wilf (1987). To this aim, we use one of the many onetoone correspondences between trees and parking functions, and also a precise coupling between parking functions and the empirical processes of mathematical statistics. Our result turns out to be a consequence of the strong convergence of empirical processes to the Brownian bridge (Komlos, Major and Tusnady, 1975).
On the Distribution of Brownian Areas
, 1994
"... We find the distribution of the areas under the positive parts of a Brownian motion process and a Brownian bridge process, and compare these distributions with the corresponding areas for the absolute values of these processes. ..."
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Cited by 17 (3 self)
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We find the distribution of the areas under the positive parts of a Brownian motion process and a Brownian bridge process, and compare these distributions with the corresponding areas for the absolute values of these processes.
The brownian excursion multidimensional local time density
 Journal of Applied Probability
, 1999
"... Expressions for the multidimensional densities of Brownian excursion local time are derived by two different methods: A direct method based on Kac’s formula for Brownian functionals and an indirect one based on a limit theorem for GaltonWatson trees. ..."
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Cited by 11 (9 self)
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Expressions for the multidimensional densities of Brownian excursion local time are derived by two different methods: A direct method based on Kac’s formula for Brownian functionals and an indirect one based on a limit theorem for GaltonWatson trees.
Brownian excursion area, Wright’s constants in graph enumeration, and other Brownian areas
 PROBABILITY SURVEYS
, 2007
"... This survey is a collection of various results and formulas by different authors on the areas (integrals) of five related processes, viz. Brownian motion, bridge, excursion, meander and double meander; for the Brownian motion and bridge, which take both positive and negative values, we consider bot ..."
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Cited by 11 (4 self)
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This survey is a collection of various results and formulas by different authors on the areas (integrals) of five related processes, viz. Brownian motion, bridge, excursion, meander and double meander; for the Brownian motion and bridge, which take both positive and negative values, we consider both the integral of the absolute value and the integral of the positive (or negative) part. This gives us seven related positive random variables, for which we study, in particular, formulas for moments and Laplace transforms; we also give (in many cases) series representations and asymptotics for density functions and distribution functions. We further study Wright’s constants arising in the asymptotic enumeration of connected graphs; these are known to be closely connected to the moments of the Brownian excursion area. The main purpose is to compare the results for these seven Brownian areas by stating the results in parallel forms; thus emphasizing both the similarities and the differences. A recurring theme is the Airy function which
Asymptotic distributions for the cost of linear probing hashing
 RANDOM STRUCTURES AND ALGORITHMS
, 2001
"... We study moments and asymptotic distributions of the construction cost, measured as the total displacement, for hash tables using linear probing. Four different methods are employed for different ranges of the parameters; together they yield a complete description. This extends earlier results by F ..."
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Cited by 11 (3 self)
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We study moments and asymptotic distributions of the construction cost, measured as the total displacement, for hash tables using linear probing. Four different methods are employed for different ranges of the parameters; together they yield a complete description. This extends earlier results by Flajolet, Poblete and Viola. The average cost of unsuccessful searches is considered too.