On Multivariate Records from Random Vectors with Independent Components

Let $\boldsymbol{X}_1,\boldsymbol{X}_2,\dots$ be independent copies of a random vector $\boldsymbol{X}$ with values in $\mathbb{R}^d$ and with a continuous distribution function. The random vector $\boldsymbol{X}_n$ is a complete record, if each of its components is a record. As we require $\boldsymbol{X}$ to have independent components, crucial results for univariate records clearly carry over. But there are substantial differences as well: While there are infinitely many records in case $d=1$, there occur only finitely many in the series if $d\geq 2$. Consequently, there is a terminal complete record with probability one. We compute the distribution of the random total number of complete records and investigate the distribution of the terminal record. For complete records, the sequence of waiting times forms a Markov chain, but differently from the univariate case, now the state infinity is an absorbing element of the state space

Some Results on Joint Record Events

Let $X_1,X_2,\dots$ be independent and identically distributed random variables on the real line with a joint continuous distribution function $F$. The stochastic behavior of the sequence of subsequent records is well known. Alternatively to that, we investigate the stochastic behavior of arbitrary $X_j,X_k,j<k$, under the condition that they are records, without knowing their orders in the sequence of records. The results are completely different. In particular it turns out that the distribution of $X_k$, being a record, is not affected by the additional knowledge that $X_j$ is a record as well. On the contrary, the distribution of $X_j$, being a record, is affected by the additional knowledge that $X_k$ is a record as well. If $F$ has a density, then the gain of this additional information, measured by the corresponding Kullback-Leibler distance, is $j/k$, independent of $F$. We derive the limiting joint distribution of two records, which is not a bivariate extreme value distribution. We extend this result to the case of three records. In a special case we also derive the limiting joint distribution of increments among records

Non-Douglas-Kazakov phase transition of two-dimensional generalized Yang-Mills theories

In two-dimensional Yang-Mills and generalized Yang-Mills theories for large gauge groups, there is a dominant representation determining the thermodynamic limit of the system. This representation is characterized by a density the value of which should everywhere be between zero and one. This density itself is determined through a saddle-point analysis. For some values of the parameter space, this density exceeds one in some places. So one should modify it to obtain an acceptable density. This leads to the well-known Douglas-Kazakov phase transition. In generalized Yang-Mills theories, there are also regions in the parameter space where somewhere this density becomes negative. Here too, one should modify the density so that it remains nonnegative. This leads to another phase transition, different from the Douglas-Kazakov one. Here the general structure of this phase transition is studied, and it is shown that the order of this transition is typically three. Using carefully-chosen parameters, however, it is possible to construct models with phase-transition orders not equal to three. A class of these non-typical models are also studied.Comment: 11 pages, accepted for publication in Eur. Phys. J.

Dynamics of inflationary cosmology in TVSD model

Within the framework of a model Universe with time variable space dimensions (TVSD), known as decrumpling or TVSD model, we study TVSD chaotic inflation and obtain dynamics of the inflaton, scale factor and spatial dimension. We also study the quantum fluctuations of the inflaton field and obtain the spectral index and its running in this model. Two classes of examples have been studied and comparisons made with the standard slow-roll formulae. We compare our results with the recent Wilkinson Microwave Anisotropy Probe (WMAP) data.Comment: 18 pages, 3 figures, accepted in Mod. Phys. Lett.

Sensitivity analysis of hydrodynamic stability operators

The eigenvalue sensitivity for hydrodynamic stability operators is investigated. Classical matrix perturbation techniques as well as the concept of epsilon-pseudoeigenvalues are applied to show that parts of the spectrum are highly sensitive to small perturbations. Applications are drawn from incompressible plane Couette, trailing line vortex flow and compressible Blasius boundary layer flow. Parametric studies indicate a monotonically increasing effect of the Reynolds number on the sensitivity. The phenomenon of eigenvalue sensitivity is due to the non-normality of the operators and their discrete matrix analogs and may be associated with large transient growth of the corresponding initial value problem

Spin 0 and spin 1/2 particles in a spherically symmetric static gravity and a Coulomb field

A relativistic particle in an attractive Coulomb field as well as a static and spherically symmetric gravitational field is studied. The gravitational field is treated perturbatively and the energy levels are obtained for both spin 0 (Klein-Gordon) and spin 1/2 (Dirac) particles. The results are shown to coincide with each other as well as the result of the nonrelativistic (Schrodinger) equation in the nonrelativistic limit.Comment: 12 page