Beta-gamma tail asymptotics

We compute the tail asymptotics of the product of a beta random variable and a generalized gamma random variable which are independent and have general parameters. A special case of these asymptotics were proved and used in a recent work of Bubeck, Mossel, and R\'acz in order to determine the tail asymptotics of the maximum degree of the preferential attachment tree. The proof presented here is simpler and highlights why these asymptotics hold.Comment: 6 page

Optimal control for diffusions on graphs

Starting from a unit mass on a vertex of a graph, we investigate the minimum number of "\emph{controlled diffusion}" steps needed to transport a constant mass $p$ outside of the ball of radius $n$. In a step of a controlled diffusion process we may select any vertex with positive mass and topple its mass equally to its neighbors. Our initial motivation comes from the maximum overhang question in one dimension, but the more general case arises from optimal mass transport problems. On $\mathbb{Z}^{d}$ we show that $\Theta( n^{d+2} )$ steps are necessary and sufficient to transport the mass. We also give sharp bounds on the comb graph and $d$-ary trees. Furthermore, we consider graphs where simple random walk has positive speed and entropy and which satisfy Shannon's theorem, and show that the minimum number of controlled diffusion steps is $\exp{( n \cdot h / \ell ( 1 + o(1) ))}$, where $h$ is the Avez asymptotic entropy and $\ell$ is the speed of random walk. As examples, we give precise results on Galton-Watson trees and the product of trees $\mathbb{T}_d \times \mathbb{T}_k$.Comment: 32 pages, 2 figure

Order statistics of 1/f^{\alpha} signals

Order statistics of periodic, Gaussian noise with 1/f^{\alpha} power spectrum is investigated. Using simulations and phenomenological arguments, we find three scaling regimes for the average gap d_k= between the k-th and (k+1)-st largest values of the signal. The result d_k ~ 1/k known for independent, identically distributed variables remains valid for 0<\alpha<1. Nontrivial, \alpha-dependent scaling exponents d_k ~ k^{(\alpha -3)/2} emerge for 1<\alpha<5 and, finally, \alpha-independent scaling, d_k ~ k is obtained for \alpha>5. The spectra of average ordered values \epsilon_k= ~ k^{\beta} is also examined. The exponent {\beta} is derived from the gap scaling as well as by relating \epsilon_k to the density of near extreme states. Known results for the density of near extreme states combined with scaling suggest that \beta(\alpha=2)=1/2, \beta(4)=3/2, and beta(infinity)=2 are exact values. We also show that parallels can be drawn between \epsilon_k and the quantum mechanical spectra of a particle in power-law potentials.Comment: 8 pages, 5 figure

Modeling Flocks and Prices: Jumping Particles with an Attractive Interaction

We introduce and investigate a new model of a finite number of particles jumping forward on the real line. The jump lengths are independent of everything, but the jump rate of each particle depends on the relative position of the particle compared to the center of mass of the system. The rates are higher for those left behind, and lower for those ahead of the center of mass, providing an attractive interaction keeping the particles together. We prove that in the fluid limit, as the number of particles goes to infinity, the evolution of the system is described by a mean field equation that exhibits traveling wave solutions. A connection to extreme value statistics is also provided.Comment: 35 pages, 9 figures. A shortened version appears as arXiv:1108.243

A Smooth Transition from Powerlessness to Absolute Power

We study the phase transition of the coalitional manipulation problem for generalized scoring rules. Previously it has been shown that, under some conditions on the distribution of votes, if the number of manipulators is $o(\sqrt{n})$, where $n$ is the number of voters, then the probability that a random profile is manipulable by the coalition goes to zero as the number of voters goes to infinity, whereas if the number of manipulators is $\omega(\sqrt{n})$, then the probability that a random profile is manipulable goes to one. Here we consider the critical window, where a coalition has size $c\sqrt{n}$, and we show that as $c$ goes from zero to infinity, the limiting probability that a random profile is manipulable goes from zero to one in a smooth fashion, i.e., there is a smooth phase transition between the two regimes. This result analytically validates recent empirical results, and suggests that deciding the coalitional manipulation problem may be of limited computational hardness in practice.Comment: 22 pages; v2 contains minor changes and corrections; v3 contains minor changes after comments of reviewer