Combinatorial extreme value distributions
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Cites work
Cited in
(29)- Symbolization of generating functions; an application of the Mullin-Rota theory of binomial enumeration
- A probabilistically attained set of polynomials that generate Stirling numbers of the second kind
- On the Eulerian numbers \(\displaystyle{ M_ n = \max{}_{1{\leq{}}k{\leq{}}n}A(n,k)}\)
- Enumeration of sequences by levels and rises
- Analysis of random probing hashing
- Analytic combinatorics of non-crossing configurations
- A generalization of the Eulerian numbers with a probabilistic application
- A duality theorem for solving multiple-player multivariate hypergeometric problems
- The combinatorics of discrete self-similarity
- An urn model with applications to database performance evaluation
- Covariance identity for multinomial trials.
- General asymptotic estimates for the coupon collector problem
- On the asymptotic distribution of the multinomial maximum with an increasing number of classes
- Eulerian polynomials and descent statistics
- Stirling number representations
- Gamma-distribution order statistics, maximal multinomial frequency and randomization de\-signs
- Sampling plans based on balanced incomplete block designs for evaluating the importance of computer model inputs
- A generalization of the classical occupancy problem
- The sampling theory of selectively neutral alleles
- On the number of inversions in bimodal permutations
- The distribution of linear combinations of random divisions of an interval
- On Calculations Involving the Maximum Cell Frequency
- Computing the probability of hash table/urn overflow
- Representations, bounds and approximations for tail probabilites of multivariate non-central hypergeometric and negative hypergeometric distributions
- Saddlepoint approximations for multinomial distributions,with applications to the joint
- An explicit formula for the number of permutations with a given number of alternating runs
- A normal approximation for beta and gamma tail probabilities
- General combinatorial schemas: Gaussian limit distributions and exponential tails
- Runs tests for assessing volatility forecastability in financial time series
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