Johannes Heiny

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math.PR2026

Quadratic form of heavy-tailed self-normalized random vector with applications in $I^\pm$ -heavy Mar\v cenko--Pastur law

Zhaorui Dong, Johannes Heiny, Jianfeng Yao

Let $x$ be a random vector with $n$ i.i.d.\ real-valued components in the domain attraction of an $I^\pm$ -stable law with $I^\pm \in (0, 2)$ , and let $\mathbf{y}=\mathbf{x}/\|\math…

math.PR2024

Joint extremes of inversions and descents of random permutations

Philip DÃ¶rr, Johannes Heiny

We provide asymptotic theory for the joint distribution of $X_{inv}$ and $X_{des}$ , the numbers of inversions and descents of random permutations. Recently, DÃ¶rr…

Quadratic form of heavy-tailed self-normalized random vector with applications in I^±-heavy Mar\v cenko--Pastur law

Joint extremes of inversions and descents of random permutations

Quadratic form of heavy-tailed self-normalized random vector with applications in $I^\pm$ -heavy Mar\v cenko--Pastur law