Search Results - subject:"Random permutations"

Covariance estimation using random permutations

Padmakumari, Lakshmi; Maheswaran, S. - In: International journal of financial engineering 5 (2018) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10011922956

The characteristic polynomial of a random permutation matrix at different points

Dang, K.; Zeindler, D. - In: Stochastic Processes and their Applications 124 (2014) 1, pp. 411-439

We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show that the behavior at different points is independent in the...

Persistent link: https://www.econbiz.de/10010719746

On a generalized Eulerian distribution

Charalambides, Ch. - In: Annals of the Institute of Statistical Mathematics 43 (1991) 1, pp. 197-206

Persistent link: https://www.econbiz.de/10005616221