We consider three types of multivariate records in this paper and derive the mean and the variance of their numbers for independent and uniform random samples from two prototype regions: hypercubes [0, 1]d and d-dimensional simplex. Central limit theorems with convergence rates are established when the variance tends to infinity. Effective numerical procedures are also provided for computing th...

the aim of this paper is to determine if the centrality degree and density of latin-american and caribbean countries (la-c) predicts their citation based performance in academic research in the management discipline. for our analysis, we use publication data of the social science citation index in the field of ‘‘management’’ between 1988 and 2013, extracted from isi web of science. the resultin...

We show that the variance of the number of simultaneous zeros ofm i.i.d. Gaussian random polynomials of degree N in an open set U ⊂ C with smooth boundary is asymptotic to N νmm Vol(∂U), where νmm is a universal constant depending only on the dimension m. We also give formulas for the variance of the volume of the set of simultaneous zeros in U of k < m random degree-N polynomials on C. Our res...

Here tree dependency structures are studied from three different perspectives: their degree variance (hubiness), the mean dependency length and the number of dependency crossings. Bounds that reveal pairwise dependencies among these three metrics are derived. Hubiness (the variance of degrees) plays a central role: the mean dependency length is bounded below by hubiness while the number of cros...

Correlations between related persons (twins, siblings, parent-child, etc.) should not be squared in order to determine the proportion of variance they have in common. The correlation coefficient itself is this proportion. We are not using the correlation to predict the variance in a given trait for one set of persons from a knowledge of the trait values of their relatives, but to express the de...

A general purpose variance reduction technique for Markov chain Monte Carlo (MCMC) estimators, based on the zero-variance principle introduced in the physics literature, is proposed to evaluate the expected value, μf , of a function f with respect to a, possibly unnormalized, probability distribution π. In this context, a control variate approach, generally used for Monte Carlo simulation, is e...