Related papers: Uniform Modulus of Continuity of Random Fields

Let $T$ be an $n\times n$ random matrix, such that each diagonal entry $T_{i,i}$ is a continuous random variable, independent from all the other entries of $T$. Then for every $n\times n$ matrix $A$ and every $t\ge0$ $$…

A random variable $\xi$ has a {\it light-tailed} distribution (for short: is light-tailed) if it possesses a finite exponential moment, $\E \exp (\lambda \xi) <\infty$ for some $\lambda >0$, and has a {\it heavy-tailed} distribution (is…

We examine the uniform distribution theory of H. Weyl when there is a periodic perturbation present. As opposed to the classical setting, in this case the conditions for (mod 1) density and (mod 1) uniform distribution turn out to be…

We introduce the relative tail entropy to establish a variational principle for continuous bundle random dynamical systems. We also show that the relative tail entropy is conserved by the principal extension.

This paper studies the tail probability of weighted sums of the form $\sum_{i=1}^n c_i X_i$, where random variables $X_i$'s are either independent or pairwise quasi-asymptotical independent with heavy tails. Using $h$-insensitive function,…

We obtain an almost sure limit theorem for the maximum of nonstationary random fields under some dependence conditions.

We consider symmetric and Hermitian random matrices whose entries are independent and symmetric random variables with an arbitrary variance pattern. Under a novel Short-to-Long Mixing condition, which is sharp in the sense that it precludes…

The statistical distribution of the ratio of two normal random variables is characterized by its heavy-tailed nature and absence of finite moments. The shape of its density function is highly variable, capable of exhibiting unimodal or…

The asymptotic results that underlie applications of extreme random fields often assume that the variables are located on a regular discrete grid, identified with $\mathbb{Z}^2$, and that they satisfy stationarity and isotropy conditions.…

Linear stability of inviscid, parallel, and stably stratified shear flow is studied under the assumption of smooth strictly monotonic profiles of shear flow and density, so that the local Richardson number is positive everywhere. The…

In this paper, we study the fluctuations of sums of random variables with distribution defined as a mixture of light-tail and truncated heavy-tail distributions. We focus on the case when both the mixing coefficient and the truncation level…

We consider the time-dependent nonlinear system $\dot q(t)=u(t)X(q(t))+(1-u(t))Y(q(t))$, where $q\in\R^2$, $X$ and $Y$ are two %$C^\infty$ smooth vector fields, globally asymptotically stable at the origin and $u:[0,\infty)\to\{0,1\}$ is an…

We provide a sufficient condition for sets of mobile sampling in terms of the surface density of the set.

Let (X_n) be a sequence of random variables (with values in a separable metric space) and (N_n) a sequence of random indices. Conditions for X_{N_n} to converge stably (in particular, in distribution) are provided. Some examples, where such…

A strong invariance principle is established for random fields which satisfy dependence conditions more general than positive or negative association. We use the approach of Cs\"{o}rg\H{o} and R\'{e}v\'{e}sz applied recently by Balan to…

We study the extremes of multivariate regularly varying random fields. The crucial tools in our study are the tail field and the spectral field, notions that extend the tail and spectral processes of Basrak and Segers (2009). The spatial…

We study semi-dynamical systems associated to delay differential equations. We give a simple criteria to obtain weak and strong persistence and provide sufficient conditions to guarantee uniform persistence. Moreover, we show the existence…

This paper is about the existence and regularity of the transition probability matrix of a nonhomogeneous continuous-time Markov process with a countable state space. A standard approach to prove the existence of such a transition matrix is…

The density of state for a complex $N\times N$ random matrix coupled to an external deterministic source is considered for a finite N, and a compact expression in an integral representation is obtained.

We provide bounds on the tail probabilities for simple procedures that generate random samples _without replacement_, when the probabilities of being selected need not be equal.