Related papers: Random linear recursions with dependent coefficien…
An elementary recursive relation for M$\ddot{\mathrm{o}}$bius function $\mu (n)$ is introduced by two simple ways. With this recursive relation, $\mu (n)$ can be calculated without directly knowing the factorization of the $n$. $\mu (1)…
This thesis examines linearly edge-reinforced random walks on infinite trees. In particular, recurrence and transience of such random walks on general (fixed) trees as well as on Galton-Watson trees (i.e. random trees) is characterized, and…
In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed…
We introduce a random matrix model where the entries are dependent across both rows and columns. More precisely, we investigate matrices of the form $\X=(X_{(i-1)n+t})_{it}\in\R^{p\times n}$ derived from a linear process $X_t=\sum_j c_j…
The random walk to be considered takes place in the d- spherical dual of the group U(n + 1), for a fixed finite dimensional irreducible representation d of U(n). The transition matrix comes from the three term recursion relation satisfied…
We are concerned with the general problem of proving the existence of joint distributions of two discrete random variables $M$ and $N$ subject to infinitely many constraints of the form $\mathbb{P}\left(M=i,N=j\right)=0$. In particular, the…
We prove a central limit theorem for random sums of the form $\sum_{i=1}^{N_n} X_i$, where $\{X_i\}_{i \geq 1}$ is a stationary $m-$dependent process and $N_n$ is a random index independent of $\{X_i\}_{i\geq 1}$. Our proof is a…
Let $Q_n(x)=\sum_{i=0}^{n} A_{i}x^{i}$ be a random polynomial where the coefficients $A_0,A_1,... $ form a sequence of centered Gaussian random variables. Moreover, assume that the increments $\Delta_j=A_j-A_{j-1}$, $j=0,1,2,...$ are…
A strictly stationary sequence of random variables is constructed with the following properties: (i) the random variables take the values -1 and +1 with probability 1/2 each, (ii) every five of the random variables are independent, (iii)…
The transmission (T) and reflection (R) coefficients are studied in periodic systems and random systems with gain. For both the periodic electronic tight-binding model and the periodic classical many-layered model, we obtain numerically and…
We give a formula for the tail of the distribution of the non-commutative Rademacher series, which generalizes the result that is already available in the commutative case. As a result, we are able to calculate the norm of these series in…
Let $Q_n$ denote a random symmetric $n$ by $n$ matrix, whose upper diagonal entries are i.i.d. Bernoulli random variables (which take values 0 and 1 with probability 1/2). We prove that $Q_n$ is non-singular with probability…
Multivariate rapid variation describes decay rates of joint light tails of a multivariate distribution. We impose a local uniformity condition to control decay variation of distribution tails along different directions, and using…
We consider the limiting distribution of the quantity $X^s/(X+Y)^r$, where $X$ and $Y$ are two independent Binomial random variables with a common success probability and a number of trials $n$ and $m$, respectively, and $r,s$ are positive…
Classical linear regression is considered for a case when regression parameters depend on the external random environment. The last is described as a continuous time Markov chain with finite state space. Here the expected sojourn times in…
We study bivariate stochastic recurrence equations (SREs) motivated by applications to GARCH(1,1) processes. If coefficient matrices of SREs have strictly positive entries, then the Kesten result applies and it gives solutions with…
Obvious view of distribution function of Markovian random evolution is found in terms of Bessel functions of n+1-th order.
We present a simple, accurate method for solving consistent, rank-deficient linear systems, with or without addi- tional rank-completing constraints. Such problems arise in a variety of applications, such as the computation of the…
We consider a Markov chain $\{X_n\}_{n=0}^\8$ on $\R^d$ defined by the stochastic recursion $X_{n}=M_n X_{n-1}+Q_n$, where $(Q_n,M_n)$ are i.i.d. random variables taking values in the affine group $H=\R^d\rtimes {\rm GL}(\R^d)$. Assume that…
In this paper, we consider radial distributional solutions of the quasilinear equation $-\Delta_N u=f(u)$ in the punctured open ball $ B_R\backslash\{0\}\subset \RR^N$, $N \geq 2$. We obtain sharp conditions on the nonlinearity $f$ for…