Related papers: Processes with block-associated increments
We show that for weakly dependent random variables the relative entropy functional satisfies an approximate version of the standard tensorization property which holds in the independent case. As a corollary we obtain a family of…
We consider disjoint and sliding blocks estimators of cluster indices for multivariate, regularly varying time series in the Peak-over-Threshold framework. We aim to provide a complete description of the limiting behaviour of these…
We describe the random motion of a particle immersed in a thermally fluctuating medium and harmonically trapped at a certain distance from a wall. The medium, modeled by a Gaussian field with a tunable correlation length $\xi$, is linearly…
By exploiting the well-known observation that size-biasing or zero-biasing an infinitely divisible random variable may be achieved by adding an independent increment, combined with tools from Stein's method for compound Poisson and Gaussian…
Correlations and other collective phenomena in a schematic model of heterogeneous binary agents (individual spin-glass samples) are considered on the complete graph and also on 2d and 3d regular lattices. The system's stochastic dynamics is…
Recently, Bercovici has introduced multiplicative convolutions based on Muraki's monotone independence and shown that these convolution of probability measures correspond to the composition of some function of their Cauchy transforms. We…
The paper considers the block sampling method for long-range dependent processes. Our theory generalizes earlier ones by Hall, Jing and Lahiri (1998) on functionals of Gaussian processes and Nordman and Lahiri (2005) on linear processes. In…
We establish the existence of free energy limits for several combinatorial models on Erd\"{o}s-R\'{e}nyi graph $\mathbb {G}(N,\lfloor cN\rfloor)$ and random $r$-regular graph $\mathbb {G}(N,r)$. For a variety of models, including…
Starting from the coadjoint Poincar\'e algebra we construct a point particle relativistic model with an interpretation in terms of extra-dimensional variables. The starting coadjoint Poincar\'e algebra is able to induce a mechanism of…
We adapt arguments concerning information-theoretic convergence in the Central Limit Theorem to the case of dependent random variables under Rosenblatt mixing conditions. The key is to work with random variables perturbed by the addition of…
In random cellular systems, both observation and maximum entropy inference give a specific form to the topological pair correlation: it is bi-affine in the cells number of edges with coefficients depending on the distance between the two…
A joint limit theorem for the point process of the off-diagonal entries of a sample covariance matrix $\mathbf{S}$, constructed from $n$ observations of a $p$-dimensional random vector with iid components, and the Frobenius norm of…
We establish necessary and sufficient conditions for convergence (in the sense of finite dimensional distributions) of multiplicative measures on the set of partitions. We show that this convergence is equivalent to asymptotic independence…
A version of ``preferential attachment'' random graphs, corresponding to linear ``weights'' with random ``edge additions,'' which generalizes some previously considered models, is studied. This graph model is embedded in a continuous-time…
In the context of interacting particle systems, we study the influence of the action of the semigroup on the concentration property of Lipschitz functions. As an application, this gives a new approach to estimate the relaxation speed to…
In this article, we aim to define a Boolean entropy notion parallel to the framework of free entropy proposed by Voiculescu. Motivated by the work of Lenczewski and the work of C\'ebron & Gillers, we mainly investigated two random matrix…
The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…
A method is described for the extrapolation of perturbative expansions in powers of asymptotically small coupling parameters or other variables onto the region of finite variables and even to the variables tending to infinity. The method…
Define the non-overlapping return time of a random process to be the number of blocks that we wait before a particular block reappears. We prove a Central Limit Theorem based on these return times. This result has applications to entropy…
Exchangeable arrays are natural tools to model common forms of dependence between units of a sample. Jointly exchangeable arrays are well suited to dyadic data, where observed random variables are indexed by two units from the same…