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We give the cumulative distribution function of $M_n$, the maximum of a sequence of $n$ observations from an ARMA(1, 1) process. Solutions are first given in terms of repeated integrals and then for the case, where the underlying random…

Statistics Theory · Mathematics 2013-12-30 C. S. Withers , S. Nadarajah

We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…

Probability · Mathematics 2026-03-10 Partha S. Dey , S. Rasoul Etesami , Aditya S. Gopalan

We consider a random interval splitting process, in which the splitting rule depends on the empirical distribution of interval lengths. We show that this empirical distribution converges to a limit almost surely as the number of intervals…

Probability · Mathematics 2018-06-20 Pascal Maillard , Elliot Paquette

We characterise the class of distributions of random stochastic matrices $X$ with the property that the products $X(n)X(n-1) ... X(1)$ of i.i.d. copies $X(k)$ of $X$ converge a.s. as $n \rightarrow \infty$ and the limit is Dirichlet…

Probability · Mathematics 2014-12-05 Shaun McKinlay

We study sequences of partitions of the unit interval into subintervals, starting from the trivial partition, in which each partition is obtained from the one before by splitting its subintervals in two, according to a given rule, and then…

Probability · Mathematics 2026-03-30 Serge Cohen , James Norris , Michel Pain , Gennady Samorodnitsky

In this paper we investigate \textit{pigeonhole statistics} for the fractional parts of the sequence $\sqrt{n}$. Namely, we partition the unit circle $ \mathbb{T} = \mathbb{R}/\mathbb{Z}$ into $N$ intervals and show that the proportion of…

Dynamical Systems · Mathematics 2022-08-23 Sam Pattison

We report an algorithm for the partition of a line segment according to a given ratio $\nu$. At each step the length distribution among sets of the partition follows a binomial distribution. We call $k$-set to the set of elements with the…

Data Analysis, Statistics and Probability · Physics 2008-11-10 A. I. L. de Araújo , R. F. Soares , J. P. de Oliveira , G. Corso

New bounds on the number of similar or directly similar copies of a pattern within a finite subset of the line or the plane are proved. The number of equilateral triangles whose vertices all lie within an $n$-point subset of the plane is…

Combinatorics · Mathematics 2016-11-22 Bernardo Abrego , Silvia Fernandez-Merchant , Daniel J. Katz , Levon Kolesnikov

We consider a Branching Random Walk on $\R$ whose step size decreases by a fixed factor, $0<b<1$, with each turn. This process generates a random probability measure on $\R$, that is, the limit of uniform distribution among the $2^n$…

Probability · Mathematics 2011-07-20 Itai Benjamini , Ori Gurel-Gurevich , Boris Solomyak

The main result is the following Theorem: Let p=p(n) be such that p(n) in [0,1] for all n and either p(n)<< n^{-1} or for some positive integer k, n^{-1/k}<< p(n)<< n^{-1/(k+1)} or for all epsilon >0, n^{- epsilon}<< p(n) and n^{-…

Logic · Mathematics 2009-09-25 Saharon Shelah , Joel Spencer

The bijection between composition structures and random closed subsets of the unit interval implies that the composition structures associated with $S \cap [0,1]$ for a self-similar random set $S\subset {\mathbb R}_+$ are those which are…

Probability · Mathematics 2007-05-23 Alexander Gnedin , Jim Pitman

Let $\mathcal{M}_n(E)$ denote the set of vectors of the first $n$ moments of probability measures on $E\subset\mathbb{R}$ with existing moments. The investigation of such moment spaces in high dimension has found considerable interest in…

Probability · Mathematics 2018-05-31 Holger Dette , Dominik Tomecki , Martin Venker

We discuss a model of random segmented wire, with linear segments of 2D wires joined by circular bends. The joining vertices act as scatterers on the propagating electron waves. The model leads to resonant Anderson localization when all…

Mesoscale and Nanoscale Physics · Physics 2016-03-09 Cristian Estarellas , Llorenç Serra

In this note we discuss limit distribution of normalized return times for shrinking targets and draw a necessary and sufficient condition using sweep-out sequence in order for the limit distribution to be exponential with parameter $1$. The…

Dynamical Systems · Mathematics 2020-10-30 Xuan Zhang

The paper contains an exposition of recent as well as old enough results on determinantal random point fields. We start with some general theorems including the proofs of the necessary and sufficient condition for the existence of the…

Probability · Mathematics 2015-06-26 Alexander Soshnikov

We show that given $n$ normalized intervals on the unit circle, the numbers of visits of $d$ random rotations to these intervals have a joint limiting distribution as lengths of trajectories tend to infinity. If $d$ then tends to infinity,…

Dynamical Systems · Mathematics 2010-05-11 Ilya Vinogradov

The origin of deterministic diffusion is a matter of discussion. We study the asymptotic distributions of the sums $y_n(x)=\sum_{k=0}^{n-1}\psi (x+k\alpha)$, where $\psi$ is a periodic function of bounded variation and $\alpha$ an…

Mathematical Physics · Physics 2011-07-15 François Huveneers

This paper develops an analogy between the cycle structure of, on the one hand, random permutations with cycle lengths restricted to lie in an infinite set $S$ with asymptotic density $\sigma$ and, on the other hand, permutations selected…

Combinatorics · Mathematics 2009-08-07 Michael Lugo

We are interested in a fragmentation process. We observe fragments frozen when their sizes are less than $\epsilon$ ($\epsilon$ > 0). Is is known ([BM05]) that the empirical measure of these fragments converges in law, under some…

Probability · Mathematics 2019-07-30 Sylvain Rubenthaler

We consider random walks on the line given by a sequence of independent identically distributed jumps belonging to the strict domain of attraction of a stable distribution, and first determine the almost sure exponential divergence rate, as…

Probability · Mathematics 2013-03-19 Francoise Pene , Benoît Saussol , Roland Zweimüller