Related papers: Renorming divergent perpetuities

We study the extremes of a sequence of random variables $(R_n)$ defined by the recurrence $R_n=M_nR_{n-1}+q$, $n\ge1$, where $R_0$ is arbitrary, $(M_n)$ are iid copies of a non--degenerate random variable $M$, $0\le M\le1$, and $q>0$ is a…

Using a renormalization approach, we study the asymptotic limit distribution of the maximum value in a set of independent and identically distributed random variables raised to a power q(n) that varies monotonically with the sample size n.…

A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…

For a random variable $N = 0, 1, 2, \ldots$ we study the following question: When does the sum of $N$ many independent and identically distributed copies of a random variable $X$ have the same law a a nontrivial rescaling of $X$? We show…

A permutation is \it separable \rm if it can be obtained from the singleton permutation by iterating direct sums and skew sums. Equivalently, it is separable if and only it avoids the patterns 2413 and 3142. Under the uniform probability on…

We consider the equation R(n)=Q(n)+M(n) R(n-1), with random non-i.i.d. coefficients (Q(n),M(n)), and show that the distribution tails of the stationary solution to this equation are regularly varying at infinity.

Let $\{X_n\}_{n\ge0}$ be a sequence of real valued random variables such that $X_n=\rho_n X_{n-1}+\epsilon_n,~n=1,2,\ldots$, where $\{(\rho_n,\epsilon_n)\}_{n\ge1}$ are i.i.d. and independent of initial value (possibly random) $X_0$. In…

We consider real sequences $(f_n)$ that satisfy a linear recurrence with constant coefficients. We show that the density of the positivity set of such a sequence always exists. In the special case where the sequence has no positive…

For any recurrent random walk (S_n)_{n>0} on R, there are increasing sequences (g_n)_{n>0} converging to infinity for which (g_n S_n)_{n>0} has at least one finite accumulation point. For one class of random walks, we give a criterion on…

A class of random recursive sequences (Y_n) with slowly varying variances as arising for parameters of random trees or recursive algorithms leads after normalizations to degenerate limit equations of the form X\stackrel{L}{=}X. For…

A permutation sequence is said to be convergent if the density of occurrences of every fixed permutation in the elements of the sequence converges. We prove that such a convergent sequence has a natural limit object, namely a Lebesgue…

Let X_1, X_2,..., X_n be a sequence of independent random variables, let M be a rearrangement invariant space on the underlying probability space, and let N be a symmetric sequence space. This paper gives an approximate formula for the…

A permutation sequence $(\sigma_n)_{n \in \mathbb{N}}$ is said to be convergent if, for every fixed permutation $\tau$, the density of occurrences of $\tau$ in the elements of the sequence converges. We prove that such a convergent sequence…

It is well-known that the central limit theorem holds for partial sums of a stationary sequence $(X_i)$ of $m$-dependent random variables with finite variance; however, the limit may be degenerate with variance 0 even if…

A $d$-dimensional RCA(1) process is a generalization of the $d$-dimensional AR(1) process, such that the coefficients $\{M_t;t=1,2,\ldots\}$ are i.i.d. random matrices. In the case $d=1$, under a nondegeneracy condition, Goldie and Maller…

Given a sequence $(M_{k}, Q_{k})_{k\ge 1}$ of independent, identically distributed ran\-dom vectors with nonnegative components, we consider the recursive Markov chain $(X_{n})_{n\ge 0}$, defined by the random difference equation…

Let $X_0$ be a non-constant random variable with finite variance. Given an integer $k\ge2$, define a sequence $\{X_n\}_{n=1}^\infty$ of approximately linear recursions with small perturbations $\{\Delta_n\}_{n=0}^\infty$ by $$X_{n+1} =…

We consider some general facts concerning convergence P_{n}-Q_{n}\to 0 as n\to \infty, where P_{n} and Q_{n} are probability measures in a complete separable metric space. The main point is that the sequences {P_{n}} and {Q_{n}} are not…

Let $A^{(n)}_{l;k}\subset S_n$ denote the event that the set of $l$ consecutive numbers $\{k,k+1,\cdots, k+l-1\}$ appear in a set of $l$ consecutive positions. Let $p=\{p_j\}_{j=1}^\infty$ be a distribution on $\mathbb{N}$ with $p_j>0$. Let…

The paper is devoted to infinite Bernoulli convolutions generated by positive multigeometric series and to probability distributions of random variables whose digits in an even integer base-$s$ expansion with two redundant digits form a…