Related papers: Renorming divergent perpetuities

Let $\{U(m)\}_{m\in \N}$ and $\{V(n)\}_{n\in \N}$ be linear recurrence sequences. It is a well-known Diophantine problem to determine the finiteness of the set of natural numbers $n$ such that the ratio $U(n)/V(n)$ is an integer. We study…

Let $(X,T,\mu,d)$ be a metric measure-preserving system. If $B(x,r_n(x))$ is a sequence of balls such that, for each $n$, the measure of $B(x,r_n(x))$ is constant, then we obtain a self-norming CLT for recurrence for systems satisfying a…

We give the distribution function of $M_n$, the maximum of a sequence of $n$ observations from an autoregressive process of order 2. Solutions are first given in terms of repeated integrals and then for the case, where the underlying random…

In this note, we proved that weak limits, of sums of independent positive identically distributed random variables which are re-normalized by a non-linear shrinking transform $\max(0, x-r)$, are either degenerate or (some) compound Poisson…

The distributions of the $m$-th longest runs of multivariate random sequences are considered. For random sequences made up of $k$ kinds of letters, the lengths of the runs are sorted in two ways to give two definitions of run length…

We develop nonlinear renewal theorems for a perturbed random walk without assuming stochastic boundedness of centered perturbation terms. A second order expansion of the expected stopping time is obtained via the uniform integrability of…

This paper considers estimation of a univariate density from an individual numerical sequence. It is assumed that (i) the limiting relative frequencies of the numerical sequence are governed by an unknown density, and (ii) there is a known…

Random permutations with distribution conditionally uniform given the set of record values can be generated in a unified way, coherently for all values of $n$. Our central example is a two-parameter family of random permutations that are…

Under some mild condition, a random walk in the plane is recurrent. In particular each trajectory is dense, and a natural question is how much time one needs to approach a given small neighborhood of the origin. We address this question in…

We introduce and study deferred N\"{o}rlund statistical convergence in probability, mean of order $r,$ distribution, and study the interrelation among them. Based upon the proposed method to illustrate the findings, we present new Korovkin…

Let A_1,A_2,...,A_s be a finite sequence of (not necessarily disjoint, or even distinct) non-empty sets of positive integers satisfying a certain condition. It is shown that an independent family U_1,U_2,...,U_s of random NxN permutation…

In the classical theorems of extreme value theory the limits of suitably rescaled maxima of sequences of independent, identically distributed random variables are studied. So far, only affine rescalings have been considered. We show,…

We study the distributions of the random Dirichlet series with parameters $(s, \beta)$ defined by $$ S=\sum_{n=1}^{\infty}\frac{I_n}{n^s}, $$ where $(I_n)$ is a sequence of independent Bernoulli random variables, $I_n$ taking value $1$ with…

Let $\prec$ be the product order on $\mathbb{R}^k$ and assume that $X_1,X_2,\ldots,X_n$ ($n\geq3$) are i.i.d. random vectors distributed uniformly in the unit hypercube $[0,1]^k$. Let $S$ be the (random) set of vectors in $\mathbb{R}^k$…

Let $(F_n)_{n\geq 0}$ be the Fibonacci sequence given by the recurrence $F_{n+2}=F_{n+1}+F_n$, for $n\geq 0$, where $F_0=0$ and $F_1=1$. There are several generalizations of this sequence and also several interesting identities. In this…

The study of crossing probabilities - i.e. probabilities of existence of paths crossing rectangles - has been at the heart of the theory of two-dimensional percolation since its beginning. They may be used to prove a number of results on…

We study the problem nonparametric classification with repeated observations. Let $\bX$ be the $d$ dimensional feature vector and let $Y$ denote the label taking values in $\{1,\dots ,M\}$. In contrast to usual setup with large sample size…

We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…

Consider n unit intervals, say [1,2], [3,4], ..., [2n-1,2n]. Identify their endpoints in pairs at random, with all (2n-1)!! = (2n-1) (2n-3) ... 3 1 pairings being equally likely. The result is a collection of cycles of various lengths, and…

We consider conditions for the convergence of sequences in terms of positive and alternating Perron expansions ($P$-representation and $P^-$-representation). These conditions are crucial to determine the continuity of functions that are…