Related papers: Cyclic behavior of maxima for sums of independent …
Let i.i.d. symmetric Bernoulli random variables be associated to the edges of a binary tree having n levels. To any leaf of the tree, we associate the sum of variables along the path connecting the leaf with the tree root. Let M_n denote…
This paper explores the joint behaviour of the summands of a random walk when their mean value goes to infinity as its length increases. It is proved that all the summands must share the same value, which extends previous results in the…
We give the distribution of $M_n$, the maximum of a sequence of $n$ observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then for the case where the underlying independent random…
We show that the maximal value in a size $n$ sample from GEM$(\theta)$ distribution is distributed as a sum of independent geometric random variables. This implies that the maximal value grows as $\theta\log(n)$ as $n\to\infty$. For the…
Modeling univariate block maxima by the generalized extreme value distribution constitutes one of the most widely applied approaches in extreme value statistics. It has recently been found that, for an underlying stationary time series,…
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…
Let (W_i, J_i) be a sequence of i.i.d. R_+ x R-valued random vectors. Considering the partial sum of the first component and the corresponding maximum of the second component, we are interested in the limit distributions that can be…
This article studies large and local large deviations for sums of i.i.d. real-valued random variables in the domain of attraction of an $\alpha$-stable law, $\alpha\in (0,2]$, with emphasis on the case $\alpha=2$. There are two different…
In this paper, we investigate the distribution of the maximum of partial sums of certain cubic exponential sums, commonly known as "Birch sums". Our main theorem gives upper and lower bounds (of nearly the same order of magnitude) for the…
We consider a one-dimensional discrete symmetric random walk with a reflecting boundary at the origin. Generating functions are found for the 2- dimensional probability distribution P{Sn = x,max1?j?n Sn = a} of being at position x after n…
We consider the distribution of the sum and the maximum of a collection of independent exponentially distributed random variables. The focus is laid on the explicit form of the density functions (pdf) of non-i.i.d. sequences. Those are…
Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…
Weak convergence of maxima of dependent sequences of identically distributed continuous random variables is studied under normalizing sequences arising as subsequences of the normalizing sequences from an associated iid sequence. This…
Behavior of hysteretic trajectories for cyclical input is investigated as a function of the internal structure of a system modeled by the classical random network of binary spins. Different regimes of hysteretic behavior are discovered for…
In this note, we establish the convergence in distribution of the maxima of i.i.d. random variables to the Gumbel distribution with the associated normalizing sequences for several examples that are related to the normal distribution.…
The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…
We study extreme value statistics of multiple sequences of random variables. For each sequence with N variables, independently drawn from the same distribution, the running maximum is defined as the largest variable to date. We compare the…
We explain how specific dynamical properties give rise to the limit distribution of sums of deterministic variables at the transition to chaos via the period-doubling route. We study the sums of successive positions generated by an ensemble…
It is well known and readily seen that the maximum of $n$ independent and uniformly on $[0,1]$ distributed random variables, suitably standardised, converges in total variation distance, as $n$ increases, to the standard negative…
Universality in the behavior of complex systems often reveals itself in the form of scale-invariant distributions that are essentially independent of the details of the microscopic dynamics. A representative paradigm of complex behavior in…