Related papers: The strong mixing and the selfdecomposability prop…
It is known that backward iterations of independent copies of a contractive random Lipschitz function converge almost surely under mild assumptions. By a sieving (or thinning) procedure based on adding to the functions time and space…
In nature or societies, the power-law is present ubiquitously, and then it is important to investigate the mathematical characteristics of power-laws in the recent era of big data. In this paper we prove the superposition of non-identical…
In this paper we prove a characterization of continuity for polynomials on a normed space. Namely, we prove that a polynomial is continuous if and only if it maps compact sets into compact sets. We also provide a partial answer to the…
We study the number of random records in an arbitrary split tree (or equivalently, the number of random cuttings required to eliminate the tree). We show that a classical limit theorem for convergence of sums of triangular arrays to…
By the Lindeberg-L\'evy central limit theorem, standardized partial sums of a sequence of mutually independent and identically distributed random variables converge in law to the standard normal distribution. It is known that mutual…
In the seminal contribution [4] the joint weak convergence of maxima and minima of weakly dependent stationary sequences is derived under some mild asymptotic conditions. In this paper we address additionally the case of incomplete samples…
A map is given showing that convolutions of independent random variables over a finite group and matrix multiplications of doubly stochastic matrices are homomorphic. As an application, a short proof is given to the theorem that the…
We claim that looking at probability distributions of \emph{finite time} largest Lyapunov exponents, and more precisely studying their large deviation properties, yields an extremely powerful technique to get quantitative estimates of…
We prove that for an arbitrary indexing group, every ergodic infinitely divisible stationary process that is separable in probability is weakly mixing. This shows that, as in the well-known case of Gaussian stationary processes, ergodicity…
We study the multifractal analysis of self-similar measures arising from random homogeneous iterated function systems. Under the assumption of the uniform strong separation condition, we see that this analysis parallels that of the…
In this article we introduce associative Look-Up Tables. With their help, pseudo sums are correctly determined. The set of limit distributions in a pseudo-summation scheme of i.i.d. random variables is described. Also, two special cases…
Stationary (limiting) distributions of shot noise processes, with exponential response functions, form a large subclass of positive selfdecomposable distributions that we illustrate by many examples. These shot noise distributions are…
We consider a type of nonnormal approximation of infinitely divisible distributions that incorporates compound Poisson, Gamma, and normal distributions. The approximation relies on achieving higher orders of cumulant matching, to obtain…
In this paper, three different proofs to a result of Wang, Peng and Yang (2013) which related to the joint mixability of elliptical distributions with the same characteristic generator are present. Moreover, we generalize this result to any…
Two old conjectures from problem sections, one of which from SIAM Review, concern the question of finding distributions that maximize P(Sn <= t), where Sn is the sum of i.i.d. random variables X1, ..., Xn on the interval [0,1], satisfying…
We give examples of $L^{1}$-functions that are essentially unbounded on every nonempty open subset of their domains of definition. We obtain such functions as limits of weighted sums of functions with the unboundedly increasing number of…
We consider binomial and inverse binomial sums at infinity and rewrite them in terms of a small set of constants, such as powers of $\pi$ or $\log(2)$. In order to perform these simplifications, we view the series as specializations of…
Multiple binomial sums form a large class of multi-indexed sequences, closed under partial summation, which contains most of the sequences obtained by multiple summation of products of binomial coefficients and also all the sequences with…
We consider distributions on $\mathbb{R}$ that can be written as the sum of a non-zero discrete distribution and an absolutely continuous distribution. We show that such a distribution is quasi-infinitely divisible if and only if its…
We present a novel approach to estimating discrete distributions with (potentially) infinite support in the total variation metric. In a departure from the established paradigm, we make no structural assumptions whatsoever on the sampling…