Related papers: On mixtures of copulas and mixing coefficients
Density dependent families of Markov chains, such as the stochastic models of mass-action chemical kinetics, converge for large values of the indexing parameter $N$ to deterministic systems of differential equations (Kurtz, 1970). Moreover…
In this note we (in particular) prove an almost sure invariance principle (ASIP) for non-stationary and uniformly bounded sequences of random variables which are exponentially fast $\phi$-mixing. The obtained rate is of order…
We show that the lower and upper Frech\'{e}t-Hoeffding copulas, which are singular, can be regularized to absolutely continuous copulas. The method, which is constructive and explicit, states sufficient conditions for when an absolutely…
The method of 'coupling from the past' permits exact sampling from the invariant distribution of a Markov chain on a finite state space. The coupling is successful whenever the stochastic dynamics are such that there is coalescence of all…
We study the zeros of random power series with stationary complex Gaussian coefficients, whose spectral measure is absolutely continuous. We analyze the precise asymptotic behavior of the radial density of zeros near the boundary of the…
In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independent random variables. We pay special attention to the…
We study Markov chains for $\alpha$-orientations of plane graphs, these are orientations where the outdegree of each vertex is prescribed by the value of a given function $\alpha$. The set of $\alpha$-orientations of a plane graph has a…
Combining nonperturbative techniques with Monte Carlo simulations we demonstrate that quantum coherence effects for a particle on a ring are suppressed beyond a finite length $L_{\phi}$ even at zero temperature if the particle is coupled to…
We consider a sequence of idealized measurements of time-separation $\Delta t$ onto a discrete one-dimensional disordered system. A connection with Markov chains is found. For a rapid sequence of measurements, a diffusive regime occurs and…
We consider particles suspended in a randomly stirred or turbulent fluid. When effects of the inertia of the particles are significant, an initially uniform scatter of particles can cluster together. We analyse this 'unmixing' effect by…
We consider pinching cocycles taking values in the space of homeomorphisms of the circle over an hyperbolic base. Using the Invariance Principle of Malicet, we prove that the cocycles having non-zero exponents of contraction are dense. In…
A theoretical description of the radial density profile for charged particles with Yukawa interaction in a harmonic trap is described. At strong Coulomb coupling shell structure is observed in both computer simulations and experiments.…
This paper considers the speed of convergence (mixing) of a finite Markov kernel $P$ with respect to the Kullback-Leibler divergence (entropy). Given a Markov kernel one defines either a discrete-time Markov chain (with the $n$-step…
In the copula-based approach to univariate time series modeling, the finite dimensional temporal dependence of a stationary time series is captured by a copula. Recent studies investigate how copula-based time series models can be…
We provide explicit expressions for the constants involved in the characterisation of ergodicity of sub-geometric Markov chains. The constants are determined in terms of those appearing in the assumed drift and one-step minorisation…
We explore structural correlations of strongly asymmetric mixtures of binary charged colloids within the primitive model of electrolytes considering large charge and size ratios of 10 and higher. Using computer simulations with explicit…
Smoluchowski's coagulation equations can be used as elementary mathematical models for the formation of polymers. We review here some recent contributions on a variation of this model in which the number of aggregations for each atom is a…
Singularities of a statistical model are the elements of the model's parameter space which make the corresponding Fisher information matrix degenerate. These are the points for which estimation techniques such as the maximum likelihood…
The mixing time of a Markov chain determines how fast the iterates of the Markov chain converge to the stationary distribution; however, it does not control the dependencies between samples along the Markov chain. In this paper, we study…
We present two data-driven procedures to estimate the transition density of an homogeneous Markov chain. The first yields to a piecewise constant estimator on a suitable random partition. By using an Hellinger-type loss, we establish…