Related papers: On martingale tail sums for the path length in ran…

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…

We study the profile $X_{n,k}$ of random search trees including binary search trees and $m$-ary search trees. Our main result is a functional limit theorem of the normalized profile $X_{n,k}/\mathbb{E}X_{n,k}$ for $k=\lfloor\alpha\log…

We present new links between some remarkable martingales found in the study of the Binary Search Tree, or of the Bisection Problem, looking at them on the probability space of a continuous time binary branching process.

We give sufficient conditions for the bounded law of the iterated logarithms for strictly stationary random fields when the summation is done on rectangle. The study is done by the control of an appropriated maximal function. The case of…

In this paper non-asymptotic exponential and moment estimates are derived for tail of distribution for discrete time martingale and martingale transform by means of martingale differences in the terms of moments and tails of distributions…

Let $X$ be the number of $k$-term arithmetic progressions contained in the $p$-biased random subset of the first $N$ positive integers. We give asymptotically sharp estimates on the logarithmic upper-tail probability $\log \Pr(X \ge E[X] +…

We consider a random walk in an i.i.d. Cauchy-tailed conductances environment. We obtain a quenched functional CLT for the suitably rescaled random walk, and, as a key step in the arguments, we improve the local limit theorem for…

In this paper we revisited the classical problem of max-sum equivalence of randomly weighted sums in two dimensions. In opposite to the most papers in literature, we consider that there exists some interdependence between the primary random…

In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of consecutive errors. Such an approximation is useful for…

The contribution of this paper is to introduce change of measure based techniques for the rare-event analysis of heavy-tailed stochastic processes. Our changes-of-measure are parameterized by a family of distributions admitting a mixture…

This paper presents a new kind of self-balancing ternary search trie that uses a randomized balancing strategy adapted from Aragon and Seidel's randomized binary search trees ("treaps"). After any sequence of insertions and deletions of…

Suppose that $X=(X_{t})_{t\ge 0}$ is either a general supercritical non-local branching Markov process, or a general supercritical non-local superprocess, on a Luzin space. Here, by ``supercritical" we mean that the mean semigroup of $X$…

Consider a binary tree, to the vertices of which are assigned independent Bernoulli random variables with mean $p\leq1/2$. How many of these Bernoullis one must look at in order to find a path of length $n$ from the root which maximizes, up…

Let $\xi_1, \xi_2, \dots$ be i.i.d. non-negative random variables whose tail varies regularly with index $-1$, let $S_n$ be the sum and $M_n$ the largest of the first $n$ values. We clarify for which sequences $x_n\to\infty$ we have…

We study Doob's martingale convergence theorem for computable continuous time martingales on Brownian motion, in the context of algorithmic randomness. A characterization of the class of sample points for which the theorem holds is given.…

It is shown that two conjectures put forward in the recent article Iksanov and Kostohryz (2025) are true. Namely, we prove a functional central limit theorem (FCLT) and a law of the iterated logarithm (LIL) for a random Dirichlet series…

In this paper we propagate a large deviations approach for proving limit theory for (generally) multivariate time series with heavy tails. We make this notion precise by introducing regularly varying time series. We provide general large…

We obtain first decay rates of probabilities of tails of multivariate polynomials built on independent random variables with heavy tails. Then we derive stable limit theorems for nonconventional sums of the form $\sum_{Nt\geq n\geq…

In this paper we analyze a branching process with immigration defined recursively by $X_t=\theta_t\circ X_{t-1}+B_t$ for a sequence $(B_t)$ of i.i.d. random variables and random mappings $ \theta_t\circ x:=\theta_t(x)=\sum_{i=1}^xA_i^{(t)},…

In this paper, we propose a probabilistic approach to the study of the characteristic polynomial of a random unitary matrix. We recover the Mellin Fourier transform of such a random polynomial, first obtained by Keating and Snaith, using a…