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The decay rate of late time tails in the Kerr spacetime have been the cause of numerous conflicting results, both analytical and numerical. In particular, there is much disagreement on whether the decay rate of an initially pure multipole…
This paper is concerned with stability analysis and synthesis for discrete-time linear systems with stochastic dynamics. Equivalence is first proved for three stability notions under some key assumptions on the randomness behind the…
For n + 1 particles moving independently on a straight line, we study the question of how long the leading position of one of them can last. Our focus is the asymptotics of the probability p(T,n) that the leader time will exceed T when n…
We consider a change-point test based on the Hill estimator to test for structural changes in the tail index of Long Memory Stochastic Volatility time series. In order to determine the asymptotic distribution of the corresponding test…
Time-delay chaotic systems refer to the hyperchaotic systems with multiple positive Lyapunov exponents. It is characterized by more complex dynamics and a wider range of applications as compared to those non-time-delay chaotic systems. In a…
We study the first passage times of discrete-time branching random walks in ${\mathbb R}^d$ where $d\geq 1$. Here, the genealogy of the particles follows a supercritical Galton-Watson process. We provide asymptotics of the first passage…
We develop a formal framework for the behavioral comparison of linear systems across different time domains. We accomplish this by introducing the notion of system interpolation, which determines whether the input-state trajectories of a…
We consider a discrete time simple symmetric random walk on Z^d, d>=1, where the path of the walk is perturbed by inserting deterministic jumps. We show that for any time n and any deterministic jumps that we insert, the expected number of…
We study the asymptotics for the maximum on a random time interval of a random walk with a long-tailed distribution of its increments and negative drift. We extend to a general stopping time a result by Asmussen (1998), simplify its proof,…
We explore first-passage phenomenology for biased active processes with a renewal-type structure, focusing in particular on paradigmatic run-and-tumble models in both discrete and continuous state spaces. In general, we show there is no…
We study the largest gaps between successive zeros of a smooth stationary Gaussian process. Our main result is that, if correlations decay at least polynomially, then after suitable rescaling of the locations and sizes of the largest gaps…
A common experimental strategy for demonstrating non-classical correlations is to show violation of a Bell inequality by measuring a continuously emitted stream of entangled photon pairs. The measurements involve the detection of photons by…
Sequential tests and their implied confidence sequences, which are valid at arbitrary stopping times, promise flexible statistical inference and on-the-fly decision making. However, strong guarantees are limited to parametric sequential…
The notion of tail adversarial stability has been proven useful in obtaining limit theorems for tail dependent time series. Its implication and advantage over the classical strong mixing framework has been examined for max-linear processes,…
We study a class of infinite-horizon impulse control problems with execution delay in discrete time. Using probabilistic methods, particularly the notion of the Snell envelope of processes, we construct an optimal strategy among all…
Experimental violations of Bell inequalities are in general vulnerable to so-called "loopholes." In this work, we analyse the characteristics of a loophole-free Bell test with photons, closing simultaneously the locality, freedom-of-choice,…
We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…
In this paper we study the distribution tails and the moments of a condition number which arises in the study of homogeneous systems of linear inequalities. We consider the case where this system is defined by a Gaussian random matrix and…
We propose to test the homogeneity of a Poisson process observed on a finite interval. In this framework, we first provide lower bounds for the uniform separation rates in $\mathbb{L}^2$ norm over classical Besov bodies and weak Besov…
We consider a fixed-point equation for a non-negative integer-valued random variable, that appears in branching processes with state-independent immigration. A similar equation appears in the analysis of a single-server queue with a…