Related papers: A note on R\'enyi's "record" problem and Engel's s…

The exponential rate of convergence and the Central Limit Theorem for some Markov operators are established. The operators correspond to iterated function systems which, for example, may be used to generalize the cell cycle model given by…

Empirical processes for stationary, causal sequences are considered. We establish empirical central limit theorems for classes of indicators of left half lines, absolutely continuous functions and piecewise differentiable functions. Sample…

This article considers the statistical properties of L\'evy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply.…

By addressing a long-standing open problem, listed in a highly regarded collection of open questions in the field and described as a "worthwhile research project", this note extends Markov's theorem (Markoff, Math. Ann., 27:177-182, 1886)…

This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…

This article presents a new continuous-time modelling framework for multivariate time series of counts which have an infinitely divisible marginal distribution. The model is based on a mixed moving average process driven by L\'{e}vy noise -…

An extension of non-deterministic processes driven by the random telegraph signal is introduced in the framework of "piecewise deterministic Markov processes" [Davis], including a broader category of random systems. The corresponding…

In this paper we attempt to explicate Salmon's idea of a causal process, as defined in terms of the mark method, in the context of C*-dynamical systems. We prove two propositions, one establishing mark manifestation infinitely many times…

We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…

We consider records and sequences of records drawn from discrete time series of the form $X_{n}=Y_{n}+cn$, where the $Y_{n}$ are independent and identically distributed random variables and $c$ is a constant drift. For very small and very…

Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…

We consider a system of $N$ identical independent Markov processes, each taking values 0 or 1. The system describes a stochastic dynamics of an ensemble of two-level atoms. The atoms are exposed to a photon flux. Under the photon flux…

A novel framework for the analysis of observation statistics on time discrete linear evolutions in Banach space is presented. The model differs from traditional models for stochastic processes and, in particular, clearly distinguishes…

In this paper, we aim to study the asymptotic behavior for multi-scale McKean-Vlasov stochastic dynamical systems. Firstly, we obtain a central limit type theorem, i.e, the deviation between the slow component $X^{\varepsilon}$ and the…

We present and establish large deviations principles for general multivariate renewal-reward processes associated with a classical discrete-time renewal process. A renewal-reward process describes a cumulative reward over time, supposing…

We prove a large deviation principle on path space for a class of discrete time Markov processes whose state space is the intersection of a regular domain $\L\subset \R^d$ with some lattice of spacing $\e$. Transitions from $x$ to $y$ are…

In this paper, we introduce the fundamental notion of a Markov basis, which is one of the first connections between commutative algebra and statistics. The notion of a Markov basis is first introduced by Diaconis and Sturmfels (1998) for…

In data centers, tasks are dispatched to various servers to evenly distribute the workload. When a data center considers implementing a new scheduling algorithm, it typically conducts an A/B test prior to deployment to assess the real-world…

Open Quantum Walks (OQWs), originally introduced by S. Attal, are quantum generalizations of classical Markov chains. Recently, natural continuous time models of OQW have been developed by C. Pellegrini. These models, called Continuous Time…

This article concerns the large deviations regime and the consequent solution of the Kramers problem for a two-time scale stochastic system driven by a common jump noise signal perturbed in small intensity $\varepsilon>0$ and with…