Related papers: Recent progress on Bernoulli convolutions
In this paper we study the asymptotic behaviour of weighted random sums when the sum process converges stably in law to a Brownian motion and the weight process has continuous trajectories, more regular than that of a Brownian motion. We…
We improve and subsume the conditions of Johansson and \"Oberg [18] and Berbee [2] for uniqueness of a g-measure, i.e., a stationary distribution for chains with complete connections. In addition, we prove that these unique g-measures have…
Investigating the polarity time scales for the last 118 My a Bernoulli process with p=0.5 overriding with a Gaussian noise have been detected for the R-N magnetic reversals. The Bernoulli trials are separated by 282 ky. The frequency of the…
This paper introduces the class of selfdecomposable distributions concerning Boolean convolution. A general regularity property of Boolean selfdecomposable distributions is established; in particular the number of atoms is at most two and…
In this thesis we study convolutions that arise from noncommutative probability theory. We prove several regularity results for free convolutions, and for measures in partially defined one-parameter free convolution semigroups. We discuss…
The paper deals with a new class of random walks strictly connected with the Pareto distribution. We consider stochastic processes in the sense of generalized convolution or weak generalized convolution following the idea given in [1]. The…
Let $\beta >1$ be a non-integer. We consider expansions of the form $\sum_{i=1}^{\infty} d_i \beta^{-i}$, where the digits $(d_i)_{i \geq 1}$ are generated by means of a Borel map $K_{\beta}$ defined on $\{0,1\}^{\N}\times [ 0, \lfloor…
We prove a new Bernstein-type inequality for the log-likelihood function of Bernoulli variables. In contrast to classical Bernstein's inequality and Hoeffding's inequality when applied to the log-likelihood, the new bound is independent of…
The Mallows measure is a probability measure on $S_n$ where the probability of a permutation $\pi$ is proportional to $q^{l(\pi)}$ with $q > 0$ being a parameter and $l(\pi)$ the number of inversions in $\pi$. We show the convergence of the…
Given natural parameters s and r, where $2\leq s\leq r$, we consider the distribution of a random variable $\xi=\sum\limits_{k=1}^{\infty}s^{-k}\xi_k\equiv\Delta^{r_s}_{\xi_1\xi_2...\xi_k...},$ where $(\xi_k)$ is a sequence of independent…
The Bernoulli convolution associated to the real $\beta>1$ and the probability vector $(p_0,..,p_{d-1})$ is a probability measure $\eta_{\beta,p}$ on $\mathbb R$, solution of the self-similarity relation…
We study the Besov regularity of wavelet series on $\mathbb{R}^d$ with randomly chosen coefficients. More precisely, each coefficient is a product of a random factor and a parameterized deterministic factor (decaying with the scale $j$ and…
Simple Monte Carlo is a versatile computational method with a convergence rate of $O(n^{-1/2})$. It can be used to estimate the means of random variables whose distributions are unknown. Bernoulli random variables, $Y$, are widely used to…
Let $m$, $r$ and $n$ be positive integers. We denote by ${\bf k}\vdash n$ any tuple of odd positive integers ${\bf k}=(k_1,\dots,k_t)$ such that $k_1+\dots+k_t=n$ and $k_j\ge 3$ for all $j$. In this paper we prove that for every…
Let $\BS_1,...,\BS_n$ be independent identically distributed random variables each having the standardized Bernoulli distribution with parameter $p\in(0,1)$. Let $m_*(p):=(1+p+2p^2)/(2\sqrt{p-p^2}+4p^2)$ if $0<p\le 1/2$ and $m_*(p):=1$ if…
The paper deals with three generalized dependent setups arising from a sequence of Bernoulli trials. Various distributional properties, such as probability generating function, probability mass function and moments are discussed for these…
In this paper we study the behaviour of convolution powers of probability measures $\mu$ on $\Z$, such that $(\mu(n))_{n\in \N}$ is completely monotone or such that $\nu$ is centered with a second moment. In particular we exhibit many new…
We give an example of a long range Bernoulli percolation process on a group non-quasi-isometric with $\mathbb{Z}$, in which clusters are almost surely finite for all values of the parameter. This random graph admits diverse equivalent…
This is a collection of definitions, notations and proofs for the Bernoulli numbers $B_n$ appearing in formulas for the sum of integer powers, some of which can be found scattered in the large related historical literature in French,…
Let $\{\eta_i\}_{i\ge 1}$ be a sequence of dependent Bernoulli random variables. While the Poisson approximation for the distribution of $\sum_{i=1}^n\eta_i$ has been extensively studied in the literature, this paper establishes new…