Related papers: Asymptotics of the order statistics for a process …

We consider the point process \begin{align*} \frac{1}{Z_{n}}\prod_{1 \leq j < k \leq n} |e^{i\theta_{j}}-e^{-i\theta_{k}}|^{\beta}\prod_{j=1}^{n} d\theta_{j}, \qquad \theta_{1},\ldots,\theta_{n} \in (-\pi,\pi], \quad \beta > 0, \end{align*}…

Let $K$ be a number field, $k\geq 2$ an integer, $(K^*)^k$ the $k$-fold direct product of $K^*$ with coordinatewise multiplication, and $\Gamma$ a finitely generated subgroup of rank $r$ of $(K^*)^k$. Further, let $H(\alpha )$ denote the…

Let $X=\{X_n: n\in\mathbb{N}\}$ be a long memory linear process in which the coefficients are regularly varying and innovations are independent and identically distributed and belong to the domain of attraction of an $\alpha$-stable law…

We consider the Pickands process {equation*} P_{n}(s)=\log (1/s)^{-1}\log \frac{X_{n-k+1,n}-X_{n-[k/s]+1,n}}{% X_{n-[k/s]+1,n}-X_{n-[k/s^{2}]+1,n}}, {equation*} {equation*} (\frac{k}{n}\leq s^2 \leq 1), {equation*} which is a generalization…

Motivated by regularities observed in time series of returns on speculative assets, we develop an asymptotic theory of GARCH(1,1) processes {y_k} defined by the equations y_k=\sigma_k\epsilon_k, \sigma_k^2=\omega +\alpha y_{k-1}^2+\beta…

We examine the population growth system called Q-processes. This is defined by the Galton-Watson Branching system conditioned on non-extinction of its trajectory in the remote future. In this paper we observe the total progeny up to time…

Let $M_n^{(k)}$ denote the $k$th largest maximum of a sample $(X_1,X_2,...,X_n)$ from parent $X$ with continuous distribution. Assume there exist normalizing constants $a_n>0$, $b_n\in \mathbb{R}$ and a nondegenerate distribution $G$ such…

Consider a branching random walk $(G_u)_{u\in \mathbb T}$ on the general linear group $\textrm{GL}(V)$ of a finite dimensional space $V$, where $\mathbb T$ is the associated genealogical tree with nodes $u$. For any starting point $v \in V…

Let $p_n$ denote the $n$-th prime, and for any $k \geq 1$ and sufficiently large $X$, define the quantity $$ G_k(X) := \max_{p_{n+k} \leq X} \min( p_{n+1}-p_n, \dots, p_{n+k}-p_{n+k-1} ),$$ which measures the occurrence of chains of $k$…

Let $X_{1,n} \leq .... \leq X_{n,n}$ be the order statistics associated with a sample $X_{1}, ...., X_{n}$ whose pertaining distribution function (% \textit{df}) is $F$. We are concerned with the functional asymptotic behaviour of the…

We consider the process $\{x-N(t):t\geq 0\}$, where $x\in\mathbb{R}_+$ and $\{N(t):t\geq 0\}$ is a renewal process with light-tailed distributed holding times. We are interested in the joint distribution of $(\tau(x),A(x))$ where $\tau(x)$…

This paper establishes the strong consistency and asymptotic normality of the quasi-maximum likelihood estimator (QMLE) for a GARCH process with periodically time-varying parameters. We first give a necessary and sufficient condition for…

We prove regenerative properties for the linear Hawkes process under minimal assumptions on the transfer function, which may have unbounded support. These results are applicable to sliding window statistical estimators. We exploit…

Let $\{X_i(t),t\ge0\}, 1\le i\le n$ be independent copies of a random process $\{X(t), t\ge0\}$. For a given positive constant $u$, define the set of $r$th conjunctions $C_r(u):=\{t\in[0,1]: X_{r:n}(t)>u\}$ with $ X_{r:n}$ the $r$th largest…

Let $(\xi_k)$ and $(\eta_k)$ be infinite independent samples from different distributions. We prove a functional limit theorem for the maximum of a perturbed random walk $\underset{0\leq k\leq n}{\max}\,(\xi_1+\ldots+\xi_k+\eta_{k+1})$ in a…

We identify general conditions under which regenerative processes with dependent cycles and cycle lengths are asymptotically independent. The result is applied to various models. In particular, independent L\'evy processes with dependent…

We focus on the optimal value for various information-theoretical tasks. There are several studies for the asymptotic expansion for these optimal values up to the order $\sqrt{n}$ or $\log n$. However, these expansions have errors of the…

Given an arithmetic function $g(n)$ write $M_g(x) := \sum_{n \leq x} g(n)$. We extend and strengthen the results of a fundamental paper of Hal\'{a}sz in several ways by proving upper bounds for the ratio of $\frac{|M_g(x)|}{M_{|g|}(x)}$,…

Given a finite group $G$ of order $n.$ Denote the sum of the inverse-power of element orders in $G$ by $m(G).$ Let $\mathbb{Z}_n$ be the cyclic group of order $n.$ Suppose $G$ is a non-cyclic group of order $n$ then we show that $m(G)\geq…

Finitarily Markovian processes are those processes $\{X_n\}_{n=-\infty}^{\infty}$ for which there is a finite $K$ ($K = K(\{X_n\}_{n=-\infty}^0$) such that the conditional distribution of $X_1$ given the entire past is equal to the…