Related papers: Some Results on Joint Record Events
Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables, and $\eta$ be a counting random variable independent of this sequence. We consider conditions for $\{\xi_1,\xi_2,\ldots\}$ and $\eta$ under which the distribution…
In this article, we study the behavior of consecutive values of random completely multiplicative functions $(X_n)_{n \geq 1}$ whose values are i.i.d. at primes. We prove that for $X_2$ uniform on the unit circle, or uniform on the set of…
Let $T\$ be a stopping time associated with a sequence of independent random variables $Z_{1},Z_{2},...$ . By applying a suitable change in the probability measure we present relations between the moment or probability generating functions…
Let $F$ be the cumulative distribution function (CDF) of the base-$q$ expansion $\sum_{n=1}^\infty X_n q^{-n}$, where $q\ge2$ is an integer and $\{X_n\}_{n\geq 1}$ is a stationary stochastic process with state space $\{0,\ldots,q-1\}$. In a…
In recent years, stochastic dominance for independent and identically distributed (iid) infinite-mean random variables has received considerable attention. The literature has identified several classes of distributions of nonnegative random…
In recent years there has been a surge of interest in the statistics of record-breaking events in stochastic processes. Along with that, many new and interesting applications of the theory of records were discovered and explored. The record…
Let $X,X_1,...,X_n$ be independent identically distributed random variables. The paper deals with the question about the behavior of the concentration function of the random variable $\sum_{k=1}^{n}a_k X_k$ according to the arithmetic…
In this paper we study the problem of measuring and testing joint independence for a collection of multivariate random variables. Using the emerging theory of optimal transport (OT) based multivariate ranks, we propose a distribution-free…
We investigate the statistics of three kinds of records associated with planar random walks, namely diagonal, simultaneous and radial records. The mean numbers of these records grow as universal power laws of time, with respective exponents…
The record statistics of complex random states are analytically calculated, and shown that the probability of a record intensity is a Bernoulli process. The correlation due to normalization leads to a probability distribution of the records…
The joint probability distribution in the full counting statistics (FCS) for noninteracting electrons is discussed for an arbitrary number of initially separate subsystems which are connected at t=0 and separated at a later time. A simple…
Stochastic processes with multiplicative noise have been studied independently in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with…
Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. The paper deals with the question about the behavior of the concentration function of the random variable $\sum\limits_{k=1}^{n}X_k a_k$ according to the…
We characterise probability distributions via a martingale property associated with a natural generalisation of record values, known as $\delta$-records. For an independent and identically distributed sequence $(X_n)$ with running maximum…
Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables, and $\eta$ be a counting random variable independent of this sequence. In addition, let $S_0:=0$ and $S_n:=\xi_1+\xi_2+\cdots+\xi_n$ for $n\geqslant1$. We consider…
The article describes the limiting distribution of the extremes of observations that arrive in clusters. We start by studying the tail behaviour of an individual cluster and then we apply the developed theory to determine the limiting…
This paper consider a highly general dissemination model that keeps track of the stochastic evolution of the distribution of wealth over a set of agents. There are two types of events: (i) units of wealth externally arrive, and (ii) units…
Given n observations, we study the consistency of a batch of k new observations, in terms of their distribution function. We propose a non-parametric, non-likelihood test based on Edgeworth expansion of the distribution function. The…
Shared information is a measure of mutual dependence among multiple jointly distributed random variables with finite alphabets. For a Markov chain on a tree with a given joint distribution, we give a new proof of an explicit…
This paper studies the limits of language models' statistical learning in the context of Zipf's law. First, we demonstrate that Zipf-law token distribution emerges irrespective of the chosen tokenization. Second, we show that Zipf…