Related papers: AR(1) sequence with random coefficients: Regenerat…

Let $C_n$ be a cyclic group of order $n$. A sequence $S$ of length $\ell$ over $C_n$ is a sequence $S = a_1\boldsymbol\cdot a_2\boldsymbol\cdot \ldots\boldsymbol\cdot a_{\ell}$ of $\ell$ elements in $C_n$, where a repetition of elements is…

In this work we review and derive some elementary properties of the discrete renewal sequences based on a positive, finite and integer-valued random variable. Our results consider these sequences as dependent on the probability masses of…

The present paper obtains a complete description of the limit distributions of sample covariances in N x n panel data when N and n jointly increase, possibly at different rate. The panel is formed by N independent samples of length n from…

Let $X_1,..., X_n$ be i.i.d.\ copies of a random variable $X=Y+Z,$ where $ X_i=Y_i+Z_i,$ and $Y_i$ and $Z_i$ are independent and have the same distribution as $Y$ and $Z,$ respectively. Assume that the random variables $Y_i$'s are…

Let $\{X,X_n,n\ge 1\}$ be a sequence of identically distributed, negatively dependent (NA) random variables under sub-linear expectations, and denote $S_n=\sum_{i=1}^{n}X_i$, $n\ge 1$. Assume that $h(\cdot)$ is a positive non-decreasing…

We define impulse response sequence in the set of all linear recurring sequences satisfying a linear recurrence relation of order $r$. The generating function and expression of the impulse response sequence are presented. Some identities of…

Let $K_n$ denote the number of types of a sample of size $n$ taken from an exchangeable coalescent process ($\Xi$-coalescent) with mutation. A distributional recursion for the sequence $(K_n)_{n\in{\mathbb N}}$ is derived. If the coalescent…

We prove a central limit theorem for random sums of the form $\sum_{i=1}^{N_n} X_i$, where $\{X_i\}_{i \geq 1}$ is a stationary $m-$dependent process and $N_n$ is a random index independent of $\{X_i\}_{i\geq 1}$. Our proof is a…

We introduce the sequence $(i_n)_{n \geq 0}$ defined by $i_n = (-1)^{inv_2(n)}$, where $inv_2(n)$ denotes the number of inversions (i.e., occurrences of 10 as a scattered subsequence) in the binary representation of n. We show that this…

We investigate the probability that a random polynomial with independent, mean-zero and finite variance coefficients has no real zeros. Specifically, we consider a random polynomial of degree $2n$ with coefficients given by an i.i.d.…

For a general renewal process $N$ (allowing delay, defect and multiple simultaneous arrivals) the independence of the first renewal epochs of the marked processes got from $N$ by Bernoulli $0$/$1$ thinning is characterized. This…

A class of discrete distributions can be derived from stationary renewal processes. They have the useful property that the mean is a simple function of the model parameters. Thus regressions of the distribution mean on covariates can be…

We give the distribution of $M_n$, the maximum of a sequence of $n$ observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then for the case where the underlying independent random…

This article is motivated by the following satisfiability question: pick uniformly at random an and/or Boolean expression of length n, built on a set of k_n Boolean variables. What is the probability that this expression is satisfiable?…

For material identification, characterization, and quantification, it is useful to estimate system-independent material properties that do not depend on the detailed specifications of the X-ray computed tomography (CT) system such as…

The processes described in the title always have reversible stationary distributions. In this paper, we give sufficient conditions for the existence of, and for the nonexistence of, nonreversible stationary distributions. In the case of an…

For a class of one-dimensional autoregressive processes $(X_n)$ we consider the tail behaviour of the stopping time $T_0=\min \lbrace n\geq 1: X_n\leq 0 \rbrace$. We discuss existing general analytical approaches to this and related…

Third order WENO and CWENO reconstruction are widespread high order reconstruction techniques for numerical schemes for hyperbolic conservation and balance laws. In their definition, there appears a small positive parameter, usually called…

Let $X = \{X_{u}\}_{u \in U}$ be a real-valued Gaussian process indexed by a set $U$. It can be thought of as an undirected graphical model with every random variable $X_{u}$ serving as a vertex. We characterize this graph in terms of the…

This paper deals with system with $n$ identical elements and one repairing device. While one element working other ones stay in reserve. The distribution of element working and repairing times are supposed to be exponential. Here we obtain…