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

Integer sequences where each element is determined by a previous randomly chosen element are investigated analytically. In particular, the random geometric series x_n=2x_p with 0<=p<=n-1 is studied. At large n, the moments grow…

We consider stochastic dynamical systems on ${\mathbb{R}}$, that is, random processes defined by $X_n^x=\Psi_n(X_{n-1}^x)$, $X_0^x=x$, where $\Psi _n$ are i.i.d. random continuous transformations of some unbounded closed subset of…

This note displays an interesting phenomenon for percentiles of independent but non-identical random variables. Let $X_1,\cdots,X_n$ be independent random variables obeying non-identical continuous distributions and $X^{(1)}\geq \cdots\geq…

We obtain solutions to the recursive sequences of the form $$x_{n + 1} = \frac{x_{n - 3}x_{n }}{x_{n - 2}(a_n + b_nx_{n -3}x_{n})}$$ where $a_n$ and $b_n$ are arbitrary sequences of real numbers, and the initial values are gives as;…

Let t[n] be a sequence that satisfies a first order homogeneous recurrence t[n] = Q[n]*t[n-1], where Q is a polynomial with integer coefficients. The asymptotic behavior of the p-adic valuation of t[n] is described under the assumption that…

A regenerative composition structure is a sequence of ordered partitions derived from the range of a subordinator by a natural sampling procedure. In this paper, we extend previous studies Barbour and Gnedin (2006), Gnedin, Iksanov and…

Let $X = [0,1]$, and let $T:X\to X$ be an expanding piecewise linear map sending each interval of linearity to $[0,1]$. For $\psi:\mathbb N\to\mathbb R_{\geq 0}$, $x\in X$, and $N\in\mathbb N$ we consider the recurrence counting function \[…

Let $n_1,\cdots,n_r$ be any finite sequence of integers and let $S$ be the set of all natural numbers $n$ for which there exists a divisor $d(x)=1+\sum_{i=1}^{deg(d)}c_ix^i$ of $x^n-1$ such that $c_i=n_i$ for $1\leq i \leq r$. In this paper…

Markov random fields are used to model high dimensional distributions in a number of applied areas. Much recent interest has been devoted to the reconstruction of the dependency structure from independent samples from the Markov random…

There is given a characterization of the geometric distribution by the independence of linear forms with random coefficients. The result is a discrete analog of the corresponding theorem on exponential distribution. The property of linear…

For fixed $m>1$, we consider $m$ independent $n \times n$ non-Hermitian random matrices $X_1, ..., X_m$ with i.i.d. centered entries with a finite $(2+\eta)$-th moment, $ \eta>0.$ As $n$ tends to infinity, we show that the empirical…

We study properties of a non-Markovian random walk $X^{(n)}_l$, $l =0,1,2, >...,n$, evolving in discrete time $l$ on a one-dimensional lattice of integers, whose moves to the right or to the left are prescribed by the…

Fix a positive integer $N$. Select an additive composition $\xi$ of $N$ uniformly out of $2^{N-1}$ possibilities. The interplay between the number of parts in $\xi$ and the maximum part in $\xi$ is our focus. It is not surprising that…

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…

In this paper, a robust non-parametric measure of statistical dependence, or correlation, between two random variables is presented. The proposed coefficient is a permutation-like statistic that quantifies how much the observed sample S_n :…

Let A be a finite set and X a sequence of A-valued random variables. We do not assume any particular correlation structure between these random variables; in particular, X may be a non-Markovian sequence. An adapted embedding of X is a…

It is well-known that for any non-constant polynomial $P$ with integer coefficients the sequence $(P(n))_{ n\in \mathbb N}$ has the property that there are infinitely many prime numbers dividing at least one term of this sequence.…

We consider a bivariate stationary Markov chain $(X_n,Y_n)_{n\ge0}$ in a Polish state space, where only the process $(Y_n)_{n\ge0}$ is presumed to be observable. The goal of this paper is to investigate the ergodic theory and stability…

Motivated by recent developments in perturbative calculations of the nonlinear evolution of large-scale structure, we present an iterative algorithm to reconstruct the initial conditions in a given volume starting from the dark matter…

A local linear kernel estimator of the regression function x\mapsto g(x):=E[Y_i|X_i=x], x\in R^d, of a stationary (d+1)-dimensional spatial process {(Y_i,X_i),i\in Z^N} observed over a rectangular domain of the form I_n:={i=(i_1,...,i_N)\in…