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

We consider multivariate stationary processes $(\boldsymbol{X}_t)$ satisfying a stochastic recurrence equation of the form $$ \boldsymbol{X}_t= \mathbb{ M}_t \boldsymbol{X}_{t-1} + \boldsymbol{Q}_t,$$ where $(\boldsymbol{Q}_t)$ are iid…

A simple way to model phenotypic evolution is to assume that after splitting, the trait values of the sister species diverge as independent Brownian motions. Relying only on a prior distribution for the underlying species tree (conditioned…

We prove, under different natural hypotheses, that the random multidimensional affine recursion $X_n=A_nX_{n-1}+B_n\in\mathbb{R}^d, n \geq 1,$ is recurrent in the critical case. In particular we cover the cases where the matrices $A_n$ are…

Consider a stationary sequence $X=(X_n)$ of integer-valued random variables with mean $m \in [-\infty, \infty]$. Let $S=(S_n)$ be the stochastic process with increments $X$ and such that $S_0=0$. For each time $i$, draw an edge from…

Let $(x_n)_{n\geq0}$ be a linear recurrence sequence of order $k\geq2$ satisfying $$x_n=a_1x_{n-1}+a_2x_{n-2}+\dots+a_kx_{n-k}$$ for all integers $n\geq k$, where $a_1,\dots,a_k,x_0,\dots, x_{k-1}\in \mathbb{Z},$ with $a_k\neq0$. In 2017,…

We observe $n$ pairs of independent (but not necessarily i.i.d.) random variables $X_{1}=(W_{1},Y_{1}),\ldots,X_{n}=(W_{n},Y_{n})$ and tackle the problem of estimating the conditional distributions $Q_{i}^{\star}(w_{i})$ of $Y_{i}$ given…

Given a solution to a recursive distributional equation, a natural (and non-trivial) question is whether the corresponding recursive tree process is endogenous. That is, whether the random environment almost surely defines the tree process.…

Let $X_{1}=(W_{1},Y_{1}),\ldots,X_{n}=(W_{n},Y_{n})$ be $n$ pairs of independent random variables. We assume that, for each $i\in\{1,\ldots,n\}$, the conditional distribution of $Y_{i}$ given $W_{i}$ belongs to a one-parameter exponential…

In this paper we use the Recursion Theorem to show the existence of various infinite sequences and sets. Our main result is that there is an increasing sequence e_0, e_1, e_2 .. such that W_{e_n}={e_{n+1}} for every n. Similarly, we prove…

This study focuses on statistical inference for compound models of the form $X=\xi_1+\ldots+\xi_N$, where $N$ is a random variable denoting the count of summands, which are independent and identically distributed (i.i.d.) random variables…

Let $X$ be a random variable with unknown mean and finite variance. We present a new estimator of the mean of $X$ that is robust with respect to the possible presence of outliers in the sample, provides tight sub-Gaussian deviation…

For the sequence defined by a(n) = a(n-1) + gcd(n, a(n-1)) with a(1) = 7 we prove that a(n) - a(n-1) takes on only 1s and primes, making this recurrence a rare "naturally occurring" generator of primes. Toward a generalization of this…

Under a map T, a point x recurs at rate given by a sequence {r_n} near a point x_0 if d(T^n(x),x_0)< r_n infinitely often. Let us fix x_0, and consider the set of those x's. In this paper, we study the size of this set for expanding maps…

Here we develop a first order autoregressive model {Xn} that is marginally stationary where Xn is the sum/ extreme of k i.i.d observations. We prove that stationary solutions to these models are either semi-selfdecomposable/…

Motivated by classical nontransitivity paradoxes, we call an $n$-tuple $(x_1,\dots,x_n) \in[0,1]^n$ \textit{cyclic} if there exist independent random variables $U_1,\dots, U_n$ with $P(U_i=U_j)=0$ for $i\not=j$ such that…

We construct iteratively a sequence of numbers k_{n} and Beurling functions A_{n} converging pointwise to -1 in [0,1]. We prove results which seems to suggest that each A_{n} is equal to a well known approximating sequence of functions…

In this article, we consider a series $X(t)=\sum_{j \geq 1}\Psi_j(t) Z_j(t),t \in [0,1]$ of random processes with sample paths in the space $D=D[0,1]$ of c\`adl\`ag functions (i.e. right-continuous functions with left limits) on $[0,1]$. We…

In the paper we continue to investigate measures of dependence for random variables with infinite variance. The asymptotic of spectral covariance $\rho (X_{(0,0)}, X_{(k_1,k_2)})$ for linear random field $X_{k,l}=\sum_{i,j=0}^\infty…

I give a brief overview of the model-independent analysis of unstable baryon resonances in the 1/N_c QCD expansion. This approach produces numerous surprising semi-quantitative phenomenological predictions that are supported by available…

Random matrices like GUE, GOE and GSE have been studied for decades and have been shown that they possess a lot of nice properties. In 2005, a new property of independent GUE random matrices is discovered by Haagerup and Thorbj{\o}rnsen in…