Related papers: Trimmed sums for observables on the doubling map
We prove that the spectral radius of an i.i.d.\ random walk on $\GL_d(\C)$ satisfies a strong law of large numbers under finite second moment assumption and a weak law of large numbers under finite first moment. No irreducibility assumption…
We study the situations when the solution to a weighted stochastic recursion has a power law tail. To this end, we develop two complementary approaches, the first one extends Goldie's (1991) implicit renewal theorem to cover recursions on…
We study a $d$-dimensional branching random walk (BRW) in an i.i.d. random environment on $\mathbb{Z}^d$ in discrete time. A Bernoulli trap field is attached to $\mathbb{Z}^d$, where each site, independently of the others, is a trap with a…
We show that every sufficiently large integer is a sum of a prime and two almost prime squares, and also a sum of a smooth number and two almost prime squares. The number of such representations is of the expected order of magnitude. We…
It was shown recently that Birkhoff's theorem for doubly stochastic matrices can be extended to unitary matrices with equal line sums whenever the dimension of the matrices is prime. We prove a generalization of the Birkhoff theorem for…
Recent advances in optimization theory have shown that smooth strongly convex finite sums can be minimized faster than by treating them as a black box "batch" problem. In this work we introduce a new method in this class with a theoretical…
We consider time-dependent dynamical systems arising as sequential compositions of self-maps of a probability space. We establish conditions under which the Birkhoff sums for multivariate observations, given a centering and a general…
A generic physical situation is considered where Im $\Pi$, the imaginary part of polarization operator (generalized susceptibility), can be measured on a finite interval and the high frequency asymptotics (up to a few orders) of $\Pi$ can…
We consider the problem of drawing samples from posterior distributions formed under a Dirichlet prior and a truncated multinomial likelihood, by which we mean a Multinomial likelihood function where we condition on one or more counts being…
A large deviations principle is established for the joint law of the empirical measure and the flow measure of a renewal Markov process on a finite graph. We do not assume any bound on the arrival times, allowing heavy tailed distributions.…
We describe a very general abstract form of sieve based on a large sieve inequality which generalizes both the classical sieve inequality of Montgomery (and its higher-dimensional variants), and our recent sieve for Frobenius over function…
We consider the following "partition and sum" operation on a natural number: Treating the number as a long string of digits insert several plus signs in between some of the digits and carry out the indicated sum. This results in a smaller…
A uniform law of large numbers and a central limit theorem are established via a martingale approach for a univariate Hawkes process with immigration given by a renewal process. The results are obtained for renewal processes with absolutely…
Systems of Prony type appear in various signal reconstruction problems such as finite rate of innovation, superresolution and Fourier inversion of piecewise smooth functions. We propose a novel approach for solving Prony-type systems, which…
In this paper, we investigate the functional central limit theorem and the Marcinkiewicz strong law of large numbers for U-statistics having absolutely regular data and taking value in a separable Hilbert space. The novelty of our approach…
We prove the equivalence between the existence of a non-trivial hitting time statistics law and Extreme Value Laws in the case of dynamical systems with measures which are not absolutely continuous with respect to Lebesgue. This is a…
We present some product representations for random variables with the Linnik, Mittag-Leffler and Weibull distributions and establish the relationship between the mixing distributions in these representations. Based on these representations,…
Sufficient conditions are given for a hard implicit function theorem to hold. The result is established by an application of the Dynamical Systems Method (DSM). It allows one to solve a class of nonlinear operator equations in the case when…
The paper considers the properties of pseudo stationarity in a broad sense and pseudo strong mixing for sequences of random variables corresponding to arithmetic functions. Assertions on this topic have been proven. The implementation of…
This paper establishes complete convergence for weighted sums and the Marcinkiewicz--Zygmund-type strong law of large numbers for sequences of negatively associated and identically distributed random variables $\{X,X_n,n\ge1\}$ with general…