Related papers: Joint temporal and contemporaneous aggregation of …

This note constitutes a corrigendum to the article of Azomahou, JSPI, 139:2581-2597. The aggregation of isotropic four nearest neighbors autoregressive models on the lattice, with random coefficient, is investigated. The spectral density of…

In a synchronized network of $n$ nodes, each node will update its parameter based on the system state in a given iteration. It is well-known that the updates can converge to a fixed point if the maximum absolute eigenvalue (spectral radius)…

We describe a new class of self-similar symmetric $\alpha$-stable processes with stationary increments arising as a large time scale limit in a situation where many users are earning random rewards or incurring random costs. The resulting…

This paper is focused on the statistical analysis of data consisting of a collection of multiple series of probability measures that are indexed by distinct time instants and supported over a bounded interval of the real line. By modeling…

We study the convergence speed of distributed iterative algorithms for the consensus and averaging problems, with emphasis on the latter. We first consider the case of a fixed communication topology. We show that a simple adaptation of a…

In this paper we study dynamic averaging load balancing on general graphs. We consider infinite time and dynamic processes, where in every step new load items are assigned to randomly chosen nodes. A matching is chosen, and the load is…

We introduce a novel multivariate random process producing Bernoulli outputs per dimension, that can possibly formalize binary interactions in various graphical structures and can be used to model opinion dynamics, epidemics, financial and…

We study independent and identically distributed random iterations of continuous maps defined on a connected closed subset $S$ of the Euclidean space $\mathbb{R}^{k}$. We assume the maps are monotone (with respect to a suitable partial…

Let $(X_1, \xi_1), (X_2,\xi_2),\ldots$ be i.i.d.~copies of a pair $(X,\xi)$ where $X$ is a random process with paths in the Skorokhod space $D[0,\infty)$ and $\xi$ is a positive random variable. Define $S_k := \xi_1+\ldots+\xi_k$, $k \in…

This article investigates the phenomenon of maximal rigidity in spatial processes, where perfect interpolation of the process is possible from partial information, specifically, from its restriction to a strict subdomain, often resulting in…

We consider the drift and diffusion properties of periodically driven renewal processes. These processes are defined by a periodically time dependent waiting time distribution, which governs the interval between subsequent events. We show…

We investigate a class of stochastic fragmentation processes involving stable and unstable fragments. We solve analytically for the fragment length density and find that a generic algebraic divergence characterizes its small-size tail.…

Limit behaviour of temporal and contemporaneous aggregations of independent copies of a stationary multitype Galton-Watson branching process with immigration is studied in the so-called iterated and simultaneous cases, respectively. In both…

The paper analyses cointegration in vector autoregressive processes (VARs) for the cases when both the number of coordinates, $N$, and the number of time periods, $T$, are large and of the same order. We propose a way to examine a VAR of…

Let $X_N$ be an $N\ts N$ random symmetric matrix with independent equidistributed entries. If the law $P$ of the entries has a finite second moment, it was shown by Wigner \cite{wigner} that the empirical distribution of the eigenvalues of…

We provide a necessary and sufficient condition for the ratio of two jointly alpha-Frechet random variables to be regularly varying. This condition is based on the spectral representation of the joint distribution and is easy to check in…

We examine a previouly introduced attractor neural network model that explains the persistent activities of neurons in the anterior ventral temporal cortex of the brain. In this model, the coexistence of several attractors including…

We study a non-ergodic one-dimensional probabilistic cellular automata, where each component can assume the states $\+$ and $\-.$ We obtained the limit distribution for a set of measures on $\{\+,\-\}^\Z.$ Also, we show that for certain…

Let (X_n,Y_n), n\ge 1 be bivariate random claim sizes with common distribution function F and let N(t), t \ge 0 be a stochastic process which counts the number of claims that occur in the time interval [0,t], t\ge 0. In this paper we derive…

We study the effect of single biased tracer particle in a bath of other particles performing the random average process (RAP) on an infinite line. We focus on the large time behavior of the mean and the fluctuations of the positions of the…