Related papers: Limit theorems for record indicators in threshold …

For the distributions of finitely many binary random variables, we study the interaction of restrictions of the supports with conditional independence constraints. We prove a generalization of the Hammersley-Clifford theorem for…

Given a random sequence of holomorphic maps $f_1,f_2,f_3,...$ of the unit disk $\Delta$ to a subdomain $X$, we consider the compositions $$F_n=f_1 \circ f_{2} \circ ... f_{n-1} \circ f_n.$$ The sequence $\{F_n\}$ is called the {\em iterated…

Consider sample covariance matrices of the form $Q:=\Sigma^{1/2} X X^\top \Sigma^{1/2}$, where $X=(x_{ij})$ is an $n\times N$ random matrix whose entries are independent random variables with mean zero and variance $N^{-1}$, and $\Sigma$ is…

An invariant ensemble of $N\times N$ random matrices can be characterised by a joint distribution for eigenvalues $P(\lambda_1,\cdots,\lambda_N)$. The study of the distribution of linear statistics, i.e. of quantities of the form…

This paper develops Kolmogorov-type maximal inequalities for sums of Negative Binomial random variables under both independence and dependence structures. For independent heterogeneous Negative Binomial variables we derive sharp Markov-type…

In the sequential change-point detection literature, most research specifies a required frequency of false alarms at a given pre-change distribution $f_{\theta}$ and tries to minimize the detection delay for every possible post-change…

Shearer's inequality bounds the sum of joint entropies of random variables in terms of the total joint entropy. We give another lower bound for the same sum in terms of the individual entropies when the variables are functions of…

We consider the central limit theorem for stable laws in the case of the standardized sum of independent and identically distributed random variables with regular probability density function. By showing decay of different entropy…

Let $(X,\mathcal{F},\mu,T)$ be a not necessarily invertible non-atomic measure-preserving dynamical system where the $\sigma$-algebra $\mathcal{F}$ is generated by the intervals according to some total order. The main result is that the…

A block Markov chain is a Markov chain whose state space can be partitioned into a finite number of clusters such that the transition probabilities only depend on the clusters. Block Markov chains thus serve as a model for Markov chains…

Available in the literature are properties which characterize the gamma distribution via independence of two appropriately chosen statistics. Well-known is the classical result when one of the statistics is the sample mean and the other one…

We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…

Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…

In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…

Let $G$ be a large (simple, unlabeled) dense graph on $n$ vertices. Suppose that we only know, or can estimate, the empirical distribution of the number of subgraphs $F$ that each vertex in $G$ participates in, for some fixed small graph…

This paper investigates the controllability of finite-dimensional linear fractional systems involving an uncertain parameter. We establish new results on the simultaneous and average controllability. In particular, we show that average…

The fractional non-homogeneous Poisson process was introduced by a time-change of the non-homogeneous Poisson process with the inverse $\alpha$-stable subordinator. We propose a similar definition for the (non-homogeneous) fractional…

For fixed $l,m \ge 1$, let $\mathbf{X}_n^{(0)},\mathbf{X}_n^{(1)},\dots,\mathbf{X}_n^{(l)}$ be independent random $n \times n$ matrices with independent entries, let $\mathbf{F}_n^{(0)} := \mathbf{X}_n^{(0)} (\mathbf{X}_n^{(1)})^{-1} \cdots…

We consider bootstrap percolation and diffusion in sparse random graphs with fixed degrees, constructed by configuration model. Every node has two states: it is either active or inactive. We assume that to each node is assigned a…

There is a long history of establishing central limit theorems for Markov chains. Quantitative bounds for chains with a spectral gap were proved by Mann and refined later. Recently, rates of convergence for the total variation distance were…