Related papers: Limiting entry times distribution for arbitrary nu…

An analytical study of the return time distribution of extreme events for stochastic processes with power-law correlation has been carried on. The calculation is based on an epsilon-expansion in the correlation exponent:…

We consider the stochastic ranking process with the jump times of the particles determined by Poisson random measures. We prove that the joint empirical distribution of scaled position and intensity measure converges almost surely in the…

Using techniques from Poisson approximation, we prove explicit error bounds on the number of permutations that avoid any pattern. Most generally, we bound the total variation distance between the joint distribution of pattern occurrences…

Statistical lattice ensembles of loops in three or more dimensions typically have phases in which the longest loops fill a finite fraction of the system. In such phases it is natural to ask about the distribution of loop lengths. We show…

We consider the asymptotic distribution of a cell in a 2 x ... x 2 contingency table as the fixed marginal totals tend to infinity. The asymptotic order of the cell variance is derived and a useful diagnostic is given for determining…

We consider random walks on random graphs, focusing on return probabilities and hitting times for sparse Erdos-Renyi graphs. Using the tree approach which is expected to be exact in the large graph limit, we show how to solve for the…

The generalized inverse Gaussian-Poisson (GIGP) distribution proposed by Sichel in the 1970s has proved to be a flexible fitting tool for diverse frequency data, collectively described using the item production model. In this paper, we…

The article describes the limiting distribution of the extremes of observations that arrive in clusters. We start by studying the tail behaviour of an individual cluster and then we apply the developed theory to determine the limiting…

An unbinned statistical test on cluster-like deviations from Poisson processes for point process data is introduced, presented in the context of time variability analysis of astrophysical sources in count rate experiments. The measure of…

We look into the problem of stochastic resetting with refractory periods. The model dynamics comprises diffusive and motionless phases. The diffusive phase ends at random time instants, at which the system is reset to a given position --…

In this paper we study the quenched distributions of hitting times for a class of random dynamical systems. We prove that hitting times to dynamically defined cylinders converge to a Poisson point process under the law of random equivariant…

The generalized Poisson distribution is well known to be a compound Poisson distribution with Borel summands. As a generalization we present closed formulas for compound Bartlett and Delaporte distributions with Borel summands and a…

We develop an efficient posterior sampling scheme for the Poisson INGARCH models. The proposed method is based on the approximation of the posterior density that exploits the Poisson limit of the negative binomial distribution. It allows us…

The aim of the present work is to provide a supplement to the authors' paper (2018). It is shown that our results on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the…

In this paper we determine the limiting distribution of the image of the Eichler--Shimura map or equivalently the limiting joint distribution of the coefficients of the period polynomials associated to a fixed cusp form. The limiting…

A workload model using the infinite source Poisson model for bursts is combined with the on--off model for within burst activity. Burst durations and on--off durations are assumed to have heavy-tailed distributions with infinite variance…

The irreducible decomposition of successive restriction and induction of irreducible representations of a symmetric group gives rise to a Markov chain on Young diagrams keeping the Plancherel measure invariant. Starting from this Res-Ind…

The paper develops new methods of non-parametric estimation a compound Poisson distribution. Such a problem arise, in particular, in the inference of a Levy process recorded at equidistant time intervals. Our key estimator is based on…

In this article we introduce associative Look-Up Tables. With their help, pseudo sums are correctly determined. The set of limit distributions in a pseudo-summation scheme of i.i.d. random variables is described. Also, two special cases…

We study the following distribution clustering problem: Given a hidden partition of $k$ distributions into two groups, such that the distributions within each group are the same, and the two distributions associated with the two clusters…