Related papers: Records for the moving average of a time series
This article proposes inference procedures for distribution regression models in duration analysis using randomly right-censored data. This generalizes classical duration models by allowing situations where explanatory variables' marginal…
Empirical distributions have their in-sample maxima as natural censoring. We look at the "hidden tail", that is, the part of the distribution in excess of the maximum for a sample size of $n$. Using extreme value theory, we examine the…
In this paper we characterize the limiting behavior of sums of extreme values of long range dependent sequences defined as functionals of linear processes with finite variance. The extremal sums behave completely different by compared to…
We consider a random walk model in a one-dimensional environment, formed by several zones of finite width with the fixed transition probabilities. It is also assumed that the transitions to the left and right neighboring points have unequal…
Heterogeneous diffusion with spatially changing diffusion coefficient arises in many experimental systems like protein dynamics in the cell cytoplasm, mobility of cajal bodies and confined hard-sphere fluids. Here, we showcase a simple…
In this paper, we introduce a new distribution generated by Lindley random variable which offers a more flexible model for modelling lifetime data. Various statistical properties like distribution function, survival function, moments,…
The probabilistic investigation on record values and record times of a sequence of random variables defined on the same probability space has received much attention from 1952 to now. A great deal of such theory focused on \textit{iid} or…
The family of U-statistics plays a fundamental role in statistics. This paper proves a novel exponential inequality for U-statistics under the time series setting. Explicit mixing conditions are given for guaranteeing fast convergence, the…
We investigate the statistics of recurrences to finite size intervals for chaotic dynamical systems. We find that the typical distribution presents an exponential decay for almost all recurrence times except for a few short times affected…
The fundamental models of epidemiology describe the progression of an infectious disease through a population using compartmentalized differential equations, but do not incorporate population-level heterogeneity in infection susceptibility.…
A characterization of the exponential distribution based on equidistribution conditions for maxima of random samples with consecutive sizes n-1 and n for an arbitrary and fixed n>2 is proved. This solves an open problem stated recently in…
A significant obstacle in the development of robust machine learning models is covariate shift, a form of distribution shift that occurs when the input distributions of the training and test sets differ while the conditional label…
We address this work to investigate some statistical properties of symbolic sequences generated by a numerical procedure in which the symbols are repeated following a power law probability density. In this analysis, we consider that the sum…
The statistics of transmission through random 1D media are generally presumed to be universal and to depend only upon a single dimensionless parameter-the ratio of the sample length and the mean free path, s = L/l. Here, we show in…
Time averages extracted from single-particle trajectories in complex media often vary strongly from one trajectory to another, even for long measurement times. Such persistent trajectory-to trajectory scatter is commonly observed in…
Statistical properties of the front of a semi-infinite system of single-file diffusion (one dimensional system where particles cannot pass each other, but in-between collisions each one independently follow diffusive motion) are…
We consider upper exponential bounds for the probability of the event that an absolute deviation of sample mean from mathematical expectation p is bigger comparing with some ordered level epsilon. These bounds include 2 coefficients {alpha,…
We study the extremal dynamics emerging in an out-of-equilibrium one-dimensional Jepsen gas of $(N+1)$ hard-point particles. The particles undergo binary elastic collisions, but move ballistically in-between collisions. The gas is initally…
We obtain an explicit formula for the variance of the number of $k$-peaks in a uniformly random permutation. This is then used to obtain an asymptotic formula for the variance of the length of longest $k$-alternating subsequence in random…
This paper develops a theory of distribution- and time-uniform asymptotics, culminating in the first large-sample anytime-valid inference procedures that are shown to be uniformly valid in a rich class of distributions. Historically,…