Related papers: Correlations of multiplicative functions along det…

Probabilistic independence can dramatically simplify the task of eliciting, representing, and computing with probabilities in large domains. A key technique in achieving these benefits is the idea of graphical modeling. We survey existing…

We present the observation that the process of stochastic model predictive control can be formulated in the framework of iterated function systems. The latter has a rich ergodic theory that can be applied to study the system's long-run…

We analyse the convergence of the ergodic formula for Toeplitz matrix-sequences generated by a symbol and we produce explicit bounds depending on the size of the matrix, the regularity of the symbol and the regularity of the test function.

There are given characterizations of the exponential distribution by the properties of the independence of linear forms with random coefficients. Related results based on the constancy of regression of one statistic on a linear form are…

We study the zero sets of the independence polynomial on recursive sequences of graphs. We prove that for a maximally independent starting graph and a stable and expanding recursion algorithm, the zeros of the independence polynomial are…

Ergodic optimization aims to single out dynamically invariant Borel probability measures which maximize the integral of a given "performance" function. For a continuous self-map of a compact metric space and a dense set of continuous…

This thesis reviews recent progress on products of random matrices from the perspective of exactly solved Gaussian random matrix models. We derive exact formulae for the correlation functions for the eigen- and singular values at arbitrary…

We introduce and study algebraic dynamical systems generated by triangular systems of rational functions. We obtain several results about the degree growth and linear independence of iterates as well as about possible lengths of…

We observe n possibly dependent random variables, the distribution of which is presumed to be stationary even though this might not be true, and we aim at estimating the stationary distribution. We establish a non-asymptotic deviation bound…

We generalize a result of Matom\"aki, Radziwi{\l}{\l}, and Tao, by proving an averaged version of a conjecture of Chowla and a conjecture of Elliott regarding correlations of the Liouville function, or more general bounded multiplicative…

We propose a new efficient iterative method for generating random correlated binary sequences with prescribed correlation function. The method is based on consecutive linear modulations of initially uncorrelated sequence into a correlated…

The empirical copula process plays a central role for statistical inference on copulas. Recently, Segers (2011) investigated the asymptotic behavior of this process under non-restrictive smoothness assumptions for the case of i.i.d. random…

We consider a general system of n noninteracting identical particles which evolve under a given dynamical law and whose initial microstates are a priori independent. The time evolution of the n-particle average of a bounded function on the…

For stochastic implicit Taylor methods that use an iterative scheme to compute their numerical solution, stochastic B--series and corresponding growth functions are constructed. From these, convergence results based on the order of the…

The asymptotic behavior of estimates and information criteria in linear models are studied in the context of hierarchically correlated sampling units. The work is motivated by biological data collected on species where autocorrelation is…

We investigate three different methods for systematically approximating the diffusion coefficient of a deterministic random walk on the line which contains dynamical correlations that change irregularly under parameter variation. Capturing…

This paper develops computationally feasible methods for estimating random effects models in the context of regression modelling of multiple independent time series of discrete valued counts in which there is serial dependence. Given…

This is a significantly expanded version of the survey paper "Mixing and decay of correlations in non-uniformly expanding maps: a survey of recent results" math/0301319. We discuss recent results on decay of correlations for non-uniformly…

The paper introduces a generalization for known probabilistic models such as log-linear and graphical models, called here multiplicative models. These models, that express probabilities via product of parameters are shown to capture…

A random coefficient autoregressive process is deeply investigated in which the coefficients are correlated. First we look at the existence of a strictly stationary causal solution, we give the second-order stationarity conditions and the…