Related papers: Long-Range Correlations of Sequences Modulo 1
We consider a family of random line tessellations of the Euclidean plane introduced in a much more formal context by Hug and Schneider [Geom. Funct. Anal. 17, 156 (2007)] and described by a parameter \alpha\geq 1. For \alpha=1 the zero-cell…
We investigate the role of short-range correlations in quark matter within the framework of the SU(2) NJL model. Employing a next-to-leading order expansion in 1/N_c for the quark self energy we construct a fully self-consistent model that…
We give a general framework for approximations to combinatorial assemblies, especially suitable to the situation where the number $k$ of components is specified, in addition to the overall size $n$. This involves a Poisson process, which,…
Let $(X_{k})_{k\geq 1}$ and $(Y_k)_{k\geq 1}$ be the sequence of $X$ and $Y$-coordinates of the positive integer solutions $(x, y)$ of the equation $x^2 - dy^2 = t$. In this paper we completely describe those recurrence sequences such that…
We augment the method of Wooley (2015) by some new ideas and in a series of results, improve his metric bounds on the Weyl sums and the discrepancy of fractional parts of real polynomials with partially prescribed coefficients. We also…
We consider some problems related to the truncation question in long-range percolation. It is given probabilities that certain long-range oriented bonds are open; assuming that this probabilities are not summable, we ask if the probability…
In this article we generalize Borel's classical approximation results for the regular continued fraction expansion to the alpha-Rosen fraction expansion, using a geometric method. We give a Haas-Series-type result about all possible good…
The so called long range correlation properties of DNA sequences are studied using the variance analyses of the density distribution of a single or a group of nucleotides in a model independent way. This new method which was suggested…
The one-dimensional chain of coupled oscillators with long-range power-law interaction is considered. The equation of motion in the infrared limit are mapped onto the continuum equation with the Riesz fractional derivative of order…
It is an open question whether the fractional parts of nonlinear polynomials at integers have the same fine-scale statistics as a Poisson point process. Most results towards an affirmative answer have so far been restricted to almost sure…
Answering an informal question of K. Park, we show that by fixing some irrational alpha to have a particular standard continued fraction expansion, we may force the associated discrepancy sequences for all x in [0,1), which track the…
In this paper we propose a new approach for sequential monitoring of a parameter of a $d$-dimensional time series, which can be estimated by approximately linear functionals of the empirical distribution function. We consider a…
We extend the close interplay between continued fractions, orthogonal polynomials, and Gaussian quadrature rules to several variables in a special but natural setting which we characterize in terms of moment sequences. The crucial condition…
It is well known that a binomial $(n,p)$ can be approximated by a Poisson distribution with parameter $np$. The typical approach in undergraduate probability texts is to show a convergence result for the distribution of the binomial as $n$…
We present a process-level Poisson-approximation result for the degree-k vertices in a high-density weighted random connection model with preferential-attachment kernel in the unit volume. Our main focus lies on the impact of the left tails…
We present some correlated fractional counting processes on a finite time interval. This will be done by considering a slight generalization of the processes in Borges et al. (2012). The main case concerns a class of space-time fractional…
In this paper, we show that the diagonal of a high-dimensional sample covariance matrix stemming from $n$ independent observations of a $p$-dimensional time series with finite fourth moments can be approximated in spectral norm by the…
Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…
We introduce a new test for detection of power-law cross-correlations among a pair of time series - the rescaled covariance test. The test is based on a power-law divergence of the covariance of the partial sums of the long-range…
We show for a class of sequences $(a_n)_{n\geq 1}$ of distinct positive integers, that for no $\alpha$ the sequence $(\left\{a_n \alpha \right\})_{n \geq 1}$ does have Poissonian pair correlation. This class contains for example all…