Related papers: The level crossings of random sums

In part I (math.PR/0406392) we proved for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n is of the maximal order square root of n. In higher dimensions we call…

The intersecting pedestrian flow on the 2D lattice with random update rule is studied. Each pedestrian has three moving directions without the back step. Under periodic boundary conditions, an intermediate phase has been found at which some…

The so-called level crossing analysis has been used to investigate the empirical data set. But there is a lack of interpretation for what is reflected by the level crossing results. The fractional Gaussian noise as a well-defined stochastic…

Given a joint probability density function of $N$ real random variables, $\{x_j\}_{j=1}^{N},$ obtained from the eigenvector-eigenvalue decomposition of $N\times N$ random matrices, one constructs a random variable, the linear statistics,…

Let $\mathbf{F}_q$ be a finite field of $q$ elements. We show that the normalized Jacobi sum $J(\chi,\eta)/\sqrt{q}$, for each fixed non-trivial multiplicative character $\eta$, becomes equidistributed in the unit circle as…

Let c(K;F) denote the surface crossing number of a knot K with respect to a closed connected surface F in S^3. We relate c(K;F) to the tunnel number t(K) and to the Heegaard deficiency delta(F)=g(M_1;F)+g(M_2;F)-g(F), where S^3=M_1 union_F…

We investigate the random dynamics of rational maps on the Riemann sphere and the dynamics of semigroups of rational maps on the Riemann sphere. We show that regarding random complex dynamics of polynomials, in most cases, the chaos of the…

We study the asymptotic distribution of level crossings for random matrix pencils A_n+\lambda B_n in several ensembles, including complex and real i.i.d. matrices and Gaussian/Hermitian settings. We derive a representation of the normalized…

We consider a generalization of the classical pinning problem for integer-valued random walks conditioned to stay non-negative. More specifically, we take pinning potentials of the form $\sum_{j\geq 0}\epsilon_j N_j$, where $N_j$ is the…

We generalize some previous results on random polynomials in several complex variables. A standard setting is to consider random polynomials $H_n(z):=\sum_{j=1}^{m_n} a_jp_j(z)$ that are linear combinations of basis polynomials $\{p_j\}$…

We consider the number of edge crossings in a random graph drawing generated by projecting a random geometric graph on some compact convex set $W\subset \mathbb{R}^d$, $d\geq 3$, onto a plane. The positions of these crossings form the…

Given a nonincreasing null sequence $T = (T_j)_{j \ge 1}$ of nonnegative random variables satisfying some classical integrability assumptions and $\mathbb{E}(\sum_{j}T_{j}^{\alpha})=1$ for some $\alpha>0$, we characterize the solutions of…

Many experiments record sequential trajectories where each trajectory consists of oscillations and fluctuations around zero. Such trajectories can be viewed as zero-mean functional data. When there are structural breaks (on the sequence of…

The potential applications of boundary functionals of random processes, such as the extreme values of these processes, the moment of first reaching a fixed level, the value of the process at the moment of reaching the level, the moment of…

We prove two estimates for the expectation of the exponential of a complex function of a random permutation or subset. Using this theory, we find asymptotic expressions for the expected number of copies and induced copies of a given graph…

We compare level-set percolation for Gaussian free fields (GFFs) defined on a rectangular subset of $\delta \mathbb{Z}^2$ to level-set percolation for GFFs defined on the corresponding metric graph as the mesh size $\delta$ goes to 0. In…

The main aim of this paper is twofold. First we generalize, in a novel way, most of the known non-vanishing results for the derivatives of the Riemann zeta function by establishing the existence of an infinite sequence of regions in the…

We study the counting of level crossings for inertial random processes exposed to stochastic resetting events. We develop the general approach of stochastic resetting for inertial processes with sudden changes in the state characterized by…

Let $\{X_j\}$ be independent, identically distributed random variables. It is well known that the functional CUSUM statistic and its randomly permuted version both converge weakly to a Brownian bridge if second moments exist. Surprisingly,…

Understanding the statistics of level crossings in stochastic processes is crucial across many scientific disciplines. The traditional Kac-Rice formula gives the mean rate of level crossings and has found broad use. However, that mean rate…