Related papers: The level crossings of random sums

For a symmetric random walk in $Z^2$ with $2+\delta$ moments, we represent $|\mathcal{R}(n)|$, the cardinality of the range, in terms of an expansion involving the renormalized intersection local times of a Brownian motion. We show that for…

Complex eigenvalues of random matrices $J=\text{GUE }+ i\gamma \diag (1, 0, \ldots, 0)$ provide the simplest model for studying resonances in wave scattering from a quantum chaotic system via a single open channel. It is known that in the…

We study the expected number of zeros of $$P_n(z)=\sum_{k=0}^n\eta_kp_k(z),$$ where $\{\eta_k\}$ are complex-valued i.i.d standard Gaussian random variables, and $\{p_k(z)\}$ are polynomials orthogonal on the unit disk. When…

The aim of this study is to extend the scope and applicability of the level-crossing method to discrete-time stochastic processes and generalize it to enable us to study multiple discrete-time stochastic processes. In previous versions of…

We consider the following definition of connectivity in $k$-uniform hypergraphs: Two $j$-sets are $j$-connected if there is a walk of edges between them such that two consecutive edges intersect in at least $j$ vertices. We determine the…

We consider the average number B_m(t) of bonds traversed exactly m times by a t step simple random walk. We determine B_m(t) explicitly in the scaling limit t -> oo with m/sqrt(t) fixed in dimension d=1 and m/log(t) fixed in dimension d=2.…

In this paper computer simulation results of higher order density correlation for cellular automaton models of traffic flow are presented. The examinations show the jamming transition as a function of both the density and the magnitude of…

The totally asymmetric simple exclusion process (TASEP) on the one-dimensional lattice with the Bernoulli \rho measure as initial conditions, 0<\rho<1, is stationary in space and time. Let N_t(j) be the number of particles which have…

There has been much recent interest in the satisfiability of random Boolean formulas. A random k-SAT formula is the conjunction of m random clauses, each of which is the disjunction of k literals (a variable or its negation). It is known…

We study the eigenvalue spectrum of a large real antisymmetric random matrix $J_{ij}$. Using a fermionic approach and replica trick, we obtain a semicircular spectrum of eigenvalues when the mean value of each matrix element is zero, and in…

We discuss a numerical analysis employing the density of partition function zeroes which permits effective distinction between phase transitions of first and second order, elucidates crossover between such phase transitions and gives a new…

We review the question of the extreme values attained by a random process. We relate it to level crossings either to one boundary (first-passage problems) and two boundaries (escape problems). The extremes studied are the maximum, the…

We consider a combination of heavily trimmed sums and sample quantiles which arises when examining properties of clustering criteria and prove limit theorems. The object of interest, which we call the Empirical Cross-over Function, is an…

We prove the asymptotic normality of the standardized number of crossings of a centered stationary mixing Gaussian process when both the level and the time horizon go to infinity in such a way that the expected number of crossings also goes…

Recently, random graphs in which vertices are characterized by hidden variables controlling the establishment of edges between pairs of vertices have attracted much attention. Here, we present a specific realization of a class of random…

In this Chapter, we consider a model of $N$ independent random walkers, each of duration $t$, and each starting from the origin, on a lattice in $d$ dimensions. We focus on two observables, namely $D_N(t)$ and $C_N(t)$ denoting respectively…

We prove for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n has the order of square root of n. Moment or symmetry assumptions are not necessary. In removing…

Let $\eta_{1},\eta_2,...$ be independent (not necessarily identically distributed) zero-mean random variables (r.v.'s) such that $|\eta_i|\le1$ almost surely for all $i$, and let $Z$ stand for a standard normal r.v. Let $a_1,a_2,...$ be any…

We represent excursion sets of smooth random fields as unions of a topological basis consisting of a sequence of simply and multiply connected compact subsets of the underlying manifold. The associated coefficients, which are non-negative…

Let $W$ be an integer valued random variable satisfying $E[W] =: \delta \geq 0$ and $P(W<0)>0$, and consider a self-interacting random walk that behaves like a simple symmetric random walk with the exception that on the first visit to any…