Related papers: Typicality and entropy of processes on infinite tr…
We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…
It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…
We study the local convergence of critical Galton-Watson trees and Levy trees under various conditionings. Assuming a very general monotonicity property on the functional of random trees, we show that random trees conditioned to have large…
We propose a compression-based version of the empirical entropy of a finite string over a finite alphabet. Whereas previously one considers the naked entropy of (possibly higher order) Markov processes, we consider the sum of the…
For random dynamical systems, by summarizing the fundamental properties of Kifer's topological pressure we introduce the concept of random pressure functions, and define Ruelle's metric entropy for invariant measures. Employing the…
A classical result by Otter shows that the complete graph has an exponential number of non-isomorphic spanning trees. This was recently extended by Lee to every almost regular graph of sufficiently large degree. In this paper, we consider…
Random walks on a group $G$ model many natural phenomena. A random walk is defined by a probability measure $p$ on $G$. We are interested in asymptotic properties of the random walks and in particular in the linear drift and the asymptotic…
We study a family of processes generated according to sequential probability assignments induced by the LZ78 universal compressor. We characterize entropic and distributional properties such as their entropy and relative entropy rates,…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
We construct a general procedure for the Quasi Likelihood Analysis applied to a multivariate point process on the real half line in an ergodic framework. More precisely, we assume that the stochastic intensity of the underlying model…
We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…
We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we…
The interrelationships of the fundamental biological processes natural selection, mutation, and stochastic drift are quantified by the entropy rate of Moran processes with mutation, measuring the long-run variation of a Markov process. The…
We study the large-deviation properties of minimum spanning trees for two ensembles of random graphs with $N$ nodes. First, we consider complete graphs. Second, we study Erd\H{o}s-R\'{e}nyi (ER) random graphs with edge probability $p=c/N$…
Limiting distributions are derived for the sparse connected components that are present when a random graph on $n$ vertices has approximately $\half n$ edges. In particular, we show that such a graph consists entirely of trees, unicyclic…
We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…
Random walks have been intensively studied on regular and complex networks, which are used to represent pairwise interactions. Nonetheless, recent works have demonstrated that many real-world processes are better captured by higher-order…
We consider stochastic processes on complete, locally compact tree-like metric spaces $(T,r)$ on their "natural scale" with boundedly finite speed measure $\nu$. Given a triple $(T,r,\nu)$ such a speed-$\nu$ motion on $(T,r)$ can be…
For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…