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We investigate multivariate regular variation in the context of time-homogeneous Markov chains on general vector spaces and in random coefficient linear models. In the first part, we show that the regular variation of the stationary…
Markov chains for probability distributions related to matrix product states and 1D Hamiltonians are introduced. With appropriate 'inverse temperature' schedules, these chains can be combined into a random approximation scheme for ground…
Operators with zero dimensional spectral measures appear naturally in the theory of ergodic Schr\"odinger operators. We develop the concept of a complete family of Hausdorff measure functions in order to analyze and distinguish between…
We consider irreversible Markov chains on finite commutative rings randomly generated using both addition and multiplication. We restrict ourselves to the case where the addition is uniformly random and multiplication is arbitrary. We first…
Bifurcating Markov chains (BMC) are Markov chains indexed by a full binary tree representing the evolution of a trait along a population where each individual has two children. Motivated by the functional estimation of the density of the…
A short introduction to the use of the spectral theorem for self-adjoint operators in the theory of special functions is given. As the first example, the spectral theorem is applied to Jacobi operators, i.e. tridiagonal operators, on…
A unified theory of orthogonal polynomials of a discrete variable is presented through the eigenvalue problem of hermitian matrices of finite or infinite dimensions. It can be considered as a matrix version of exactly solvable Schr\"odinger…
We study a class of stationary Markov processes with marginal distributions identifiable by moments such that every conditional moment of degree say $m$ is a polynomial of degree at most $m\;\text{.}\;$ We show that then under some…
It is well known that the product of two independent regularly varying random variables with the same tail index is again regularly varying with this index. In this paper, we provide sharp sufficient conditions for the regular variation…
We study the finiteness of physical measures for skew-product transformations $F$ associated with discrete-time random dynamical systems driven by ergodic Markov chains. We develop a framework, using an independent and identically…
I analyze an unexpected connection between multiple orthogonal polynomials, $d$-orthogonal polynomials, production matrices and branched continued fractions. This work can be viewed as a partial extension of Viennot's combinatorial theory…
We describe fast algorithms for approximating the connection coefficients between a family of orthogonal polynomials and another family with a polynomially or rationally modified measure. The connection coefficients are computed via…
We investigate self-adjoint matrices $A\in\mathbb{R}^{n,n}$ with respect to their equivariance properties. We show in particular that a matrix is self-adjoint if and only if it is equivariant with respect to the action of a group…
Two fundamental theorems by Spitzer/Erickson and Kesten/Maller on the fluctuation type (positive divergence, negative divergence or oscillation) of a real-valued random walk $(S_{n})_{n\ge 0}$ with iid increments $X_{1},X_{2},\ldots$ and…
After a brief review of the key theorems concerning recurrent sequences, we give an explicit computation of the inverse of the Vandermonde matrix. This will then be used to derive sub-exponential decay error terms in the ergodic theorem of…
We prove a version of McDiarmid's bounded differences inequality for Markov chains, with constants proportional to the mixing time of the chain. We also show variance bounds and Bernstein-type inequalities for empirical averages of Markov…
Two approaches to studying the correlation functions of the binary Markov sequences are considered. The first of them is based on the study of probability of occurring different ''words'' in the sequence. The other one uses recurrence…
We analyze random walks on a class of semigroups called ``left-regular bands''. These walks include the hyperplane chamber walks of Bidigare, Hanlon, and Rockmore. Using methods of ring theory, we show that the transition matrices are…
Let $(g_{n})_{n\geq 1}$ be a sequence of independent and identically distributed (i.i.d.) $d\times d$ real random matrices. For $n\geq 1$ set $G_n = g_n \ldots g_1$. Given any starting point $x=\mathbb R v\in\mathbb{P}^{d-1}$, consider the…
We collect some peculiarities of higher-order fractional Laplacians $(-\Delta)^s$, $s>1$, with special attention to the range $s\in(1,2)$, which show their oscillatory nature. These include the failure of the polarization and…