Related papers: Persistence of autoregressive sequences with logar…

Let $\{\mm_n, n=0,1,...\}$ be the supercritical branching random walk starting with one initial ancestor located at the origin of the real line. For $n=0,1,...$ let $W_n$ be the moment generating function of $\mm_n$ normalized by its mean.…

This work introduces the minimax Laplace transform method, a modification of the cumulant-based matrix Laplace transform method developed in "User-friendly tail bounds for sums of random matrices" (arXiv:1004.4389v6) that yields both upper…

By using a probabilistic technique based on the exponential change of measure we find a precise tail asymptotic behavior of some perpetuities with distributions close to the Dickman distribution.

In this paper we derive the asymptotic behaviour of the survival function of both random sum and random maximum of log-normal risks. As for the case of finite sum and maximum investigated in Asmussen and Rojas-Nandaypa (2008) also for the…

We consider the recursion $X_{n+1}=\sum_{i=0}^n \epsilon_{n,i}X_{n-i}$, where $\epsilon_{n,i}$ are i.i.d. (Bernoulli) random variables taking values in $\{-1,1\}$, and $X_0=1$, $X_{-j}=0$ for $j>0$. We prove that almost surely, $n^{-1}\log…

This paper investigates tail asymptotics of stationary distributions and quasi-stationary distributions (QSDs) of continuous-time Markov chains on subsets of the non-negative integers. Based on the so-called flux-balance equation, we…

Let (Z_n)_{n\in\N_0} be a d-dimensional random walk in random scenery, i.e., Z_n=\sum_{k=0}^{n-1}Y_{S_k} with (S_k)_{k\in\N_0} a random walk in Z^d and (Y_z)_{z\in Z^d} an i.i.d. scenery, independent of the walk. We assume that the random…

We consider the tail distribution of the edge cover time of a specific non-Markov process, $\delta$ once-reinforced random walk, on finite connected graphs, whose transition probability is proportional to weights of edges. Here the weights…

We consider multivariate extreme value statistics for independent but nonidentically distributed random vectors. In particular, the data may have varying tail copulas and also heteroscedastic marginal distributions. Assuming smoothly…

The tail chain of a Markov chain can be used to model the dependence between extreme observations. For a positive recurrent Markov chain, the tail chain aids in describing the limit of a sequence of point processes $\{N_n,n\geq1\}$,…

We study the growth behaviour of rational linear recurrence sequences. We show that for low-order sequences, divergence is decidable in polynomial time. We also exhibit a polynomial-time algorithm which takes as input a divergent rational…

In this paper we consider the first passage percolation with identical and independent exponentially distributions, called the Eden growth model, and we study the upper tail large deviations for the first passage time ${\rm T}$. Our main…

In this paper we present a tail inequality for the maximum of partial sums of a weakly dependent sequence of random variables that are not necessarily bounded. The class considered includes geometrically and subgeometrically strongly mixing…

For every monic polynomial $f \in \mathbb{Z}[X]$ with $\operatorname{deg}(f) \geq 1$, let $\mathcal{L}(f)$ be the set of all linear recurrences with values in $\mathbb{Z}$ and characteristic polynomial $f$, and let \begin{equation*}…

In the literature, retrial queues with batch arrivals and heavy service times have been studied and the so-called equivalence theorem has been established under the condition that the service time is heavier than the batch size. The…

For $m,q \in \mathbb{N}$, we call an $m$-tuple $(a_1,\ldots,a_m) \in \prod_{i=1}^m (\mathbb{Z}/q\mathbb{Z})^\times$ good if there are infinitely many consecutive primes $p_1,\ldots,p_m$ satisfying $p_i \equiv a_i \pmod{q}$ for all $i$. We…

Let $X_1,X_2,...$ be a sequence of random variables satisfying the distributional recursion $X_1=0$ and $X_n= X_{n-I_n}+1$ for $n=2,3,...$, where $I_n$ is a random variable with values in $\{1,...,n-1\}$ which is independent of…

We solve the problem of asymptotic behaviour of the renewal measure (Green function) generated by a transient Lamperti's Markov chain $X_n$ in $\mathbf R$, that is, when the drift of the chain tends to zero at infinity. Under this setting,…

We provide a detailed study on the implicit bias of gradient descent when optimizing loss functions with strictly monotone tails, such as the logistic loss, over separable datasets. We look at two basic questions: (a) what are the…

We prove that a subshift $(X,T)$ is linearly recurrent if and only if it is a primitive and proper $S$-adic subshift. This corrects Proposition 6 in F. Durand ({\it Ergod. Th. & Dynam. Sys. {\bf 20}} (2000), 1061--1078).