Related papers: On renewal theory for cluster processes
A new version of the cluster expansion is proposed without breaking the translation and rotation invariance. As an application of this technique, we construct the connected Schwinger functions of the regularized $\phi^4$ theory in a…
A blocks method is used to define clusters of extreme values in stationary time series. The cluster starts at the first large value in the block and ends at the last one. The block cluster measure (the point measure at clusters) encodes…
We construct a family of processes, from a renewal process, that have realizations that converge almost surely to the Brownian motion, uniformly on the unit time interval. Finally we compute the rate of convergence in a particular case.
Cluster algebras, introduced by Fomin and Zelevinsky through the process of quiver mutation, have become central objects in modern algebra and geometry, linking combinatorial constructions with diverse mathematical domains such as…
Our principal aim is to observe the Markov discrete-time process of population growth with long-living trajectory. First we study asymptotical decay of generating function of Galton-Watson process for all cases as the Basic Lemma.…
In neuroscience, the time elapsed since the last discharge has been used to predict the probability of the next discharge. Such predictions can be improved taking into account the last two discharge times, and possibly more. Such multi-time…
We study a random walk $\mathbf{S}_n$ on $\mathbb{Z}^d$ ($d\geq 1$), in the domain of attraction of an operator-stable distribution with index $\boldsymbol{\alpha}=(\alpha_1,\ldots,\alpha_d) \in (0,2]^d$: in particular, we allow the…
Some characterizations of mixed renewal processes in terms of exchangeability and of different types of disintegrations are given. As a consequence, an existence result for mixed renewal processes, providing also a new construction for…
We consider a stationary random field indexed by an increasing sequence of subsets of $\mathbb{Z}^d$ obeying a very broad geometrical assumption on how the sequence expands. Under certain mixing and local conditions, we show how the tail…
Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…
Let $X_1, X_2,\ldots$ be random elements of the Skorokhod space $D(\mathbb{R})$ and $\xi_1, \xi_2, \ldots$ positive random variables such that the pairs $(X_1,\xi_1), (X_2,\xi_2),\ldots$ are independent and identically distributed. The…
We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…
We derive subexponential tail asymptotics for the distribution of the maximum of a compound renewal process with linear component and of a L\'evy process, both with negative drift, over random time horizon $\tau$ that does not depend on the…
A class of discrete renewal processes with super-exponentially decaying inter-arrival distributions coincides with the infinite volume limit of general homogeneous pinning models in their localized phase. Pinning models are statistical…
We propose a new modification of the coupling method for renewal process in continuous time. We call this modification "the stationary coupling method", and construct it primarily to obtain the bounds for convergence rate of the…
We define a generalization of the winding number of a piecewise $C^1$ cycle in the complex plane which has a geometric meaning also for points which lie on the cycle. The computation of this winding number relies on the Cauchy principal…
In this note the range-renewal structure of general independent and identically distributed samplings is discussed, which is a natural extension of the result in Chen et al (arXiv:1305.1829).
We consider a renewal process which models a cumulative shock model that fails when the accumulation of shocks up-crosses a certain threshold. The ratio limit properties of the probabilities of non-failure after n cumulative shocks are…
We present and establish large deviations principles for general multivariate renewal-reward processes associated with a classical discrete-time renewal process. A renewal-reward process describes a cumulative reward over time, supposing…
Let $N(\tau)$ be a renewal process for independent holding times $\{X_i\}_{k \ge 0}$ ,where $\{X_k\}_{k\ge 1}$ are identically distributed with density $p(x)$. If the associated residual time $R(\tau)$ has a density $u(x,\tau)$, its…