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We consider an autoregressive model on $\mathbb{R}$ defined by the recurrence equation $X_n=A_nX_{n-1}+B_n$, where $\{(B_n,A_n)\}$ are i.i.d. random variables valued in $\mathbb{R}\times\mathbb{R}^+$ and $\mathbb {E}[\log A_1]=0$ (critical…

Probability · Mathematics 2007-10-25 Dariusz Buraczewski

We fix $d \geq 2$ and denote $\mathcal S$ the semi-group of $d \times d$ matrices with non negative entries. We consider a sequence $(A_n, B_n)_{n \geq 1} $ of i. i. d. random variables with values in $\mathcal S\times \mathbb R_+^d$ and…

Probability · Mathematics 2020-03-23 Sara Brofferio , Marc Peigné , Thi Da Cam Pham

We obtain complementary recurrence and transience criteria for processes $X=(X_n)_{n \ge 0}$ with values in $\mathbb R^d_+$ fulfilling a non-linear equation $X_{n+1}=MX_n+g(X_n)+ \xi_{n+1}$. Here $M$ denotes a primitive matrix having…

Probability · Mathematics 2016-05-16 Götz Kersting

We consider the autoregressive model on $\R^d$ defined by the following stochastic recursion $X_n = A_n X_{n-1}+B_n$, where $\{(B_n,A_n)\}$ are i.i.d. random variables valued in $\R^d\times \R^+$. The critical case, when $\E\big[\log…

Probability · Mathematics 2008-11-10 Sara Brofferio , Dariusz Buraczewski , Ewa Damek

For i.i.d. random vectors $(M_{1},Q_{1}),(M_{2},Q_{2}),\ldots$ such that $M>0$ a.s., $Q\geq 0$ a.s. and $\mathbb{P}(Q=0)<1$, the random difference equation $X_{n}=M_{n}X_{n-1}+Q_{n}$, $n=1,2,\ldots$, is studied in the critical case when the…

Probability · Mathematics 2021-05-12 Gerold Alsmeyer , Alexander Iksanov

We study recurrence in the real quadratic family and give a sufficient condition on the recurrence rate $(\delta_n)$ of the critical orbit such that, for almost every nonregular parameter $a$, the set of $n$ such that $\vert F^n(0;a) \vert…

Dynamical Systems · Mathematics 2022-11-15 Mats Bylund

Let $G$ be a multiplicative subsemigroup of the general linear group $\Gl(\mathbb{R}^d)$ which consists of matrices with positive entries such that every column and every row contains a strictly positive element. Given a $G$--valued random…

Probability · Mathematics 2011-11-09 Mariusz Mirek

We discuss complementary recurrence and transience criteria for stochastic processes $(X_n)_{n \ge 0}$ with values in the $d$-dimensional orthant $\mathbb R^d_+$ fulfilling a non-linear stochastic equation of the form $X_{n+1}=MX_n+g(X_n)+…

Probability · Mathematics 2016-04-05 Götz Kersting

Nearly linear recurrences are a generalisation of linear recurrences and are instances of linear time-invariant systems in control theory and linear constraint loops in program analysis. In this paper we formulate the Positivity Problem for…

Dynamical Systems · Mathematics 2026-03-04 Amaury Pouly , Mahsa Shirmohammadi , James Worrell

Critical loci for projective reconstruction from three views in four dimensional projective space are defined by an ideal generated by maximal minors of suitable $4 \times 3$ matrices, $N,$ of linear forms. Such loci are classified in this…

Algebraic Geometry · Mathematics 2019-02-04 Marina Bertolini , GianMario Besana , Roberto Notari , Cristina Turrini

The multitime multiple recurrences are common in analysis of algorithms, computational biology, information theory, queueing theory, filters theory, statistical physics etc. The theoretical part about them is little or not known. That is…

Dynamical Systems · Mathematics 2015-06-10 Cristian Ghiu , Raluca Tuliga , Constantin Udriste

We consider stochastic dynamical systems on ${\mathbb{R}}$, that is, random processes defined by $X_n^x=\Psi_n(X_{n-1}^x)$, $X_0^x=x$, where $\Psi _n$ are i.i.d. random continuous transformations of some unbounded closed subset of…

Probability · Mathematics 2015-06-05 Sara Brofferio , Dariusz Buraczewski

Given a sequence $(M_{k}, Q_{k})_{k\ge 1}$ of independent, identically distributed ran\-dom vectors with nonnegative components, we consider the recursive Markov chain $(X_{n})_{n\ge 0}$, defined by the random difference equation…

Probability · Mathematics 2018-01-30 Gerold Alsmeyer , Dariusz Buraczewski , Alexander Iksanov

We prove a multiple recurrence result for arbitrary measure-preserving transformations along polynomials in two variables of the form $m+p_i(n)$, with rationally independent $p_i$'s with zero constant term. This is in contrast to the single…

Dynamical Systems · Mathematics 2019-02-20 Nikos Frantzikinakis , Pavel Zorin-Kranich

We study the problem nonparametric classification with repeated observations. Let $\bX$ be the $d$ dimensional feature vector and let $Y$ denote the label taking values in $\{1,\dots ,M\}$. In contrast to usual setup with large sample size…

Information Theory · Computer Science 2023-07-20 Hüseyin Afşer , László Györfi , Harro Walk

In this paper we introduce and study new notions of uniform recurrence in multidimensional words. A $d$-dimensional word is called \emph{uniformly recurrent} if for all $(s_1,\ldots,s_d)\in\mathbb{N}^d$ there exists $n\in\mathbb{N}$ such…

Combinatorics · Mathematics 2020-06-18 Émilie Charlier , Svetlana Puzynina , Élise Vandomme

Let $(Y_n)$ be a sequence of i.i.d. real valued random variables. Reflected random walk $(X_n)$ is defined recursively by $X_0=x \ge 0$, $X_{n+1} = |X_n - Y_{n+1}|$. In this note, we study recurrence of this process, extending a previous…

Probability · Mathematics 2007-05-23 Marc Peigné , Wolfgang Woess

We consider a recurrent RWRE $(X_n)_{n \in \mathbb{N}_0}$ on $\mathbb{Z}$ and investigate the quenched return probabilities of the RWRE to the origin for which we state results on their decay in terms of summability. Additionally, we give…

Probability · Mathematics 2012-11-21 Michael Kochler

We introduce a class of infinitely renormalizable, unicritical diffeomorphisms of the disk (with a non-degenerate "critical point"). In this class of dynamical systems, we show that under renormalization, maps eventually become…

Dynamical Systems · Mathematics 2024-01-25 Sylvain Crovisier , Mikhail Lyubich , Enrique Pujals , Jonguk Yang

A theorem of Bayer and Teichmann implies that if a finite real multisequence \beta = \beta^(2d) has a representing measure, then the associated moment matrix M_d admits positive, recursively generated moment matrix extensions M_(d+1),…

Functional Analysis · Mathematics 2012-04-10 Raul E. Curto , Lawrence A. Fialkow
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