Related papers: Asymptotic behavior of the generalized Derrida-Ret…

We give characterizations of the transition semigroup and generator of a continuous-time Derrida--Retaux type process that generalizes the one introduced by Hu, Mallein and Pain (Commun. Math. Phys., 2020). It is shown that the process…

We consider a simple max-type recursive model which was introduced in the study of depinning transition in presence of strong disorder, by Derrida and Retaux. Our interest is focused on the critical regime, for which we study the extinction…

We consider a generalized Derrida-Retaux model on a Galton-Watson tree with a geometric offspring distribution. For a class of recursive systems, including the Derrida-Retaux model with either a geometric or exponential initial…

To study the depinning transition in the limit of strong disorder, Derrida and Retaux (2014) introduced a discrete-time max-type recursive model. It is believed that for a large class of recursive models, including Derrida and Retaux'…

The Derrida--Retaux recursive system was investigated by Derrida and Retaux (2014) as a hierarchical renormalization model in statistical physics. A prediction of Derrida and Retaux (2014) on the free energy has recently been rigorously…

Generalized Maxwell distribution is an extension of the classic Maxwell distribution. In this paper, we concentrate on the joint distributional asymptotics of normalized maxima and minima. Under optimal normalizing constants, asymptotic…

We are interested in the random walk in random environment on an infinite tree. Lyons and Pemantle [11] give a precise recurrence/transience criterion. Our paper focuses on the almost sure asymptotic behaviours of a recurrent random walk…

We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. The model considered in the paper is very general as we do not impose any…

The max-stable H\"usler-Reiss distribution which arises as the limit distribution of maxima of bivariate Gaussian triangular arrays has been shown to be useful in various extreme value models. For such triangular arrays, this paper…

In this paper, we study a multidimensional risk model with a common renewal process and in the presence of a constant interest force. The claim sizes are independent and identically distributed random vectors, with the distribution of…

We introduce a new model of random tree that grows like a random recursive tree, except at some exceptional "doubling events" when the tree is replaced by two copies of itself attached to a new root. We prove asymptotic results for the size…

In this paper we examine a multivariate risk model, with common renewal counting process, constant interest rate, and each claim vector is accompanied by a random number of delayed claim vectors. The interest is focused on the asymptotic…

In survival or reliability studies, the mean residual life or life expectancy is an important characteristic of the model. Here, we study the limiting behaviour of the mean residual life, and derive an asymptotic expansion which can be used…

Using stochastic gradient search and the optimal filter derivative, it is possible to perform recursive (i.e., online) maximum likelihood estimation in a non-linear state-space model. As the optimal filter and its derivative are…

In several variables, we prove the pointwise convergence of multiresolution expansions to the distributional point values of tempered distributions and distributions of superexponential growth. The article extends and improves earlier…

Let X,Y,B be three independent random variables such that $X$ has the same distribution function as Y B. Assume that B is a Beta random variable with positive parameters a,b and Y has distribution function H. Pakes and Navarro (2007) show…

We present here a general framework, expressed by a system of nonlinear differential equations, suitable for the modelling of taxation and redistribution in a closed (trading market) society. This framework allows to describe the evolution…

Let (X,Y) be a bivariate elliptical random vector with associated random radius in the Gumbel max-domain of attraction. In this paper we obtain a second order asymptotic expansion of the joint survival probability P(X > x, Y> y) for x,y…

We analyze the asymptotic behavior of sequences of random variables defined by an initial condition, a stationary and ergodic sequence of random matrices, and an induction formula involving multiplication is the so-called max-plus algebra.…

We provide exact asymptotic expressions for the performance of regression by an $L-$layer deep random feature (RF) model, where the input is mapped through multiple random embedding and non-linear activation functions. For this purpose, we…