Related papers: Persistence probabilities for MA(1) sequences with…
We introduce the Mass Migration Process (MMP), a conservative particle system on ${\mathbb N}^{{\mathbb Z}^d}$. It consists in jumps of $k$ particles ($k\ge 1$) between sites, with a jump rate depending only on the state of the system at…
We study the dynamics of a class of two dimensional stochastic processes, depending on two parameters, which may be interpreted as two different temperatures, respectively associated to interfacial and to bulk noise. Special lines in the…
We discuss invariance principles for autoregressive tempered fractionally integrated moving averages in $\alpha$-stable $(1< \alpha \le 2)$ i.i.d. innovations and related tempered linear processes with vanishing tempering parameter $\lambda…
We study the persistence exponent for random walks in random sceneries (RWRS) with integer values and for some special random walks in random environment in $\mathbb Z^2$ including random walks in $\mathbb Z^2$ with random orientations of…
We consider uniform random permutations drawn from a family enumerated through generating trees. We develop a new general technique to establish a central limit theorem for the number of consecutive occurrences of a fixed pattern in such…
The persistence probability P_g(t) of the global order-parameter of a simple ferromagnet undergoing phase-ordering kinetics after a quench from a fully disordered state to below the critical temperature, T<T_c, is analysed. It is argued…
We give sharp, uniform estimates for the probability that the empirical distribution function for n uniform-[0,1] random variables stays to one side of a given line.
Quantum mechanics predicts the joint probability distributions of the outcomes of simultaneous measurements of commuting observables, but the current formulation lacks the operational definition of simultaneous measurements. In order to…
We give the distribution of $M_n$, the maximum of a sequence of $n$ observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then for the case where the underlying independent random…
Computing the agreement between two continuous sequences is of great interest in statistics when comparing two instruments or one instrument with a gold standard. The probability of agreement (PA) quantifies the similarity between two…
Persistence modules are representations of products of totally ordered sets in the category of vector spaces. They appear naturally in the representation theory of algebras, but in recent years they have also found applications in other…
We examine the distribution and popularity of different parameters (such as the number of descents, runs, valleys, peaks, right-to-left minima, and more) on the sets of increasing and flattened permutations. For each parameter, we provide…
We study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [-a,a]. For a of the order of one, the exit probabilities to each edge of the…
In this paper, we establish some theorems on the distribution of primes in higher-order progressions on average.
Permutations of correlated sequences of random variables appear naturally in a variety of applications such as graph matching and asynchronous communications. In this paper, the asymptotic statistical behavior of such permuted sequences is…
Consider n unit intervals, say [1,2], [3,4], ..., [2n-1,2n]. Identify their endpoints in pairs at random, with all (2n-1)!! = (2n-1) (2n-3) ... 3 1 pairings being equally likely. The result is a collection of cycles of various lengths, and…
Consider error terms x(i) of a moving average process MA(q), where x(i)=e(i) + e(i-1)+...+e(i-q) and e(i) - independent identically distributed (i.i.d.) random variables. We recognize a term x(i) as a local maximum if the following…
We set up the theory for a distributed algorithm for computing persistent homology. For this purpose we develop linear algebra of persistence modules. We present bases of persistence modules, and give motivation as for the advantages of…
We consider invariant transports of stationary random measures on $\mathbb{R}^d$ and establish natural mixing criteria that guarantee persistence of asymptotic variances. To check our mixing assumptions, which are based on two-point Palm…
We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such…