Related papers: The discrete renewal theorem with bounded intereve…
This paper deals with the design of discrete-time algorithms for the robust filtering differentiator. Two discrete-time realizations of the filtering differentiator are introduced. The first one, which is based on an exact discretization of…
Consider a finite renewal process in the sense that interrenewal times are positive i.i.d. variables and the total number of renewals is a random variable, independent of interrenewal times. A finite point process can be obtained by…
In this study, a new extension of the Markov Renewal theory is introduced by allowing time to evolve in multiple dimensions. The resulting chains are referred to as multi-time Markov Renewal chains and since this extension is new, the state…
A class of discrete distributions can be derived from stationary renewal processes. They have the useful property that the mean is a simple function of the model parameters. Thus regressions of the distribution mean on covariates can be…
Let $(\xi_k,\eta_k)_{k\in\mathbb{N}}$ be independent identically distributed random vectors with arbitrarily dependent positive components. We call a (globally) perturbed random walk a random sequence $(T_k)_{k\in\mathbb{N}}$ defined by…
In queueing theory, Lorden's inequality can be used for bounds estimation of the moments of backward and forward renewal times. Two random variables called backwards renewal time and forward renewal time for this process are defined.…
We review the theory of regenerative processes, which are processes that can be intuitively seen as comprising of i.i.d.\ cycles. Although we focus on the classical definition, we present a more general definition that allows for some form…
We extend Goldie's implicit renewal theorem to the arithmetic case, which allows us to determine the tail behavior of the solution of various random fixed point equations. It turns out that the arithmetic and nonarithmetic cases are very…
We present a new discrete time version of Kyle's (1985) classic model of insider trading, formulated as a generalised extensive form game. The model has three kinds of traders: an insider, random noise traders, and a market maker. The…
In the last years, many authors studied a class of continuous time semi-Markov processes obtained by time-changing Markov processes by hitting times of independent subordinators. Such processes are governed by integro-differential…
We establish a sharp large deviation principle for renewal-reward processes, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. In fact, we demonstrate a weak large deviation principle…
Taylor's theorem (and its variants) is widely used in several areas of mathematical analysis, including numerical analysis, functional analysis, and partial differential equations. This article explains how Taylor's theorem in its most…
We introduce a generalization of temporal-difference (TD) learning to networks of interrelated predictions. Rather than relating a single prediction to itself at a later time, as in conventional TD methods, a TD network relates each…
The successive discrete structures generated by a sequential algorithm from random input constitute a Markov chain that may exhibit long term dependence on its first few input values. Using examples from random graph theory and search…
This paper deals with the problem of finite-time learning for unknown discrete-time nonlinear systems' dynamics, without the requirement of the persistence of excitation. Two finite-time concurrent learning methods are presented to…
Temporal difference (TD) learning is a cornerstone reinforcement learning (RL) method for policy evaluation, where the goal is to estimate the value function of a Markov decision process under a fixed policy. While a substantial body of…
In this paper, we propose a new deinterleaving method for mixtures of discrete renewal Markov chains. This method relies on the maximization of a penalized likelihood score. It exploits all available information about both the sequence of…
The aim of this paper is to analyse the gain of the update algorithm associated to the recently proposed D-iteration: the D-iteration is a fluid diffusion based new iterative method. It exploits a simple intuitive decomposition of the…
By using nonstandard analysis, and in particular iterated hyper-extensions, we give foundations to a peculiar way of manipulating ultrafilters on the natural numbers and their pseudo-sums. The resulting formalism is suitable for…
The aim of this note is to provide a Master Theorem for some discrete divide and conquer recurrences: $$X_{n}=a_n+\sum_{j=1}^m b_j X_{\lfloor{\frac{n}{m_j}}\rfloor},$$ where the $m_i$'s are integers with $m_i\ge 2$. The main novelty of this…