Related papers: The discrete renewal theorem with bounded intereve…
We consider an interacting particle system on $\Z^d$ with finite state space and interactions of infinite range in a high-noise regime. Assuming that the rate of change is continuous and that a Dobrushin-like condition holds, we show that…
Markov decision processes are typically used for sequential decision making under uncertainty. For many aspects however, ranging from constrained or safe specifications to various kinds of temporal (non-Markovian) dependencies in task and…
A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…
Markov random fields are used to model high dimensional distributions in a number of applied areas. Much recent interest has been devoted to the reconstruction of the dependency structure from independent samples from the Markov random…
The Initial Algebra Theorem by Trnkov\'a et al.~states, under mild assumptions, that an endofunctor has an initial algebra provided it has a pre-fixed point. The proof crucially depends on transfinitely iterating the functor and in fact…
We introduce the notions of weakly *-concave and weakly naturally quasi-concave correspondence and prove fixed point theorems and continuous selection theorems for these kind of correspondences. As applications in the game theory, by using…
Serfozo (2009, Theorem 2.65) gives a useful central limit theorem for processes with regenerative increments. Unfortunately, there is a gap in the proof. We fill this gap, and at the same time we weaken the assumptions. Furthermore, we give…
In this note we explain two transitions known for moment generating functions of local times by means of properties of the renewal measure of a related renewal equation. The arguments simplify and strengthen results on the asymptotic…
We introduce a version of discrete Morse theory specific for manifolds with boundary. The idea is to consider Morse functions for which all boundary cells are critical. We obtain "Relative Morse Inequalities" relating the homology of the…
We show that the number of renewals up to time $t$ exhibits distributional fluctuations as $t\to\infty$ if the underlying lifetimes increase at an exponential rate in a distributional sense. This provides a probabilistic explanation for the…
We present a method that allows to distinguish between nearly periodic and strictly periodic time series. To this purpose, we employ a conservative criterion for periodicity, namely that the time series can be interpolated by a periodic…
We present an elementary combinatorial proof of the celebrated Friendship theorem. The proof involves looking at independent sets and constructing a bound on their size which forces a contradiction.
In this paper we propose a time discretization of a system of two parabolic equations describing diffusion-driven atom rearrangement in crystalline matter. The equations express the balances of microforces and microenergy; the two phase…
We introduce a class of discrete time stationary trawl processes taking real or integer values and written as sums of past values of independent `seed' processes on shrinking intervals (`trawl heights'). Related trawl processes in…
We consider arbitrary bounded discrete time series originating from dynamical system with recursivity. More precisely, we provide an explicit construction of recurrent neural networks which effectively approximate the corresponding discrete…
The purposes of this note are the following two; we first generalize Okada-Takeuti's well quasi ordinal diagram theory, utilizing the recent result of Dershowitz-Tzameret's version of tree embedding theorem with gap conditions. Second, we…
This paper studies a discrete-time mean-variance model based on reinforcement learning. Compared with its continuous-time counterpart in \cite{zhou2020mv}, the discrete-time model makes more general assumptions about the asset's return…
Inference for partially observed Markov process models has been a longstanding methodological challenge with many scientific and engineering applications. Iterated filtering algorithms maximize the likelihood function for partially observed…
After sketching the basic principles of renewal theory we discuss the classical Poisson process and offer two other processes, namely the renewal process of Mittag-Leffler type and the renewal process of Wright type, so named by us because…
This paper first establishes a strong law of large numbers and a strong invariance principle for forward and backward sums of near-epoch dependent sequences. Using these limiting theorems, we develop a general asymptotic theory on the Wald…