Related papers: Intermittency in Branching Processes

In this paper, we study the estimation for a partial-linear single-index model. A two-stage estimation procedure is proposed to estimate the link function for the single index and the parameters in the single index, as well as the…

Bernoulli random walks, a simple avalanche model, and a special branching process are essesntially identical. The identity gives alternative insights into the properties of these basic model sytems.

We present a new framework for modeling the statistical behavior of both fully developed turbulence and short-term dynamics of financial markets based on the nonextensive thermostatistics proposed by Tsallis. We also show that intermittency…

We study the asymptotic behavior of empirical processes generated by measurable bounded functions of an infinite source Poisson transmission process when the session length have infinite variance. In spite of the boundedness of the…

The asymptotic behavior of the analytic solutions of a family of singularly perturbed q-difference-differential equations in the complex domain is studied. Different asymptotic expansions with respect to the perturbation parameter and to…

Kernel matrices are of central importance to many applied fields. In this manuscript, we focus on spectral properties of kernel matrices in the so-called ``flat limit'', which occurs when points are close together relative to the scale of…

We propose a semiparametric independent-component model for the intensity functions of a point process. When independent replications of the process are available, we show that the estimators are consistent and asymptotically normal. We…

We investigate the entanglement spectra of topological insulators which manifest edge states on a lattice with spatial boundaries. In the physical energy spectrum, a subset of the edge states that intersect the Fermi level translates to…

In this work we give a complete description to the asymptotic behaviors of exponential functionals of L\'evy processes and divide them into five different types according to their convergence rates. Not only their exact convergence speeds…

Multivariate processes with long-range dependence properties can be encountered in many fields of application. Two fundamental characteristics in such frameworks are long-range dependence parameters and correlations between component time…

A time-varying empirical spectral process indexed by classes of functions is defined for locally stationary time series. We derive weak convergence in a function space, and prove a maximal exponential inequality and a…

In many applications one is interested to detect certain (known) patterns in the mean of a process with smallest delay. Using an asymptotic framework which allows to capture that feature, we study a class of appropriate sequential…

Given a multivariate generating function F, we determine asymptotics for the coefficients. Our approach is to use Cauchy's integral formula near singular points of F, resulting in a tractable oscillating integral. This paper treats the case…

We give a summary of the results from Parts I-V (math.RT/9804086, math.RT/9804087, math.RT/9804088, math.RT/9810013, math.RT/9810014). Our work originated from harmonic analysis on the infinite symmetric group. The problem of spectral…

We obtain exact asymptotic results for the disorder averaged persistence of a Brownian particle moving in a biased Sinai landscape. We employ a new method that maps the problem of computing the persistence to the problem of finding the…

Under the mild trace-norm assumptions we show that the eigenvalues of a generic (non Hermitian) complex perturbation of a Jacobi matrix sequence (not necessarily real) are still distributed as the real-valued function $2\cos t$ on…

Improving the efficiency of discrete time scale invariant (DSI) processes, we consider some flexible sampling of a continuous time DSI process ${X(t), t\in{R^+}}$ with scale $l>1$, which is in correspondence to some multi-dimensional…

The aim of this paper is two-fold. First we analyze the sequence of intensity measures of a spatial branching point process arising in a multiple target tracking context. We study its stability properties, characterize its long time…

Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and…

Turbulence is known to show intermittency. That is, statistical properties vary with the length scale in a way not accounted for by statistical similarity where dimensionless ratios of moments are constant. Intermittency occurs even in the…