Related papers: The Chen-Rubin conjecture in a continuous setting
The aim of this paper is to deepen the analysis of the asymptotic behavior of the so-called minimal random walk (MRW) using a new martingale approach. The MRW is a discrete-time random walk with infinite memory that has three regimes…
We study the Stein equation associated with the one-dimensional Gamma distribution, and provide novel bounds, allowing one to effectively deal with test functions supported by the whole real line. We apply our estimates to derive new…
The Allen-Cahn action functional is related to the probability of rare events in the stochastically perturbed Allen-Cahn equation. Formal calculations suggest a reduced action functional in the sharp interface limit. We prove in two and…
We consider random multiplicative functions taking the values $\pm 1$. Using Stein's method for normal approximation, we prove a central limit theorem for the sum of such multiplicative functions in appropriate short intervals.
Let $\alpha$ be a Steinhaus or a Rademacher random multiplicative function. For a wide class of multiplicative functions $f$ we show that the sum $\sum_{n \le x}\alpha(n) f(n)$, normalised to have mean square $1$, has a non-Gaussian…
We consider the gamma process perturbed by a Brownian motion (independent of the gamma process) as a degradation model. Parameters estimation is studied here. We assume that $n$ independent items are observed at irregular instants. From…
Assuming the Riemann Hypothesis, we improve on previous results by proving there are infinitely many zeros of the Riemann zeta-function whose differences are smaller than 0.50412 times the average spacing. To obtain this result, we…
Lower and upper bounds are explored for the uniform (Kolmogorov) and $L^2$-distances between the distributions of weighted sums of dependent summands and the normal law. The results are illustrated for several classes of random variables…
This is the fourth paper in a series. We prove a conjecture made independently by Boston et al and Shalev. The conjecture asserts that there is an absolute positive constant delta such that if G is a finite simple group acting transitively…
For a binomial random variable $\xi$ with parameters $n$ and $b/n$, it is well known that the median equals $b$ when $b$ is an integer. In 1968, Jogdeo and Samuels studied the behaviour of the relative difference between ${\sf P}(\xi=b)$…
In this article, we study the limit distribution of the least square estimator, properly normalized, from a regression model in which observations are assumed to be finite ($\alpha N$) and sampled under two different random times. Based on…
Using techniques of the theory of semigroups of linear operators we study the question of approximating solutions to equations governing diffusion in thin layers separated by a semi-permeable membrane. We show that as thickness of the…
Zaremba's 1971 conjecture predicts that every integer appears as the denominator of a finite continued fraction whose partial quotients are bounded by an absolute constant. We confirm this conjecture for a set of density one.
We analyze a stochastic particle system of 5 neighbors. Considering eigenvalue problem of transition matrix, we propose a conjecture that asymptotic distribution of the system is determined by the number of specific local patterns in the…
A probability distribution is n-divisible if its nth convolution root exists. While modeling the dependence structure between several (re)insurance losses by an additive risk factor model, the infinite divisibility, that is the…
Assuming the Riemann Hypothesis we obtain an upper bound for the moments of the Riemann zeta-function on the critical line. Our bound is nearly as sharp as the conjectured asymptotic formulae for these moments. The method extends to moments…
We use random matrix theory for the Circular Unitary Ensemble (CUE) to study moments of derivatives of the Riemann zeta function shifted a small distance from the critical line. The corresponding CUE moments are studied in the limit of…
We extend the Matom\"{a}ki-Radziwi\l\l{} theorem to a large collection of unbounded multiplicative functions that are uniformly bounded, but not necessarily bounded by 1, on the primes. Our result allows us to estimate averages of such a…
For a simple digraph $G$ without directed triangles or digons, let $\beta(G)$ be the size of the smallest subset $X \subseteq E(G)$ such that $G\setminus X$ has no directed cycles, and let $\gamma(G)$ be the number of unordered pairs of…
This paper presents an extended version of the article [Franz, S., Kopteva, N.: J. Differential Equations, 252 (2012)]. The main improvement compared to the latter is in that here we additionally estimate the mixed second-order derivative…