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Symmetric elliptic integrals, which have been used as replacements for Legendre's integrals in recent integral tables and computer codes, are homogeneous functions of three or four variables. When some of the variables are much larger than…
For a random walk on the integer lattice $\mathbb{Z}$ that is attracted to a strictly stable process with index $\alpha\in (1, 2)$ we obtain the asymptotic form of the transition probability for the walk killed when it hits a finite set.…
In this paper, we provide explicit formulas, in terms of the covariances of sample covariances or sample correlations, for the asymptotic covariances of unrotated factor loading estimates and unique variance estimates. These estimates are…
We develop asymptotic approximations that can be applied to sequential estimation and inference problems, adaptive randomized controlled trials, and related settings. In batched adaptive settings where the decision at one stage can affect…
We consider the random evolution described by the motion of a particle moving on a circle alternating the angular velocities $ \pm c $ and changing rotation at Poisson random times, resulting in a telegraph process over the circle. We study…
A simple approach is presented to study the asymptotic behavior of some algorithms with an underlying tree structure. It is shown that some asymptotic oscillating behaviors can be precisely analyzed without resorting to complex analysis…
We consider Reinforced Random Walks where transition probabilities are a function of the proportion of times the walk has traversed an edge. We give conditions for recurrence or transience. A phase transition is observed, similar to…
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…
We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…
We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…
Let A be a matrix, c be any linear objective function and x be a fractional vector, say an LP solution to some discrete optimization problem. Then a recurring task in theoretical computer science (and in approximation algorithms in…
The goals of this paper are to obtain theoretical models of what happens when a computer calculates the rotation set of a homeomorphism, and to find a good algorithm to perform simulations of this rotation set. To do that we introduce the…
This paper is part of series on self-contained papers in which a large part, if not the full extent, of the asymptotic limit theory of summands of independent random variables is exposed. Each paper of the series may be taken as review…
The nonlinear recurrences we consider here include the functions $3x(1-x)$ and $\cos(x)$, which possess attractive fixed points $2/3$ and $0.739...$ (Dottie's number). Detailed asymptotics for oscillatory convergence are found, starting…
We describe the limit (for two topologies) of large uniform random square permutations, i.e., permutations where every point is a record. The starting point for all our results is a sampling procedure for asymptotically uniform square…
We apply round-off to planar rotations, obtaining a one-parameter family of invertible maps of a two-dimensional lattice. As the angle of rotation approaches pi/2, the fourth iterate of the map produces piecewise-rectilinear motion, which…
The second author had previously obtained explicit generating functions for moments of characteristic polynomials of permutation matrices (n points). In this paper, we generalize many aspects of this situation. We introduce random shifts of…
We study statistical properties of the random variables $X_{\sigma}(\pi)$, the number of occurrences of the pattern $\sigma$ in the permutation $\pi$. We present two contrasting approaches to this problem: traditional probability theory and…
We study randomly stopped sums via their asymptotic scales. First, finiteness of moments is considered. To generalise this study, asymptotic scales applicable to the class of all heavy-tailed random variables are used. The stopping is…
We explore the asymptotic behavior of the centroids of random polygons constructed from regular polygons with vertices on the unit circle by extending the rays so that their lengths form a random permutation of the first (n) integers.…