Related papers: Rounding of continuous random variables and oscill…
In this contribution we present an overview of our work on the numerical simulation of the perturbation of a black hole space-time by incoming gravitational waves. The formulation we use is based on Friedrich's general conformal equations…
Many slope filtrations occur in algebraic geometry, asymptotic analysis, ramification theory, p-adic theories, geometry of numbers... These functorial filtrations, which are indexed by rational (or sometimes real) numbers, have a lot of…
We give an analytic proof of the asymptotic behaviour of the moments of moments of the characteristic polynomials of random symplectic and orthogonal matrices. We therefore obtain alternate, integral expressions for the leading order…
We consider Random Walk in Random Scenery, denoted $X_n$, where the random walk is symmetric on $Z^d$, with $d>4$, and the random field is made up of i.i.d random variables with a stretched exponential tail decay, with exponent $\alpha$…
The system of equations for parametric sub-resonant growth of the amplitude of oscillations was obtained. The time of turning point from the growing of the amplitude to the bounded oscillations in the slow variable was found. The comparison…
Asymptotic laws of records values have usually been investigated as limits in type. In this paper, we use functional representations of the tail of cumulative distribution functions in the extreme value domain of attraction to directly…
It is well known that the product of two independent regularly varying random variables with the same tail index is again regularly varying with this index. In this paper, we provide sharp sufficient conditions for the regular variation…
Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…
We consider a complex-valued linear mixture model, under discrete weakly stationary processes. We recover latent components of interest, which have undergone a linear mixing. We study asymptotic properties of a classical unmixing estimator,…
For affine stochastic differential equation with uniformly distributed time delay the local asymptotic properties of the likelihood function are studied. Local asymptotic normality, local asymptotic mixed normality, periodic local…
We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector is co-oriented with one of two axes, we construct positive…
In this paper, we present the asymptotic distribution of M-estimators for parameters in non-stationary AR(p) processes. The innovations are assumed to be in the domain of attraction of a stable law with index $0<\alpha\le2$. In particular,…
Using asymptotics of Toeplitz+Hankel determinants, we establish formulae for the asymptotics of the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices, as the matrix-size tends to infinity.…
We establish asymptotic expansions for factorial moments of following distributions: number of cycles in a random permutation, number of inversions in a random permutation, and number of comparisons used by the randomized quick sort…
We study operators on a singular manifold, here of conical or edge type, and develop a new general approach of representing asymptotics of solutions to elliptic equations close to the singularities. The idea is to construct so-called…
We provide a rigorous derivation of an asymptotic formula for perturbations in the resonance values caused by the presence of finite number of anisotropic imperfections of small shapes with constitutive parameters different from the…
The variance of the number of lattice points inside the dilated bounded set rD with random position in R^d has asymptotics r^(d-1) if the rotational quadratic average of the modulus of the Fourier transform of the set is O(r^(-d-1)). The…
This work is a continuation of [7]. We consider a continuous-time birth-and-death process in which the transition rates have an asymptotical power-law dependence upon the position of the process. We establish rough exponential asymptotic…
Quantum walks on graphs can model physical processes and serve as efficient tools in quantum information theory. Once we admit random variations in the connectivity of the underlying graph, we arrive at the problem of percolation, where the…
We describe a new class of self-similar symmetric $\alpha$-stable processes with stationary increments arising as a large time scale limit in a situation where many users are earning random rewards or incurring random costs. The resulting…