Related papers: Rounding of continuous random variables and oscill…
During the last years, asymptotic (or sequential) constraint qualifications, which postulate upper semicontinuity of certain set-valued mappings and provide a natural companion of asymptotic stationarity conditions, have been shown to be…
Appropriately normalized square random Vandermonde matrices based on independent random variables with uniform distribution on the unit circle are studied. It is shown that as the matrix sizes increases without bound, with respect to the…
This work explores the dynamic properties of test particles surrounding a distorted, deformed compact object. The astrophysical motivation was to choose such background, which could constitute a more reasonable model of a real situation…
We consider the fragmentation at nodes of the L\'{e}vy continuous random tree introduced in a previous paper. In this framework we compute the asymptotic for the number of small fragments at time $\theta$. This limit is increasing in…
In this paper, we introduce the concept of isotropic Hilbert-valued spherical random field, thus extending the notion of isotropic spherical random field to an infinite-dimensional setting. We then establish a spectral representation…
The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…
Pipage rounding is a dependent random sampling technique that has several interesting properties and diverse applications. One property that has been particularly useful is negative correlation of the resulting vector. Unfortunately…
Random operators constitute fundamental building blocks of models of complex systems yet are far from fully understood. Here, we explain an asymmetry emerging upon repeating identical isotropic (uniformly random) operations. Specifically,…
We show that the "twisted" planar random walk - which results by summing up stationary increments rotated by multiples of a fixed angle - is recurrent under diverse assumptions on the increment process. For example, if the increment process…
Grey-scale local algorithms have been suggested as a fast way of estimating surface area from grey-scale digital images. Their asymptotic mean has already been described. In this paper, the asymptotic behaviour of the variance is studied in…
Randomized rounding is a technique that was originally used to approximate hard offline discrete optimization problems from a mathematical programming relaxation. Since then it has also been used to approximately solve sequential stochastic…
A classical fact of the theory of almost periodic functions is the existence of their asymptotic distributions. In probabilistic terms, this means that if $f$ is a Besicovitch almost periodic function and $V$ is a random variable uniformly…
The asymptotic behavior at infinity of oscillatory integrals is in detail investigated by using the Newton polyhedra of the phase and the amplitude. We are especially interested in the case that the amplitude has a zero at a critical point…
The paper studies the asymptotic behaviour of weighted functionals of long-range dependent data over increasing observation windows. Various important statistics, including sample means, high order moments, occupation measures can be given…
We have discussed earlier the correlation functions of the random variables $\det(\la-X)$ in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the…
Convergence results for averages of independent replications of counting processes are established in a $p$-variation setting and under certain assumptions. Such convergence results can be combined with functional differentiability results…
Unitary rotations of polychromatic images on finite two-dimensional pixellated screens provide invertibility, group composition, and thus conservation of information. Rotations have been applied on monochromatic image data sets, where we…
In this paper, we study the asymptotic behavior of the number of rarely visited edges (i.e., edges that visited only once) of a simple symmetric random walk on $\mathbb{Z}$. Let $\alpha(n)$ be the number of rarely visited edges up to time…
In a 2D conservative Hamiltonian system there is a formal integral $\Phi$ besides the energy H. This is not convergent near a stable periodic orbit, but it is convergent near an unstable periodic orbit. We explain this difference and we…
We prove large (and moderate) deviations for a class of linear combinations of spacings generated by i.i.d. exponentially distributed random variables. We allow a wide class of coefficients which can be expressed in terms of continuous…