Related papers: A distributional limit law for the continued fract…

We establish a functional limit law of the logarithm for the increments of the normed quantile process based upon a random sample of size $n\to\infty$. We extend a limit law obtained by Deheuvels and Mason (12), showing that their results…

We study the relationship between the frequency of a ternary digit in a number and the asymptotic mean value of the digits. The conditions for the existence of the asymptotic mean of digits in a ternary number are established. We indicate…

We derive the joint asymptotic distribution of empirical quantiles and expected shortfalls under general conditions on the distribution of the underlying observations. In particular, we do not assume that the distribution function is…

In this paper an analytic expression is given for the bounds of the distribution function of the sum of dependent normally distributed random variables. Using the theory of copulas and the important Frechet bounds the dependence structure…

We consider biased random walks in positive random conductances on the d-dimensional lattice in the zero-speed regime and study their scaling limits. We obtain a functional Law of Large Numbers for the position of the walker, properly…

We consider the distribution of the major index on standard tableaux of arbitrary straight shape and certain skew shapes. We use cumulants to classify all possible limit laws for any sequence of such shapes in terms of a simple auxiliary…

For noncorrelated random variables, we study a concentration property of the family of distributions of normalized sums formed by sequences of times of a given large length.

A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…

For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…

We define a large class of multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined log-normal…

Let $X=\{X_n: n\in\mathbb{N}\}$ be a long memory linear process in which the coefficients are regularly varying and innovations are independent and identically distributed and belong to the domain of attraction of an $\alpha$-stable law…

We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…

A definition for elliptical tempered stable distribution, based on the characteristic function, have been explained which involve a unique spectral measure. This definition provides a framework for creating a connection between infinite…

We establish scaling limits for the random walk whose state space is the range of a simple random walk on the four-dimensional integer lattice. These concern the asymptotic behaviour of the graph distance from the origin and the spatial…

In this paper, we study a method to sample from a target distribution $\pi$ over $\mathbb{R}^d$ having a positive density with respect to the Lebesgue measure, known up to a normalisation factor. This method is based on the Euler…

We deal with a random graph model evolving in discrete time steps by duplicating and deleting the edges of randomly chosen vertices. We prove the existence of an a.s. asymptotic degree distribution, with streched exponential decay; more…

In the paper we describe some properties of function $$ y=r(x)=\lim_{n\to\infty}\frac{1}{n}\sum^{\infty}_{k=1}\alpha_k(x), \text{ where } x=\sum^{\infty}_{k=1}\alpha_k(x)4^{-k} $$ of $4$-adic digits asymptotic mean of fractional part of…

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…

We propose a stochastic model of a fragmentation process, developed by taking into account fragment lifetime as a function of their size based on the Gibrat process. If lifetime is determined by a power function of fragment size, numerical…

We investigate fragmentation processes with a steady input of fragments. We find that the size distribution approaches a stationary form which exhibits a power law divergence in the small size limit, P(x) ~ x^{-3}. This algebraic behavior…