Related papers: Random series of functions and applications
We introduce the notion of {\bf a}-walk $S(n)=a_1 X_1+\dots+a_n X_n$, based on a sequence of positive numbers ${\bf a}=(a_1,a_2,\dots)$ and a Rademacher sequence $X_1,X_2,\dots$. We study recurrence/transience (properly defined) of such…
We revisit processes generated by iterated random functions driven by a stationary and ergodic sequence. Such a process is called strongly stable if a random initialization exists, for which the process is stationary and ergodic, and for…
The paper is devoted to the existence of integral functionals $\int_0^\infty f(X(t))\,{\mathrm{d}t}$ for several classes of processes in $\mathbb{R}$ with $d\ge 3$. Some examples such as Brownian motion, fractional Brownian motion, compound…
We prove a strong approximation result for the empirical process associated to a stationary sequence of real-valued random variables, under dependence conditions involving only indicators of half lines. This strong approximation result also…
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…
For long term investments, model portfolios are defined at the level of indexes, a setup known as Strategic Asset Allocation (SAA). The possible outcomes at a scale of a few decades can be obtained by Monte Carlo simulations, resulting in a…
We study the asymptotic behaviour of partial sums of long range dependent random variables and that of their counting process, together with an appropriately normalized integral process of the sum of these two processes, the so-called…
Random sequential adsorption is an irreversible surface deposition of extended objects. In systems with continuous degrees of freedom coverage follows a power law, theta(t) = theta_J - c t^{-alpha}, where the exponent alpha depends on the…
We derive a probabilistic representation for the Fourier symbols of the generators of some stable processes.
Interest in functional time series has spiked in the recent past with papers covering both methodology and applications being published at a much increased pace. This article contributes to the research in this area by proposing a new…
We study existence of random elements with partially specified distributions. The technique relies on the existence of a positive extension for linear functionals accompanied by additional conditions that ensure the regularity of the…
The probability density function of the random flight with isotropic initial conditions is obtained by an expansion in the number of collisions and the in the spatial harmonics of the solution, as in a Fourier series. The method holds for…
We introduce and study a dimensional-like characteristic of an uniformly almost periodic function, which we call the Diophantine dimension. By definition, it is the exponent in the asymptotic behavior of the inclusio length. Diophantine…
We survey distributional properties of $\mathbb{R}^d$-valued cocycles of finite measure preserving ergodic transformations (or, equivalently, of stationary random walks in $\mathbb{R}^d$) which determine recurrence or transience.
Long-range dependent random fields with spectral densities which are unbounded at some frequencies are investigated. We demonstrate new examples of covariance functions which do not exhibit regular varying asymptotic behaviour at infinity.…
We consider the variance of sums of arithmetic functions over random short intervals in the function field setting. Based on the analogy between factorizations of random elements of $\mathbb{F}_q[T]$ into primes and the factorizations of…
This paper is to characterize piecewise continuous almost periodic functions as the product of Bohr almost periodic functions and sequences. As an application, the result is used to discuss piecewise continuous almost periodic solutions of…
The motion of overdamped particles in a one-dimensional spatially-periodic potential is considered. The potential is also randomly-fluctuating in time, due to multiplicative colored noise terms, and has a deterministic tilt. Numerical…
We study real numbers defined by multidimensional automatic arrays weighted by multiplicatively independent bases. Let $a_1, \dots, a_r\geq 2$ be integers such that $\log a_1, \dots, \log a_r$ are $\mathbb Q$-linearly independent. Given…
In this note we study the random entire functions defined as power series $f(z) = \sum_{n=0}^\infty \frac{X_n}{n!} z^n$ with independent and identically distributed coefficients $(X_n)$ and show that, under very weak assumptions, they are…