相关论文: Records and sequences of records from random varia…

We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…

We consider a rectangular grid induced by the south-west records from the planar Poisson point process in $R^2_+$. A random symmetry property of the matrix whose entries are the areas of tiles of the grid implies cute multivariate…

Consider a random walk $S_n=\sum_{i=1}^n X_i$ with independent and identically distributed real-valued increments $X_i$ of zero mean and finite variance. Assume that $X_i$ is non-lattice and has a moment of order $2+\delta$. For any $x\geq…

We study the asymptotic behavior af the number of cuts $X(T_n)$ needed to isolate the root in a rooted binary random tree $T_n$ with $n$ leaves. We focus on the case of subtrees of the Continuum Random Tree generated by uniform sampling of…

This paper studies theory and inference related to a class of time series models that incorporates nonlinear dynamics. It is assumed that the observations follow a one-parameter exponential family of distributions given an accompanying…

The random flights are (continuous time) random walkswith finite velocity. Often, these models describe the stochastic motions arising in biology. In this paper we study the large time asymptotic behavior of random flights. We prove the…

In the past decade, the use of ordinal patterns in the analysis of time series and dynamical systems has become an important and rich tool. Ordinal patterns (otherwise known as a permutation patterns) are found in time series by taking $n$…

Extreme events are a major concern in statistical modeling. Ran\-dom missing data can constitute a problem when modeling such rare events. Imputation is crucial in these situations and therefore models that describe different imputation…

We propose a method to classify the causal relationship between two discrete variables given only the joint distribution of the variables, acknowledging that the method is subject to an inherent baseline error. We assume that the causal…

In this paper we consider the persistence properties of random processes in Brownian scenery, which are examples of non-Markovian and non-Gaussian processes. More precisely we study the asymptotic behaviour for large $T$, of the probability…

In this article, we study a non-uniform distribution on permutations biased by their number of records that we call \emph{record-biased permutations}. We give several generative processes for record-biased permutations, explaining also how…

The notion of drift refers to the phenomenon that the distribution, which is underlying the observed data, changes over time. Albeit many attempts were made to deal with drift, formal notions of drift are application-dependent and…

Causal phenomena associated with rare events occur across a wide range of engineering problems, such as risk-sensitive safety analysis, accident analysis and prevention, and extreme value theory. However, current methods for causal…

For a partial structural change in a linear regression model with a single break, we develop a continuous record asymptotic framework to build inference methods for the break date. We have T observations with a sampling frequency h over a…

In sequential change detection, existing performance measures differ significantly in the way they treat the time of change. By modeling this quantity as a random time, we introduce a general framework capable of capturing and better…

Sequential monitoring of images has broad applications across various domains, including climate science, ecosystem monitoring, medical diagnostics, and so forth. In many such applications, images acquired over time exhibit gradual changes,…

We consider the moving particle process in Rd which is defined in the following way. There are two independent sequences (Tk) and (dk) of random variables. The variables Tk are non negative and form an increasing sequence, while variables…

Let $X_1,X_2,...$ be a sequence of random variables satisfying the distributional recursion $X_1=0$ and $X_n= X_{n-I_n}+1$ for $n=2,3,...$, where $I_n$ is a random variable with values in $\{1,...,n-1\}$ which is independent of…

A probability measure $P_n$ on the symmetric group ${\mathfrak S}_n$ is said to be record-dependent if $P_n(\sigma)$ depends only on the set of records of a permutation $\sigma\in{\mathfrak S}_n$. A sequence $P=(P_n)_{n\in{\mathbb N}}$ of…

The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations. We…