相关论文: Revisit to the tail asymptotics of the double QBD …

We study the tail asymptotics of two functionals (the maximum and the sum of the marks) of a generic cluster in two sub-models of the marked Poisson cluster process, namely the renewal Poisson cluster process and the Hawkes process. Under…

We establish some asymptotic expansions for infinite weighted convolutions of distributions having light subexponential tails. Examples are presented, some showing that in order to obtain an expansion with two significant terms, one needs…

We consider three kinds of discrete-time arrival processes: transient, intermediate and recurrent, characterized by a finite, possibly finite and infinite number of events, respectively. In this context, we study renewal processes which are…

Let $\eta_1$, $\eta_2,\ldots$ be independent copies of a random variable $\eta$ with zero mean and finite variance which is bounded from the right, that is, $\eta\leq b$ almost surely for some $b>0$. Considering different types of the…

For quasicrystals of cut-and-project type in $\mathbb{R}^d$, it was proved by Marklof and Str\"ombergsson that the limit local statistical properties of the directions to the points in the set are described by certain…

We obtain the exact asymptotic result for the disorder-averaged probability distribution function for a random walk in a biased Sinai model and show that it is characterized by a creeping behavior of the displacement moments with time,…

Spatially homogeneous random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero jump probabilities at distance at most 1, with non-zero drift in the interior of the quadrant and absorbed when reaching the axes are studied. Absorption…

We consider a multi-type branching random walk with displacements that have either regularly varying or semi-exponential tails. We investigate the asymptotic behavior of the rightmost particle in irreducible and reducible regimes and…

In this paper non-asymptotic exponential estimates are derived for the tail distribution of polynomial martingale differences in terms unconditional tails distributions of summands. Applications are considered in the theory of polynomials…

We identify a relationship between a random walk on a certain Euclidean lattice and incidence matrices of balanced incomplete block designs. We then compute the return probability of the random walk and use it to obtain the asymptotic…

We demonstrate an alternative method for calculating the asymptotic behaviour of the discrete one-coin quantum walk on the infinite line, via the Jacobi polynomials that arise in the path integral representation. This is significantly…

Wave propagation and acoustic scattering problems require vast computational resources to be solved accurately at high frequencies. Asymptotic methods can make this cost potentially frequency independent by explicitly extracting the…

This paper is devoted to the analysis of the finite-dimensional distributions and asymptotic behavior of extremal Markov processes connected to the Kendall convolution. In particular, based on its stochastic representation, we provide…

For population genetics models with recombination, obtaining an exact, analytic sampling distribution has remained a challenging open problem for several decades. Recently, a new perspective based on asymptotic series has been introduced to…

We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…

We prove tail estimates for variables $\sum_i f(X_i)$, where $(X_i)_i$ is the trajectory of a random walk on an undirected graph (or, equivalently, a reversible Markov chain). The estimates are in terms of the maximum of the function $f$,…

Consider a sequence of i.i.d. random Lipschitz functions $\{\Psi_n\}_{n \geq 0}$. Using this sequence we can define a Markov chain via the recursive formula $R_{n+1} = \Psi_{n+1}(R_n)$. It is a well known fact that under some mild moment…

The extremes of a univariate Markov chain with regulary varying stationary marginal distribution and asymptotically linear behavior are known to exhibit a multiplicative random walk structure called the tail chain. In this paper, we extend…

Enumeration of walks with small steps in the quadrant has been a topic of great interest in combinatorics over the last few years. In this article, it is shown how to compute exact asymptotics of the number of such walks with fixed start-…

A method to obtain all-order asymptotic results for the coefficients of perturbative expansions in zero-dimensional quantum field is described. The focus is on the enumeration of the number of skeleton or primitive diagrams of a certain QFT…