相关论文: Records for the moving average of a time series
Inspired by previous works on human dynamics, we collect the temporal statistics of the article creation by three Western scientists and an Eastern writer. We investigate the distributions of the time intervals between the creations of…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
Using different extropies of k record values various characterizations are provided for continuous symmetric distributions. The results are in addition to the results of Ahmadi, J. (Statistical Papers, 2021, 62:2603-2626). These include…
In the statistical literature, a number of methods have been proposed to ensure valid inference about marginal effects of variables on a longitudinal outcome in settings with irregular monitoring times. However, the potential biases due to…
We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in ${\Bbb R}^d$ or ${\Bbb Z}^d$. The first class consists of random walks on ${\Bbb Z}^d$ in divergence-free random drift field,…
We follow the evolution with sample thickness, of intensity statistics for localized light transmitted through layered media in a crossover from one to three dimensions occasioned by transverse disorder. The probability distribution of…
We study the extreme value statistics of a run and tumble particle (RTP) in one dimension till its first passage to the origin starting from the position $x_0~(>0)$. This model has recently drawn a lot of interest due to its biological…
This paper introduces nonparametric econometric methods that characterize general power law distributions under basic stability conditions. These methods extend the literature on power laws in the social sciences in several directions.…
The problem of variable-rate lossless data compression is considered, for codes with and without prefix constraints. Sharp bounds are derived for the best achievable compression rate of memoryless sources, when the excess-rate probability…
We study the asymptotic behaviour of the probability that a weighted sum of centered i.i.d. random variables X_k does not exceed a constant barrier. For regular random walks, the results follow easily from classical fluctuation theory,…
The distribution of recurrence times or return intervals between extreme events is important to characterize and understand the behavior of physical systems and phenomena in many disciplines. It is well known that many physical processes in…
We present a differentially private mechanism to display statistics (e.g., the moving average) of a stream of real valued observations where the bound on each observation is either too conservative or unknown in advance. This is…
We give conditions to prove the existence of an Extremal Index for general stationary stochastic processes by detecting the presence of one or more underlying periodic phenomena. This theory, besides giving general useful tools to identify…
The analysis of record-breaking events is of interest in fields such as climatology, hydrology or anthropology. In connection with the record occurrence, we propose three distribution-free statistics for the changepoint detection problem.…
In this article, we establish exponential contraction results for the diameter and variance of general first-order multiagent systems. Our approach is based on compactification techniques, and works under rather mild assumptions. Namely, we…
We investigate the extreme value statistics of a one-dimensional Brownian motion (with the diffusion constant $D$) during a time interval $\left[0, t \right]$ in the presence of a reflective boundary at the origin, starting from a positive…
In this paper we introduce and study the class of multivariate strong and strongly subexponential distributions. Some first properties are verified, as for example a type of multivariate analogue of Kesten's inequality, the closure property…
We give the distribution of $M_n$, the maximum of a sequence of $n$ observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then for the case where the underlying independent random…
In this work we establish a link between two different phenomena that were studied in a large and growing number of biological, composite and soft media: the diffusion in compartmentalized environment and the Brownian yet non-Gaussian…
We consider a random object that is associated with both random walks and random media, specifically, the superposition of a configuration of subcritical Bernoulli percolation on an infinite connected graph and the trace of the simple…