Results 41 to 50 of about 2,903 (116)

The quenched limiting distributions of a one-dimensional random walk in random scenery

, 2013
For a one-dimensional random walk in random scenery (RWRS) on Z, we determine its quenched weak limits by applying Strassen's functional law of the iterated logarithm. As a consequence, conditioned on the random scenery, the one-dimensional RWRS does not
Guillotin-Plantard, Nadine, Hu, Yueyun, Schapira, Bruno   +2 more
core   +2 more sources

On exit times of Levy-driven Ornstein--Uhlenbeck processes

, 2007
We prove two martingale identities which involve exit times of Levy-driven Ornstein--Uhlenbeck processes. Using these identities we find an explicit formula for the Laplace transform of the exit time under the assumption that positive jumps of the Levy ...
Borovkov, K., Novikov, A.
core   +1 more source

EB lifetime distributions as alternative to the EP lifetime distributions

Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2014
In this paper we consider lifetime distributions called EB-Max distribution and EB-Min. In the conditions of the Poisson’s Limit Theorem it is shown that EB-Max distribution may be approximated by its analogous called EP-Max lifetime distribution and EB ...
Lupu Carmen Elena, Lupu Sergiu, Petcu Adina   +2 more
doaj   +1 more source

Edge Statistics for Lozenge Tilings of Polygons, II: Airy Line Ensemble

Forum of Mathematics, Pi
We consider uniformly random lozenge tilings of simply connected polygons subject to a technical assumption on their limit shape. We show that the edge statistics around any point on the arctic boundary, that is not a cusp or tangency location, converge ...
Amol Aggarwal, Jiaoyang Huang
doaj   +1 more source

Asymptotic expansion of $\beta $ matrix models in the multi-cut regime

Forum of Mathematics, Sigma
We establish the asymptotic expansion in $\beta $ matrix models with a confining, off-critical potential in the regime where the support of the equilibrium measure is a finite union of segments.
Gaëtan Borot, Alice Guionnet
doaj   +1 more source

Every complex Hénon map is exponentially mixing of all orders and satisfies the CLT

Forum of Mathematics, Sigma
We show that the measure of maximal entropy of every complex Hénon map is exponentially mixing of all orders for Hölder observables. As a consequence, the Central Limit Theorem holds for all Hölder observables.
Fabrizio Bianchi, Tien-Cuong Dinh
doaj   +1 more source

Hermite rank, power rank and the generalized Weierstrass transform [PDF]

, 2016
Using the theory of generalized Weierstrass transform, we show that the Hermite rank is identical to the power rank in the Gaussian case, and that an Hermite rank higher than one is unstable with respect to a level shift.Accepted ...
Bai, Shuyang, Taqqu, Murad S.
core  

Central Limit Theorem for Random Dynamical System with Jumps and State-Dependent Jump Intensity

Annales Mathematicae Silesianae
In this work we focus on a dynamical system with jumps, where the intensity of the jumps depends on the system's state. By verifying the assumptions of the theorem from [4], we show that our model satisfies the central limit theorem.
Kubieniec Joanna
doaj   +1 more source

Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets [PDF]

AMS 2000 subject classifications. 60F05, 60F17, 60G55, 62G30.
Einmahl, J.H.J., Khmaladze, E.V.
core   +1 more source

General Weak Laws of Large Numbers for Bootstrap Sample Means [PDF]

AMS classifications: 60F05, 62G09; 62G20.Bootstrap sample mean;weak law of large numbers;convergence in probability;almost certain ...
Einmahl, J.H.J., Rosalsky, A.
core   +1 more source