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Mixing Times for Random Walks on Geometric Random Graphs
Mixing Times Random Walks Geometric Random Graphs
2015/7/10
A geometric random graph, G^d(n,r), is formed as follows: place n nodes uniformly at random onto the surface of the d-dimensional unit torus and connect nodes which are within a distance r of each oth...
Efficient Rare-event Simulation for the Maximum of Heavy-tailed Random Walks
State-dependent importance sampling rare-event simulation heavy-tails Lyapunov bounds random walks
2015/7/6
Let (Xn: n ≥ 0) be a sequence of i.i.d. r.v.’s with negative mean. Set S0 = 0 and define Sn = X1 +· · ·+Xn. We propose an importance sampling algorithm to estimate the tail of M = max{Sn: n ≥ 0} that ...
Strongly Efficent Algorithms for Light-tailed Random Walks: An Old Folk Song Sung to a Faster New Tune
Strongly Efficent Algorithms Light-tailed Random Walks Folk Song Sung Faster New Tune
2015/7/6
We revisit a classical problem in rare-event simulation, namely, efficient estimation of the probability that the sample mean of n independent identically distributed light tailed (i.e. with finite mo...
Estimating the scaling function of multifractal measures and multifractal random walks using ratios
namely mutiplicative cascades structure function
2011/3/24
In this paper we prove central limit theorems for bias reduced estimators of the structure function of several multifractal processes, namely mutiplicative cascades, multifractal random measures, mult...
Random walks-a sequential approach
Control chart nonparametric smoothing sequential analysis unit roots weighted partial sum process
2010/3/9
In this paper sequential monitoring schemes to detect nonparametric drifts
are studied for the random walk case. The procedure is based on a kernel smoother. As
a by-product we obtain the asymptotic...
Random limit theorems for random walks conditioned to stay positive
Random limit theorems random walks stay positive
2009/9/24
Random limit theorems for random walks conditioned to stay positive。
Functional random central limit theorems for random walks conditioned to stay positive
Functional random central limit theorems random walks stay positive
2009/9/24
Functional random central limit theorems for random walks conditioned to stay positive。
Random walks with random indices and negative drift conditioned to stay positive
Random walks with random indices negative drift stay positive
2009/9/24
Random walks with random indices and negative drift conditioned to stay positive。
Conditioned random walks with random indices。
Deformations of the semicircle law derived from random walks on free groups
Deformations of the semicircle law random walks on free groups
2009/9/22
New l-parameter families of central limit distributions
are investigated by means of random walks on trees associated with
free groups under two kinds of states: one is Haagerup's function and
the ...
Recurrence theorems for Markov random walks
Markov random walk random walk with stationary increments recurrence point
2009/9/21
Let (M,, SJnao be a Markov random walk whose
driving chain (M,JnbwDith general. state space (9,G ) is ergodic with
unique stationary distribution 4. Providing n- S, + 0 in probability
under PI,it i...
APPLICATION OF THE EXACT INVERSE OF THE TOEPLITZ MARTRIX WITH SINGULAR RATIONAL SYIVlB0L TO RANDOM WALKS
Toeplitz matrices rational singular symbol random walk on a finite interval
2009/9/18
In the paper we study the random walks zy=,Xi on
the interval [O, Nj c 2, where Xi are i.i.d. random variables with
characteristic function @ = (1 -cos 0) 1 f'I2 Here f is a rational function.
We ...
CRITERIONS OF THE SlMILARITY FOR RANDOM WALKS AND BIRTH-AND-DEATH PROCESSES
Associated polynomials measures of orthogonality similar random walks
2009/9/18
This paper is devoted to study the similarity of birthand-
death processes with a discrete and continuous time. We discuss
some relations between the measures of orthogonality of the associated
pol...
Refined estimates for some basic random walks on the symmetric and alternating groups
Convergence of Markovchains randomwalks cutoff phenomenon
2009/6/12
Refined estimates for some basic random walks on the symmetric and alternating groups.
Space-time current process for independent random walks in one dimension
Independent random walks hydrodynamic limit fluctuations large deviation
2009/6/12
In a system made up of independent random walks fluctuations of order
1/4 n from the hydrodynamic limit come from particle current across characteristics.
We show that a two-parameter space-time par...