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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...
Shape and local growth for multidimensional branching random walks in random environment
Shape theorem subadditive ergodic theorem transience growth ex-ponent population size
2009/6/12
We study branching random walks in random environment on the d-dimensional square lattice, d 1. In this model, the environment has nite range dependence, and the population size cannot decrease. We pr...
A survey of results on random random walks on finite groups
random walk finite group Upper Bound Lemma Fourier analysis
2009/5/18
A number of papers have examined various aspects of ``random random walks'' on finite groups; the purpose of this article is to provide a survey of this work and to show, bring together, and discuss s...
Loop-Erased Random Walks, Spanning Trees and Hamiltonian Cycles
Loop-erased random walk spanning tree Wilson's algorithm
2009/5/4
We establish a formula for the distribution of loop-erased random walks at certain random times. Several classical results on spanning trees, including Wilson's algorithm, follow easily, as well as a ...