Take a centered random walk $S_n$ and consider the sequence of its partial sums $A_n:={\sum }_{i=1}^n{S}_i$. Suppose $S_1$ is in the domain of normal attraction of an $\alpha$-stable law with $1lt;\alpha \le 2$. Assuming that $S_1$ is either right-exponential (i.e. $\mathbb{P}(S_{1}gt;x|S_{1}gt;0)={\mathrm{e}}^{-ax}$ for some $agt;0$ and all $xgt;0$) or right-continuous (skip free), we prove that $$\mathbb{P}\{A_{1}gt;0,\cdots ,A_{N}gt;0\}\sim C_{\alpha }{N}^{1/\left(2\alpha \right)-1/2}$$ as $N\to \infty$, where $C_{\alpha }gt;0$ depends on the distribution of the walk. We also consider a conditional version of this problem and study positivity of integrated discrete bridges.

In this paper we establish a decoupling feature of the random interlacement process ${ℐ}^u\subset {\mathbb{Z}}^d$ at level $u$, $d\ge 3$. Roughly speaking, we show that observations of ${ℐ}^u$ restricted to two disjoint subsets $A_1$ and $A_2$ of ${\mathbb{Z}}^d$ are approximately independent, once we add a sprinkling to the process ${ℐ}^u$ by slightly increasing the parameter $u$. Our results differ from previous ones in that we allow the mutual distance between the sets $A_1$ and $A_2$ to be much smaller than their diameters. We then provide an important application...

We consider random walk on a discrete torus $E$ of side-length $N$, in sufficiently high dimension $d$. We investigate the percolative properties of the vacant set corresponding to the collection of sites which have not been visited by the walk up to time $u{N}^d$. We show that when $u$ is chosen small, as $N$ tends to infinity, there is with overwhelming probability a unique connected component in the vacant set which contains segments of length const $logN$. Moreover, this connected component occupies a...

Consider a $N\times n$ non-centered matrix ${𝛴}_n$ with a separable variance profile: $${𝛴}_n=\frac{D_n^{1/2}{X}_n{\tilde{D}}_n^{1/2}}{\sqrt{n}}+A_n.$$ Matrices $D_n$ and ${\tilde{D}}_n$ are non-negative deterministic diagonal, while matrix $A_n$ is deterministic, and $X_n$ is a random matrix with complex independent and identically distributed random variables, each with mean zero and variance one. Denote by $Q_n\left(z\right)$ the resolvent associated to ${𝛴}_n{𝛴}_n^{*}$, i.e. $$Q_n\left(z\right)={\left({𝛴}_n{𝛴}_n^{*}-z{I}_N\right)}^{-1}.$$ Given two sequences of deterministic vectors $\left(u_n\right)$ and $\left(v_n\right)$ with bounded Euclidean norms, we study the limiting behavior of the random bilinear form:...

This paper is concerned with the small time behaviour of a Lévy process $X$. In particular, we investigate theof the times, ${\overline{T}}_b\left(r\right)$ and $T_b^{*}\left(r\right)$, at which $X$, started with $X_0=0$, first leaves the space-time regions $\{(t,y)\in {ℝ}^2:y\le r{t}^b,t\ge 0\}$ (one-sided exit), or $\{(t,y)\in {ℝ}^2:|y|\le r{t}^b,t\ge 0\}$ (two-sided exit), $0\le blt;1$, as $r\downarrow 0$. Thus essentially we determine whether or not these passage times behave like deterministic functions in the sense of different modes of convergence; specifically convergence in probability, almost surely and in $L^p$. In many instances these are...

We study a continuous time growth process on the $d$-dimensional hypercubic lattice ${𝒵}^d$, which admits a phenomenological interpretation as the combustion reaction $A+B\to 2A$, where $A$ represents heat particles and $B$ inert particles. This process can be described as an interacting particle system in the following way: at time 0 a simple symmetric continuous time random walk of total jump rate one begins to move from the origin of the hypercubic lattice; then, as soon as any random walk visits a site...

We show that, given an n-dimensional normed space X, a sequence of $N={(8/\epsilon )}^{2n}$ independent random vectors ${\left(X_i\right)}_{i=1}^N$, uniformly distributed in the unit ball of X*, with high probability forms an ε-net for this unit ball. Thus the random linear map $\Gamma :ℝ\to {ℝ}^N$ defined by $\Gamma x={(⟨x,X_i⟩)}_{i=1}^N$ embeds X in ${\ell }_{\infty }^N$ with at most 1 + ε norm distortion. In the case X = ℓ₂ⁿ we obtain a random 1+ε-embedding into ${\ell }_{\infty }^N$ with asymptotically best possible relation between N, n, and ε.

Let $c_q\left(n\right)$ be the Ramanujan sum, i.e. $c_q\left(n\right)={\sum }_{d\left|\right(q,n)}d\mu (q/d)$, where μ is the Möbius function. In a paper of Chan and Kumchev (2012), asymptotic formulas for ${\sum }_{n\le y}{\left({\sum }_{q\le x}{c}_q\left(n\right)\right)}^k$ (k = 1,2) are obtained. As an analogous problem, we evaluate ${\sum }_{n\le y}{\left({\sum }_{n\le x}c{̂}_q\left(n\right)\right)}^k$ (k = 1,2), where $c{̂}_q\left(n\right):={\sum }_{d\left|\right(q,n)}d\left|\mu (q/d)\right|$.

The authors first establish the Marcinkiewicz-Zygmund inequalities with exponent $p$ ($1\le p\le 2$) for $m$-pairwise negatively quadrant dependent ($m$-PNQD) random variables. By means of the inequalities, the authors obtain some limit theorems for arrays of rowwise $m$-PNQD random variables, which extend and improve the corresponding results in [Y. Meng and Z. Lin (2009)] and [H. S. Sung (2013)]. It is worthy to point out that the open problem of [H. S. Sung, S. Lisawadi, and A. Volodin (2008)] can be...

In this paper, we consider the linear and circular consecutive $k$-out-of-$n$ systems consisting of arbitrarily dependent components. Under the condition that at least $n-r+1$ components ($r\le n$) of the system are working at time $t$, we study the reliability properties of the residual lifetime of such systems. Also, we present some stochastic ordering properties of residual lifetime of consecutive $k$-out-of-$n$ systems. In the following, we investigate the inactivity time of the component with lifetime...

Given a measurable set $A\subset {ℝ}^n$ of positive measure, it is not difficult to show that $|A+A|=\left|2A\right|$ if and only if $A$ is equal to its convex hull minus a set of measure zero. We investigate the stability of this statement: If $\left(\right|A+A|-|2A\left|\right)/\left|A\right|$ is small, is $A$ close to its convex hull? Our main result is an explicit control, in arbitrary dimension, on the measure of the difference between $A$ and its convex hull in terms of $\left(\right|A+A|-|2A\left|\right)/\left|A\right|$.

We consider the equation $\mathrm{d}y\left(t\right)/\mathrm{d}t=(A+B(t\left)\right)y\left(t\right)$ $(t\ge 0)$, where $A$ is the generator of an analytic semigroup ${\left({\mathrm{e}}^{At}\right)}_{t\ge 0}$ on a Banach space $𝒳$, $B\left(t\right)$ is a variable bounded operator in $𝒳$. It is assumed that the commutator $K\left(t\right)=AB\left(t\right)-B\left(t\right)A$ has the following property: there is a linear operator $S$ having a bounded left-inverse operator $S_l^{-1}$ such that $\parallel S{\mathrm{e}}^{At}\parallel$ is integrable and the operator $K\left(t\right)S_l^{-1}$ is bounded. Under these conditions an exponential stability test is derived. As an example we consider a coupled system of parabolic equations. ...

For lower-semicontinuous and convex stochastic processes $Z_n$ and nonnegative random variables ${ϵ}_n$ we investigate the pertaining random sets $A(Z_n,{ϵ}_n)$ of all ${ϵ}_n$-approximating minimizers of $Z_n$. It is shown that, if the finite dimensional distributions of the $Z_n$ converge to some $Z$ and if the ${ϵ}_n$ converge in probability to some constant $c$, then the $A(Z_n,{ϵ}_n)$ converge in distribution to $A(Z,c)$ in the hyperspace of Vietoris. As a simple corollary we obtain an extension of several argmin-theorems in the literature. In particular,...

A monomial self-map $f$ on a complex toric variety is said to be $k$-stable if the action induced on the $2k$-cohomology is compatible with iteration. We show that under suitable conditions on the eigenvalues of the matrix of exponents of $f$, we can find a toric model with at worst quotient singularities where $f$ is $k$-stable. If $f$ is replaced by an iterate one can find a $k$-stable model as soon as the dynamical degrees ${\lambda }_k$ of $f$ satisfy ${\lambda }_k^2\>{\lambda }_{k-1}{\lambda }_{k+1}$. On the other hand, we give examples of monomial maps $f$, where...

Suppose that $𝒢$ is a finite, connected graph and $X$ is a lazy random walk on $𝒢$. The lamplighter chain $X^{\diamond }$ associated with $X$ is the random walk on the wreath product ${𝒢}^{\diamond }={𝐙}_2\wr 𝒢$, the graph whose vertices consist of pairs $(\underline{f},x)$ where $f$ is a labeling of the vertices of $𝒢$ by elements of ${𝐙}_2=\{0,1\}$ and $x$ is a vertex in $𝒢$. There is an edge between $(\underline{f},x)$ and $(\underline{g},y)$ in ${𝒢}^{\diamond }$ if and only if $x$ is adjacent to $y$ in $𝒢$ and $f_z=g_z$ for all $z\ne x,y$. In each step, $X^{\diamond }$ moves from a configuration $(\underline{f},x)$ by updating $x$ to $y$ using the transition rule of $X$ and then...

Let (M,d) be a metric space with a fixed origin O. P. Lévy defined Brownian motion X(a); a ∈ M as 0. X(O) = 0. 1. X(a) - X(b) is subject to the Gaussian law of mean 0 and variance d(a,b). He gave an example for $M=S^m$, the m-dimensional sphere. Let $Y\left(B\right);B\in ℬ\left(S^m\right)$ be the Gaussian random measure on $S^m$, that is, 1. Y(B) is a centered Gaussian system, 2. the variance of Y(B) is equal of μ(B), where μ is the uniform measure on $S^m$, 3. if B₁ ∩ B₂ = ∅ then Y(B₁) is independent of Y(B₂). 4. for $B_i$, i = 1,2,..., $B_i\cap B_j=\varnothing$,...

We consider the random recursion $X{ₙ}^x=MₙX_{n-1}^x+Qₙ+Nₙ\left(X_{n-1}^x\right)$, where x ∈ ℝ and (Mₙ,Qₙ,Nₙ) are i.i.d., Qₙ has a heavy tail with exponent α > 0, the tail of Mₙ is lighter and $Nₙ\left(X_{n-1}^x\right)$ is smaller at infinity, than $MₙX_{n-1}^x$. Using the asymptotics of the stationary solutions we show that properly normalized Birkhoff sums $S{ₙ}^x={\sum }_{k=0}^n{X}_k^x$ converge weakly to an α-stable law for α ∈ (0,2]. The related local limit theorem is also proved.

Our main purpose is to establish the existence of a positive solution of the system ⎧$-{∆}_{p\left(x\right)}u=F(x,u,v)$, x ∈ Ω, ⎨$-{∆}_{q\left(x\right)}v=H(x,u,v)$, x ∈ Ω, ⎩u = v = 0, x ∈ ∂Ω, where $\Omega \subset {ℝ}^N$ is a bounded domain with C² boundary, $F(x,u,v)={\lambda }^{p\left(x\right)}[g\left(x\right)a\left(u\right)+f\left(v\right)]$, $H(x,u,v)={\lambda }^{q(x})[g\left(x\right)b\left(v\right)+h\left(u\right)]$, λ > 0 is a parameter, p(x),q(x) are functions which satisfy some conditions, and $-{∆}_{p\left(x\right)}u=-{div\left(\right|\nabla u|}^{p\left(x\right)-2}\nabla u)$ is called the p(x)-Laplacian. We give existence results and consider the asymptotic behavior of solutions near the boundary. We do not assume any symmetry conditions on the system.

We consider iterated function systems on the interval with random perturbation. Let $Y_{\epsilon }$ be uniformly distributed in [1-ε,1+ ε] and let $f_i\in C^{1+\alpha }$ be contractions with fixpoints $a_i$. We consider the iterated function system $Y_{\epsilon }{f}_i+a_i(1-Y_{\epsilon }){ⁿ}_{i=1}$, where each of the maps is chosen with probability $p_i$. It is shown that the invariant density is in L² and its L² norm does not grow faster than 1/√ε as ε vanishes. The proof relies on defining a piecewise hyperbolic dynamical system on the cube with an SRB-measure whose projection...

In this paper, we study the size of the giant component $C_G$ in the random geometric graph $G=G(n,r_n,f)$ of $n$ nodes independently distributed each according to a certain density $f(·)$ in ${[0,1]}^2$ satisfying ${inf}_{x\in {[0,1]}^2}f\left(x\right)gt;$ $0$. If $\frac{c_1}{n}\le r_n^2\le c_2\frac{logn}{n}$ for some positive constants $c_1$, $c_2$ and $n{r}_n^2⟶\infty$ as $n\to \infty$, we show that the giant component of $G$ contains at least $n-\mathrm{o}\left(n\right)$ nodes with probability at least $1-{\mathrm{e}}^{-\beta n{r}_n^2}$ for all $n$ and for some positive constant $\beta$. We also obtain estimates on the diameter and number of the non-giant components of $G$.