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Almost sure limit theorems for dependent random variables

Michał Seweryn (2010)

Banach Center Publications

For a sequence of dependent random variables ( X k ) k ∈ ℕ we consider a large class of summability methods defined by R. Jajte in [jaj] as follows: For a pair of real-valued nonnegative functions g,h: ℝ⁺ → ℝ⁺ we define a sequence of “weighted averages” 1 / g ( n ) ∑ k = 1 n ( X k ) / h ( k ) , where g and h satisfy some mild conditions. We investigate the almost sure behavior of such transformations. We also take a close look at the connection between the method of summation (that is the pair of functions (g,h)) and the coefficients that measure...

Alpha-stable branching and beta-coalescents.

Birkner, Matthias, Blath, Jochen, Capaldo, Marcella, Etheridge, Alison M., Möhle, Martin, Schweinsberg, Jason, Wakolbinger, Anton (2005)

Electronic Journal of Probability [electronic only]

Amenability of linear-activity automaton groups

Gideon Amir, Omer Angel, Bálint Virág (2013)

Journal of the European Mathematical Society

We prove that every linear-activity automaton group is amenable. The proof is based on showing that a random walk on a specially constructed degree 1 automaton group – the mother group – has asymptotic entropy 0. Our result answers an open question by Nekrashevych in the Kourovka notebook, and gives a partial answer to a question of Sidki.

An algebraic approach to Pólya processes

Nicolas Pouyanne (2008)

Annales de l'I.H.P. Probabilités et statistiques

Pólya processes are natural generalizations of Pólya–Eggenberger urn models. This article presents a new approach of their asymptotic behaviour via moments, based on the spectral decomposition of a suitable finite difference transition operator on polynomial functions. Especially, it provides new results for large processes (a Pólya process is called small when 1 is a simple eigenvalue of its replacement matrix and when any other eigenvalue has a real part ≤1/2; otherwise, it is called large).

An alternative proof of the uniqueness of martingale-coboundary decomposition of strictly stationary processes

Takehiko Morita (2019)

Commentationes Mathematicae Universitatis Carolinae

P. Samek and D. Volný, in the paper ``Uniqueness of a martingale-coboundary decomposition of a stationary processes" (1992), showed the uniqueness of martingale-coboundary decomposition of strictly stationary processes. The original proof is given by reducing the problem to the ergodic case. In this note we give another proof without such reduction.

An application of multivariate total positivity to peacocks

Antoine Marie Bogso (2014)

ESAIM: Probability and Statistics

We use multivariate total positivity theory to exhibit new families of peacocks. As the authors of [F. Hirsch, C. Profeta, B. Roynette and M. Yor, Peacocks and associated martingales vol. 3. Bocconi-Springer (2011)], our guiding example is the result of Carr−Ewald−Xiao [P. Carr, C.-O. Ewald and Y. Xiao, Finance Res. Lett. 5 (2008) 162–171]. We shall introduce the notion of strong conditional monotonicity. This concept is strictly more restrictive than the conditional monotonicity as defined in [F....

An application of nonprarametric Cox regression model in reliability analysis: a case study

Petr Volf (2004)

Kybernetika

The contribution deals with an application of the nonparametric version of Cox regression model to the analysis and modeling of the failure rate of technical devices. The objective is to recall the method of statistical analysis of such a model, to adapt it to the real–case study, and in such a way to demonstrate the flexibility of the Cox model. The goodness-of-fit of the model is tested, too, with the aid of the graphical test procedure based on generalized residuals.

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