A biased roulette
We obtain in this note evaluations of the total variation distance and of the Kolmogorov-Smirnov distance between the sum of n random variables with non identical Bernoulli distributions and a Poisson distribution. Some of our results precise bounds obtained by Le Cam, Serfling, Barbour and Hall.It is shown, among other results, that if p1 = P (X1=1), ..., pn = P (Xn=1) satisfy some appropriate conditions, such that p = 1/n Σipi → 0, np → ∞, np2 → 0, then the total variation distance between X1+...+Xn...
Spider walks are systems of interacting particles. The particles move independently as long as their movements do not violate some given rules describing the relative position of the particles; moves that violate the rules are not realized. The goal of this paper is to study qualitative properties, as recurrence, transience, ergodicity, and positive rate of escape of these Markov processes.
Spider walks are systems of interacting particles. The particles move independently as long as their movements do not violate some given rules describing the relative position of the particles; moves that violate the rules are not realized. The goal of this paper is to study qualitative properties, as recurrence, transience, ergodicity, and positive rate of escape of these Markov processes.
The most general sequence, with Gumbel margins, generated by maxima procedures in an auto-regressive way (one step) is defined constructively and its properties obtained; some remarks for statistical estimation are presented.
We study the probability distribution of the location of a particle performing a cyclic random motion in . The particle can take n possible directions with different velocities and the changes of direction occur at random times. The speed-vectors as well as the support of the distribution form a polyhedron (the first one having constant sides and the other expanding with time t). The distribution of the location of the particle is made up of two components: a singular component (corresponding...