The Experts below are selected from a list of 312 Experts worldwide ranked by ideXlab platform
August M. Zapała - One of the best experts on this subject based on the ideXlab platform.
-
Limit Distribution of the Banach Random Walk
Journal of Theoretical Probability, 2019Co-Authors: Tadeusz Banek, Patrycja Jędrzejewska, August M. ZapałaAbstract:We consider various probability Distributions $$\{G_n, n\ge 1\}$$ { G n , n ≥ 1 } concentrated on the interval $$[-1,1]\subset \mathbb {R}$$ [ - 1 , 1 ] ⊂ R and investigate basic properties of the Limit Distribution $$\Gamma $$ Γ of the Banach random walk in a Banach space $$\mathbb {B}$$ B generated by $$\{G_n , n\ge 1\}$$ { G n , n ≥ 1 } . In particular, we describe assumptions ensuring that the support of $$\Gamma $$ Γ is equal to the unit sphere in $$\mathbb {B}$$ B and, on the other hand, we find conditions under which every ball of radius smaller than 1 has a positive measure $$\Gamma $$ Γ .
Alfredas Rackauskas - One of the best experts on this subject based on the ideXlab platform.
-
the Limit Distribution of the maximum increment of a random walk with regularly varying jump size Distribution
arXiv: Statistics Theory, 2010Co-Authors: Thomas Mikosch, Alfredas RackauskasAbstract:In this paper, we deal with the asymptotic Distribution of the maximum increment of a random walk with a regularly varying jump size Distribution. This problem is motivated by a long-standing problem on change point detection for epidemic alternatives. It turns out that the Limit Distribution of the maximum increment of the random walk is one of the classical extreme value Distributions, the Fr\'{e}chet Distribution. We prove the results in the general framework of point processes and for jump sizes taking values in a separable Banach space.
-
the Limit Distribution of the maximum increment of a random walk with regularly varying jump size Distribution
Bernoulli, 2010Co-Authors: Thomas Mikosch, Alfredas RackauskasAbstract:In this paper, we deal with the asymptotic Distribution of the maximum increment of a random walk with a regularly varying jump size Distribution. This problem is motivated by a longstanding problem on change point detection for epidemic alternatives. It turns out that the Limit Distribution of the maximum increment of the random walk is one of the classical extreme
D. Znamenski - One of the best experts on this subject based on the ideXlab platform.
-
Critical Thresholds and the Limit Distribution in the Bak-Sneppen Model
Communications in Mathematical Physics, 2004Co-Authors: Ronald Meester, D. ZnamenskiAbstract:One of the key problems related to the Bak-Sneppen evolution model is to compute the Limit Distribution of the fitnesses in the stationary regime, as the size of the system tends to infinity. Simulations in [3, 1, 4] suggest that the one-dimensional Limit marginal Distribution is uniform on (p c , 1), for some p c ∼ 0.667. In this paper we define three critical thresholds related to avalanche characteristics. We prove that if these critical thresholds are the same and equal to some p c (we can only prove that two of them are the same) then the Limit Distribution is the product of uniform Distributions on (p c , 1), and moreover p c
Tadeusz Banek - One of the best experts on this subject based on the ideXlab platform.
-
Limit Distribution of the Banach Random Walk
Journal of Theoretical Probability, 2019Co-Authors: Tadeusz Banek, Patrycja Jędrzejewska, August M. ZapałaAbstract:We consider various probability Distributions $$\{G_n, n\ge 1\}$$ { G n , n ≥ 1 } concentrated on the interval $$[-1,1]\subset \mathbb {R}$$ [ - 1 , 1 ] ⊂ R and investigate basic properties of the Limit Distribution $$\Gamma $$ Γ of the Banach random walk in a Banach space $$\mathbb {B}$$ B generated by $$\{G_n , n\ge 1\}$$ { G n , n ≥ 1 } . In particular, we describe assumptions ensuring that the support of $$\Gamma $$ Γ is equal to the unit sphere in $$\mathbb {B}$$ B and, on the other hand, we find conditions under which every ball of radius smaller than 1 has a positive measure $$\Gamma $$ Γ .
Thomas Mikosch - One of the best experts on this subject based on the ideXlab platform.
-
the Limit Distribution of the maximum increment of a random walk with regularly varying jump size Distribution
arXiv: Statistics Theory, 2010Co-Authors: Thomas Mikosch, Alfredas RackauskasAbstract:In this paper, we deal with the asymptotic Distribution of the maximum increment of a random walk with a regularly varying jump size Distribution. This problem is motivated by a long-standing problem on change point detection for epidemic alternatives. It turns out that the Limit Distribution of the maximum increment of the random walk is one of the classical extreme value Distributions, the Fr\'{e}chet Distribution. We prove the results in the general framework of point processes and for jump sizes taking values in a separable Banach space.
-
the Limit Distribution of the maximum increment of a random walk with regularly varying jump size Distribution
Bernoulli, 2010Co-Authors: Thomas Mikosch, Alfredas RackauskasAbstract:In this paper, we deal with the asymptotic Distribution of the maximum increment of a random walk with a regularly varying jump size Distribution. This problem is motivated by a longstanding problem on change point detection for epidemic alternatives. It turns out that the Limit Distribution of the maximum increment of the random walk is one of the classical extreme
