2.2k citations
- California Institute of TechnologyUS14 papers
- Brookhaven National LaboratoryUS6 papers
- University of California, BerkeleyUS6 papers
- University of OxfordGB6 papers
- Centre National de la Recherche ScientifiqueFR5 papers
- Jet Propulsion LaboratoryUS5 papers
- Max Planck Institute for Dynamics and Self-OrganizationDE5 papers
- Norwegian University of Science and TechnologyNO5 papers
- The University of TokyoJP5 papers
- University of CambridgeGB5 papers
- IIT@MITUS4 papers
- Imperial College LondonGB4 papers
5 papers · 2 filters
The effect of memory on functional large deviations of infinite moving average processes
Souvik Ghosh, Gennady Samorodnitsky
The large deviations of an infinite moving average process with exponentially light tails are very similar to those of an i.i.d. sequence as long as the coefficients decay fast eno…
QQ plots, Random sets and data from a heavy tailed distribution
Bikramjit Das, Sidney I. Resnick
The QQ plot is a commonly used technique for informally deciding whether a univariate random sample of size n comes from a specified distribution F. The QQ plot graphs the sample q…
Corrections and acknowledgment for ``Local limit theory and large deviations for supercritical branching processes''
P. E. Ney, Anand N. Vidyashankar
Corrections and acknowledgment for ``Local limit theory and large deviations for supercritical branching processes'' [math.PR/0407059]
Separation cut-offs for birth and death chains
Persi Diaconis, Laurent Saloff-Coste
This paper gives a necessary and sufficient condition for a sequence of birth and death chains to converge abruptly to stationarity, that is, to present a cut-off. The condition in…
The cutoff phenomenon for randomized riffle shuffles
Guan-Yu Chen, Laurent Saloff-Coste
We study the cutoff phenomenon for generalized riffle shuffles where, at each step, the deck of cards is cut into a random number of packs of multinomial sizes which are then riffl…