2 citations · 4 across the 8 of their papers we have counts for
11 papers
On stochastic stability of systems driven by red noise
Balázs Gerencsér, Miklós Rásonyi
We consider discrete-time non-linear stochastic dynamical systems where the driving noise is not i.i.d. but an autoregressive process (``red noise''). Under a standard dissipativit…
Fast synchronization of inhomogenous random automata
Balázs Gerencsér, Zsombor Várkonyi
We examine the reset threshold of randomly generated deterministic automata. We present a simple proof that an automaton with a random mapping and two random permutation letters ha…
Computable convergence rate bound for ratio consensus algorithms
Balázs Gerencsér
The objective of the paper is to establish a computable upper bound for the almost sure convergence rate for a class of ratio consensus algorithms defined via column-stochastic mat…
Rates of convergence for Gibbs sampling in the analysis of almost exchangeable data
Balázs Gerencsér, Andrea Ottolini
Motivated by de Finetti's representation theorem for almost exchangeable arrays, we want to sample from a distribution with density proportional to $\exp(-A…
Invariant measures for multidimensional fractional stochastic volatility models
Balázs Gerencsér, Miklós Rásonyi
We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a…
Analysis of a non-reversible Markov chain speedup by a single edge
Balázs Gerencsér
We present a Markov chain example where non-reversibility and an added edge jointly improve mixing time: when a random edge is added to a cycle of vertices and a Markov chain w…
An extension of the Plancherel measure
Miklós Arató, Villö Csiszár, Balázs Gerencsér +5
Given a distribution in the unite square and having iid sample from it the first question what a statistician might do to test the hypothesis that the sample is iid. For this purpo…
Entropy inequalities for factors of IID
Ágnes Backhausz, Balázs Gerencsér, Viktor Harangi
This paper is concerned with certain invariant random processes (called factors of IID) on infinite trees. Given such a process, one can assign entropies to different finite subgra…
Mutual information decay for factors of IID
Balázs Gerencsér, Viktor Harangi
This paper is concerned with factor of i.i.d. processes on the -regular tree for . We study the mutual information of the values on two given vertices. If the vertices…
Markov modeling of online inter-arrival times
Corentin Vande Kerckhove, Balázs Gerencsér, Julien M. Hendrickx +1
In this paper, we investigate the arising communication patterns on social media, and in particular the series of events happening for a single user. While the distribution of inte…
Mixing times of Markov chains on a cycle with additional long range connections
Balázs Gerencsér
We develop Markov chain mixing time estimates for a class of Markov chains with restricted transitions. We assume transitions may occur along a cycle of nodes and on addi…