3 papers
math.PR2026
Near-unit-root persistence of symmetric and asymmetric stable autoregressive sequences
José Ricardo G. Mendonça, Boubaker Smii
For an AR() sequence with coefficient , the probability of staying above zero decays exponentially in the number of steps; at the unit root it decays polynomial…
cond-mat.stat-mech2026
Finite-depth scaling and an exact Bernoulli-leaf identity for the min-plus process on the binary tree
José Ricardo G. Mendonça
The min-plus process is a stochastic coagulation-annihilation-type process on the binary tree, of interest in mathematics, physics, and computer science as a tractable instance of…
cond-mat.stat-mech2026
Skewness tunes the small-drift record rate of random walks and Lévy flights
José Ricardo G. Mendonça
A random walk with small positive drift sets new records at a rate that vanishes as . For Gaussian and strictly stable centered steps whose stable law has in…