Brendan K. Beare

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math.PR2026

Reducible Markov modulation, pole order, and tail behavior in random growth models

Brendan K. Beare, Alexis Akira Toda

Recent work on random growth models with light-tailed Markov-modulated additive shocks has shown that irreducible modulation yields tail behavior resembling an exponential distribu…

math.PR2026

Convergence in distribution of the P-P process in $L^{1} [0, 1]$

Brendan K. Beare, Tetsuya Kaji

We show that the percentile-percentile (P-P) process constructed from an independent and identically distributed sample of pairs converges in distribution in $L^{1} [0, 1]$ if and only…

Reducible Markov modulation, pole order, and tail behavior in random growth models

Convergence in distribution of the P-P process in L1[0,1]

Convergence in distribution of the P-P process in $L^{1} [0, 1]$