# The Invariance Principle for p- $$ \ifmmode\expandafter\vec\else\expandafter\vecabove\fi{\theta } $$ Chain

## Related Articles

- Plug-in Estimator of the Entropy Rate of a Pure-Jump Two-State Markov Process. Regnault, Philippe // AIP Conference Proceedings;12/8/2009, Vol. 1193 Issue 1, p153
The entropy of a distribution with finite support is widely used in all applications involving random variables. A natural equivalent for random processes is the entropy rate. For ergodic pure-jump finite-state Markov processes, this rate is an explicit function of the stationary distribution...

- The Spectrum of Heavy Tailed Random Matrices. Arous, Gérard; Guionnet, Alice // Communications in Mathematical Physics;Mar2008, Vol. 278 Issue 3, p715
Let X N be an N â†’ N random symmetric matrix with independent equidistributed entries. If the law P of the entries has a finite second moment, it was shown by Wigner [14] that the empirical distribution of the eigenvalues of X N , once renormalized by $$\sqrt{N}$$ , converges almost...

- Localization of eigenvectors in random graphs. Slanina, F. // European Physical Journal B -- Condensed Matter;Nov2012, Vol. 85 Issue 11, p1
Using exact numerical diagonalization, we investigate localization in two classes of random matrices corresponding to random graphs. The first class comprises the adjacency matrices of ErdÅ‘s-RÃ©nyi (ER) random graphs. The second one corresponds to random cubic graphs, with Gaussian random...

- On the Asymptotic Distribution of Singular Values of Powers of Random Matrices. Alexeev, N.; Götze, F.; Tikhomirov, A. // Journal of Mathematical Sciences;May2014, Vol. 199 Issue 2, p68
We consider powers of random matrices with independent entries. Let X, i, j â‰¥ 1, be independent complex random variables with E X = 0 and E| X| = 1, and let X denote an n Ã— n matrix with | X| âˆ’ X for 1 â‰¤ i, j â‰¤ n. Denote by $ s_1^{(m)}\geq \ldots \geq s_n^{(m) } $ the...

- Precise asymptotics for random matrices and random growth models. Su, Zhong Gen // Acta Mathematica Sinica;Jun2008, Vol. 24 Issue 6, p971
The author considers the largest eigenvalues of random matrices from Gaussian unitary ensemble and Laguerre unitary ensemble, and the rightmost charge in certain random growth models. We obtain some precise asymptotics results, which are in a sense similar to the precise asymptotics for sums of...

- Tridiagonal realization of the antisymmetric Gaussian Î²-ensemble. Dumitriu, Ioana; Forrester, Peter J. // Journal of Mathematical Physics;Sep2010, Vol. 51 Issue 9, p093302
The Householder reduction of a member of the antisymmetric Gaussian unitary ensemble gives an antisymmetric tridiagonal matrix with all independent elements. The random variables permit the introduction of a positive parameter Î², and the eigenvalue probability density function of the...

- Bayesian analysis of extreme events with threshold estimation. Behrens, Cibele N.; Lopes, Hedibert F.; Gamerman, Dani // Statistical Modelling: An International Journal;2004, Vol. 4 Issue 3, p227
The aim of this paper is to analyse extremal events using generalized Pareto distributions (GPD), considering explicitly the uncertainty about the threshold. Current practice empirically determines this quantity and proceeds by estimating the GPD parameters on the basis of data beyond it,...

- On the asymptotic growth for a bisexual Galton-Watson branching process in varying environments. Molina, M.; Mota, M.; Ramos, A. // Journal of Mathematical Sciences;Oct2006, Vol. 138 Issue 1, p5415
The article reports on the asymptotic growth for the bisexual Galton-Watson branching process in varying environments. It mentions that the bisexual Galton-Watson branching process (BP) is a two-type branching model wherein the females and males form the mating units. It also discusses the...

- On the choice of alternative measures in importance sampling with Markov chains. Andradottir, Sigrun; Heyman, Daniel P. // Operations Research;May/Jun95, Vol. 43 Issue 3, p509
In the simulation of Markov chains, importance sampling involves replacing the original transition matrix, say P, with a suitably chosen transition matrix Q that tends to visit the states of interest more frequently. The likelihood ratio of P relative to Q is an important random variable in the...