Quenched decay of correlations for nonuniformly hyperbolic random maps with an ergodic driving system
Sign Up to like & getrecommendations! Published in 2022 at "Nonlinearity"
DOI: 10.1088/1361-6544/acd220
Abstract: In this article we study random tower maps driven by an ergodic automorphism. We prove quenched exponential correlations decay for tower maps admitting exponential tails. Our technique is based on constructing suitable cones of functions,… read more here.
Keywords: quenched decay; random; correlations nonuniformly; decay correlations ... See more keywords
On quadratic forms in multivariate generalized hyperbolic random vectors
Sign Up to like & getrecommendations! Published in 2020 at "Biometrika"
DOI: 10.1093/biomet/asaa067
Abstract: Countless test statistics can be written as quadratic forms in certain random vectors, or ratios thereof. Consequently, their distribution has received considerable attention in the literature. Except for a few special cases, no closed-form expression… read more here.
Keywords: multivariate generalized; quadratic forms; random vectors; generalized hyperbolic ... See more keywords