Transformations of stationary random sequences

Unbiased Random Sequences from Quasigroup String Transformations

The need of true random number generators for many purposes (ranging from applications in cryptography and stochastic simulation, to search heuristics and game playing) is increasing every day. Many sources of randomness possess the property of stationarity. However, while a biased die may be a good source of entropy, many applications require input in the form of unbiased bits, rather than bia...

Moderate deviations for stationary sequences of bounded random variables

In this paper we are concerned with the moderate deviation principle for the normalized partial sums process Wn, considered as an element of D([0, 1]) (functions on [0, 1] with left-hand limits and continuous from the right), equipped with the Skorohod topology (see Section 14 in Billingsley (1968) for the description of the topology on D([0, 1])). More exactly, we say that the family of random...

FURTHER RESULTS OF CONVERGENCE OF UNCERTAIN RANDOM SEQUENCES

Convergence is an issue being widely concerned about. Thus, in this paper, we mainly put forward two types of concepts of convergence in mean and convergence in distribution for the sequence of uncertain random variables. Then some of theorems are proved to show the relations among the three convergence concepts that are convergence in mean, convergence in measure and convergence in distributio...

TCP and iso-stationary transformations

We consider piecewise deterministic Markov processes that occur as scaling limits of discrete-time Markov chains that describe the Transmission Control Protocol (TCP). The class of processes allows for general increase and decrease profiles. Our key observation is that stationary results for the general class follow directly from the stationary results for the idealized TCP process in [22]. The...

Transformations of random regressions