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Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.

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Limiting distribution of the cardinal of a Markovian set

Let $S_1=\lbrace u_1 \rbrace$ where $u_1$ is a random uniform drawing on $[0,1]$. To build $S_{n+1}$ draw $u_{n+1}$ uniformly on $[0,1]$ (independently from previous draws) and draw $v_{n+1}$ uniforml …