[ΒΙΒΛΙΟ][B] Renewal theory for perturbed random walks and similar processes
A Iksanov - 2016 - Springer
The present book offers a detailed treatment of perturbed random walks, perpetuities, and
random processes with immigration. These objects are of major importance in modern …
random processes with immigration. These objects are of major importance in modern …
Some recent advances for limit theorems
B Arras, JC Breton, A Deshayes, O Durieu… - ESAIM: Proceedings …, 2020 - esaim-proc.org
We present some recent developments for limit theorems in probability theory, illustrating the
variety of this field of activity. The recent results we discuss range from Stein's method, as …
variety of this field of activity. The recent results we discuss range from Stein's method, as …
Functional central limit theorems for certain statistics in an infinite urn scheme
M Chebunin, A Kovalevskii - Statistics & Probability Letters, 2016 - Elsevier
Functional central limit theorems for certain statistics in an infinite urn scheme - ScienceDirect
Skip to main contentSkip to article Elsevier logo Journals & Books Search RegisterSign in View …
Skip to main contentSkip to article Elsevier logo Journals & Books Search RegisterSign in View …
Two Types of Gaussian Processes and their Application to Statistical Estimations for Non-ergodic Vasicek Model
Y Chen, Y Li, Y Lu - arxiv preprint arxiv:2310.00885, 2023 - arxiv.org
For the non-ergodic Vasicek model driven by one of two types of Gaussian process $(G_t) _
{t\in [0, T]} $, we obtain the joint asymptotic distribution of the estimations of the three …
{t\in [0, T]} $, we obtain the joint asymptotic distribution of the estimations of the three …
A functional central limit theorem for weighted occupancy processes of Karlin model
J Garza, Y Wang - arxiv preprint arxiv:2412.02160, 2024 - arxiv.org
A functional central limit theorem is established for weighted occupancy processes of the
Karlin model. The weighted occupancy processes take the form of, with $ D_ {n, j} …
Karlin model. The weighted occupancy processes take the form of, with $ D_ {n, j} …
Bifractional Brownian motions on metric spaces
C Ma - Journal of Theoretical Probability, 2024 - Springer
Fractional and bifractional Brownian motions can be defined on a metric space if the
associated metric or distance function is conditionally negative definite (or of negative type) …
associated metric or distance function is conditionally negative definite (or of negative type) …
[HTML][HTML] Small counts in nested Karlin's occupancy scheme generated by discrete Weibull-like distributions
A Iksanov, V Kotelnikova - Stochastic Processes and their Applications, 2022 - Elsevier
A nested Karlin's occupancy scheme is a symbiosis of classical Karlin's balls-in-boxes
scheme and a weighted branching process. To define it, imagine a deterministic weighted …
scheme and a weighted branching process. To define it, imagine a deterministic weighted …
From infinite urn schemes to self-similar stable processes
We investigate the randomized Karlin model with parameter β∈(0, 1), which is based on an
infinite urn scheme. It has been shown before that when the randomization is bounded, the …
infinite urn scheme. It has been shown before that when the randomization is bounded, the …
Bifractional Brownian motion for H> 1 and 2HK≤ 1
A Talarczyk - Statistics & Probability Letters, 2020 - Elsevier
Bifractional Brownian motion on R+ is a two parameter centered Gaussian process with
covariance function: RH, K (t, s)= 1 2 K t 2 H+ s 2 HK−| t− s| 2 HK, s, t≥ 0. This process has …
covariance function: RH, K (t, s)= 1 2 K t 2 H+ s 2 HK−| t− s| 2 HK, s, t≥ 0. This process has …
A functional limit theorem for nested Karlin's occupancy scheme generated by discrete Weibull-like distributions
Let (pk) k∈ N be a discrete probability distribution for which the counting function x↦#{k∈ N:
pk≥ 1/x} belongs to the de Haan class Π. Consider a deterministic weighted branching …
pk≥ 1/x} belongs to the de Haan class Π. Consider a deterministic weighted branching …