Zobrazeno 1 - 10
of 10
pro vyhledávání: '"60F17, 60E07"'
Autor:
Vatutin, Vladimir, Dyakonova, Elena
Let \begin{equation*} S_{0}=0,\quad S_{n}=X_{1}+...+X_{n},\ n\geq 1, \end{equation*} be a random walk whose increments belong without centering to the domain of attraction of a stable law with scaling constants $a_{n}$, that provide convergence as $n
Externí odkaz:
http://arxiv.org/abs/2409.02215
Publikováno v:
Afrika Statistika, Vol 17 (1), 2018
The simple L\'evy Poisson process and scaled forms are explicitly constructed from partial sums of independent and identically distributed random variables and from sums of non-stationary independent random variables. For the latter, the weak limits
Externí odkaz:
http://arxiv.org/abs/2205.14541
Autor:
Jakubowski, Adam
For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a stable, non-Gaus
Externí odkaz:
http://arxiv.org/abs/1910.12255
We study limit theorems for partial sums of instantaneous functions of a homogeneous Markov chain on a general state space. The summands are heavy-tailed and the limits are stable distributions. The conditions imposed on the transition operator $P$ o
Externí odkaz:
http://arxiv.org/abs/1808.04329
We consider transient random walks in random environment on $\z$ with zero asymptotic speed. A classical result of Kesten, Kozlov and Spitzer says that the hitting time of the level $n$ converges in law, after a proper normalization, towards a positi
Externí odkaz:
http://arxiv.org/abs/math/0703660
Publikováno v:
Afrika Statistika. 17:3125-3143
The simple L\'evy Poisson process and scaled forms are explicitly constructed from partial sums of independent and identically distributed random variables and from sums of non-stationary independent random variables. For the latter, the weak limits
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1ae1747e9b39741b09edbc9b39305afc
https://doi.org/10.16929/as/3125.3115.198
https://doi.org/10.16929/as/3125.3115.198
Publikováno v:
Stochastic Processes and their Applications. 130:1853-1878
We study limit theorems for partial sums of instantaneous functions of a homogeneous Markov chain on a general state space. The summands are heavy-tailed and the limits are stable distributions. The conditions imposed on the transition operator $P$ o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::12feb0a91325cc32175751b495f2da78
https://doi.org/10.1016/j.spa.2019.06.002
https://doi.org/10.1016/j.spa.2019.06.002
Autor:
Adam Jakubowski
Publikováno v:
Lithuanian Mathematical Journal. 59:535-544
For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a stable, non-Gaus
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a4a9de5e562fad318394021eca554d90
https://doi.org/10.1007/s10986-019-09463-8
https://doi.org/10.1007/s10986-019-09463-8
Publikováno v:
Stochastics and Dynamics
Stochastics and Dynamics, World Scientific Publishing, 2015, 15 (2), 29pp
Stochastics and Dynamics, World Scientific Publishing, 2015, 15 (2), 29pp
We study the behavior of the empirical distribution function of iterates of intermittent maps in the Hilbert space of square inegrable functions with respect to Lebesgue measure. In the long-range dependent case, we prove that the empirical distribut
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e1598637caaa628dcc148c7f44e2dd51
https://hal.archives-ouvertes.fr/hal-00903837/document
https://hal.archives-ouvertes.fr/hal-00903837/document
Publikováno v:
Annales de l'Institut Fourier
Annales de l'Institut Fourier, Association des Annales de l'Institut Fourier, 2009, 59 (6), pp.2469-2508
Annales de l'Institut Fourier, 2009, 59, pp.2469-2508
Annales de l'Institut Fourier, 2009, 59 (6), pp.2469-2508
Annales de l'Institut Fourier, Association des Annales de l'Institut Fourier, 2009, 59, pp.2469-2508
Annales de l'Institut Fourier, Association des Annales de l'Institut Fourier, 2009, 59 (6), pp.2469-2508
Annales de l'Institut Fourier, 2009, 59, pp.2469-2508
Annales de l'Institut Fourier, 2009, 59 (6), pp.2469-2508
Annales de l'Institut Fourier, Association des Annales de l'Institut Fourier, 2009, 59, pp.2469-2508
We consider transient random walks in random environment on $\z$ with zero asymptotic speed. A classical result of Kesten, Kozlov and Spitzer says that the hitting time of the level $n$ converges in law, after a proper normalization, towards a positi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e3822d42e957a340ced4254c311d41a9
https://hal.archives-ouvertes.fr/hal-00446179
https://hal.archives-ouvertes.fr/hal-00446179