Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Sakhno, Lyudmyla"'
Autor:
Hopkalo, Olha, Sakhno, Lyudmyla
The paper presents bounds for the distributions of suprema for a particular class of sub-Gaussian type random fields defined over spaces with anisotropic metrics. The results are applied to random fields related to stochastic heat equations with frac
Externí odkaz:
http://arxiv.org/abs/2405.04242
Autor:
Buchak, Khrystyna, Sakhno, Lyudmyla
In the paper we consider models of generalized counting processes time-changed by a general inverse subordinator, we characterize their distributions and present governing equations for them. The equations are given in terms of the generalized fracti
Externí odkaz:
http://arxiv.org/abs/2312.04647
Autor:
Sakhno, Lyudmyla
The paper investigates properties of mean-square solutions to the Airy equation with random initial data given by stationary processes. The result on the modulus of continiuty of the solution is stated and properties of the covariance function are de
Externí odkaz:
http://arxiv.org/abs/2211.14243
We study general models of random fields associated with non-local equations in time and space. We discuss the properties of the corresponding angular power spectrum and find asymptotic results in terms of random time changes.
Externí odkaz:
http://arxiv.org/abs/2106.04865
Publikováno v:
Modern Stochastics: Theory and Applications 2020, Vol. 7, No. 1, 79-96
In the paper we consider higher-order partial differential equations from the class of linear dispersive equations. We investigate solutions to these equations subject to random initial conditions given by harmonizable $\varphi$-sub-Gaussian processe
Externí odkaz:
http://arxiv.org/abs/2003.12318
Autor:
Buchak, Khrystyna, Sakhno, Lyudmyla
Publikováno v:
Modern Stochastics: Theory and Applications 2018, Vol. 5, No. 2, 167-189
In the paper we consider time-changed Poisson processes where the time is expressed by compound Poisson-Gamma subordinators $G(N(t))$ and derive the expressions for their hitting times. We also study the time-changed Poisson processes where the role
Externí odkaz:
http://arxiv.org/abs/1806.03833
Autor:
Buchak, Khrystyna, Sakhno, Lyudmyla
Publikováno v:
Modern Stochastics: Theory and Applications 2017, Vol. 4, No. 2, 161-188
In the paper we study the models of time-changed Poisson and Skellam-type processes, where the role of time is played by compound Poisson-Gamma subordinators and their inverse (or first passage time) processes. We obtain explicitly the probability di
Externí odkaz:
http://arxiv.org/abs/1707.00523
Autor:
Sakhno, Lyudmyla
Publikováno v:
Modern Stochastics: Theory and Applications 2014, Vol. 1, 181-194
We present large sample properties and conditions for asymptotic normality of linear functionals of powers of the periodogram constructed with the use of tapered data.
Comment: Published at http://dx.doi.org/10.15559/15-VMSTA15 in the Modern Sto
Comment: Published at http://dx.doi.org/10.15559/15-VMSTA15 in the Modern Sto
Externí odkaz:
http://arxiv.org/abs/1503.05389
Autor:
Buchak, Khrystyna, Sakhno, Lyudmyla
Publikováno v:
Modern Stochastics: Theory & Applications; Aug2024, Vol. 11 Issue 4, p439-458, 20p
We consider different types of processes obtained by composing Brownian motion $B(t)$, fractional Brownian motion $B_{H}(t)$ and Cauchy processes $% C(t)$ in different manners. We study also multidimensional iterated processes in $\mathbb{R}^{d},$ li
Externí odkaz:
http://arxiv.org/abs/1008.0928