On Expectation of the Maximum for Sums of Independent Random Variables.
On factorization components of the sojourn times for semicontinuous random walks in a strip.
On Feller's criterion for the law of the iterated logarithm.
On fully coupled continuous time random walks
Continuous time random walks with jump sizes equal to the corresponding waiting times for jumps are considered. Sufficient conditions for the weak convergence of such processes are established and the limiting processes are identified. Furthermore one-dimensional distributions of the limiting processes are given under an additional assumption.
On infection spreading and competition between independent random walks.
On limit distribution theorems for sums of a random number of random variables appearing in the study of rarefaction of a recurrent process
On martingales which are finite sums of independent random variables with time dependent coefficients
On Multi-Dimensional Random Walk Models Approximating Symmetric Space-Fractional Diffusion Processes
Mathematics Subject Classification: 26A33, 47B06, 47G30, 60G50, 60G52, 60G60.In this paper the multi-dimensional analog of the Gillis-Weiss random walk model is studied. The convergence of this random walk to a fractional diffusion process governed by a symmetric operator defined as a hypersingular integral or the inverse of the Riesz potential in the sense of distributions is proved.* Supported by German Academic Exchange Service (DAAD).
On Nonuniform Gaussian Approximation for Random Summation.
On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients.
On random walks with continuous components.
On Schur-convexity of expectation of weighted sum of random variables with applications.
On small deviations of Gaussian processes using majorizing measures
We give two examples of periodic Gaussian processes, having entropy numbers of exactly the same order but radically different small deviations. Our construction is based on Knopp's classical result yielding existence of continuous nowhere differentiable functions, and more precisely on Loud's functions. We also obtain a general lower bound for small deviations using the majorizing measure method. We show by examples that our bound is sharp. We also apply it to Gaussian independent sequences and...
On some general distributions in terms of generalized functions
On some generalized reinforced random walk on integers.
On strictly sparse subsets of a free group.
On subexponential distributions and asymptotics of the distribution of the maximum of sequential sums.
On sums of i.i.d. random variables indexed by N parameters
On sums of independent random variables without power moments.
On the accuracy of approximation of the distribution of negative-binomial random sums by the gamma distribution
The main goal of this paper is to study the accuracy of approximation for the distributions of negative-binomial random sums of independent, identically distributed random variables by the gamma distribution.