Search Results - "Iksanov, Alexander"
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1
On nested infinite occupancy scheme in random environment
Published in Probability theory and related fields (01-08-2020)“…We consider an infinite balls-in-boxes occupancy scheme with boxes organised in nested hierarchy, and random probabilities of boxes defined in terms of…”
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2
Precise Tail Behaviour of Some Dirichlet Series
Published in Journal of theoretical probability (2024)“…Let η 1 , η 2 , … be independent copies of a random variable η with zero mean and finite variance which is bounded from the right, that is, η ≤ b almost surely…”
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A law of the iterated logarithm for small counts in Karlin’s occupancy scheme
Published in Modern Stochastics: Theory and Applications (01-03-2024)“…In the Karlin infinite occupancy scheme, balls are thrown independently into an infinite array of boxes $1,2,\dots $ , with probability ${p_{k}}$ of hitting…”
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4
On multidimensional locally perturbed standard random walks
Published in Lithuanian mathematical journal (01-07-2024)“…Let d be a positive integer, and let A be a set in Z d that contains finitely many points with integer coordinates. We consider a standard random walk X…”
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Stable fluctuations of iterated perturbed random walks in intermediate generations of a general branching process tree
Published in Lithuanian mathematical journal (01-10-2022)“…Consider a general branching process, a.k.a. Crump–Mode–Jagers process, generated by a perturbed random walk η 1 , ξ 1 + η 2 , ξ 1 + ξ 2 + η 3 , …, where…”
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6
Critical branching processes in a sparse random environment
Published in Modern Stochastics: Theory and Applications (01-10-2023)“…We introduce a branching process in a sparse random environment as an intermediate model between a Galton–Watson process and a branching process in a random…”
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The Bernoulli Sieve Revisited
Published in The Annals of applied probability (01-08-2009)“…We consider an occupancy scheme in which "balls" are identified with n points sampled from the standard exponential distribution, while the role of "boxes" is…”
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8
A Limit Theorem for a Nested Infinite Occupancy Scheme in Random Environment
Published in Österreichische Zeitschrift für Statistik (15-08-2023)“…We investigate an infinite balls-in-boxes scheme, in which boxes are arranged in nested hierarchy and random probabilities of boxes are defined in terms of…”
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9
On a skew stable Lévy process
Published in Stochastic processes and their applications (01-02-2023)“…The skew Brownian motion is a strong Markov process which behaves like a Brownian motion until hitting zero and exhibits an asymmetry at zero. We address the…”
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10
Small counts in nested Karlin’s occupancy scheme generated by discrete Weibull-like distributions
Published in Stochastic processes and their applications (01-11-2022)“…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…”
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11
Functional limit theorems for discounted exponential functional of random walk and discounted convergent perpetuity
Published in Statistics & probability letters (01-09-2021)“…Let (ξ1,η1), (ξ2,η2),… be independent and identically distributed R2-valued random vectors. Put S0≔0 and Sk≔ξ1+…+ξk for k∈N. We prove a functional central…”
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Functional limit theorems for renewal shot noise processes with increasing response functions
Published in Stochastic processes and their applications (01-06-2013)“…We consider renewal shot noise processes with response functions which are eventually nondecreasing and regularly varying at infinity. We prove weak…”
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13
A FUNCTIONAL LIMIT THEOREM FOR GENERAL SHOT NOISE PROCESSES
Published in Journal of applied probability (01-03-2020)“…By a general shot noise process we mean a shot noise process in which the counting process of shots is arbitrary locally finite. Assuming that the counting…”
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14
Late levels of nested occupancy scheme in random environment
Published in Stochastic models (02-01-2022)“…Consider a weighted branching process generated by a point process on whose atoms sum up to one. Then the weights of all individuals in any given generation…”
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15
WEAK CONVERGENCE OF RANDOM PROCESSES WITH IMMIGRATION AT RANDOM TIMES
Published in Journal of applied probability (01-03-2020)“…By a random process with immigration at random times we mean a shot noise process with a random response function (response process) in which shots occur at…”
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16
A functional limit theorem for nested Karlin's occupancy scheme generated by discrete Weibull-like distributions
Published in Journal of mathematical analysis and applications (15-03-2022)“…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…”
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17
A central limit theorem and a law of the iterated logarithm for the Biggins martingale of the supercritical branching random walk
Published in Journal of applied probability (01-12-2016)“…Let (W n (θ)) n∈ℕ0 be the Biggins martingale associated with a supercritical branching random walk, and denote by W_∞(θ) its limit. Assuming essentially that…”
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18
Weak convergence of the number of vertices at intermediate levels of random recursive trees
Published in Journal of applied probability (01-12-2018)“…Let Xn(k) be the number of vertices at level k in a random recursive tree with n+1 vertices. We are interested in the asymptotic behavior of Xn(k) for…”
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19
Functional limit theorems for Galton–Watson processes with very active immigration
Published in Stochastic processes and their applications (01-01-2018)“…We prove weak convergence on the Skorokhod space of Galton–Watson processes with immigration, properly normalized, under the assumption that the tail of the…”
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20
On the number of empty boxes in the Bernoulli sieve II
Published in Stochastic processes and their applications (01-07-2012)“…The Bernoulli sieve is the infinite “balls-in-boxes” occupancy scheme with random frequencies Pk=W1⋯Wk−1(1−Wk), where (Wk)k∈N are independent copies of a…”
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