Search Results - "Verovkin, Glib"
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A functional limit theorem for random processes with immigration in the case of heavy tails
Published in Modern Stochastics: Theory and Applications (12-04-2017)“…Let $(X_{k},\xi _{k})_{k\in \mathbb{N}}$ be a sequence of independent copies of a pair $(X,\xi )$ where X is a random process with paths in the Skorokhod space…”
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Weak convergence of the number of zero increments in the random walk with barrier
Published in Electronic communications in probability (31-10-2014)Get full text
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A functional limit theorem for random processes with immigration in the case of heavy tails
Published 04-07-2017“…Modern Stochastics: Theory and Applications 2017, Vol. 4, No. 2, 93-108 Let $(X_k,\xi_k)_{k\in \mathbb {N}}$ be a sequence of independent copies of a pair…”
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Weak convergence of the number of zero increments in the random walk with barrier
Published 04-07-2014“…We continue the line of research of random walks with barrier initiated by Iksanov and M{\"o}hle (2008). Assuming that the tail of the step of the underlying…”
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Journal Article