978 citations
- Centre National de la Recherche ScientifiqueFR124 papers
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14 papers · 1 filter
Iterated-logarithm laws for convex hulls of random walks with drift
Wojciech Cygan, Nikola Sandrić, Stjepan Šebek +1
We establish laws of the iterated logarithm for intrinsic volumes of the convex hull of many-step, multidimensional random walks whose increments have two moments and a non-zero dr…
Uniform polynomial rates of convergence for a class of Lévy-driven controlled SDEs arising in multiclass many-server queues
Ari Arapostathis, Hassan Hmedi, Guodong Pang +1
We study the ergodic properties of a class of controlled stochastic differential equations (SDEs) driven by -stable processes which arise as the limiting equations of multiclass…
Harnack inequality for subordinate random walks
Ante Mimica, Stjepan Šebek
In this paper, we consider a large class of subordinate random walks on integer lattice via subordinators with Laplace exponents which are complete Bernstein fun…
Limits of renewal processes and Pitman-Yor distribution
Bojan Basrak
We consider a renewal process with regularly varying stationary and weakly dependent steps, and prove that the steps made before a given time , satisfy an interesting invariance…
Ergodicity and fluctuations of a fluid particle driven by diffusions with jumps
Guodong Pang, Nikola Sandrić
In this paper, we study the long-time behavior of a fluid particle immersed in a turbulent fluid driven by a diffusion with jumps, that is, a Feller process associated with a non-l…
Ergodic property of stable-like Markov chains
Nikola Sandrić
A stable-like Markov chain is a time-homogeneous Markov chain on the real line with the transition kernel , where the density functions , for large $|y|…