Vilnius University

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19952026

most citedThe Gaia mission

7.1k citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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62 papers · 1 filter

math.PR2025

A stochastic process defined via the random permutation divisors

Eugenijus Manstavičius

The normalised partial sums of values of a nonnegative multiplicative function over divisors with appropriately restricted sizes of a random permutation from the symmetric group de…

math.PR2025

Several facts about Theodor Wittstein, Gaetano Balducci, and some expressions of the net single premiums under their mortality assumption

Andrius Grigutis, Eglė Matulevičiūtė, Mindaugas Venckevičius

The mathematical essence in life insurance spins around the search of the nu\-me\-ri\-cal characteristics of the random variables $T_{x}$ , $ν^{T_{x}}$ , $T_{x} ν^{T_{x}}$ , etc., where $ν$ (d…

math.PR2024

The limit law of certain discrete multivariate distributions

Andrius Grigutis, Artur Nakliuda

Let $X_{1}, X_{2}, \dots, X_{N}$ , $N \in N$ be independent but not necessarily identically distributed discrete and integer-valued random variables. Assume that $X_1\geqslant…

math.PR2023★ 3 cited

On the exact survival probability by setting discrete random variables in E. Sparre Andersen's model

Andrius Grigutis

In this work, we propose a simplification of the Pollaczek-Khinchine formula for the ultimate time survival (or ruin) probability calculation in exchange for a few assumptions on t…

math.PR2023★ 4 cited

Ruin probability for renewal risk models with neutral net profit condition

Andrius Grigutis, Arvydas Karbonskis, Jonas Šiaulys

In ruin theory, the net profit condition intuitively means that the incurred random claims on average do not occur more often than premiums are gained. The breach of the net profit…

math.PR2023★ 5 cited

$1/ f$ noise in semiconductors arising from the heterogeneous detrapping process of individual charge carriers

Aleksejus Kononovicius, Bronislovas Kaulakys

We propose a model of $1/ f$ noise in semiconductors based on the drift of individual charge carriers and their interaction with the trapping centers. We assume that the trapping ce…

math.PR2022

Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory

Simonas Gervė, Andrius Grigutis

In this paper, we set up the distribution function $φ (u) = P (n ⩾ 1 sup i = 1 \sum n (X_{i} - κ) < u),$ and the generating function of $φ (u + 1)$ ,…

math.PR2022★ 8 cited

Distribution of Shifted Discrete Random Walk and Vandermonde matrices

Andrius Grigutis

In this work we set up the generating function of the ultimate time survival probability $φ (u + 1)$ , where $$φ(u)=\mathbb{P}\left(\sup_{n\geqslant 1}\sum_{i=1}^{n}\left(X_i-κ\right)<…

math.PR2021★ 3 cited

Normal and stable approximation to subgraph counts in superpositions of Bernoulli random graphs

Mindaugas Bloznelis, Joona Karjalainen, Lasse Leskelä

The clustering property of complex networks indicates the abundance of small dense subgraphs in otherwise sparse networks. For a community-affiliation network defined by a superpos…

math.PR2021

Bi-seasonal discrete time risk model with income rate two

Alina Alencenovič, Andrius Grigutis

This paper proceeds an approximate calculation of ultimate time survival probability for bi-seasonal discrete time risk model when premium rate equals two. The same model with inco…

math.PR2021

Local scaling limits of Lévy driven fractional random fields

Vytautė Pilipauskaitė, Donatas Surgailis

We obtain a complete description of local anisotropic scaling limits for a class of fractional random fields $X$ on $R^{2}$ written as stochastic integral with respect to…

math.PR2021★ 1 cited

On a Couple of Unresolved Group Testing Conjectures

Ugnė Čižikovienė, Viktor Skorniakov

In the recent review published in 2019, Malinovsky and Albert conjectured analytical formulae of the optimal sample sizes for the modified Dorfman and Sterret group testing schemes…

math.PR2020

An ergodic theorem for subadditive random functions on vector semigroups

Vytautas Kazakevicius

Let $f = (f^{x} ∣ x \in S)$ , $S \subset Z^{m}$ , be a semigroup of ergodic measure-preserving transformations of a probability space $(Ω, P)$ and $h$ a real random functio…

math.PR2020

Scaling limits of linear random fields on $Z^{2}$ with general dependence axis

Vytautė Pilipauskaitė, Donatas Surgailis

We discuss anisotropic scaling of long-range dependent linear random fields $X$ on $Z^{2}$ with arbitrary dependence axis (direction in the plane along which the moving-av…

math.PR2020

CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index

Kestutis Kubilius

We give a two-dimensional central limit theorem (CLT) for the second-order quadratic variation of the centered Gaussian processes on $[0, T]$ . Though the approach we use is well kno…

math.PR2020★ 5 cited

Ruin probability for the bi-seasonal discrete time risk model with dependent claims

Olga Navickienė, Jonas Sprindys, Jonas Šiaulys

The discrete time risk model with two seasons and dependent claims is considered. An algorithm is created for computing the values of the ultimate ruin probability. Theoretical res…

math.PR2020★ 2 cited

Asymptotics for the sum of three state Markov dependent random variables

Gabija Liaudanskaitė, Vydas Čekanavičius

The insurance model when the amount of claims depends on the state of the insured person (healthy, ill, or dead) and claims are connected in a Markov chain is investigated. The sig…

math.PR2019

Scaling transition and edge effects for negatively dependent linear random fields on $Z^{2}$

Donatas Surgailis

We obtain a complete description of anisotropic scaling limits and the existence of scaling transition for a class of negatively dependent linear random fields on $Z^{2}$ …

math.PR2019★ 5 cited

Some remarks on scaling transition in limit theorems for random fields

Julius Damarackas, Vygantas Paulauskas

In the paper we present simple examples of linear random fields defined on $\ZZ^2$ and $\ZZ^3$ which exhibit the scaling transition phenomenon. These examples lead to more general…

math.PR2018★ 1 cited

On closeness of two discrete weighted sums

Vydas Čekanavičius, Palaniappan Vellaisamy

The effect that weighted summands have on each other in approximations of $S = w_{1} S_{1} + w_{2} S_{2} + \dots + w_{N} S_{N}$ is investigated. Here, $S_{i}$ 's are sums of integer-valued random variables…

math.PR2018★ 10 cited

Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk

Dominyka Kievinaitė, Jonas Šiaulys

Let ${ξ_{1}, ξ_{2}, \dots}$ be a sequence of independent but not necessarily identically distributed random variables. In this paper, the sufficient conditions are found under which t…

math.PR2018

The estimate of $χ^{2}$ distance between binomial and generalized binomial distributions

Vytas Zacharovas

We obtain the estimate of difference between binomial and generalized binomial distributions in $χ^{2}$ metric and in several other related metrics

math.PR2018★ 2 cited

On backward Kolmogorov equation related to CIR process

Vigirdas Mackevičius, Gabrielė Mongirdaitė

We consider the existence of a classical smooth solution to the backward Kolmogorov equation \begin{align*} \begin{cases} \partial_t u(t,x)=Au(t,x),& x\ge0,\ t\in[0,T],\\ u(0,x)=f(…

math.PR2017

Optimal Littlewood-Offord inequalities in groups

T. Juškevičius, G. Šemetulskis

We prove several Littlewood-Offord type inequalities for arbitrary groups. In groups having elements of finite order the worst case scenario is provided by the simple random walk o…

A stochastic process defined via the random permutation divisors

Several facts about Theodor Wittstein, Gaetano Balducci, and some expressions of the net single premiums under their mortality assumption

The limit law of certain discrete multivariate distributions

On the exact survival probability by setting discrete random variables in E. Sparre Andersen's model

Ruin probability for renewal risk models with neutral net profit condition

1/f noise in semiconductors arising from the heterogeneous detrapping process of individual charge carriers

Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory

Distribution of Shifted Discrete Random Walk and Vandermonde matrices

Normal and stable approximation to subgraph counts in superpositions of Bernoulli random graphs

Bi-seasonal discrete time risk model with income rate two

Local scaling limits of Lévy driven fractional random fields

On a Couple of Unresolved Group Testing Conjectures

An ergodic theorem for subadditive random functions on vector semigroups

Scaling limits of linear random fields on Z2 with general dependence axis

CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index

Ruin probability for the bi-seasonal discrete time risk model with dependent claims

Asymptotics for the sum of three state Markov dependent random variables

Scaling transition and edge effects for negatively dependent linear random fields on Z2

Some remarks on scaling transition in limit theorems for random fields

On closeness of two discrete weighted sums

Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk

The estimate of χ2 distance between binomial and generalized binomial distributions

On backward Kolmogorov equation related to CIR process

Optimal Littlewood-Offord inequalities in groups

$1/ f$ noise in semiconductors arising from the heterogeneous detrapping process of individual charge carriers

Scaling limits of linear random fields on $Z^{2}$ with general dependence axis

Scaling transition and edge effects for negatively dependent linear random fields on $Z^{2}$

The estimate of $χ^{2}$ distance between binomial and generalized binomial distributions