output
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.

collaborating institutions
Showing 2013 · math.PRShow all

5 papers · 2 filters

math.PR2013★ 8 cited

On -covariance, long, short and negative memories for sequences of random variables with infinite variance

Vygantas Paulauskas

We consider a measure of dependence for symmetric -stable random vectors, which was introduced by the author in 1976. We demonstrate that this measure of dependence can be exten…

math.PR2013

Non-uniform approximations for sums of discrete m-dependent random variables

P. Vellaisamy, V. Cekanavicius

Non-uniform estimates are obtained for Poisson, compound Poisson, translated Poisson, negative binomial and binomial approximations to sums of of m-dependent integer-valued random…

math.PR2013★ 26 cited

A tight Gaussian bound for weighted sums of Rademacher random variables

Vidmantas Kastytis Bentkus, Dainius Dzindzalieta

Let be independent identically distributed Rademacher random variables, that is . Let $S_n=a_1\varepsilon…

math.PR2013★ 1 cited

Random walks maximizing the probability to visit an interval

Dainius Dzindzalieta

We consider random walks, say , of length starting at 0 and based on the martingale sequence with differences . Assuming that…

math.PR2013

On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion

K. Kubilius, V. Skorniakov, D. Melichov

Strongly consistent and asymptotic normal estimators of the Hurst index of a stochastic differential equation driven by a fractional Brownian motion are proposed. The estimators ar…