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 2015 · math.PRShow all

7 papers · 2 filters

math.PR2015★ 19 cited

Anisotropic scaling of random grain model with application to network traffic

Vytautė Pilipauskaitė, Donatas Surgailis

We obtain a complete description of anisotropic scaling limits of random grain model on the plane with heavy tailed grain area distribution. The scaling limits have either independ…

math.PR2015★ 8 cited

The central limit theorem for a sequence of random processes with space varying long memory

Vaidotas Characiejus, Alfredas Račkauskas

In this paper we investigate a sequence of square integrable random processes with space varying memory. We establish sufficient conditions for the central limit theorem in the spa…

math.PR2015★ 13 cited

A Lundberg-type inequality for an inhomogeneous renewal risk model

Ieva Marija Andrulytė, Emilija Bernackaitė, Dominyka Kievinaitė +1

We obtain a Lundberg-type inequality in the case of an inhomogeneous renewal risk model. We consider the model with independent, but not necessarily identically distributed, claim…

math.PR2015

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

Kestutis Kubilius, Viktor Skorniakov

Strongly consistent and asymptotically normal estimators of the Hurst parameter of solutions of stochastic differential equations are proposed. The estimators are based on discrete…

math.PR2015

Exact confidence intervals of the extended Orey index for Gaussian processes

Kestutis Kubilius, Dmitrij Melichov

In this paper exact confidence intervals for the Orey index of Gaussian processes are obtained using concentration inequalities for Gaussian quadratic forms and discrete observatio…

math.PR2015★ 1 cited

On local weak limit and subgraph counts for sparse random graphs

Valentas Kurauskas

We use an inequality of Sidorenko to show a general relation between local and global subgraph counts and degree moments for locally weakly convergent sequences of sparse random gr…

math.PR2015★ 1 cited

Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift

Kestutis Kubilius, Viktor Skorniakov, Dmitrij Melichov

Strongly consistent and asymptotically normal estimators of the Hurst index and volatility parameters of solutions of stochastic differential equations with polynomial drift are pr…