Vilnius University

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 2017 · math.PRShow all

7 papers · 2 filters

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…

math.PR2017

Lamperti type theorems for random fields

Youri Davydov, Vygantas Paulauskas

In the paper we consider Lamperti type theorems for random fields. Together with known results we present some new results on $R^{m}$ -valued self-similar fields $\{{\bf X}…

math.PR2017★ 9 cited

Randomly stopped maximum and maximum of sums with consistently varying distributions

Ieva Marija Andrulytė, Martynas Manstavičius, Jonas Šiaulys

Let ${ξ_{1}, ξ_{2}, \dots}$ be a sequence of independent random variables, and $η$ be a counting random variable independent of this sequence. In addition, let $S_{0} := 0$ and $S_n:=ξ_1+…

math.PR2017★ 2 cited

Invariance Principles for Tempered Fractionally Integrated Processes

Farzad Sabzikar, Donatas Surgailis

We discuss invariance principles for autoregressive tempered fractionally integrated moving averages in $α$ -stable $(1 < α \leq 2)$ i.i.d. innovations and related tempered linear proc…

math.PR2017

Weak invariance principle in Besov spaces for stationary martingale differences

Davide Giraudo, Alfredas Rackauskas

The classical Donsker weak invariance principle is extended to a Besov spaces framework. Polygonal line processes build from partial sums of stationary martingale differences as we…

math.PR2017

Tempered fractional Brownian and stable motions of second kind

Farzad Sabzikar, Donatas Surgailis

Meerschaert and Sabzikar [12], [13] introduced tempered fractional Brownian/stable motion (TFBM/TFSM) by including an exponential tempering factor in the moving average representat…

math.PR2017★ 3 cited

On a covariance structure of some subset of self-similar Gaussian processes

Viktor Skorniakov

We introduce a class of self-similar Gaussian processes and provide sufficient and necessary conditions for a member of the class to admit a unique small scale limit in the Skorokh…