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 2020 · math.PRShow all

5 papers · 2 filters

math.PR2020

An ergodic theorem for subadditive random functions on vector semigroups

Vytautas Kazakevicius

Let , , be a semigroup of ergodic measure-preserving transformations of a probability space and a real random functio…

math.PR2020

Scaling limits of linear random fields on with general dependence axis

Vytautė Pilipauskaitė, Donatas Surgailis

We discuss anisotropic scaling of long-range dependent linear random fields on 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 . 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…