Illia Donhauzer

activity

20202022

collaborators

4 papers

math.PR2022

Limit theorems for multifractal products of random fields

Illia Donhauzer, Andriy Olenko

This paper investigates asymptotic properties of multifractal products of random fields. The obtained limit theorems provide sufficient conditions for the convergence of cumulative…

math.PR2021

Asymptotics of running maxima for $φ$ -subgaussian random double arrays

Nour Al Hayek, Illia Donhauzer, Rita Giuliano +2

The article studies the running maxima $Y_{m, j} = max_{1 \leq k \leq m, 1 \leq n \leq j} X_{k, n} - a_{m, j}$ where ${X_{k, n}, k \geq 1, n \geq 1}$ is a double array of $φ$ -subgaussian ra…

math.PR2020

Strong Law of Large Numbers for Functionals of Random Fields With Unboundedly Increasing Covariances

Illia Donhauzer, Andriy Olenko, Andrei Volodin

The paper proves the Strong Law of Large Numbers for integral functionals of random fields with unboundedly increasing covariances. The case of functional data and increasing domai…