22 citations · 26 across the 10 of their papers we have counts for
11 papers · 1 filter
Asymptotics for Kendall's renewal function
[M. Cadena, B. H. Jasiulis-Gołdyn, E. Omey
An elementary renewal theorem and a Blackwell theorem provided by Jasiulis-Gołdyn et al. (2020) in a setting of Kendall convolutions are proved under weaker hypothesis and extended…
How exceptional is the extremal Kendall and Kendall-type convolution
B. H. Jasiulis-Gołdyn, J. K. Misiewicz, E. Omey +1
This paper deals with the generalized convolutions connected with the Williamson transform and the maximum operation. We focus on such convolutions which can define transition prob…
Fluctuations of extremal Markov chains driven by the Kendall convolution
Barbara Jasiulis-Gołdyn, Edward Omey, Mateusz Staniak
The paper deals with fluctuations of Kendall random walks, which are extremal Markov chains and iterated integral transforms with the Williamson kernel $Ψ(t) = \left(1-|t|^α\right)…
Cramer-Lundberg model for some classes of extremal Markov sequences
B. H. Jasiulis-Gołdyn, A. Lechańska, J. K. Misiewicz
The classical Cramer-Lundberg model was the first attempt to describe the financial condition of the insurance company. The incomes were approximated by a steady stream of money, i…
Asymptotic properties of extremal Markov processes driven by Kendall convolution
Marek Arendarczyk, Barbara Jasiulis-Gołdyn, Edward Omey
This paper is devoted to the analysis of the finite-dimensional distributions and asymptotic behavior of extremal Markov processes connected to the Kendall convolution. In particul…
Renewal theory for extremal Markov sequences of the Kendall type
B. H. Jasiulis-Gołdyn, K. Naskręt, J. K. Misiewicz +1
The paper deals with renewal theory for a class of extremal Markov sequences connected with the Kendall convolution. We consider here some particular cases of the Wold processes as…
Kendall random walk, Williamson transform and the corresponding Wiener-Hopf factorization
B. H. Jasiulis-Gołdyn, J. K. Misiewicz
The paper gives some properties of hitting times and an analogue of the Wiener-Hopf factorization for the Kendall random walk. We show also that the Williamson transform is the bes…
Kendall random walks
Barbara H. Jasiulis-Gołdyn
The paper deals with a new class of random walks strictly connected with the Pareto distribution. We consider stochastic processes in the sense of generalized convolution or weak g…
Weak Lévy-Khintchine representation for weak infinite divisibility
B. H. Jasiulis-Gołdyn, J. K. Misiewicz
A random vector is weakly stable iff for all there exists a random variable such that , where $X…
Classical definitions of the Poisson process do not coincide in the case of generalized convolutions
B. H. Jasiulis-Gołdyn, J. K. Misiewicz
In the paper we consider a generalizations of the notion of Poisson process to the case when classical convolution is replaced by generalized convolution in the sense of K. Urbanik…
Lévy processes and stochastic integrals in the sense of generalized convolutions
M. Borowiecka-Olszewska, B. H. Jasiulis-Gołdyn, J. K. Misiewicz +1
In this paper, we present a comprehensive theory of generalized and weak generalized convolutions, illustrate it by a large number of examples, and discuss the related infinitely d…