4 papers
Stability of storage processes with general release rates
Miha Brešar, Aleksandar Mijatović, Nikola Sandrić
This paper quantifies the ergodicity and the rate of decay of the tail of the stationary distribution for a broad class of storage models, encompassing constant, linear, and power-…
Rademacher learning rates for iterated random functions
Nikola Sandrić
Most existing literature on supervised machine learning assumes that the training dataset is drawn from an i.i.d. sample. However, many real-world problems exhibit temporal depende…
On subgeometric ergodicity of regime-switching diffusion processes
Petra Lazić, Nikola Sandrić
In this article, we discuss subgeometric ergodicity of a class of regime-switching diffusion processes. We derive conditions on the drift and diffusion coefficients, and the switch…
Convex hulls of stable random walks
Wojciech Cygan, Nikola Sandrić, Stjepan Šebek
We consider convex hulls of random walks whose steps belong to the domain of attraction of a stable law in . We prove convergence of the convex hull in the space of a…