3 citations · 3 across the 9 of their papers we have counts for
9 papers
On the convex hull of a planar Brownian bridge with a random Gaussian endpoint
Nikola Sandrić, Stjepan Šebek, Luka Šimek
We consider a one-parameter family of isotropic planar Gaussian processes \[ X_σ(t) =B_t+σt Z,\qquad 0\le t\le 1,\quad 0\le σ\le 1, \] where is a standard (-to-) planar B…
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-…
Fluctuations for diameter and perimeter of convex hulls of multiple random walks
Wojciech Cygan, Tomislav Kralj, Nikola Sandrić +3
We study the diameter and perimeter of the convex hull generated by finitely many independent planar random walks whose increments have finite second moments. The large-time fluctu…
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 the convex hull of two planar random walks
Daniela Ivanković, Tomislav Kralj, Nikola Sandrić +1
In this paper, we study the limiting behavior of the perimeter and diameter functionals of the convex hull spanned by the first steps of two planar random walks. As the main re…
Iterated-logarithm laws for convex hulls of random walks with drift
Wojciech Cygan, Nikola Sandrić, Stjepan Šebek +1
We establish laws of the iterated logarithm for intrinsic volumes of the convex hull of many-step, multidimensional random walks whose increments have two moments and a non-zero dr…
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…
Invariance principle for the capacity and the cardinality of the range of stable random walks
Wojciech Cygan, Nikola Sandrić, Stjepan Šebek
We prove an almost sure invariance principle for the capacity and the cardinality of the range of a class of -stable random walks on the integer lattice with $d/α…