52 citations · 75 across the 17 of their papers we have counts for
8 papers · 1 filter
On the strong stability of ergodic iterations
László Györfi, Attila Lovas, Miklós Rásonyi
We revisit processes generated by iterated random functions driven by a stationary and ergodic sequence. Such a process is called strongly stable if a random initialization exists,…
The limit distribution of the maximum probability nearest neighbor ball
László Györfi, Norbert Henze, Harro Walk
Let be independent random points drawn from an absolutely continuous probability measure with density in . Under mild conditions on , we der…
Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximum
Gábor Fukker, László Györfi, Péter Kevei
In this paper, we revisit the classical results on the generalized St. Petersburg sums. We determine the limit distribution of the St. Petersburg sum conditioning on its maximum, a…
Asymptotic behavior of a multi-type nearly critical Galton--Watson processes with immigration
László Györfi, Márton Ispány, Péter Kevei +1
Multi-type inhomogeneous Galton--Watson process with immigration is investigated, where the offspring mean matrix slowly converges to a critical mean matrix. Under general conditio…
Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences
S. Yakowitz, L. Gyorfi, J. Kieffer +1
Let be a stationary ergodic time series with values in the product space This study offers what is believed to be the first strongly c…
Limits to consistent on-line forecasting for ergodic time series
L. Gyorfi, G. Morvai, S. Yakowitz
This study concerns problems of time-series forecasting under the weakest of assumptions. Related results are surveyed and are points of departure for the developments here, some o…