R. Leipus

activity

20072025

most citedTime series aggregation, disaggregation and long memory

20 citations · 43 across the 9 of their papers we have counts for

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math.PR2025

Tail behavior of randomly weighted sums with interdependent summands

Dimitrios G. Konstantinides, Remigijus Leipus, Charalampos D. Passalidis +1

We reconsider a classical, well-studied problem from applied probability. This is the max-sum equivalence of randomly weighted sums, and the originality is because we manage to inc…

math.PR2021

Aggregation of network traffic and anisotropic scaling of random fields

Remigijus Leipus, Vytautė Pilipauskaitė, Donatas Surgailis

We discuss joint spatial-temporal scaling limits of sums $A_{λ, γ}$ (indexed by $(x, y) \in R_{+}^{2}$ ) of large number $O (λ^{γ})$ of independent copies of integrated input proces…