4 papers
Path properties of Lévy driven mixed moving average processes
Danijel Grahovac, Péter Kevei, Orimar Sauri
We derive general sufficient conditions for the existence of càdlàg and continuous modifications of Lévy-driven mixed moving average processes. The conditions are explicit and easy…
Marcinkiewicz--Zygmund-type SLLN for mixed moving average processes
Danijel Grahovac, Péter Kevei, Dominik Mihalčić
The Marcinkiewicz--Zygmund theorem is a fundamental result in probability theory that establishes rates of convergence in the strong law of large numbers (SLLN). Although numerous…
Heavy-tailed critical Galton--Watson processes with immigration
Peter Kevei, Kata Kubatovics
Consider a critical Galton--Watson branching process with immigration, where the offspring distribution belongs to the domain of attraction of a -stable law with $α\in (0,…
Functional limit theorem for branching processes in nearly degenerate varying environment
Peter Kevei, Kata Kubatovics
We investigate branching processes in nearly degenerate varying environment, where the offspring distribution converges to the degenerate distribution at 1. Such processes die out…