A. Marynych

activity

20092026

most citedLimit theorems for the number of occupied boxes in the Bernoulli sieve

24 citations · 99 across the 51 of their papers we have counts for

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Showing 2014 · math.PRShow all

2 papers · 2 filters

math.PR2014

Weak convergence of the number of zero increments in the random walk with barrier

Alexander Marynych, Glib Verovkin

We continue the line of research of random walks with barrier initiated by Iksanov and M{ö}hle (2008). Assuming that the tail of the step of the underlying random walk has a power-…

math.PR2014

Asymptotics of random processes with immigration I: scaling limits

Alexander Iksanov, Alexander Marynych, Matthias Meiners

Let $(X_{1}, ξ_{1}), (X_{2}, ξ_{2}), \dots$ be i.i.d.~copies of a pair $(X, ξ)$ where $X$ is a random process with paths in the Skorokhod space $D [0, \infty)$ and $ξ$ is a positive random var…