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

collaborators

Showing 2015 · math.PRShow all

4 papers · 2 filters

math.PR2015

A leader-election procedure using records

Gerold Alsmeyer, Zakhar Kabluchko, Alexander Marynych

The study of the number of collisions in a Poisson-Dirichlet coalescent leads to the analysis of the following version of a stochastic leader-elec\-tion algorithm. Consider an infi…

math.PR2015★ 5 cited

A note on convergence to stationarity of random processes with immigration

Alexander Marynych

Let $X_{1}, X_{2}, \dots$ be random elements of the Skorokhod space $D (R)$ and $ξ_{1}, ξ_{2}, \dots$ positive random variables such that the pairs $(X_{1}, ξ_{1}), (X_{2}, ξ_{2}), \dots$ a…

math.PR2015

Renewal approximation for the absorption time of a decreasing Markov chain

Gerold Alsmeyer, Alexander Marynych

We consider a Markov chain $(M_{n})_{n \geq 0}$ on the set $N_{0}$ of nonnegative integers which is eventually decreasing, i.e. $P {M_{n + 1} < M_{n} ∣ M_{n} \geq a} = 1$ fo…

math.PR2015

Weak convergence of renewal shot noise processes in the case of slowly varying normalization

Alexander Iksanov, Zakhar Kabluchko, Alexander Marynych

We investigate weak convergence of finite-dimensional distributions of a renewal shot noise process $(Y (t))_{t \geq 0}$ with deterministic response function $h$ and the shots occurr…