28 citations · 84 across the 33 of their papers we have counts for
4 papers · 1 filter
Non-standard limits for a family of autoregressive stochastic sequences
Sergey Foss, Matthias Schulte
We consider a family of multivariate autoregressive stochastic sequences that restart when hit a neighbourhood of the origin, and study their distributional limits when the autoreg…
Limit theorems for the maximal path weight in a directed graph on the line with random weights of edges
S. Foss, T. Konstantopoulos, A. Logachev +1
We consider the infinite directed graph with vertices the set of integers ...,-2,-1,0,1,2,... . Let v be a random variable taking either finite values or value "minus infinity". Co…
Structural Properties of Conditioned Random Walks on Integer Lattices with Random Local Constraints
Sergey Foss, Alexander Sakhanenko
We consider a random walk on a multidimensional integer lattice with random bounds on local times, conditioned on the event that it hits a high level before its death. We introduce…
Probabilistic and analytical properties of the last passage percolation constant in a weighted random directed graph
Sergey Foss, Takis Konstantopoulos, Artem Pyatkin
To each edge (i,j), i<j of the complete directed graph on the integers we assign unit weight with probability p or weight x with probability 1-p, independently from edge to edge, a…