242 citations · 558 across the 42 of their papers we have counts for
36 papers · 1 filter
Limit theorems for anisotropic functionals of stationary Gaussian fields with Gneiting covariance function
Nikolai Leonenko, Leonardo Maini, Ivan Nourdin +1
We study non-linear additive functionals of stationary Gaussian fields over anisotropically growing domains in , including spatiotemporal settings, and establish Gaus…
Dickman type stochastic processes with short- and long- range dependence
Danijel Grahovac, Anastasiia Kovtun, Nikolai N. Leonenko +1
We study properties of the (generalized) Dickman distribution with two parameters and the stationary solution of the Ornstein-Uhlenbeck stochastic differential equation driven by a…
Sojourn functionals for spatiotemporal random fields with long-memory
N. N. Leonenko, M. D. Ruiz-Medina
This paper addresses the asymptotic analysis of sojourn functionals of spatiotemporal Gaussian random fields with long-range dependence (LRD) in time also known as long memory. Spe…
Intermittency and multiscaling in limit theorems
Danijel Grahovac, Nikolai N. Leonenko, Murad S. Taqqu
It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we…
Non-Local Pearson diffusions
Giacomo Ascione, Nikolai Leonenko, Enrica Pirozzi
In this paper we focus on strong solutions of some heat-like problems with a non-local derivative in time induced by a Bernstein function and an elliptic operator given by the gene…
Non-Local Solvable Birth-Death Processes
Giacomo Ascione, Nikolai Leonenko, Enrica Pirozzi
In this paper we study strong solutions of some non-local difference-differential equations linked to a class of birth-death processes arising as discrete approximations of Pearson…