2 papers
math.PR2025
Hereditary Hsu-Robbins-Erdös Law of Large Numbers
Istvan Berkes, Ioannis Karatzas, Walter Schachermayer
We show that every sequence of real-valued random variables with $\sup_{n \in \N} \E (f_n^2) < \infty$ contains a subsequence convergi…
math.PR2024
Invariant measure of gaps in degenerate competing three-particle systems
Sandro Franceschi, Tomoyuki Ichiba, Ioannis Karatzas +1
We study the gap processes in a degenerate system of three particles interacting through their ranks. We obtain the Laplace transform of the invariant measure of these gaps, and an…