58 citations · 122 across the 8 of their papers we have counts for
8 papers
Lévy measures of infinitely divisible positive processes -- examples and distributional identities
Nathalie Eisenbaum, Jan Rosiński
The law of a positive infinitely divisible process with no drift is characterized by its Lévy measure on the paths space. Based on recent results of the two authors, it is shown th…
Local dependencies in random fields via a Bonferroni-type inequality
Adam Jakubowski, Jan Rosiński
We provide an inequality which is a useful tool in studying both large deviation results and limit theorems for sums of random fields with "negligible" small values. In particular,…
Lévy systems and moment formulas for mixed Poisson integrals
Krzysztof Bogdan, Jan Rosiński, Grzegorz Serafin +1
We propose Mecke-Palm formulas for multiple integrals with respect to a Poisson random measure interlaced with its intensity measure. We apply such formulas to multiple mixed Lévy…
Lévy processes and stochastic integrals in the sense of generalized convolutions
M. Borowiecka-Olszewska, B. H. Jasiulis-Gołdyn, J. K. Misiewicz +1
In this paper, we present a comprehensive theory of generalized and weak generalized convolutions, illustrate it by a large number of examples, and discuss the related infinitely d…
Characterization of the finite variation property for a class of stationary increment infinitely divisible processes
Andreas Basse-O'Connor, Jan Rosiński
We characterize the finite variation property for stationary increment mixed moving averages driven by infinitely divisible random measures. Such processes include fractional and m…
Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
Ivan Nourdin, Jan Rosiński
We characterize the asymptotic independence between blocks consisting of multiple Wiener-Itô integrals. As a consequence of this characterization, we derive the celebrated fourth m…