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researcher

M. Kouritzin

20 papers hereh-index 14646 citations95 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author11
  • middle author4
  • last author1

Across the 19 of 20 papers where every author was matched, so the position is known.

fields
  • math.PR9
  • math.ST3
  • cs.LG2
  • q-fin.CP2
  • q-fin.PR1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20062024
most citedRates for branching particle approximations of continuous-discrete filters

21 citations · 40 across the 17 of their papers we have counts for

collaborators
Showing 2020 · math.PRShow all

2 papers · 2 filters

math.PR2020★ 1 cited

Replication and Its Application to Weak Convergence

Chi Dong, Michael A. Kouritzin

Herein, a methodology is developed to replicate functions, measures and stochastic processes onto a compact metric space. Many results are easily established for the replica object…

math.PR2020★ 2 cited

On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes

Michael A. Kouritzin, Sounak Paul

Marcinkiewicz strong law of large numbers, n−p1​∑k=1n​(dk​−d)→0  almost surely with p∈(1,2), are developed for products $d_k=\prod_{r=1}^s x_…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.