7 citations · 7 across the 4 of their papers we have counts for
8 papers
Darling--Erdős theorem for Lévy processes at zero
Peter Kevei, David Mason
We establish two equivalent versions of the Darling--Erdős theorem for Lévy processes in the domain of attraction of a stable process at zero with index . In the course…
Regularly log-periodic functions and some applications
Peter Kevei
We prove a Tauberian theorem for the Laplace--Stieltjes transform and Karamata-type theorems in the framework of regularly log-periodic functions. As an application we determine th…
Bahadur--Kiefer Representations for Time Dependent Quantile Processes
Péter Kevei, David M. Mason
We define a time dependent empirical process based on independent fractional Brownian motions and describe strong approximations to it by Gaussian processes. They lead to stron…
Ergodic properties of generalized Ornstein--Uhlenbeck processes
Peter Kevei
We investigate ergodic properties of generalized Ornstein--Uhlenbeck processes. In particular, we provide sufficient conditions for ergodicity, and for subexponential and exponenti…
Tail probabilities of St. Petersburg sums, trimmed sums, and their limit
István Berkes, László Györfi, Péter Kevei
We provide exact asymptotics for the tail probabilities as , for fix , where is the -trimmed partial sum of i.i.d. St. Pe…
Randomly Weighted Self-normalized Lévy Processes
Peter Kevei, David M. Mason
Let be a bivariate Lévy process, where is a subordinator and is a Lévy process formed by randomly weighting each jump of by an independent random vari…