15 citations · 62 across the 27 of their papers we have counts for
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Couplings and Strong Approximations to Time Dependent Empirical Processes Based on I.I.D. Fractional Brownian Motions
Péter Kevei, David M. Mason
We define a time dependent empirical process based on i.i.d.~fractional Brownian motions and establish Gaussian couplings and strong approximations to it by Gaussian processes.…
Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximum
Gábor Fukker, László Györfi, Péter Kevei
In this paper, we revisit the classical results on the generalized St. Petersburg sums. We determine the limit distribution of the St. Petersburg sum conditioning on its maximum, a…
A More General Maximal Bernstein-type Inequality
Péter Kevei, David M. Mason
We extend a general Bernstein-type maximal inequality of Kevei and Mason (2011) for sums of random variables.
Asymptotic behavior of a multi-type nearly critical Galton--Watson processes with immigration
László Györfi, Márton Ispány, Péter Kevei +1
Multi-type inhomogeneous Galton--Watson process with immigration is investigated, where the offspring mean matrix slowly converges to a critical mean matrix. Under general conditio…