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20112026
most citedGeneralized Gambler's Ruin Problem: explicit formulas via Siegumd duality

18 citations · 39 across the 15 of their papers we have counts for

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math.PR2011★ 6 cited

The exact asymptotic for the stationary distribution of some unreliable systems

Pawel Lorek

In this paper we find asymptotic distribution for some unreliable networks. Using Markov Additive Structure and Adan, Foley, McDonald method, we find the exact asymptotic for the s…

math.ST2011

Some results on random design regression with long memory errors and predictors

Rafal Kulik, Pawel Lorek

This paper studies nonparametric regression with long memory (LRD) errors and predictors. First, we formulate general conditions which guarantee the standard rate of convergence fo…

math.ST2011★ 2 cited

Empirical process of residuals for regression models with long memory errors

Pawel Lorek, Rafal Kulik

We consider the residual empirical process in random design regression with long memory errors. We establish its limiting behaviour, showing that its rates of convergence are diffe…

math.PR2011★ 1 cited

Strong Stationary Duality for Möbius Monotone Markov Chains: Unreliable Networks

Pawel Lorek, Ryszard Szekli

For Markov chains with a partially ordered finite state space we show strong stationary duality under the condition of Möbius monotonicity of the chain. We show relations of Möbius…

math.PR2011

Computable bounds on the spectral gap for unreliable Jackson networks

Pawel Lorek, Ryszard Szekli

The goal of this paper is to identify exponential convergence rates and to find computable bounds for them for Markov processes representing unreliable Jackson networks. First we u…