Alfredas Ravckauskas

activity

20102019

most citedThe limit distribution of the maximum increment of a random walk with regularly varying jump size distribution

20 citations · 36 across the 3 of their papers we have counts for

collaborators

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3 papers · 1 filter

math.PR2019

Uniform asymptotic normality of weighted sums of short-memory linear processes

Rimas Norvaiša, Alfredas Račkauskas

Let $X_{1}, X_{2}, \dots$ be a short-memory linear process of random variables. For $1 \leq q < 2$ , let $\cF$ be a bounded set of real-valued functions on $[0, 1]$ with finite $q$ -variation…

math.PR2016★ 11 cited

Operator self-similar processes and functional central limit theorems

Vaidotas Characiejus, Alfredas Račkauskas

Let ${X_{k} : k \geq 1}$ be a linear process with values in the separable Hilbert space $L_{2} (μ)$ given by $X_{k} = \sum_{j = 0}^{\infty} (j + 1)^{- D} ε_{k - j}$ for each $k \geq 1$ , where $D$ …

math.PR2016★ 5 cited

Weak law of large numbers for linear processes

Vaidotas Characiejus, Alfredas Račkauskas

We establish sufficient conditions for the Marcinkiewicz-Zygmund type weak law of large numbers for a linear process ${X_{k} : k \in Z}$ defined by $X_k=\sum_{j=0}^\inftyψ_j\va…