21 citations · 43 across the 15 of their papers we have counts for
21 papers
A note on functional non-central limit theorem for periodic regime-switching stable-like processes
Nikola Sandrić
In this paper, we establish a functional non-central limit theorem for regime-switching stable-like processes with periodic coefficients. Our approach relies on stochastic analysis…
Learning from non-irreducible Markov chains
Nikola Sandrić, Stjepan Šebek
Mostof the existing literature on supervised machine learning problems focuses on the case when the training data set is drawn from an i.i.d. sample. However, many practical proble…
Capacity of the range of random walks on groups
Rudi Mrazović, Nikola Sandrić, Stjepan Šebek
In this paper, we discuss asymptotic behavior of the capacity of the range of symmetric simple random walks on finitely generated groups. We show the corresponding strong law of la…
A CLT for degenerate diffusions with periodic coefficients, and application to homogenisation of linear PDEs
Nikola Sandrić, Ivana Valentić
In this article, we obtain a functional CLT for a class of degenerate diffusion processes with periodic coefficients, thus generalizing the already classical results in the context…
On Sub-Geometric Ergodicity of Diffusion Processes
Petra Lazić, Nikola Sandrić
In this article, we discuss ergodicity properties of a diffusion process given through an Itô stochastic differential equation. We identify conditions on the drift and diffusion co…
Limit theorems for a stable sausage
Wojciech Cygan, Nikola Sandrić, Stjepan Šebek
In this article, we study fluctuations of the volume of a stable sausage defined via a -dimensional rotationally invariant -stable process. As the main results, we establish…
Periodic Homogenization of a Lévy-Type Process with Small Jumps
Nikola Sandrić, Ivana Valentić, Jian Wang
In this article, we consider the problem of periodic homogenization of a Feller process generated by a pseudo-differential operator, the so-called Lévy-type process. Under the assu…
Functional CLT for the range of stable random walks
Wojciech Cygan, Nikola Sandrić, Stjepan Šebek
In this note, we establish a functional central limit theorem for the capacity of the range for a class of -stable random walks on the integer lattice with $d > 5…
Subexponential upper and lower bounds in Wasserstein distance for Markov processes
Ari Arapostathis, Guodong Pang, Nikola Sandrić
In this article, relying on Foster-Lyapunov drift conditions, we establish subexponential upper and lower bounds on the rate of convergence in the -Wasserstein distan…
CLT for the capacity of the range of stable random walks
Wojciech Cygan, Nikola Sandrić, Stjepan Šebek
In this article, we establish a central limit theorem for the capacity of the range process for a class of -dimensional symmetric -stable random walks with the index satisfyi…
Uniform polynomial rates of convergence for a class of Lévy-driven controlled SDEs arising in multiclass many-server queues
Ari Arapostathis, Hassan Hmedi, Guodong Pang +1
We study the ergodic properties of a class of controlled stochastic differential equations (SDEs) driven by -stable processes which arise as the limiting equations of multiclass…
Stability of the overdamped Langevin equation in double-well potential
Nikola Sandrić
In this article, we discuss stability of the one-dimensional overdamped Lange\-vin equation in double-well potential. We determine unstable and stable equilibria, and discuss the r…
Ergodicity of Lévy-driven SDEs arising from multiclass many-server queues
Ari Arapostathis, Guodong Pang, Nikola Sandrić
We study the ergodic properties of a class of multidimensional piecewise Ornstein-Uhlenbeck processes with jumps, which contains the limit of the queueing processes arising in mult…
Ergodicity of Lévy-Type Processes
Nikola Sandrić
In this paper, conditions for transience, recurrence, ergodicity and strong, subexponential (polynomial) and exponential ergodicity of a class of Feller processes are derived. The…
Homogenization of periodic diffusion with small jumps
Nikola Sandrić
In this paper, we study the homogenization of a diffusion process with jumps, that is, Feller process generated by an integro-differential operator. This problem is closely related…
On Recurrence and Transience of Two-Dimensional Lévy and Lévy-Type Processes
Nikola Sandrić
In this paper, we study recurrence and transience of Lévy-type processes, that is, Feller processes associated with pseudo-differential operators. Since the recurrence property of…
Ergodicity and fluctuations of a fluid particle driven by diffusions with jumps
Guodong Pang, Nikola Sandrić
In this paper, we study the long-time behavior of a fluid particle immersed in a turbulent fluid driven by a diffusion with jumps, that is, a Feller process associated with a non-l…
Long-time behavior for a class of Feller processes
Nikola Sandrić
In this paper, as a main result, we derive a Chung-Fuchs type condition for the recurrence of Feller processes associated with pseudo-differential operators. In the Lévy process ca…
A transience condition for a class of one-dimensional symmetric Lévy processes
Nikola Sandrić
In this paper, we give a sufficient condition for transience for a class of one-dimensional symmetric Lévy processes. More precisely, we prove that a one-dimensional symmetric Lévy…
Long-time behavior of stable-like processes
Nikola Sandrić
In this paper, we consider a long-time behavior of stable-like processes. A stable-like process is a Feller process given by the symbol where $α(x)…
Recurrence and transience property for a class of Markov chains
Nikola Sandrić
We consider the recurrence and transience problem for a time-homogeneous Markov chain on the real line with transition kernel , where the de…