Peter Kern

activity

20102026

most citedHausdorff dimension of operator semistable Lévy processes

7 citations · 37 across the 20 of their papers we have counts for

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Showing 2013 · math.PRShow all

2 papers · 2 filters

math.PR2013

Operator scaled Wiener bridges

Matyas Barczy, Peter Kern, Vincent Krause

We introduce operator scaled Wiener bridges by incorporating a matrix scaling in the drift part of the SDE of a multidimensional Wiener bridge. A sufficient condition for the bridg…

math.PR2013

The dimension of the St. Petersburg game

Peter Kern, Lina Wedrich

Let $S_{n}$ be the total gain in $n$ repeated St.\ Petersburg games. It is known that $n^{- 1} (S_{n} - n lo g_{2} n)$ converges in distribution to a random element $Y (t)$ along subsequences o…