A. Iksanov

activity

20052026

most citedLimit theorems for the number of occupied boxes in the Bernoulli sieve

24 citations · 195 across the 74 of their papers we have counts for

collaborators

Showing 2014 · math.PRShow all

6 papers · 2 filters

math.PR2014

Functional limit theorems for divergent perpetuities in the contractive case

Dariusz Buraczewski, Alexander Iksanov

Let $(M_{k}, Q_{k})_{k \in N}$ be independent copies of an $R^{2}$ -valued random vector. It is known that if $Y_{n} := Q_{1} + M_{1} Q_{2} + ... + M_{1} \cdot ... \cdot M_{n - 1} Q_{n}$ con…

math.PR2014★ 1 cited

Exponential moments of first passage times and related quantities for Lévy processes

Frank Aurzada, Alexander Iksanov, Matthias Meiners

For a Lévy process on the real line, we provide complete criteria for the finiteness of exponential moments of the first passage time into the interval $(r, \infty)$ , the sojourn ti…

math.PR2014

Asymptotics of random processes with immigration I: scaling limits

Alexander Iksanov, Alexander Marynych, Matthias Meiners

Let $(X_{1}, ξ_{1}), (X_{2}, ξ_{2}), \dots$ be i.i.d.~copies of a pair $(X, ξ)$ where $X$ is a random process with paths in the Skorokhod space $D [0, \infty)$ and $ξ$ is a positive random var…

math.PR2014

A remark on the paper "Renorming divergent perpetuities"

Alexander Iksanov, Andrey Pilipenko

Let $(ξ_{k})$ and $(η_{k})$ be infinite independent samples from different distributions. We prove a functional limit theorem for the maximum of a perturbed random walk $\underset{0\le…

math.PR2014★ 15 cited

Fixed points of multivariate smoothing transforms with scalar weights

Alexander Iksanov, Matthias Meiners

Given a sequence $(C_{1}, \dots, C_{d}, T_{1}, T_{2}, \dots)$ of real-valued random variables with $N := # {j \geq 1 : T_{j} \neq = 0} < \infty$ almost surely, there is an associated smoothing…

math.PR2014★ 16 cited

Rate of convergence in the law of large numbers for supercritical general multi-type branching processes

Alexander Iksanov, Matthias Meiners

We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The ma…