44 citations · 255 across the 35 of their papers we have counts for
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math.PR2017★ 2 cited
Weak convergence of weighted additive functionals of long-range dependent fields
Tareq Alodat, Andriy Olenko
We provide asymptotic results for the distribution of weighted nonlinear functionals of Gaussian field with long-range dependence. We also show that integral functionals and the co…
math.ST2017★ 26 cited
On Approximation for Fractional Stochastic Partial Differential Equations on the Sphere
Vo V. Anh, Philip Broadbridge, Andriy Olenko +1
This paper gives the exact solution in terms of the Karhunen-Loève expansion to a fractional stochastic partial differential equation on the unit sphere $\mathbb{S}^{2}\subset \mat…
math.PR2017
On rate of convergence in non-central limit theorems
Vo Anh, Nikolai Leonenko, Andriy Olenko +1
The main result of this paper is the rate of convergence to Hermite-type distributions in non-central limit theorems. To the best of our knowledge, this is the first result in the…