308 citations · 583 across the 15 of their papers we have counts for
16 papers
Darling--Erdős theorem for Lévy processes at zero
Peter Kevei, David Mason
We establish two equivalent versions of the Darling--Erdős theorem for Lévy processes in the domain of attraction of a stable process at zero with index . In the course…
Bahadur--Kiefer Representations for Time Dependent Quantile Processes
Péter Kevei, David M. Mason
We define a time dependent empirical process based on independent fractional Brownian motions and describe strong approximations to it by Gaussian processes. They lead to stron…
On the Breiman conjecture
Peter Kevei, David M. Mason
Let be positive, nondegenerate, i.i.d. random variables, and independently let be i.i.d. random variables. In this note we show…
The limit distribution of ratios of jumps and sums of jumps of subordinators
Péter Kevei, David M. Mason
Let be a driftless subordinator, and let denote its jump sequence on interval . Put $V_{t}^{(k)} = V_{t} - m_{t}^{(1)} - \l…
Couplings and Strong Approximations to Time Dependent Empirical Processes Based on I.I.D. Fractional Brownian Motions
Péter Kevei, David M. Mason
We define a time dependent empirical process based on i.i.d.~fractional Brownian motions and establish Gaussian couplings and strong approximations to it by Gaussian processes.…
A More General Maximal Bernstein-type Inequality
Péter Kevei, David M. Mason
We extend a general Bernstein-type maximal inequality of Kevei and Mason (2011) for sums of random variables.