81 citations · 495 across the 57 of their papers we have counts for
4 papers · 2 filters
Almost sure central limit theorems on the Wiener space
Bernard Bercu, Ivan Nourdin, Murad Taqqu
In this paper, we study almost sure central limit theorems for sequences of functionals of general Gaussian fields. We apply our result to non-linear functions of stationary Gaussi…
Using Differential Equations to Obtain Joint Moments of First-Passage Times of Increasing Levy Processes
Mark S. Veillette, Murad S. Taqqu
Let be a Lévy subordinator, that is, a non-decreasing process with stationary and independent increments and suppose that . We study the first-hitti…
Numerical Computation of First-Passage Times of Increasing Levy Processes
Mark S. Veillette, Murad S. Taqqu
Let be a non-decreasing Lévy process. The first-hitting time process (which is sometimes referred to as an inverse subordinator) defined by…
A multiple stochastic integral criterion for almost sure limit theorems
Bernard Bercu, Ivan Nourdin, Murad S. Taqqu
In this paper, we study almost sure central limit theorems for multiple stochastic integrals and provide a criterion based on the kernel of these multiple integrals. We apply our r…