Markov chains, AR linear models, and regular variation

P. Dyszewski and T. Mika

submitted 

arXiv

Publications

Weak quenched limit theorems for a random walk in a sparse random environment

D. Buraczewski, P. Dyszewski, A. Kołodziejska

Electronic Journal of Probability, 29(7), 1 - 30, 2024

doi cite arXiv

Solutions of kinetic-type equations with perturbed collisions

D. Buraczewski, P. Dyszewski and A. Marynych

Stochastic Processes and their Applications, 159, 199–224, 2023

doi cite arXiv

Sharp concentration for the largest and smallest fragment in a k-regular self-similar fragmentation

P. Dyszewski, N. Gantert, S. G. G. Johnston, J. Prochno, D. Schmid

The Annals of Probability 50 (3) 1173 - 1203, 2022

doi cite arXiv

Large deviations for the maximum of a branching random walk with stretched exponential tails

P. Dyszewski, N. Gantert, T. Höfelsauer

Electron. Commun. Probab. 25(72), 2020

doi cite arXiv

Random walks in a moderately sparse random environment

D. Buraczewski, P. Dyszewski, A. Iksanov, A. Marynych and A. Roitershtein

Electronic Journal of Probability, 24(69), 2019

doi cite arXiv

Precise large deviations for random walk in random environment

D. Buraczewski, P. Dyszewski

Electronic Journal of Probability, 23(114), 2018

doi cite arXiv

On perpetuities with gamma-like tails

D. Buraczewski, P. Dyszewski, A. Iksanov and A. Marynych

Journal of Applied Probability, 55(2), 386-389, 2018

doi cite arXiv

Iterated random functions and slowly varying tails

P. Dyszewski

Stochastic Processes and their Applications, 126(2), 392 - 413, 2016

doi cite arXiv