Projects funded by the NCN


Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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Calculus on random integral mappings and their applications.

2011/01/B/ST1/01257

Keywords:

Random integrals Levy processes integral mappings limit theorems infinite divisible measures convolution decompositions,

Descriptors:

  • ST1_13: Probability and statistics

Panel:

ST1 - Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics

Host institution :

Uniwersytet Wrocławski, Wydział Matematyki i Informatyki

woj. dolnośląskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

prof. Zbigniew Jurek 

Number of co-investigators in the project: 1

Call: OPUS 1 - announced on 2011-03-15

Amount awarded: 150 000 PLN

Project start date (Y-m-d): 2011-12-01

Project end date (Y-m-d): 2014-11-30

Project duration:: 36 months (the same as in the proposal)

Project status: Project settled

Equipment purchased [PL]

  1. Laptop DELL (5 000 PLN)

Information in the final report

  • Publication in academic press/journals (7)
  1. A random integral calculus on generalized s-selfdecomposable probability measures
    Authors:
    Zbigniew J. Jurek
    Academic press:
    Sankhya A (rok: 2014, tom: 76 , Issue 1, strony: 45305), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s13171-013-0038-8 - link to the publication
  2. On central limit theorem for shrunken weakly dependent random variables
    Authors:
    Richard C. Bradley and Zbigniew J. Jurek
    Academic press:
    Houston Mathematical Journal (rok: 2015, tom: 41 no 2, strony: 621-638), Wydawca: Huston University
    Status:
    Published
  3. The Strong mixing and the selfdecomposability properties
    Authors:
    R.C. Bradley and Z. J. Jurek
    Academic press:
    Statitics and Probability Letters (rok: 2014, tom: 84, strony: 67-71), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.spl.2013.09.015 - link to the publication
  4. Invariant measures under random integral mappings and marginal distributions of fractional Levy processes
    Authors:
    Zbigniew J. Jurek
    Academic press:
    Statistics and Probability Letters (rok: 2013, tom: 83, strony: 177-183), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.spl.2012.09.04 - link to the publication
  5. Strong mixing and operator-selfdecomposability
    Authors:
    Richard C. Bradley and Zbigniew J. Jurek
    Academic press:
    Journal of Theoretical Probability (rok: 2016, tom: 29 (1), strony: 292-306), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s10959-014-0575-7 - link to the publication
  6. On a method of introducing free-infinitely divisible probability measures
    Authors:
    Zbigniew J. Jurek
    Academic press:
    Demonstratio Math (rok: 2016, tom: 49, strony: ( tom w druku)), Wydawca: Politechnika Warszawska
    Status:
    Accepted for publication
  7. Remarks on the factorization property of some random integrals
    Authors:
    Zbigniew J. Jurek
    Academic press:
    Statistics and Probability Letters (rok: 2014, tom: 94, strony: 192-195), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/.spl.2014.07.021 - link to the publication