Calculus on random integral mappings and their applications.

2011/01/B/ST1/01257

Keywords

Descriptors

  • ST1_13: Rachunek prawdopodobieństwa i statystyka matematyczna

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

Voivodeship: dolnośląskie

Other projects carried out by the institution »

Principal investigator (from the host institution)

prof. Zbigniew Jan 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
2011-12-01
Project end date
2014-11-30
Project duration
36 months (the same as in the proposal)
Project status
Project settled

Equipment purchased [PL]

  1. Laptop DELL. Cost: 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 (year: 2014, volume: 76 , Issue 1, pages: 46036), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s13171-013-0038-8 – link to the publication
  2. Invariant measures under random integral mappings and marginal distributions of fractional Levy processes

    Authors:
    Zbigniew J. Jurek
    Academic press:
    Statistics and Probability Letters (year: 2013, volume: 83, pages: 177-183), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.spl.2012.09.04 – link to the publication
  3. Strong mixing and operator-selfdecomposability

    Authors:
    Richard C. Bradley and Zbigniew J. Jurek
    Academic press:
    Journal of Theoretical Probability (year: 2016, volume: 29 (1), pages: 292-306), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s10959-014-0575-7 – link to the publication
  4. On central limit theorem for shrunken weakly dependent random variables

    Authors:
    Richard C. Bradley and Zbigniew J. Jurek
    Academic press:
    Houston Mathematical Journal (year: 2015, volume: 41 no 2, pages: 621-638), Publisher: Huston University
    Status:
    Published
  5. Remarks on the factorization property of some random integrals

    Authors:
    Zbigniew J. Jurek
    Academic press:
    Statistics and Probability Letters (year: 2014, volume: 94, pages: 192-195), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/.spl.2014.07.021 – link to the publication
  6. The Strong mixing and the selfdecomposability properties

    Authors:
    R.C. Bradley and Z. J. Jurek
    Academic press:
    Statitics and Probability Letters (year: 2014, volume: 84, pages: 67-71), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.spl.2013.09.015 – link to the publication
  7. On a method of introducing free-infinitely divisible probability measures

    Authors:
    Zbigniew J. Jurek
    Status:
    Accepted for publication

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