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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Stochastic models based on the smoothing transform

2014/14/E/ST1/00588

Keywords:

smoothing transform stochastic recursions self-similar-measures branching random walk kinetic equations

Descriptors:

  • ST1_13: Probability and statistics
  • ST1_8: Analysis

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. Dariusz Buraczewski 

Number of co-investigators in the project: 10

Call: SONATA BIS 4 - announced on 2014-06-16

Amount awarded: 879 690 PLN

Project start date (Y-m-d): 2015-04-27

Project end date (Y-m-d): 2020-10-26

Project duration:: 66 months (the same as in the proposal)

Project status: Project settled

Equipment purchased [PL]

  1. laptop (4 000 PLN)
  2. laptop (8 000 PLN)

Information in the final report

  • Publication in academic press/journals (21)
  1. Convergence of complex martingales in the branching random walk: the boundary
    Authors:
    Konrad Kolesko, Matthias Meiners
    Academic press:
    Electronic Communications in Probability (rok: 2017, tom: 22, strony: 45305), Wydawca: Institute of Mathematical Statistics (IMS) and the Bernoulli Society
    Status:
    Published
    DOI:
    10.1214/17-ECP50 - link to the publication
  2. Homogeneous mappings of regularly varying vectors
    Authors:
    Piotr Dyszewski, Thomas Mikosch
    Academic press:
    Annals of Applied Probability (rok: 2020, tom: 30, strony: 2999–3026), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/20-AAP1579 - link to the publication
  3. Null recurrence and transience of random difference equations in the contractive case
    Authors:
    Gerold Alsmeyer, Dariusz Buraczewski, Aleksander Iksanov
    Academic press:
    Journal of Applied Probability (rok: 2017, tom: 54, strony: 1089-1110), Wydawca: Cambridge University Press
    Status:
    Published
    DOI:
    10.1017/jpr.2017.54 - link to the publication
  4. Self-similar solutions of kinetic-type equations: the critical case
    Authors:
    K. Bogus, D. Buraczewski, A. Marynych
    Academic press:
    Stochastic Processes and their Applications (rok: 2020, tom: 130, strony: 677-693), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.spa.2019.03.005 - link to the publication
  5. Absolute continuity of the martingale limit in branching processes in random environment
    Authors:
    Ewa Damek, Nina Gantert, Konrad Kolesko
    Academic press:
    Electronic Communications in Probability (rok: 2019, tom: 24, strony: 45304), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/19-ECP229 - link to the publication
  6. Precise Tail Asymptotics for Attracting Fixed Points of Multivariate Smoothing Transformations
    Authors:
    Dariusz Buraczewski, Sebastian Mentemeier
    Academic press:
    Markov Processes and Related Fields (rok: 2017, tom: 23, strony: 147-170), Wydawca: Polymat Publishing Company, Moscow, Russia
    Status:
    Published
    DOI:
    brak - link to the publication
  7. Precise large deviations for the first passage time of a random walk with negative drift
    Authors:
    Dariusz Buraczewski, Mariusz Maślanka
    Academic press:
    Proceedings of the American Mathematical Society (rok: 2019, tom: 147, strony: 4045-4054), Wydawca: American Mathematical Society
    Status:
    Published
    DOI:
    10.1090/proc/13632 - link to the publication
  8. Precise large deviation estimates for branching process in random environment
    Authors:
    Dariusz Buraczewski, Piotr Dyszewski
    Academic press:
    Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques , Wydawca: Institut Henri Poincaré
    Status:
    Submitted
    DOI:
    brak - link to the publication
  9. The maximum of a branching random walk with stretched exponential tails
    Authors:
    Piotr Dyszewski, Nina Gantert and Thomas Höfelsauer
    Academic press:
    Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques , Wydawca: Institut Henri Poincaré
    Status:
    Submitted
    DOI:
    brak - link to the publication
  10. A simple proof of heavy tail estimates for affine type Lipschitz recursions
    Authors:
    Dariusz Buraczewski, Ewa Damek
    Academic press:
    Stochastic Processes and their Applications (rok: 2017, tom: 127, strony: 657–668), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.spa.2016.06.022 - link to the publication
  11. Fluctuations of Biggins' martingales at complex parameters
    Authors:
    Alexander Iksanov, Konrad Kolesko, Matthias Meiners
    Academic press:
    Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques (rok: 2020, tom: 56, strony: 2445–2479), Wydawca: Institut Henri Poincaré
    Status:
    Published
    DOI:
    10.1214/20-AIHP1046 - link to the publication
  12. Iterated random functions and regularly varying tails
    Authors:
    E. Damek, P. Dyszewski
    Academic press:
    Journal of Difference Equations and Applications (rok: 2018, tom: 24(9), strony: 1503-1520), Wydawca: Taylor Francis Online
    Status:
    Published
    DOI:
    10.1080/10236198.2018.1505881 - link to the publication
  13. Local fluctuations of critical Mandelbrot cascades
    Authors:
    Dariusz Buraczewski, Piotr Dyszewski, Konrad Kolesko
    Academic press:
    Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques (rok: 2019, tom: 55(2), strony: 1179–1202), Wydawca: Institut Henri Poincaré
    Status:
    Published
    DOI:
    10.1214/18-AIHP915 - link to the publication
  14. On the derivative martingale in the branching random walk
    Authors:
    Dariusz Buraczewski, Alexander Iksanov, Bastien Mallein
    Academic press:
    Annals of Probability (rok: 2021, tom: 49, strony: 1164–1204), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/20-AOP1474 - link to the publication
  15. Random walks in a strongly sparse random environment
    Authors:
    Dariusz Buraczewski, Piotr Dyszewski, Alexander Iksanov, Alexander Marynych
    Academic press:
    Stochastic Processes and their Applications (rok: 2020, tom: 130, strony: 3990–4027), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.spa.2019.11.007 - link to the publication
  16. On perpetuities with gamma-like tails
    Authors:
    Dariusz Buraczewski, Piotr Dyszewski, Alexander Iksanov, Alexander Marynych
    Academic press:
    Journal of Applied Probability (rok: 2018, tom: 55(2), strony: 368-389), Wydawca: Applied Probability Trust
    Status:
    Published
    DOI:
    10.1017/jpr.2018.24 - link to the publication
  17. Precise large deviations for random walk in random environment
    Authors:
    D. Buraczewski, P. Dyszewski
    Academic press:
    Electronic Journal of Probability (rok: 2018, tom: 23(114), strony: 45317), Wydawca: The Institute of Mathematical Statistics and the Bernoulli Society
    Status:
    Published
    DOI:
    10.1214/18-EJP239 - link to the publication
  18. Large deviation estimates for branching random walks
    Authors:
    Dariusz Buraczewski, Mariusz Maślanka
    Academic press:
    ESAIM: Probability and Statistics (rok: 2019, tom: 23, strony: 823 - 840), Wydawca: EDP Sciences
    Status:
    Published
    DOI:
    10.1051/ps/2019006 - link to the publication
  19. Random walks in a moderately sparse random environment
    Authors:
    D. Buraczewski, P. Dyszewski, A. Iksanov, A. Marynych, A. Roitershtein
    Academic press:
    Electronic Journal of Probability (rok: 2019, tom: 24(69), strony: 16072), Wydawca: NIH Public Access
    Status:
    Published
    DOI:
    10.1214/19-EJP330 - link to the publication
  20. Self-similar solutions to kinetic-type evolution equations: beyond the boundary case
    Authors:
    Dariusz Buraczewski, Konrad Kolesko, Matthias Meiners
    Academic press:
    Electronic Journal of Probability (rok: 2021, tom: 26, strony: 45309), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/20-EJP568 - link to the publication
  21. Stable-like fluctuations of Biggins' martingales
    Authors:
    Alexander Iksanov, Konrad Kolesko, Matthias Meiners
    Academic press:
    Stochastic Processes and their Applications (rok: 2019, tom: 129, strony: 4480-4499), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.spa.2018.11.022 - link to the publication

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