Particle systems, occupation times and self-similar processes

2017/25/N/ST1/00368

Keywords

Descriptors

  • ST1_13: Rachunek prawdopodobieństwa i statystyka matematyczna
  • ST1_12: Fizyka 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 Warszawski, Wydział Matematyki, Informatyki i Mechaniki

Voivodeship: mazowieckie

Other projects carried out by the institution »

Principal investigator (from the host institution)

Łukasz Treszczotko

Number of co-investigators in the project: 2

Call

PRELUDIUM 13 – announced on 2017-03-15

Amount awarded
87 300 PLN
Project start date
2018-02-13
Project end date
2020-08-12
Project duration
30 months (the same as in the proposal)
Project status
Project settled

Project description

Download the project description in a pdf file

Note — project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Equipment purchased [PL]

  1. Komputer przenośny. Cost: 4 500 PLN

Information in the final report

Publication in academic press/journals (3)

  1. Random walks in doubly random scenery

    Authors:
    Łukasz Treszczotko
    Academic press:
    Electronic Communications in Probability (year: 2018, volume: 23, pages: 11), Publisher: The Institute of Mathematical Statistics and the Bernoulli Society
    Status:
    Published
    DOI:
    10.1214/18-ECP165 – link to the publication
  2. Self-Similar Stochastic Processes with Stationary Increments as Limits of Particle Systems

    Authors:
    Łukasz Treszczotko
    Academic press:
    Stochastic Analysis and Applications (year: 2020, volume: 0, pages: 16072), Publisher: Taylor & Francis
    Status:
    Published
    DOI:
    10.1080/07362994.2020.1844021 – link to the publication
  3. Limit theorems for integrated trawl processes with symmetric Levy bases

    Authors:
    Łukasz Treszczotko, Anna Talarczyk-Noble
    Academic press:
    Electronic Journal of Probability (year: 2020, volume: 25, pages: 46046), Publisher: The Institute of Mathematical Statistics and the Bernoulli Society
    Status:
    Published
    DOI:
    10.1214/20-EJP509 – link to the publication

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