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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Particle systems, occupation times and self-similar processes

2017/25/N/ST1/00368

Keywords:

self-similar processes local times long range dependence Levy processes

Descriptors:

  • ST1_13: Probability and statistics
  • ST1_12: Mathematical methods of physics

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

woj. 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 (Y-m-d): 2018-02-13

Project end date (Y-m-d): 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 (4 500 PLN)

Information in the final report

  • Publication in academic press/journals (3)
  1. Limit theorems for integrated trawl processes with symmetric Levy bases
    Authors:
    Łukasz Treszczotko, Anna Talarczyk-Noble
    Academic press:
    Electronic Journal of Probability (rok: 2020, tom: 25, strony: 45315), Wydawca: The Institute of Mathematical Statistics and the Bernoulli Society
    Status:
    Published
    DOI:
    10.1214/20-EJP509 - 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 (rok: 2020, ), Wydawca: Taylor & Francis
    Status:
    Published
    DOI:
    10.1080/07362994.2020.1844021 - link to the publication
  3. Random walks in doubly random scenery
    Authors:
    Łukasz Treszczotko
    Academic press:
    Electronic Communications in Probability (rok: 2018, tom: 23, strony: 11), Wydawca: The Institute of Mathematical Statistics and the Bernoulli Society
    Status:
    Published
    DOI:
    10.1214/18-ECP165 - link to the publication

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