Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

Delete all

Random branching and affine structures

2019/33/B/ST1/00207

Keywords:

stochastic recursion smoothing transform self-similar measures branching process random walk in random environment

Descriptors:

  • ST1_013:
  • ST1_008:

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. Ewa Maria Damek 

Number of co-investigators in the project: 5

Call: OPUS 17 - announced on 2019-03-15

Amount awarded: 526 744 PLN

Project start date (Y-m-d): 2020-01-31

Project end date (Y-m-d): 2024-12-30

Project duration:: 59 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.

Information in the final report

  • Publication in academic press/journals (22)
  1. Weak quenched limit theorems for a random walk in a sparse random environment
    Authors:
    Dariusz Buraczewski, Piotr Dyszewski, Alicja Kołodziejska
    Academic press:
    Electronic Journal of Probability (rok: 2024, tom: 29, strony: 45687), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/23-EJP1070 - link to the publication
  2. Limit theorems for supercritical branching processes in random environment
    Authors:
    Ewa Damek, Dariusz Buraczewski
    Academic press:
    Bernoulli (rok: 2022, tom: 28(3), strony: 1602-1624), Wydawca: Bernoulli Society for Mathematical Statistics and Probability
    Status:
    Published
    DOI:
    10.3150/21-BEJ1349 - link to the publication
  3. Weak quenched limit theorems for a random walks in a sparse random environment
    Authors:
    Dariusz Buraczewski, Piotr Dyszewski, Alicja Kołodziejska
    Academic press:
    Annales de l'Institut Henri Poincare (rok: 2023, tom: nie dotyczy, strony: 28), Wydawca: Institute of Mathematical Statistics
    Status:
    Submitted
  4. Tails of bivariate stochastic recurrence equation with triangular matrices
    Authors:
    Ewa Damek, Muneya Matsui
    Academic press:
    Stochastic Processes and their Applications , Wydawca: Elsevier
    Status:
    Submitted
  5. Limit theorems for supercritical branching processes in random environment
    Authors:
    Ewa Damek, Dariusz Buraczewski
    Academic press:
    Bernoulli (rok: 2022, tom: 28(3), strony: 1602-1624), Wydawca: Bernoulli Society for Mathematical Statistics and Probability
    Status:
    Published
    DOI:
    10.3150/21-BEJ1349 - link to the publication
  6. Central limit theorem for the least common multiple of a uniformly sampled m-tuple of integers
    Authors:
    Dariusz Buraczewski, Alexander Iksanov, Alexander Marynych
    Academic press:
    Jounal of Number Theory (rok: 2022, tom: 233, strony: 301-336), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jnt.2021.06.012 - link to the publication
  7. Central limit theorem for the least common multiple of a uniformly sampled m-tuple of integers
    Authors:
    Dariusz Buraczewski, Alexander Iksanov, Alexander Marynych
    Academic press:
    Jounal of Number Theory (rok: 2022, tom: 233, strony: 301-336), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jnt.2021.06.012 - link to the publication
  8. Stochastic difference equation with diagonal matrices
    Authors:
    Ewa Damek
    Academic press:
    Annales de l' Institut Henri Poincare (rok: 2023, tom: nie dotyczy, strony: 27 stron), Wydawca: Institute of Mathematical Statistics
    Status:
    Accepted for publication
  9. Asymptotically linear iterated function systems on the real line
    Authors:
    Gerold Alsmeyer, Sara Brofferio, Dariusz Buraczewski
    Academic press:
    Annals of Applied Probability (rok: 2023, tom: 33(1), strony: 161-199), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/22-AAP1812 - link to the publication
  10. Limit theorems for supercritical branching processes in random environment
    Authors:
    Ewa Damek
    Academic press:
    Bernoulli , Wydawca: Bernoulli Society for Mathematical Statistics and Probability
    Status:
    Accepted for publication
  11. Asymptotically linear iterated function systems on the real line
    Authors:
    Gerold Alsmeyer, Sara Brofferio, Dariusz Buraczewski
    Academic press:
    Stochastic Processes and Their Applications , Wydawca: Elsevier
    Status:
    Submitted
  12. Whittle estimation based on the extremal spectral density of a heavy-tailed random field
    Authors:
    Ewa Damek, Thomas Mikosch, Yuwei Zhao, Jacek Zienkiewicz
    Academic press:
    Stochastic Processes and their Applications , Wydawca: Elsevier
    Status:
    Submitted
  13. Stochastic difference equation with diagonal matrices
    Authors:
    Ewa Damek
    Academic press:
    Annales de l' Institut Henri Poincare (rok: 2024, tom: nie dotyczy, strony: 27 stron), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
  14. Branching random walks with regularly varying perturbations
    Authors:
    Krzysztof Kowalski
    Academic press:
    ESAIM: Probability and Statistics (rok: 2024, tom: nie dotyczy, strony: nie dotyczy), Wydawca: EDP Sciences
    Status:
    Published
  15. Central limit theorem for the least common multiple of a uniformly sampled m-tuple of integers
    Authors:
    Dariusz Buraczewski, Alexander Iksanov, Alexander Marynych
    Academic press:
    Jounal of Number Theory (rok: 2022, tom: 233, strony: 301-336), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jnt.2021.06.012 - link to the publication
  16. Asymptotically linear iterated function systems on the real line
    Authors:
    Gerold Alsmeyer, Sara Brofferio, Dariusz Buraczewski
    Academic press:
    Annals of Applied Probability (rok: 2023, tom: 33(1), strony: 161-199), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/22-AAP1812 - link to the publication
  17. Whittle estimation based on the extremal spectral density of a heavy-tailed random field
    Authors:
    Ewa Damek, Thomas Mikosch, Yuwei Zhao, Jacek Zienkiewicz
    Academic press:
    Stochastic Processes and their Applications (rok: 2023, tom: 155, strony: 232-267), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.004 - link to the publication
  18. Tails of bivariate stochastic recurrence equation with triangular matrices
    Authors:
    Ewa Damek, Muneya Matsui
    Academic press:
    Stochastic Processes and their Applications (rok: 2022, tom: 150, strony: 147-191), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.spa.2022.04.008 - link to the publication
  19. Whittle estimation based on the extremal spectral density of a heavy-tailed random field
    Authors:
    Ewa Damek, Thomas Mikosch, Yuwei Zhao, Jacek Zienkiewicz
    Academic press:
    Stochastic Processes and their Applications (rok: 2023, tom: 155, strony: 232-267), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.004 - link to the publication
  20. Tails of bivariate stochastic recurrence equation with triangular matrices
    Authors:
    Ewa Damek, Muneya Matsui
    Academic press:
    Stochastic Processes and their Applications (rok: 2022, tom: 150, strony: 147-191), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.spa.2022.04.008 - link to the publication
  21. Analysing heavy-tail properties of Stochastic Gradient Descent by means of Stochastic Recurrence Equations
    Authors:
    Ewa Damek, Sebastian Mentemeier
    Academic press:
    Electronic Journal of Probability (rok: 2024, tom: nie dotyczy, strony: nie dotyczy), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
  22. Equation X=AX+B - support of the spectral measure
    Authors:
    Ewa Damek
    Academic press:
    Extremes (rok: 2024, tom: nie dotyczy, strony: 21 stron), Wydawca: Springer
    Status:
    Published

O Narodowym Centrum Nauki

Finansowanie nauki

Współpraca zagraniczna

Centrum prasowe

Deklaracja dostępności
Przetwarzanie danych osobowych
Polityka cookies

Partnerzy