| Publication | Date of Publication | Type |
|---|
On the invariance principle for reversible Markov chains
| 2022-07-27 | Paper |
A chain binomial epidemic with asymptomatics motivated by COVID-19 modelling
Journal of Mathematical Biology | 2021-11-12 | Paper |
On branching models with alarm triggerings
Journal of Applied Probability | 2020-12-11 | Paper |
scientific article; zbMATH DE number 7199596 (Why is no real title available?)
| 2020-05-12 | Paper |
Optimal reinsurance via Dirac-Feynman approach
Methodology and Computing in Applied Probability | 2019-12-19 | Paper |
Functional CLT for martingale-like nonstationary dependent structures
Bernoulli | 2019-09-25 | Paper |
Functional Gaussian Approximation for Dependent Structures
| 2019-03-13 | Paper |
Markov property in discrete Schur-constant models
Methodology and Computing in Applied Probability | 2018-11-08 | Paper |
Ruin probability via quantum mechanics approach
Insurance Mathematics & Economics | 2018-04-12 | Paper |
On finite exchangeable sequences and their dependence
Journal of Multivariate Analysis | 2017-11-09 | Paper |
Optimal bounds for the variance of self-intersection local times
International Journal of Stochastic Analysis | 2017-02-07 | Paper |
On the invariance principle for reversible Markov chains
Journal of Applied Probability | 2016-08-11 | Paper |
Asymptotic variance of stationary reversible and normal Markov processes
Electronic Journal of Probability | 2015-08-07 | Paper |
Rademacher inequalities with applications
Journal of Theoretical Probability | 2014-09-26 | Paper |
Convolution property and exponential bounds for symmetric monotone densities
ESAIM: Probability and Statistics | 2014-04-10 | Paper |
Variance of partial sums of stationary sequences
The Annals of Probability | 2013-11-12 | Paper |
On stochastic dominance of nilpotent operators
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2013-10-17 | Paper |
Stein's method and stochastic orderings
Advances in Applied Probability | 2012-07-12 | Paper |
Modelling the share prices as a hidden random walk on the lamplighter group
| 2012-05-30 | Paper |
Recent advances in invariance principles for stationary sequences
Probability Surveys | 2010-06-29 | Paper |
Moderate deviations for stationary sequences of bounded random variables
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-08-24 | Paper |
Invariance principle for stochastic processes with short memory
High Dimensional Probability | 2007-09-12 | Paper |
Estimating protective vaccine efficacy from large trials with recruitment
Journal of Statistical Planning and Inference | 2007-02-14 | Paper |
A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications
Proceedings of the American Mathematical Society | 2007-02-01 | Paper |
Central limit theorem for stationary linear processes
The Annals of Probability | 2006-11-08 | Paper |
Another approach to Brownian motion
Stochastic Processes and their Applications | 2006-04-28 | Paper |
Approximating the Reed-Frost epidemic process
Stochastic Processes and their Applications | 2005-08-05 | Paper |
A new maximal inequality and invariance principle for stationary sequences
The Annals of Probability | 2005-05-03 | Paper |
Exact norms of a Stein-type operator and associated stochastic orderings
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2004-03-11 | Paper |
Measuring the impact of dependence between claims occurrences.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Generalized Pearson distributions and related characterization problems
Annals of the Institute of Statistical Mathematics | 2003-05-11 | Paper |
Maximal inequalities and an invariance principle for a class of weakly dependent random variables
Journal of Theoretical Probability | 2003-04-27 | Paper |
Multivariate discrete distributions with a product-type dependence
Journal of Multivariate Analysis | 2003-03-16 | Paper |
Compound Poisson approximation in total variation
Stochastic Processes and their Applications | 2002-08-29 | Paper |
scientific article; zbMATH DE number 1741804 (Why is no real title available?)
| 2002-07-02 | Paper |
Solving the Stein Equation in compound poisson approximation
Advances in Applied Probability | 2002-04-03 | Paper |
Threshold results for \(U\)-statistics of dependent binary variables
Journal of Theoretical Probability | 2002-01-08 | Paper |
Stochastic orderings of convex/concave-type on an arbitrary grid
Mathematics of Operations Research | 2001-11-26 | Paper |
Branching approximation for the collective epidemic model
Methodology and Computing in Applied Probability | 2001-08-16 | Paper |
GENERALIZED STOCHASTIC CONVEXITY AND STOCHASTIC ORDERINGS OF MIXTURES
Probability in the Engineering and Informational Sciences | 2001-08-12 | Paper |
Comparison of individual risk models
Insurance Mathematics & Economics | 2001-01-01 | Paper |
On order-preserving properties of probability metrics
Journal of Theoretical Probability | 1999-11-29 | Paper |
A limit result for \(U\)-statistics of binary variables
Journal of Theoretical Probability | 1999-07-04 | Paper |
The effect of community structure on the immunity coverage required to prevent epidemics
Mathematical Biosciences | 1998-04-22 | Paper |
Central limit theorem for linear processes
The Annals of Probability | 1997-11-18 | Paper |
Sharp conditions for the CLT of linear processes in a Hilbert space
Journal of Theoretical Probability | 1997-10-27 | Paper |
scientific article; zbMATH DE number 972620 (Why is no real title available?)
| 1997-08-18 | Paper |
Comparing sums of exchangeable Bernoulli random variables
Journal of Applied Probability | 1997-01-14 | Paper |
Poisson approximation for the final state of a generalized epidemic process
The Annals of Probability | 1996-03-05 | Paper |
An asymptotic variance of the self-intersections of random walks
| N/A | Paper |
