Publications of Allan Gut
Ph D thesis
- On the moments and limit distributions of some first passage times.
Department of Mathematics, Uppsala University, Uppsala, 1972.
Books
- (with Klaus Schmidt). Amarts and set function processes.
Lecture Notes in Mathematics
1042. Springer-Verlag, Berlin,
1983.
- Stopped Random Walks. Limit Theorems and Applications.
Springer-Verlag, New York, 1988.
- An Intermediate Course in Probability. Springer-Verlag, New
York, 1995.
Misprints
and corrections; pdf-file.
- Sant eller sannolikt.
Norstedts förlag, 2002.
PAN pocket,
2004.
- Probability: A Graduate Course.
Springer-Verlag, New York, 2005.
Misprints
and corrections; pdf-file. Corr. 2nd printing, 2007.
Misprints;
pdf-file.
- Konsten att räkna.
Norstedts förlag, 2007.
- Stopped Random Walks. Limit Theorems and Applications, 2nd ed.
Springer-Verlag, New York, 2009.
- An Intermediate Course in Probability, 2nd ed.
Springer-Verlag, New York, 2009.
Misprints
and corrections; pdf-file.
- Probability: A Graduate Course, 2nd ed.
Springer-Verlag, New York, 2013. Misprints; pdf-file. Misprints and corrections; thanks to Andreas Schäfer.
- 100 procent finns inte.
Fri Tanke förlag, 2015.
Published articles
- On the moments and limit distributions of some first passage times.
Ann. Probab. 2 (1974), 277-308.
- On the moments of some first passage times for sums of dependent random
variables. Stoch. Proc. Appl. 2 (1974), 115-126.
- A functional central limit theorem connected with extended renewal
theory. Z. Wahrsch. verw. Geb. 27 (1973), 123-129.
- On convergence in r-mean of some first passage times and randomly
indexed partial sums. Ann. Probab. 2 (1974), 321-323.
- Weak convergence and first passage times. J. of Appl.
Probab. 12 (1975), 324-332.
- On a.s. and r-mean convergence of random processes with an application to
first passage times. Z. Wahrsch. verw. Geb. 31 (1975), 333-341.
- Convergence of reversed martingales with multidimensional indices.
Duke Math. J. 43 (1976), 269-275.
- Marcinkiewicz laws and convergence rates in the law of large
numbers for random variables with multidimensional indices.
Ann. Probab. 6 (1978), 469-482.
- Convergence rates for probabilities of moderate deviations for
sums of random variables with multidimensional indices.
Ann. Probab. 8 (1980), 298-313.
- Moments of the maximum of normed partial sums of random variables
with multidimensional indices. Z. Wahrsch. verw. Geb. 46
(1979), 205-220.
- On the integrability of sup|S_n/n| for subsequences. Ann. Probab.
7 (1979), 1059-1065.
- A contribution to the theory of asymptotic
martingales. Glasgow Math. J . 23 (1982), 177-186.
- (with P. Ahlberg). On the theory of chromatography based upon renewal
theory and a central limit theorem for randomly indexed partial sums of random
variables. Chemica Scripta 18 (1981), 248-255.
- An introduction to the theory of asymptotic martingales. In:
Amarts and set function processes. Lecture Notes in Mathematics
1042, 1-49 and (with K.D. Schmidt), 237-258. Springer-Verlag, Berlin,
1983.
- (with S. Janson).
The limiting behaviour of certain stopped sums and
some applications. Scand. J. Statist. 10 (1983), 281-292 .
- A central limit theorem for certain stopped sums and some applications.
Proc. 7th Brasov Conf. on Prob. Theory, 165-172. Bucuresti, 1984.
- Complete convergence and convergence rates for randomly indexed
partial sums with an application to some first passage times. Acta
Math. Acad. Sci. Hungar. 42 (1983), 225-232;
Correction, ibid. 45 (1985), 235-236.
- Strong laws for independent identically distributed random variables
indexed by a sector. Ann. Probab. 11 (1983), 569-577.
- Renewal theory and ladder variables. In: Probability and Mathematical
Statistics. Essays in honour of Carl-Gustav Esseen. (Eds. A. Gut and
L. Holst
), 25-39. Uppsala 1983.
- The law of the iterated logarithm for subsequences. Probab. Math.
Statist. VII (1986), 27-58.
- On the law of the iterated logarithm for randomly indexed partial
sums with two applications. Studia Sci. Math. Hungar. 20
(1985), 63-69.
- On complete convergence in the law of large numbers for subsequences.
Ann. Probab. 13 (1985), 1286-1291.
- (with
L. Holst ). On the waiting time in a roulette game. Uppsala 1983.
- (with
L. Holst ). On the waiting time in a generalized roulette game.
Statist. Probab. Lett. 2 (1984), 229-239.
- (with J.
Hüsler).
The rate of growth of sample maxima with multidimensional indices. Bern 1984.
- (with I. Torrång, L. Holm-Rutili, K.J. Öbrink). A
probabilistic approach for evaluating a technique for an indirect monitoring
of the capillary blood flow to the gastric parietal cells. Bull. Math.
Biol. 49 (1987), 171-185.
- (with S. Janson).
Converse results for existence of moments and uniform
integrability for stopped random walks. Ann. Probab. 14 (1986),
1296-1317.
- Converse results for existence of moments for stopped random walks.
Proc. 1st World Congress of the Bernoulli Society (Tashkent, 1986),
Vol. 2, 429-433, VNU Sci. Press, Utrecht, 1987.
- Limit points of sample maxima. Statist. Probab. Lett.
9 (1990), 331-336.
- Limit theorems for record times. Proc. 5th Vilnius Conf. on
Prob. Theory and Math. Stat. Vol. 1, 490-503. Vilnius,
Lithuania, Utrecht, The Netherlands, 1990.
- Convergence rates for record times and the associated counting process.
Stoch. Proc. Appl. 36 (1990), 135-151.
- On the growth rate of slowly varying functions. Acta
Math. Vietnam. 19 (1994), 13-24.
- First passage times of perturbed random walks. Sequential
Anal. 11 (1992), 149-179.
- Cumulative shock models. Adv. in Appl. Probab. 22
(1990), 504-507.
- Anscombe laws of the iterated logarithm.
Probab. Math. Statist. 12 (1991), 127-137.
- Complete convergence for arrays. Period. Math. Hungar.
25 (1992), 51-75.
- The weak law of large numbers for arrays. Statist. Probab. Lett.
14 (1992), 49-52.
- Complete convergence and Cesàro summation for i.i.d. random
variables. Probab. Th. Rel. Fields 97 (1993), 169-178.
- Stopped Lévy processes with applications to first passage times.
Statist. Probab. Lett. 28 (1996), 345-352.
- Complete convergence. Asymptotic Statistics. Proc. 5th
Prague Symp., 237-247. Physica-Verlag, Springer, Heidelberg 1994.
- (with
R. Schwabe). On the law of the iterated logarithm for rapidly
increasing subsequences. Math. Nachr. 178 (1996), 309-320.
- Stopped two-dimensional perturbed random walks and Lévy
processes. Statist. Probab. Lett. 35 (1997), 317-325.
- (with
R. Schwabe). Some properties of multiple decisions following a
sequential test. Sequential Anal. 15 (1996), 299-310.
-
(with
G. Alsmeyer).
Limit theorems for stopped functionals of Markov
renewal processes. Ann. Inst. Statist. Math 51 (1999), 369-382.
- (with
R. Schwabe). Some remarks on repeated significance tests for linear
contrasts. J. Statist. Plann. Inference 82 (1999), 25-34.
- (with O. Klesov and J. Steinebach). Equivalences in strong limit
theorems for renewal counting processes. Statist. Probab. Lett.
35 (1997), 381-394.
- (with M. Peligrad). Almost sure results for a class of dependent random
variables. J. Theor. Probab. 12 (1999), 87-104.
- (with A. Spataru). Precise asymptotics in the Baum-Katz and Davis
laws of large numbers. J. Math. Anal. Appl. 248 (2000), 233-246.
- (with A. Spataru). Precise asymptotics in the law of the iterated
logarithm. Ann. Probab. 28 (2000), 1870-1883.
- (with J.
Hüsler).
Extreme shock models. EXTREMES 2 (1999), 295-307.
- (with S. Janson).
Tightness and weak convergence for jump processes. Statist.
Probab. Lett. 52 (2001), 101-107.
- (with A. Spataru). Precise asymptotics in some strong limit theorems
for multidimensionally indexed random variables. J. Multivariate
Anal. 86 (2003), 398-422.
- Convergence rates in the central limit theorem
for multidimensionally indexed random variables. Studia Sci. Math.
Hungar. 37 (2001), 401-418.
- Mixed shock models. BERNOULLI 7 (2001), 541-555.
- (with Josef
Steinebach). Truncated sequential change-point detection
based on renewal counting processes. Scand. J. Statist
29 (2002), 693-719.
- On the moment problem. BERNOULLI 8 (2002), 407-421.
- (with Valentin V. Petrov). Generalized laws of the iterated logarithm.
Commun. Statist. -- Theory Meth. 32 (2003), 1685-1693.
- (with Josef
Steinebach). Convergence
rates and precise asymptotics for renewal counting processes
and some first passage times.
Proceedings of the International Conference on Asymptotic Methods in
Stochastics, May 23-25, 2002, Carleton University Ottawa. Fields Institute
Communications 44 (2004), 205-227.
- Precise asymptotics for record times and the associated
counting process. Stoch. Proc. Appl. 101 (2002), 233-239.
- On the moment problem for sums of a random number of
random variables. J. of Appl. Probab. 40 (2003), 797-802.
- (with Josef Steinebach).
EWMA charts for detecting a change-point
in the drift of a stochastic process. Sequential Anal.
23 (2004), 195-237.
- An extension of the Kolmogorov-Feller weak law of large numbers
with an application to the St Petersburg game.
J. Theor. Probab. 17 (2004), 769-779.
- (with J.
Hüsler). Realistic variation of shock models. Statist.
Probab. Lett. 74 (2005), 187-204.
- Sant eller sannolikt i vardagslivet. Konferanserapport:
Popularisering av matematikk, November 15-18, 2003, Trondheim, (2004),
59-68.
- Some remarks on the Riemann zeta distribution.
Rev. Roumaine Math. Pures et Appl. 51 (2006), 205-217.
- Gnedenko-Raikov's theorem, central limit theory, and the weak law of
large numbers. Statist. Probab. Lett. 76 (2006), 1935-1939.
- (with Josef
Steinebach). A two-step sequential procedure for detecting an epidemic
change. EXTREMES 8 (2005), 311-326.
- Beurling, CGE och CGS. Jubileumsskrift Arne Beurling 100 år. U.U.D.M.
Report 2007:34, Department of Mathematics, Uppsala University
(2007), 15-21.
- (with Ulrich Stadtmüller).
Laws of the single logarithm for delayed
sums of random fields. BERNOULLI 14 (2008), 249-276.
- (with Josef
Steinebach). On sequential change-point detection. Proceedings of
the 2008 International Workshop on Applied Probability, July 7-10 2008,
UniversitĂ© de Technologie de Compiègne, France. (2008).
- (with Ulrich Stadtmüller).
Laws of the single logarithm for delayed
sums of random fields II. J. Math. Anal. Appl. 346 (2008),
403-414.
- (with Josef
Steinebach). Truncated sequential change-point detection
based on renewal counting processes II.
J. Statist. Plann. Inference 139 (2009), 1921-1936.
- (with
Fredrik Jonsson and
Ulrich Stadtmüller). Between the LIL and the LSL.
BERNOULLI 16 (2010), 1-22.
- (with Nitis
Mukhopadhyay). On asymptotic and strict monotonicity of a sharper lower
bound for Student's t percentiles. Methodol. Comput. Appl.
Probab. 12 (2010), 647-657.
- (with Ulrich Stadtmüller). An asymmetric
Marcinkiewicz-Zygmund LLN for random fields. Statist. Probab. Lett.
79 (2009), 1016-1020.
- (with Ulrich Stadtmüller). Cesàro summation for
random fields. J. Theor. Probab. 23 (2010), 715-728.
- (with Josef Steinebach).
Sequential change-point analysis for renewal counting processes.
Proc. Sixth St. Petersburg Workshop on Simulation, (Eds. S.M. Ermakov,
V.B. Melas and A.N. Pepelyshev), St. Petersburg, Russia, June 28 - July 4,
2009, VVM com Ltd., St. Petersburg, 2009, 667-672.
- (with J. Hüsler). Shock models. Advances in degradation modeling,
Stat. Ind. Technol., Birkhäuser Boston, Inc., Boston, MA, (2010), 59-76.
- (with Josef Steinebach).
Sequential detection of change-points in counting processes.
Proceedings of Second International Workshop in
Sequential Methodologies, June 15-17 2009,
Université de Technologie de Troyes, France (2009).
- (with Ulrich Stadtmüller). On the LSL for random fields.
J. Theor. Probab. 24 (2011), 422-449.
- (with Josef Steinebach).
Asymptotics for increments of stopped renewal
processes. Statist. Probab. Lett. 80 (2010), 558-565.
- (with Ulrich Stadtmüller). On the strong law of large
numbers for delayed sums and random fields. Acta Math. Hungar.
129 (2010), 182-203.
- Limit theorems for a generalized St. Petersburg game. J. Appl.
Probab. 47 (2010), 752-760.
Correction; pdf-file.
- Renewal theory with a trend. Statist. Probab. Lett.
81 (2011), 1292-1299.
- (with Ulrich Stadtmüller).
An intermediate Baum-Katz theorem Statist. Probab. Lett. 81
(2011), 1486-1492.
- (with Ulrich Stadtmüller).
On the Hsu-Robbins-Erdös-Spitzer-Baum-Katz theorem for random fields.
J. Math. Anal. Appl. 387 (2012), 447-463.
- (with Josef Steinebach).
Convergence rates in precise asymptotics. J. Math. Anal. Appl.
390 (2012), 1-14.
Correction; pdf-file.
- Anscombe's theorem 60 years later. Sequential Anal.
31 (2012), 368-396.
- (with Josef Steinebach).
Convergence rates in precise asymptotics II. Annales Univ. Sci.
Budapest., Sect. Comp. 39 (2013), 95-110.
- (with Josef Steinebach).
Precise asymptotics---a general approach. Acta Math. Hungar.
138 (2013), 365-385.
- Strong limit theorems for random fields. Proceedings of the
Conference on Stochastic Models and their Applications, August 22 - 24, 2011,
University of Debrecen, Hungary. Annales Mathematicae
et Informaticae 39 (2012), 125-157.
- (with Ulrich Stadtmüller). Records in subsets
of a random field. Statist. Probab. Lett. 83 (2013), 689-699.
- (with Anders Martin
Löf). Generalized St. Petersburg games revisited. arXiv:1506.09015.
- Some remarks on distributed sensing with costs. Probab. Engr.
Inform. Sci. 28 (2014), 271-277.
- The gambler's ruin with delays. Statist. Probab. Lett. 83
(2013), 2549-2552.
- On convergence of randomly indexed sequences; a counterexample
based on the St. Petersburg game. Statist. Probab. Lett. 87
(2014), 105-107.
- (with Anders Martin Löf). A maxtrimmed St. Petersburg game. J. Theor. Probab. 29 (2016),
277-291.
- (with Anders Martin Löf). Extreme-trimmed St. Petersburg games. Statist. Probab. Lett.
96 (2015), 341-345.
- (with Ulrich Stadtmüller). Limit theorems for counting processes based on records and extremes .
Extremes 20 (2017), 33-52.
- Stora talens lag i vardagen. Ann. Acad. Reg. Sci. Upsaliensis 41 (2015-2016) (2017), 47-62.
- (with Ulrich
Stadtmüller). Complete convergence for arrays and the law of the single logarithm. Bull. Aust. Math. Soc. 96 (2017), 333-344..
- (with Ulrich
Stadtmüller). Strong laws for sequences in the
vicinity of the LIL. Statist. Probab. Lett 122 (2017), 63-72.
- (with Ulrich
Stadtmüller). Almost sure limit behavior of
Cesàro sums with small order. Acta Math. Hungar. 151 (2017), 510-530.
- (with Ulrich
Stadtmüller). A pointwise limit theorems for counting processes of
perturbed random walks, with an application to repeated significance tests.
Sequential Anal. 36 (2017), 290-298.
- (with Anders Martin Löf).
An asymmetric St. Petersburg game with trimming. Adv. Appl. Probab.
50A (2018), 115-129.
-
(with Ulrich
Stadtmüller). Variations of the elephant random walk. J. Appl. Probab. 58 (2021), 805-829.
- Oändligheten är inte som alla andra tal. Acta Acad. Reg. Sci.
Upsaliensis 27 (2019), 65-83.
- (with Ulrich Stadtmüller). Elephant random walks with delays. Rev. Roumaine Math. Pures Appl. 67 (2022), 51-66.
- (with Ulrich
Stadtmüller). The number of zeroes in Elephant random walks with delays. Statist. Probab. Lett. 174 (2021), 109112.
- (with Ulrich
Stadtmüller). The elephant random walk with gradually increasing
memory. Statist. Probab. Lett. 189 (2022), 109598.
To the
list of publications 2010 - for the more recent material.
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Allan Gut.
2024-10-17, Allan Gut (allan.gut (at) math.uu.se)