Publications 2008 - of Allan Gut
Books
- 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.
Published articles
- (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,
Université 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. Theoret. 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. Theoret. 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.
- 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) (to appear).
- (with Josef Steinebach).
Precise asymptotics---a general approach. Acta Math. Hungar. (to appear).
- 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 (to appear).
Preprints/Submitted papers
- (with Josef Steinebach).
Convergence rates in precise asymptotics II. U.U.D.M. Report
2011:15.
- (with Ulrich Stadtmüller). Records in subsets
of a random field. U.U.D.M. Report 2012:1.
To the complete list
of publications.
Back to the homepage of
Allan Gut.
2012-05-15, Allan Gut (allan.gut (at) math.uu.se)