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.

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