Kevei, Peter

1. Ergodic properties of generalized Ornstein--Uhlenbeck processes
   2016/06/03 by Kevei, Peter · 1 citation
   #60J25 #FOS: Mathematics #Probability (math.PR)
2. Convergence to stable limits for ratios of trimmed Levy processes and\n their jumps
   2017/08/25 by Yuguang Ipsen, Ipsen, Yuguang F., Péter Kevei +3 · 1 citation
   Computer Science · Economics, Econometrics and Finance · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
3. Limit Theorems for Branching Processes with Immigration in a Random Environment
   2020/02/03 by Bojan Basrak, Basrak, Bojan, Péter Kevei +1 · 1 citation
   Mathematics · Physics and Astronomy · #60F05 #60J80 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and statistical mechanics #Theoretical and Computational Physics