Publications / Publikációk

Research Papers / Cikkek

The pdf files and the arXiv versions can be a little bit different from the final printed form.
A pdf fájlok és az arXivon elérhető változatok kis mértékben különbözhetnek a cikkek végleges alakjától.

• P. Kevei, K. Kubatovics: Functional limit theorem for branching processes in nearly degenerate varying environment. arXiv version
• P. Kevei, L. Viharos: Generalized Rényi statistics. To appear in Extremes. arXiv version
• D. Grahovac, P. Kevei: Tail behavior and almost sure growth rate of supOU processes. Journal of Theoretical Probability, 38, 2025. arXiv version
• D. Grahovac, P. Kevei: Almost sure growth of integrated supOU processes. To appear in Bernoulli. arXiv version
• P. Kevei: Branching Processes with Immigration in a Random Environment - the Grincevičius-Grey setup. Statistics and Probability Letters, 214, 2024. arXiv version
• P. Kevei, M. Szalai: Branching model with state dependent offspring distribution for Chlamydia spread. Mathematical Modelling of Natural Phenomena, 19, 2024. arXiv version
• P. Kevei, K. Kubatovics: Branching processes in nearly degenerate varying environment. Journal of Applied Probability, 61(4), 1107-1126, 2024. arXiv version
• C. Chong, P. Kevei: A landscape of peaks: The intermittency islands of the stochastic heat equation with Lévy noise. The Annals of Probability, 51(4), 1449-1501, 2023. arXiv version
• C. Chong, P. Kevei: Extremes of the stochastic heat equation with additive Lévy noise. Electronic Journal of Probability 27: 1-21 (2022). arXiv version
• F. Fodor, P. Kevei, V. Vígh: On random disc-polygons in a disc-polygon. Electronic Communications in Probability 28: 1-11 (2023). arXiv version
• M. Szalai, P. Kevei: Estimation of in vitro bactericidal potency based on colony counting method. 22nd EYSM 2021 Conference Proceedings.
• A. Bogdanov, P. Kevei, M. Szalai, D. Virok: Stochastic modeling of in vitro bactericidal potency. Bulletin of Mathematical Biology 84 (6), 2022. arXiv version
• P. Kevei: On a Conjecture of Seneta on Regular Variation of Truncated Moments. Publications de l'Institute Mathématique, 109 (123), 2021, 77-82. arXiv version
• P. Kevei, D. Terhesiu: Strong renewal theorem and local limit theorem in the absence of regular variation. Journal of Theoretical Probablity, 2021. arXiv version
• P. Kevei, L. Oluoch, L. Viharos: Limit laws for the norms of extremal samples. Journal of Statistical Planning and Inference, Vol 216, 2022, 151-173. arXiv version
• P. Kevei, P. Wiandt: Moments of the stationary distribution of subcritical multitype Galton-Watson processes with immigration. Statistics and Probability Letters, 173, 2021. arXiv version
• B. Basrak, P. Kevei: Limit Theorems for Branching Processes with Immigration in a Random Environment. Extremes, 2022. arXiv version
• M. Barczy, B. Basrak, P. Kevei, Gy. Pap, H. Planinić: Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration. Stochastic Processes and their Applications, 132, 2021, 33-75. arXiv version
• P. Kevei, D.M. Mason: Darling-Erdős theorem for Lévy processes at zero.
  ALEA, Latin American Journal of Probability and Statistics, 17, (2020), 733–757. arXiv version
• C. Chong, P. Kevei: The almost sure asymptotic behavior of the solution to the stochastic heat equation with Lévy noise. The Annals of Probability, 48(3), 1466-1494, 2020. arXiv version
• P. Kevei, D. Terhesiu: Darling-Kac theorem for renewal shifts in the absence of regular variation.
  Journal of Theoretical Probabilty, 33, (2020), 2027–2060. arXiv version
• P. Kevei: Regularly log-periodic functions and some applications.
  Probability and Mathematical Statistics, 40(1), (2020), 159-182. arXiv version
• C. Chong, P. Kevei: Intermittency for the stochastic heat equation with Lévy noise.
  The Annals of Probability, 47, 4 (2019), 1911-1948. arXiv version
• Y.F. Ipsen, P. Kevei, R.A. Maller: Convergence to stable limits for ratios of trimmed Lévy processes and their jumps.
  Markov Processes and Related Fields, 24 (4), 539-562, 2018. arXiv version
• P. Kevei, D.M. Mason: Bahadur-Kiefer Representations for Time Dependent Quantile Processes.
  Periodica Mathematica Hungarica, 76 (1), 95-113, 2018. arXiv version
• P. Kevei: Ergodic properties of generalized Ornstein-Uhlenbeck processes.
  Stochastic Processes and their Applications, 128 (1), 156-181, 2018. arXiv version
• P. Kevei: Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes.
  Annals of the Institute of Statistical Mathematics, 70 (2), 467-487, 2018. arXiv version
• P. Kevei: Implicit renewal theory in the arithmetic case.
  Journal of Applied Probability, 54 (3), 732-749, 2017. arXiv version
• P. Kevei, D.M. Mason: Couplings and Strong Approximations to Time Dependent Empirical Processes Based on I.I.D. Fractional Brownian Motions.
  Journal of Theoretical Probability, 30, 3, 729-770, 2017. arXiv version
• I. Berkes, L. Györfi, P. Kevei: Tail probabilities of St. Petersburg sums, trimmed sums, and their limit.
  Journal of Theoretical Probability, 30, 3, 1104–1129, 2017. arXiv version
• P. Kevei: A note on the Kesten-Grincevicius-Goldie theorem.
  Electronic Communincations in Probability 21, no. 51, 12 pp., 2016. arXiv version
• P. Kevei, D.M. Mason: On the Breiman conjecture.
  Proceedings of the AMS 144, no. 9, 4043–4053, 2016. arXiv version
• P. Kevei, V. Vígh: On the diminishing process of Bálint Tóth.
  Transactions of the AMS, 368, no. 12, 8823–8848, 2016. arXiv version
• G. Fukker, L. Györfi, P. Kevei: Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximum.
  Bernoulli, 22 (2), 1026-1054, 2016. arXiv version
• P. Kevei, D.M. Mason: The limit distribution of ratios of jumps and sums of jumps of subordinators.
  ALEA, Lat. Am. J. Probab. Math. Stat., 11 (2), 631-642, 2014.
• L. Györfi, M. Ispány, P. Kevei, Gy. Pap: Asymptotic behavior of a multi-type nearly critical Galton--Watson processes with immigration.
  Teoriya Veroyatnostei i ee Primeneniya, 59 (4), 752-775, 2014. (Theory Probab. Appl., 59(4), 590-610.) arXiv version
• F. Fodor, P. Kevei, V. Vígh: On random disc-polygons in smooth convex discs.
  Advances in Applied Probability, 46 (4), 899-918, 2014. pdf
• P. Kevei, D.M. Mason: A More General Maximal Bernstein-type Inequality.
  In: High dimensional probability VI: The Banff Volume. Progress in Probability, Vol. 66, Houdré, C.; Mason, D.M.; Rosiński, J.; Wellner, J.A. (Eds.), Springer, 55-62, 2013. arXiv version
• P. Kevei, D.M. Mason: Randomly Weighted Self-normalized Lévy Processes.
  Stochastic Processes and their Applications, 123 (2) 2013, 490-522. arXiv version
• A. Dénes, P. Kevei, H. Nishiura, G. Röst: Risk of infectious disease outbreaks by imported cases with application to the European Football Championship 2012.
  International Journal of Stochastic Analysis, Volume 2013 (2013), Article ID 576381, 9 pages.
• P. Kevei, D.M. Mason: The asymptotic distribution of randomly weighted sums and self-normalised sums.
  Electronic Journal of Probability, 17 (2012), 46, 1-21.
• G. Ambrus, P. Kevei, V. Vígh: The Diminishing Segment Process.
  Statistics and Probability Letters 82, 2012, 191-195. arXiv version
• P. Kevei: Asymptotics of nearly critical Galton-Watson processes with immigration.
  Acta Sci. Math. (Szeged), 77 (3-4), 2011, 681-702. arXiv version
• P. Kevei, J.A. López Mimbela: Critical multitype branching systems: extinction results.
  Electronic Journal of Probability, 16 (2011), 1356-1380.
• P. Kevei, D.M. Mason: A note on a maximal Bernstein inequality.
  Bernoulli, 17 (3), 2011, 1054-1062. arXiv version
• L. Györfi, P. Kevei: On the rate of convergence of the St.Petersburg games.
  Periodica Mathematica Hungarica, Vol. 62 (1), 2011, 13-37. pdf
• P. Kevei: A note on asymptotics of linear combinations of iid random variables.
  Periodica Mathematica Hungarica, Vol. 60 (1), 2010, 25-36. pdf
• L. Györfi, P. Kevei: St. Petersburg portfolio games.
  In: Proceedings of Algorithmic Learning Theory 2009, R. Gavaldá et al. (Eds.), Lecture Notes in Artificial Intelligence 5809, 2009, pp. 83-96. pdf
• P. Kevei: Merging asymptotic expansions for semistable random variables.
  Lithuanian Mathematical Journal, 49 (1), (2009), 40-54. pdf
• P. Kevei, S. Csörgő: Merging of linear combinations to semistable laws.
  Journal of Theoretical Probability, 22, (2009), 772-790. pdf
• S. Csörgő, P. Kevei: Merging asymptotic expansions for cooperative gamblers in generalized St. Petersburg games.
  Acta Mathematica Hungarica 121 (1-2) (2008), 119-156. pdf
• P. Kevei: Generalized n-Paul paradox.
  Statistics and Probability Letters 77 (2007), 1043-1049. pdf
• Á. Tóth, P. Kevei, D. Horváth: Lateral instability of stationary spherical reaction balls.
  Physical Review E 74 (3): Art. No. 036214 (2006).

Others / Egyebek

• Csörgő Sándor: Fejezetek a valószínűségelméletből, Polygon, 2010.
  Fordították: Pósfai Anna és Kevei Péter.
• P. Kevei: Szemistabilis eloszlások geometriai parciális vonzástartományából vett véletlen változók lineáris kombinációi (angolul; a tézisfüzet magyarul) (Linear combinations of iid random variables from the domain of geometric partial attraction of a semistable law). PhD thesis. 2009.