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.
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D. Grahovac, P. Kevei: Tail behavior and sample path properties of positive supOU processes.
arXiv version
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D. Grahovac, P. Kevei: Almost sure growth of integrated supOU processes.
arXiv version
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P. Kevei: Branching Processes with Immigration in a Random Environment - the Grincevičius-Grey setup.
arXiv version
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P. Kevei, M. Szalai:
Branching model with state dependent offspring distribution for Chlamydia spread.
arXiv version
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P. Kevei, K. Kubatovics: Nearly critical Galton-Watson processes.
arXiv version
To appear in Journal of Applied Probability.
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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
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C. Chong, P. Kevei:
Extremes of the stochastic heat equation with additive Lévy noise.
Electronic Journal of Probability 27: 1-21 (2022).
arXiv version
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F. Fodor, P. Kevei, V. Vígh:
On random disc-polygons in a disc-polygon.
Electronic Communications in Probability 28: 1-11 (2023).
arXiv version
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M. Szalai, P. Kevei:
Estimation of in vitro bactericidal potency based on colony counting method.
22nd EYSM 2021 Conference Proceedings.
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A. Bogdanov, P. Kevei, M. Szalai, D. Virok:
Stochastic modeling of in vitro bactericidal potency.
Bulletin of Mathematical Biology 84 (6), 2022.
arXiv version
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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
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P. Kevei, D. Terhesiu:
Strong renewal theorem and local limit theorem in the absence of regular variation.
Journal of Theoretical Probablity, 2021.
arXiv version
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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
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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
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B. Basrak, P. Kevei:
Limit Theorems for Branching Processes with Immigration in a Random Environment.
Extremes, 2022.
arXiv version
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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
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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
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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
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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
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P. Kevei:
Regularly log-periodic functions and some applications.
Probability and Mathematical Statistics, 40(1), (2020), 159-182.
arXiv version
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C. Chong, P. Kevei:
Intermittency for the
stochastic heat equation with Lévy noise.
The Annals of Probability, 47, 4 (2019), 1911-1948.
arXiv version
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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
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P. Kevei, D.M. Mason:
Bahadur-Kiefer Representations for Time Dependent Quantile Processes.
Periodica Mathematica Hungarica, 76 (1), 95-113, 2018.
arXiv version
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P. Kevei:
Ergodic properties of generalized Ornstein-Uhlenbeck processes.
Stochastic Processes and their Applications, 128 (1), 156-181, 2018.
arXiv version
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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
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P. Kevei:
Implicit renewal theory in the arithmetic case.
Journal of Applied Probability, 54 (3), 732-749, 2017.
arXiv version
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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
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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
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P. Kevei:
A note on the Kesten-Grincevicius-Goldie theorem.
Electronic Communincations in Probability 21, no. 51, 12 pp., 2016.
arXiv version
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P. Kevei, D.M. Mason:
On the Breiman conjecture.
Proceedings of the AMS 144, no. 9, 4043–4053, 2016.
arXiv version
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P. Kevei, V. Vígh:
On the diminishing process of Bálint Tóth.
Transactions of the AMS, 368, no. 12, 8823–8848, 2016.
arXiv version
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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
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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.
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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
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F. Fodor, P. Kevei, V. Vígh:
On random disc-polygons in smooth convex discs.
Advances in Applied Probability, 46 (4), 899-918, 2014.
pdf
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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