Adam Jakubowski - list of mathematical publications
Last update - 22 November 2023
- Probability on submetric spaces, Annales Mathematicae Silesianae, Vol. 37 (2023) No 2, 138--148.
- Directional phantom distribution functions for stationary random fields, Bernoulli, Vol. 27 (2021) No 2,
1028--1056. (with I. Rodionov and N. Soja-Kukieła).
- A complement to the Chebyshev integral inequality,
Statistics and Probability Letters, Vol. 168 (2021) 108934.
-
Truncated moments of perpetuities and a new central limit theorem for GARCH processes without
Kesten's regularity,
Stochastic Processes and their Applications, Vol. 131 (2021) No 1 , 151--171, arXiv: 2004.12355 (with Z.S. Szewczak).
-
Stable limits for Markov chains via the Principle of Conditioning,
Stochastic Processes and their Applications , Vol. 130 (2020) No 4 , 1853--1878
(with M. El Machkouri and D. Voln\'y).
-
Stable limits for associated regularly varying sequences
Lithuanian Mathematical Journal , Vol. 59 (2019) No 4, 535–-544.
-
Managing local dependencies in asymptotic theory for maxima of stationary random fields,
Extremes, Vol. 22 (2019) No 2 , 293--315
(with N. Soja-Kukieła).
-
Discrete-time trawl processes,
Stochastic Processes and their Applications , Vol. 129 (2019) No 4 , 1326-1348. arXiv:1610.04880
(with P. Doukhan, S. Lopes and D. Surgailis).
-
Quenched phantom distribution functions for Markov chains,
Statistics and Probability Letters, Vol. 137 (2018)
, 79-83 (with P. Truszczyński).
-
New characterizations of the S topology on the Skorokhod space, Electronic Communications in Probability,
Vol. 23 (2018) No 2 , 1-16.
-
Stochastic integration with respect to cylindrical Lévy processes,
The Annals of Probability, Vol. 45 (2017) , 4273-4306. (with Markus Riedle).
-
Functional Convergence of Linear Processes with
Heavy-Tailed Innovations, Journal of Theoretical Probability , Vol. 29 (2016) ,
491 -526.
(with R. Balan and S. Louhichi), DOI 10.1007/s10959-014-0581-9.
-
Phantom distribution functions for some stationary
sequences, Extremes , Vol. 18 (2015) , 697-725
(with P. Doukhan and G. Lang), DOI 10.1007/s10687-015-0228-y.
-
Feynman-Kac Formula and Restoration of High ISO Images, in:
L.J. Chmielewski, R. Kozera, B-S. Shin and K. Wojciechowski (Eds.),
Computer Vision and Graphics, ICCVG 2014 ,
Lecture Notes in Computer Science Vol. 8671 , 100-107,
Springer 2014 (with D. Borkowski and K. Ja\'nczak-Borkowska).
- Principle of Conditioning revisited, Demonstratio Mathematica ,
Vol. XLIV (2012) , 325-336.
-
Processes with block-associated increments,
Journal of Applied Probability , Vol. 48 (2011),
514-526 (with J. Kar\l owska-Pik).
-
Stable limits for sums of dependent infinite variance random variables,
Probability Theory and Related Fields , Vol. 150 (2011),
337-372,
DOI 10.1007/s00440-010-0276-9. (with K. Bartkiewicz, T. Mikosch and
O. Wintenberger).
-
Are fractional Brownian Motions predictable?
In: R.C. Dalang, M. Dozzi and F. Russo, Eds.,
Seminar on Stochastic Analysis, Random Fields and Applications VI,
Progress in Probability , Vol. 63, 159-165, Springer
Basel
2011.
-
Managing local dependencies in limit theorems for sums of weakly
dependent sequences, in:
I. Berkes, R. Bradley, H. Dehling, M. Peligrad and R. Tichy, Eds.,
Dependence in Probability, Analysis and Number Theory.
Memorial Volume of Walter Philipp,
Kendrick Press 2010, 253-264.
-
The Skorokhod Space in functional convergence: a short introduction,
in: SKOROKHOD SPACE. 50 YEARS ON, 17-23 June 2007, Kyiv,
Ukraine Abstracts, Part I, 11-18.
-
Towards a general Doob-Meyer decomposition theorem,
Probability and Mathematical Statistics,
26.1 (2006) , 143-153.
-
Natural decomposition of processes and weak Dirichlet processes,
in: \'Emery, M. and
Yor, M., Eds., S\'eminaire
de Probabilit\'es XXXIX , Lecture Notes in Mathematics
, Vol. 1874 , 81-116, Springer 2006 (with F. Coquet, J. M\'emin
and L. S\lomi\'nski).
-
Existence of weak solutions to stochastic evolution inclusions,
Stochastic Analysis Appl. , 23 (2005) ,
723-749 (with M.I. Kamenski\u{i} and P. Raynaud de Fitte).
-
An almost sure approximation for the predictable process in the
Doob-Meyer decomposition theorem, in: \'Emery, M., Ledoux, M., and
Yor, M., Eds., S\'eminaire
de Probabilit\'es XXXVIII , Lecture Notes in Mathematics
Vol. 1857 ,158-164, Springer 2005.
-
Existence of weak solutions to stochastic evolution inclusions,
C.R. Acad. Sci. Paris, Ser. I , 340 (2005),
229-234 (with M.I. Kamenski\u{i} and P. Raynaud de Fitte).
-
On asymptotic errors in discretization of processes,
The Annals of Probability, 31 (2003), 592-608
(with J. Jacod and
J.M\'emin).
- Radonification of cylindrical semimartingales by a single Hilbert-Schmidt
operator, Infinite Dimensional Analysis, Quantum Probability
and Related Topics, 5 (2002), 429-441
(with S. Kwapie\'n, P.
Raynaud de Fitte and J. Rosi\'nski).
- From convergence of functions to convergence of stochastic processes.
On Skorokhod's sequential approach to convergence in distribution,
in: V. Korolyuk,
N. Portenko & H. Syta, Eds., Skorokhod's Ideas in Probability Theory,
Insitute of Mathematics, National Academy of
Sciences of Ukraine, Kyiv 2000 , 179-194.
- Local dependencies in random fields via a Bonferroni-type inequality,
Contemporary Mathematics , 234 (1999) , 85-95 (with
J. Rosinski).
- Large deviation probabilities for sums of heavy-tailed dependent
random vectors, Communications in Statistics: Stochastic Models ,
13 (1997), 647-660 (with A.V. Nagaev and A.Yu.Zaigraev).
- Large deviation probabilities for sums of lattice random vectors
with heavy-tailed distribution, Discrete Mathematics and Applications
, 7 (1997), 313-326 (with A.V. Nagaev and A.Yu.Zaigraev).
- A non-Skorohod topology on the Skorohod space,
Electronic Journal of Probability, 2 (1997), No 4, 1-21.
- Minimal conditions in $p$-stable limit theorems II,
Stochastic Processes and their Applications, 68 (1997),1-20.
- The almost sure Skorokhod representation for subsequences in
nonmetric spaces,
Teoriya Veroyatnostei i ee Primeneniya ,
42(1997), 209-216, (SIAM translation:)
Theory of Probability and its Applications, 42(1998),
167-174.
- Convergence in various topologies for stochastic integrals driven by
semimartingales, The Annals of Probability, 24 (1996),
2141-2153.
- Continuity of the Ito stochastic integral in Hilbert spaces,
Stochastics and Stochastic Reports, 59 (1996),
169-182.
- Stable limits for associated random variables, The Annals of
Probability, 22 (1994), 1-14 (with A.R.Dabrowski).
- On multidimensional domains of attraction for stationary sequences,
Statistics and Probability Letters, 19 (1994), 321-326.
- Functional central limit theorems for a class of quadratic forms
in independent random variables,
Teoriya Veroyatnostei i ee Primeneniya , 38(1993), 600-612,
(SIAM translation:)
Theory of Probability and its
Applications, 38 (1993), 423-432, (with J.M\'emin).
- Asymptotic $(r-1)$-dependent representation for $r$th order statistic from
a stationary sequence, Stochastic Processes and their Applications,
46 (1993), 29-46.
- An asymptotic independent representation in limit theorems for maxima of
nonstationary random sequences, The Annals of Probability,
21 (1993), 819-830.
- Minimal conditions in $p$-stable limit theorems, Stochastic
Processes and their Applications, 44 (1993), 291-327.
- Asymptotic Independent Representations for Sums and Order Statistics
of Stationary Sequences , (Habilitation), Uniwersytet Miko\laja Kopernika,
Toru\'n 1991.( Link )
- Relative extremal index of two stationary sequences, Stochastic
Processes and their Applications, 37 (1991),281-297.
- A non-central functional limit theorem for quadratic forms in martingale
difference sequences, Publications de l'IRM de Rennes 1989-1990, Fasc.1:
Probabilit\'es, 1990 , 69-73.
- A normal convergence criterion for strongly mixing stationary sequences,
in: P. R\'ev\'esz, Ed., Limit Theorems in Probability and
Statistics, P\'ecs (Hungary) 1989, Coll. Math. Soc. J\'anos Bolyai
57, 281-292,North-Holland, Amsterdam 1990, (with Z.S.Szewczak).
- Stable limit distributions for strongly mixing sequences,
Statistics and Probability Letters, 8 (1989), 477-483,
(with M.Denker).
- $\alpha$-stable limit theorems for sums of dependent random vectors,
Journal of Multivariate Analysis, 29 (1989), 219-251, (with M.Kobus).
- Convergence en loi des suites d'int\'egrales stochastiques sur
l'espace $I\!\! D$ de Skorokhod, Probability Theory and Related Fields,
81 (1989), 111-137, (with J.M\'emin and G.Pages).
- Tightness criteria for random measures with application to the Principle
of Conditioning in Hilbert spaces, Probability and Mathematical Statistics,
9 (1988), 95-114.
- A note on the Invariance Principle for stationary $\phi$-mixing sequences:
tightness via stopping times, Revue Roumaine Math\'ematiques Pures et
Appliqu\'ees, XXXIII (1988), 407-412.
- Accompanying laws for processes with independent increments,
in:Yu. V.Prohorov et al., Eds., Probability Theory and
Mathematical Statistics (Proceedings of the Fourth Vilnius Conference),
Vol. 2, 27-30, VNU Science Press, Utrecht 1987.
- On the Skorokhod Topology, Annales Institut Henri Poincar\'e,
Ser. B, 22 (1986), 263-285.
- Extended convergence to continuous in probability processes with
independent increments, Probability Theory and Related Fields,
72 (1986), 55-82, (with L.S\lomi\'nski).
- Principle of Conditioning in limit theorems for sums of random variables,
The Annals of Probability, 14 (1986), 902-915. ( Link )
- Limit Theorems for Sums of Dependent Hilbert Space Valued Random
Variables (PhD Thesis, in Polish) Instytut Matematyki,
Uniwersytet Miko\laja Kopernika, Toru\`n 1982.( Link )
- Quelques remarques sur les d\'emonstrations des th\'eor\`emes limite pour
des vecteurs $d$-dimensionells al\'eatoires non ind\'ependants,
S\'eminaire de Probabilit\'es de Rennes 1980, 1-16,
(with A.K\lopotowski).
- On limit theorems for sums of dependent Hilbert space valued random
variables, Lecture Notes in Statistics, 2 (1980) ,178-187. ( Link )