In this thesis, we introduce a methodology for the simulation and parameter estimation of multivariate tempered stable distributions. Using the fact that tempered stable [...]

In this dissertation, we are mainly concerned with the sum of random exponentials. Here, the random variables are independent and identically distributed. Another distinc[...]

This dissertation contains the analysis of the general lattice non-stationary Anderson parabolic model with correlated white noise. It starts form the brief description o[...]

One of the questions in algebraic groups is about the asymptotic behavior of the probability of return of a random walk, which closely related on the growth rate of a gro[...]

We present recursive algorithms to calculate invariant distributions and fundamental matrices of Markov chains specified by the "Islands & Ports'" (IP) model. The sta[...]

We propose methods for functional predictor selection and the estimation of smooth functional coefficients simultaneously in a scalar-on-function regression problem under[...]

We study the behavior of branching process in a random environment on trees in the critical, subcritical and supercritical case. We are interested in the case when both t[...]

In this dissertation, we develop multivariate Dickman distribution and explore its properties. In addition, we utilize the Dickman distribution to approximate the small j[...]

This dissertation contains several new results concerning Moser-type optimal stopping problems. In the simplest case we consider sequence of independent uniformly distrib[...]

In this dissertation we present new results on the classification of limit distributions of random geometric processes. In particular, that develop on the work of Penrose[...]