Kevei Péter; Mason David M.:
Couplings and strong approximations to time-dependent empirical processes based on I.I.D. fractional Brownian motions.
JOURNAL OF THEORETICAL PROBABILITY, 30 (3).
pp. 729-770.
ISSN 0894-9840
(2017)
Kevei Péter; Mason David M.:
On the Breiman conjecture.
Proceedings of the American Mathematical Society, 144 (9).
pp. 4043-4053.
ISSN 0002-9939
(2016)
Kevei Péter; Mason David M.:
The limit distribution of ratios of jumps and sums of jumps of subordinators.
ALEA-Latin American Journal of Probability and Mathematical Statistics, 11 (2).
pp. 631-642.
ISSN 1980-0436
(2014)
Kevei Péter; Mason David M.:
Randomly weighted self-normalized Lévy processes.
Stochastic Processes and their Applications, 123 (2).
pp. 490-522.
ISSN 0304-4149
(2013)
Kevei Péter; Mason David M.:
A more general maximal Bernstein-type inequality.
In:
High Dimensional Probability VI, The Banff Volume (eds. Christian Houdré - David M. Mason - Jan Rosinski - Jon A. Wellner). Banff, 9-14 October 2011.
Progress in Probability
(66).
Birkhäuser, Basel, pp. 55-62.
(2013)
ISBN 978-3-0348-0489-9