(with P. Dyszewski, A. Iksanov, A. Marynych and A. Roitershtein) Stable limit laws for random walk in a sparse random environment I: moderate sparsity,
pdf.
(with K. Bogus and A. Marynych) Self-similar solutions of kinetic-type equations: the critical case,
pdf.
(with P. Dyszewski) Precise large deviations for random walk in random environment,
pdf.
(with M. Maœlanka) Large deviation estimates for branching random walks,
pdf.
(with P. Dyszewski) Precise large deviation estimates for branching process in random environment,
pdf.
(with P. Dyszewski and K. Kolesko) Local fluctuations of critical Mandelbrot cascades,
to appear in Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, pdf.
(with M. Maœlanka) Precise large deviations of the first passage time,
to appear in Proceedings of AMS, pdf.
List of publications
(with E. Damek and J. Zienkiewicz) Pointwise estimates for exceedance times of perpetuity sequences,
Stochastic Processes and their Applications, 128(9), 2923-2951, 2018, pdf.
(with P. Dyszewski, A. Iksanov and A. Marynych) On perpetuities with
gamma-like tails, Journal of Applied Probability, 55(2), 368-389, 2018,
pdf.
(with G. Alsmeyer and A. Iksanov) Null-recurrence and transience of random difference equations in the contractive case,
Journal of Applied Probability, 54(4), 1089-1110, 2017, pdf.
(with S. Mentemeier) Precise Tail Asymptotics for Attracting Fixed Points of Multivariate Smoothing Transformations,
Markov Processes and Related Fields, 23, 147-170, 2017,
pdf.
(with E. Damek) A simple proof of heavy tails estimates for affine type Lipschitz recursions,
Stochastic Processes and their Applications, 127, 657–668, 2017, pdf.
(with E. Damek and J. Zienkiewicz) On the Kesten-Goldie constant,
Journal of Difference Equations and Applications, 22(11), 1646-1662, 2016, pdf.
(with J. F. Collamore, E. Damek and J. Zienkiewicz) Large deviation estimates for exceedance times of perpetuity sequences and their dual processes,
Annals of Probability, Vol. 44, No. 6, 3688-3739, 2016, pdf.
(with S. Mentemeier) Precise Large Deviation Results for Products of Random Matrices,
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Vol. 52, No. 3, 1474–1513, 2016,
pdf.
(with S.Brofferio) On unbounded invariant measures of stochastic dynamical systems,
Annals of Probability 43(3), 1456-1492, 2015
arxiv.org/abs/1304.7145.
(with E.Damek and J. Zienkiewicz) Precise tail asymptotics of fixed points of the smoothing transform with general weights,
Bernoulli 21(1), 489–504, 2015 arxiv.org/pdf/1504.03144v1.
(with E. Damek and T. Przebinda) On the rate of convergence in the Kesten renewal theorem,
Electronic Journal of Probability, 20 , no. 22, 1–35, 2015
pdf.
(with A. Iksanov) Functional limit theorems for divergent perpetuities in the contractive case,
Electronic Communications in Probability, Vol. 20, no. 10, 1-14, 2015,
pdf.
(with E. Damek, Y. Guivarc'h and S. Mentemeier) On multidimensional Mandelbrot cascades,
Journal of Difference Equations and Applications, Volume 20, Issue 11, pages 1523-1567, 2014
arxiv.org/abs/1109.1845.
(with K.Kolesko) Linear stochastic equations in the critical case,
Journal of Difference Equations and Applications,
Volume 20, Issue 2, 188-209, 2014,
arxiv.org/abs/1210.7732.
(with S. Brofferio and E.Damek) On solutions of the affine recursion and the smoothing transform in the critical case,
Springer Proceedings in Mathematics & Statistics Volume 53,
Random Matrices and Iterated Random Functions,
2013, pp 137-157
pdf.
(with E. Damek, T. Mikosch and J. Zienkiewicz) Large deviations for solutions to stochastic
recurrence equations
under Kesten's condition,
Annals of Probability, Vol. 41, No. 4, 2755–2790, 2013, pdf.
(with E.Damek, S.Mentemeier and M.Mirek) Heavy tailed solutions of multivariate smoothing transforms,
Stochastic Processes and their Applications, Vol. 123, 1947-1986, 2013 arxiv.org/abs/1206.1709.
(with M. Letachowicz) Limit theorems for stochastic recursions with Markov dependent coefficients,
Colloquium Mathematicum, 128, 263-276, 2012 pdf.
(with S. Brofferio and E. Damek) On the invariant measure of the random difference equation $X_n=A_n X_{n-1}+ B_n$ in the critical case,
Annales de l'Institut Henri Poincare (B) Probability and Statistics, Vol. 48, No. 2, 377–395, 2012
arxiv.org/abs/0809.1864.
(with E. Damek and M. Mirek)
Asymptotics of stationary solutions of multivariate
stochastic recursions with heavy tailed inputs and related
limit theorems, Stochastic Processes and their Applications, Vol. 122(1), 42-67, 2012,
pdf.
(with K. Kolesko) Random walks on the affine group of a homogeneous
tree in the drift-free case
, Journal of Theoretical Probability, Vol. 25(1), 189-204, 2012,
pdf.
(with E. Damek and Y. Guivarch) Convergence to stable laws
for a class of multidimensional stochastic recursions, Probability Theory and Related Fields, 148, 3-4,
333-402, 2010,
arxiv.org/abs/0809.4349.
(with E. Damek) Regular behavior at infinity of stationary measures of stochastic
recursion on NA groups, Colloquium Mathematicum, 118, 499-523, 2010,
pdf.
On tails of fixed points of the smoothing transform in the boundary case,
Stochastic Processes and their Applications,
Vol. 119(11), 3955-3961, 2009,
pdf.
(with E. Damek, Y. Guivarch, A. Hulanicki and R. Urban) Tail-homogeneity of stationary measures for some
multidimensional stochastic recursions,
Probability Theory and Related Fields,
145, 385-420, 2009,
pdf.
On behavior at infinity of invariant measures of stochastic recursions in a critical case,
Annals of Applied Probability, 17(4), 1245–1272, 2007, pdf.
On tails of stationary measures on a class of solvable groups, Annales de l'Institut Henri Poincare (B) Probability and Statistics,
43 (4), 417-440, 2007, pdf.
(with T. Martinez and J.L. Torrea) Calderon-Zygmund operators associated to ultraspherical expansions,
Canadian Journal of Mathematics, Vol.59 , No.6, 1223-1244, 2007, pdf
(with J.J. Betancor, J.C. Farina, T. Martinez and J.L. Torrea) On the Riesz transform associated to Hankel
transformation,
Proceedings of the Royal Society of Edinburgh. Sect A 137 (4) 701--725, 2007, pdf.
(with E. Damek and A. Hulanicki) Asymptotic behavior of Poisson kernels on NA
groups, Communications in PDE, 31, 1547 - 1589, 2006, pdf
(with T. Martinez, J.L. Torrea and R. Urban) On the Riesz
transform and weighted inequalities associated with the ultraspherical
polynomials, Journal d'Analyse Mathematique, Vol. 98, 113 -- 143, 2006, pdf.
(with Ch. Benson, E. Damek and G. Ratcliff) Differential systems
of type (1,1) on Hermitian symmetric spaces and their solutions , Journal of Functional
Analysis, 215 (2), 427-475, 2004, pdf.
(with A. Bonami, E. Damek, A.Hulanicki and Ph. Jaming) Maximum
boundary regularity of bounded Hua-harmonic functions on tube domains, Journal of Geometric Analysis, 14(3), 457-486,
2004, pdf.
The Hua system on irreducible Hermitian symmetric
spaces of nontube type, Annales De L'Institut Fourier,
54, 81-128, 2004, pdf.
(with A. Bonami, E. Damek, A. Hulanicki, R. Penney and B. Trojan) Hua
system and pluriharmonicity for symmetric irreducible Siegel domains of type
II, Journal of Functional Analysis, 188, no. 1, 38 - 74, 2002, pdf
(with E. Damek and A. Hulanicki) Bounded pluriharmonic functions
on symmetric irreducible Siegel domains, Mathematische Zeitschrift,
240, no. 1, 169 - 195, 2002, pdf.
(with E. Damek) Hua-harmonic functions on symmetric type two
Siegel domains, Rend. Mat. Acc. Lincei, vol. 13, 2002, pdf.