Adam Jakubowski - list of mathematical publications

Last update - 27 April 2025

• Filling a gap in the Blackwell-Dubins construction, to appear in: Theory of Probability and Mathematical Statistics (2025).
• 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 )