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Mathematics

D-Index
32
Citations
3448
World Ranking
3243
National Ranking
1287

Overview

Magda Peligrad is affiliated with the University of Cincinnati in the United States and specializes in the field of Mathematics. Their research work spans several subfields including Mathematical Physics, Statistics and Probability, Finance, Management Science and Operations Research, and Geometry and Topology.

The primary topics covered in their work include:

  • Stochastic processes and statistical mechanics
  • Mathematical Dynamics and Fractals
  • Markov Chains and Monte Carlo Methods
  • Probability and Risk Models
  • Stochastic processes and financial applications
  • Financial Risk and Volatility Modeling
  • Random Matrices and Applications

Peligrad has published extensively, with a significant number of papers appearing in notable venues such as arXiv (Cornell University), Latin American Journal of Probability and Mathematical Statistics, Stochastic Processes and their Applications, Electronic Communications in Probability, and Statistics & Probability Letters.

Some recent papers by Peligrad include:

  • Limit theorems for linear random fields with innovations in the domain of attraction of a stable law, 2022, Stochastic Processes and their Applications
  • A new CLT for additive functionals of Markov chains, 2020, Stochastic Processes and their Applications

Peligrad frequently collaborates with other researchers. Notable co-authors include Florence Merlevède, Hailin Sang, Costel Peligrad, Jérôme Dedecker, and C. Cuny.

Best Publications

  • A Bernstein type inequality and moderate deviations for weakly dependent sequences

    Florence Merlevède;Magda Peligrad;Emmanuel Rio

  • Maximal Inequalities and an Invariance Principle for a Class of Weakly Dependent Random Variables

    Sergey Utev;Magda Peligrad

  • Almost-sure results for a class of dependent random variables

    Magda Peligrad;Allan Gut

  • Invariance Principles for Mixing Sequences of Random Variables

    Magda Peligrad

  • Recent advances in invariance principles for stationary sequences

    Florence Merlevède;Magda Peligrad;Sergey Utev

  • CENTRAL LIMIT THEOREM FOR LINEAR PROCESSES

    Magda Peligrad;Sergey Utev

  • Recent Advances in the Central Limit Theorem and Its Weak Invariance Principle for Mixing Sequences of Random Variables (A Survey)

    Magda Peligrad

  • A new maximal inequality and invariance principle for stationary sequences

    Magda Peligrad;Sergey Utev

  • A note on the almost sure central limit theorem for weakly dependent random variables

    Magda Peligrad;Qi-Man Shao

  • Bernstein inequality and moderate deviations under strong mixing conditions

    Florence Merlevède;Magda Peligrad;Emmanuel Rio

  • On the asymptotic normality of sequences of weak dependent random variables

    Magda Peligrad

  • A maximal _{}-inequality for stationary sequences and its applications

    Magda Peligrad;Sergey Utev;Wei Biao Wu

  • Central limit theorem for stationary linear processes

    Magda Peligrad;Sergey Utev

  • An Invariance Principle for $\phi$-Mixing Sequences

    Magda Peligrad

  • Convergence rates of the strong law for stationary mixing sequences

    Magda Peligrad

  • Central limit theorem for fourier transforms of stationary processes.

    Magda Peligrad;Wei Biao Wu

  • ON THE BLOCKWISE BOOTSTRAP FOR EMPIRICAL PROCESSES FOR STATIONARY SEQUENCES

    Magda Peligrad

  • Maximum of partial sums and an invariance principle for a class of weak dependent random variables

    Magda Peligrad

  • Sharp Conditions for the CLT of Linear Processes in a Hilbert Space

    Florence Merlevède;Magda Peligrad;Sergey Utev

  • Asymptotic Normality for Density Kernel Estimators in Discrete and Continuous Time

    Denis Bosq;Florence Merlevède;Magda Peligrad

  • On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries

    Marwa Banna;Florence Merlevède;Magda Peligrad

  • On Ibragimov–Iosifescu conjecture for φ-mixing sequences

    Magda Peligrad

  • The functional central limit theorem under the strong mixing condition

    Florence Merlevàde;Magda Peligrad

  • Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples

    Florence Merlevède;Magda Peligrad

  • Central limit theorem for Fourier transforms of stationary processes

    Magda Peligrad;Wei Biao Wu

Frequent Co-Authors

Qi-Man Shao
Qi-Man Shao Chinese University of Hong Kong
Wei Biao Wu
Wei Biao Wu University of Chicago

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