Visiting positions:

• Ruhr-Universität Bochum (1988, 1990)
• Oxford University (1991)
• University of North Carolina at Chapel Hill (1992)
• Case Western Reserve University (1993, 1995)
• Machigan State University (1994, 1999)
• IMPA, Rio de Janeiro (1995, 1996, 1997)
• Universita di Roma „Tor Vergata“ (1997)
• Université de Paris Sud Orsay (1997)
• Université de Cergy Pontoise (1999)
• Université de Lille 1 (2000)

Main publications:

• On the Markov property of a class of linear infinitely divisible fields, Zeit. Wahrsch. verw. Geb. 49 (1979), 239-311.
• On L² and non-L² multiple stochastic integration. In: M.Arato, D.Vermes and A.V.Balakrishan (eds.), Stochastic Differential Systems. Lecture Notes Control Inform. Sci., vol. 36, pp 212-226. Springer:Berlin etc. 1981.
• Zones of attraction of self-similar integrals, Lithuanian Math. J. 22, (1982), 185-201.
• On multiple Poisson stochastic integrals and associated Markov semigroups, Probab. Math. Statistit. 3 (1984), 217-239.
• CTL and other limit theorems for functionals of Gaussian processes, Zeit. Wahrsch. verw. Geb. 70 (1985), 191-212 (with L.Giraitis).
• Multivariate Appell polynomials and the central limit theorem. In: E.Eberlein and M.S.Taqqu (eds.), Dependence in Probability and Statistics, pp. 21-71. Birkhauser: Boston, 1986 (with L.Giraitis).
• Markov fields with polygonal realizations, Probab. Th. Rel. Fields 80 (1989), 543-579 (with T.Arak).
• A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate, Probab. Th. Rel. Fields 86 (1990), 87-104 (with L.Giraitis).
• Point-based polygonal models for random graphs, Adv. Appl. Prob. 25 (1993), 348-372 (with T.Arak and P.Clifford).
• Stable mixed moving averages, Probab. Th. Rel. Fields 97 (1993), 543-558 (with J.Rosinski, V.Mandrekar and S.Cambains).
• Stratified structure of the Universe and Burgers' equation - a probabilistic approach, Probab. Th. Rel. Fields 100 (1994) 457 - 484 (with S.Albeverio and S.Molchanov).
• Hyperbolic asymptotics in Burgers' turbulence and extremal processes, Comm.Math.Phys. 168 (1995), 209 - 226 (with S.Molchanov and W.Woyczynski).
• Asymptotic normality of regression estimators with long memory errors, Statist. Probab. Letters 29 (1996), 317-335 (with L.Giraitis and H.L.Koul).
• The large-scale structure of the Universe and quasi-Voronoi tesselation structure of shock fronts in forced Burgers' turbulence in R^d, Ann. Appl. Probab. 7 (1997), 200-228 (with S.A.Molchanov and W.A.Woyczynski).
• Asymptotic expansion of M-estimators with long memory errors, Ann. Statist. 25 (1997), 818-850 (with H.L.Koul).
• An exclusion process with two types of particles and the hydrodynamic limit, Markov Proc. Rel. Fields 4 (1998), 131-174 (with V.Sidoravicius and M.E.Vares).
• On the truncated anisotropic long-range percolation on Z², Stoch. Proc. Appl. 81 (1999), 337-349 (with V.Sidoravicius and M.E.Vares).
• Variance-type estimators of long memory, Stoch. Proc. Appl. 80 (1999), 337-349 (with L.Giraitis and P.Robinson).
• Long range dependence and Appell rank, Ann.Probab. (forthcoming).
• A model for long memory conditional heteroscedasticity, Ann. Appl. Probab. (forthcoming) (with L.Giraitis and P.Robinson).
• Asymptotics of empirical processes of long memory moving averages with infinite variance, Stoch. Proc. Appl. (forthcoming).

Contact information:
Phone: +(370 5) 21 09 730
Fax: +(370 5) 27 29 209
E-mail: sdonatas@ktl.mii.lt