The following pages link to (Q3921896):
Displaying 7 items.
- Defining extremes and trimming by minimum covering sets (Q916195) (← links)
- Large deviations for random walks under subexponentiality: The big-jump domain (Q948750) (← links)
- A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables (Q1110899) (← links)
- Matrix normalised stochastic compactness for a Lévy process at zero (Q1663896) (← links)
- Characteristic functions and compactness of distributions of sums of independent random variables (Q1746419) (← links)
- Stochastic compactness of distributions of sums of independent random variables with finite variances (Q2401236) (← links)
- The asymptotic distribution of self-normalized triangular arrays (Q2576803) (← links)
