Pages that link to "Item:Q5842847"

The following pages link to On certain limit theorems of the theory of probability (Q5842847):

Displaying 50 items.

• Testing multivariate distributions in GARCH models (Q291099) (← links)
• The limit theorem for maximum of partial sums of exchangeable random variables (Q334084) (← links)
• Convex hulls of random walks and their scaling limits (Q491191) (← links)
• Sharp probability estimates for random walks with barriers (Q839420) (← links)
• The entropic Erdős-Kac limit theorem (Q904709) (← links)
• Convergence in law of partial sum processes in \(p\)-variation norm (Q946145) (← links)
• On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables (Q968474) (← links)
• A class of limit distributions for maximum cumulative sum (Q1053344) (← links)
• Understanding spurious regressions in econometrics (Q1082027) (← links)
• Saturated chains of subsets and a random walk (Q1114686) (← links)
• The likelihood ratio test for the change point problem for exponentially distributed random variables (Q1119304) (← links)
• On the asymptotic distribution of the maximum of sums of a random number of i.i.d. random variables (Q1137319) (← links)
• Limit theorems for time of first passage across a step bound (Q1139323) (← links)
• Maximum of cumulative sums for the Cauchy distribution (Q1166824) (← links)
• Polygonal-path approximations on the path spaces of quantum-mechanical systems (Q1169581) (← links)
• Limit theorems for the time of first passage through a barrier (Q1245525) (← links)
• On the central limit theorem in Banach spaces (Q1256782) (← links)
• On the invariance principle for sums of independent identically distributed random variables (Q1258555) (← links)
• Convergence of two functionals of asymptotically normal sums of independent random variables (Q1273373) (← links)
• Application of the Feynman-Kac path integral method in finding the ground state of quantum systems (Q1301533) (← links)
• Donsker's theorem for self-normalized partial sums processes (Q1431485) (← links)
• Exploring functional CLT confidence intervals for a population mean in the domain of attraction of the normal law (Q1677500) (← links)
• A non-Wiener random walk in a two-dimensional Bernoulli environment. (Q1963550) (← links)
• Self-switching Markov chains: emerging dominance phenomena (Q2059693) (← links)
• Uniform calibration tests for forecasting systems with small lead time (Q2103980) (← links)
• Universal order statistics for random walks \& Lévy flights (Q2107263) (← links)
• A note on Erdős and Kac's identity: boundary crossing probabilities of Brownian motion over constant boundaries. A finite Markov chain imbedding approach (Q2176388) (← links)
• Extreme value distributions for two kinds of path sums of Markov chain (Q2176396) (← links)
• Exact long time behavior of some regime switching stochastic processes (Q2203615) (← links)
• On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal process (Q2227042) (← links)
• Approximation of fractional local times: zero energy and derivatives (Q2240878) (← links)
• Mixing time of an unaligned Gibbs sampler on the square (Q2274312) (← links)
• Limit theorems for the maximum of sums of independent random processes (Q2274542) (← links)
• Almost invariance of distributions for random walks on groups (Q2416555) (← links)
• Komlós-Major-Tusnády approximation under dependence (Q2447341) (← links)
• On certain systems of almost independent functions (Q2534496) (← links)
• Mixing limit theorems of maximum of absolute sums and their convergence rates (Q2576800) (← links)
• Diffusion and Einstein relation for a massive particle in a one- dimensional free gas: Numerical evidence (Q2639464) (← links)
• Continuous Markov processes and stochastic equations (Q2651517) (← links)
• Lack-of-fit Tests Based On Partial Sums of Residuals (Q2792281) (← links)
• The accuracy of strong Gaussian approximation for sums of independent random vectors (Q2868458) (← links)
• Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (Q3086360) (← links)
• Boundary crossing probabilities for high-dimensional Brownian motion (Q3188586) (← links)
• On a Generalization of the Poisson Formula for the Solution of the Heat Flow Equation (Q3237408) (← links)
• The Maximum of Sums of Stable Random Variables (Q3239636) (← links)
• The Invariance Principle for Dependent Random Variables (Q3240542) (← links)
• Nonlinear Volterra Functional Equations and Linear Parabolic Differential Systems (Q3274327) (← links)
• Stable Processes and Integral Equations (Q3276189) (← links)
• The size of the primes obstructing the existence of rational points (Q4987473) (← links)
• A limit theorem for sums of independent random elements in a Banach space (Q5117967) (← links)