The following pages link to Zdzisław Rychlik (Q587535):
Displaying 50 items.
- Time difference on the Brownian curve (Q1366723) (← links)
- Convergence of a branching type recursion with non-stationary immigration (Q1377358) (← links)
- Sequential estimation for a family of counting processes in the nuisance parameter case (Q1383241) (← links)
- Large deviations probabilities for random walks in the absence of finite expectations of jumps (Q1400830) (← links)
- Large deviation principle for optimal filtering (Q1401569) (← links)
- On large deviation convergence of invariant measures (Q1411352) (← links)
- Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks (Q1413670) (← links)
- Convergence rates in the strong laws for a class of dependent random fields (Q1413706) (← links)
- Rate of convergence to the semi-circular law (Q1416781) (← links)
- On strong versions of the central limit theorem. (Q1424449) (← links)
- Some functional limit theorems for the infinite series of OU processes (Q1425583) (← links)
- The functional moderate deviations for Harris recurrent Markov chains and applications. (Q1426660) (← links)
- Large deviations of empirical measures under symmetric interaction (Q1426858) (← links)
- Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence (Q1428297) (← links)
- Sharp asymptotic results for simplified mutation-selection algorithms (Q1429118) (← links)
- Simulation of two-dimensional fractional Gaussian noise (Q1431347) (← links)
- Limit theorems for random normalized distortion (Q1431553) (← links)
- Phase transitions and metastability in Markovian and molecular systems (Q1431561) (← links)
- Regular variation in the mean and stable limits for Poisson shot noise (Q1433462) (← links)
- On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages (Q1568300) (← links)
- Turbulent diffusion in Markovian flows (Q1578584) (← links)
- Large deviations of random vector fields with applications to economics (Q1586919) (← links)
- The weak law of large numbers in martingale type \(p\) Banach spces under a general condition of Cesàro type (Q1589195) (← links)
- A large deviation principle for weighted sums of independent identically distributed random variables (Q1593782) (← links)
- Limit theorems for time and place of the first boundary passage by a multidimensional random walk (Q1595575) (← links)
- Weak convergence of randomly indexed sequences of random variables (Q1600607) (← links)
- Convergence in law of random sums with nonrandom centering (Q1600645) (← links)
- Estimate from below for large deviation probabilities of a sum of independent random variables with finite variances (Q1603214) (← links)
- On probabilities of moderate deviations (Q1603218) (← links)
- Refined Baum-Katz laws for weighted sums of iid random variables (Q1771473) (← links)
- Functional approach of large deviations in general spaces (Q1776121) (← links)
- An invariance principle for diffusion in turbulence (Q1807215) (← links)
- A Berry-Esseen type estimate for a weakly associated vector random field (Q1810228) (← links)
- On the invariance principle of \(\rho\)-mixing sequences of random variables (Q1824933) (← links)
- SLLN for weighted independent identically distributed random variables (Q1827467) (← links)
- Continuation theorems of the extremes under power normalization (Q1847583) (← links)
- Fast graphs for the random walker (Q1849735) (← links)
- Rates in the empirical central limit theorem for stationary weakly dependent random fields. (Q1857355) (← links)
- Estimates of the rate of approximation in a de-Poissonization lemma (Q1863438) (← links)
- On the sector condition and homogenization of diffusions with a Gaussian drift (Q1869045) (← links)
- Gaussian approximation theorems for urn models and their applications (Q1872367) (← links)
- Large-deviation local theorem for additive functionals of a Markov Gaussian field. III (Q1873202) (← links)
- Normal approximation under local dependence. (Q1879812) (← links)
- A uniform functional law of the logarithm for the local empirical process. (Q1879830) (← links)
- Asymptotic behaviors for partial sum processes of a Gaussian sequence (Q1882150) (← links)
- Equivalence of Gaussian measures for some nonstationary random fields (Q1883276) (← links)
- Asymptotic behavior of generalized risk processes (Q1887427) (← links)
- Large deviation asymptotics for occupancy problems. (Q1889799) (← links)
- Moderate deviations for martingales and mixing random processes (Q1915835) (← links)
- An extension of a theorem on gambling systems to arbitrary binary random variables (Q1916227) (← links)
