scientific article

Publication date: 25 November 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Axioms; other general questions in probability (60A05) Probability theory (educational aspects) (97K50)

Related Items (only showing first 100 items - show all)

On the Distribution of Matrix Quadratic Forms ⋮ THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS ⋮ Simple formulas for stationary distributions and stochastically stable states ⋮ Long time asymptotics for constrained diffusions in polyhedral domains ⋮ A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions ⋮ Trapping Brownian ensemble optimally using broadcast stochastic receding horizon control ⋮ Propagation of chaos for large Brownian particle system with Coulomb interaction ⋮ A view from the bridge spanning combinatorics and probability ⋮ The Klee–Minty random edge chain moves with linear speed ⋮ Detection and Diagnosis of Unknown Abrupt Changes Using CUSUM Multi-Chart Schemes ⋮ The loop-erased random walk and the uniform spanning tree on the four-dimensional discrete torus ⋮ Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation ⋮ Pricing Discrete European Barrier Options Using Lattice Random Walks ⋮ Aspects of optimization with stochastic dominance ⋮ Uniform Distributions on the Integers: A connection to the Bernouilli Random Walk ⋮ Measurement-induced Boolean dynamics and controllability for closed quantum networks ⋮ Cutoff phenomenon for nearest Lamperti's random walk ⋮ Estimating Sensitivities of Portfolio Credit Risk Using Monte Carlo ⋮ The Siblings of the Coupon Collector ⋮ A Gaussian process related to the mass spectrum of the near-critical Ising model ⋮ Sampling best response dynamics and deterministic equilibrium selection ⋮ A density-matching approach for optimization under uncertainty ⋮ Time-uniform Chernoff bounds via nonnegative supermartingales ⋮ Estimation of state-dependent jump activity and drift for Markovian semimartingales ⋮ Stochastic spikes and Poisson approximation of one-dimensional stochastic differential equations with applications to continuously measured quantum systems ⋮ Convergence analysis of the discrete consensus-based optimization algorithm with random batch interactions and heterogeneous noises ⋮ A boundary local time for one-dimensional super-Brownian motion and applications ⋮ Estimating the number of basins of attraction of multi-objective combinatorial problems ⋮ The logarithmic Zipf law in a general urn problem ⋮ Copula versions of distance multivariance and dHSIC via the distributional transform – a general approach to construct invariant dependence measures ⋮ Causal inference for continuous-time processes when covariates are observed only at discrete times ⋮ Eigenvalues of quantum walk induced by recurrence properties of the underlying birth and death process: application to computation of an edge state ⋮ Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement ⋮ Nearly Optimal Bernoulli Factories for Linear Functions ⋮ Scaling limits for one-dimensional long-range percolation: using the corrector method ⋮ Analysis and optimization of weighted ensemble sampling ⋮ Variational analysis of constrained M-estimators ⋮ Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process ⋮ The role of the information set for forecasting -- with applications to risk management ⋮ Gaussian approximations for phylogenetic branch length statistics under stochastic models of biodiversity ⋮ Some results on random unimodular lattices ⋮ Asymptotic distributions for power variation of the solution to a stochastic heat equation ⋮ A binary search scheme for determining all contaminated specimens ⋮ Spectral estimates for high‐frequency sampled continuous‐time autoregressive moving average processes ⋮ Social network formation and strategic interaction in large networks ⋮ Waiting for regulatory sequences to appear ⋮ Consensus in Networks of Multiagents with Stochastically Switching Topologies and Time-Varying Delays ⋮ Ergodicity of Sublinear Markovian Semigroups ⋮ Two-Stage Importance Sampling With Mixture Proposals ⋮ A surveillance procedure for random walks based on local linear estimation ⋮ Lasso with long memory regression errors ⋮ Large Sample Behavior of the CTE and VaR Estimators under Importance Sampling ⋮ THE STOCHASTIC WAVE EQUATION DRIVEN BY FRACTIONAL BROWNIAN NOISE AND TEMPORALLY CORRELATED SMOOTH NOISE ⋮ Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach ⋮ Tail Approximations for Maxima of Random Fields by Likelihood Ratio Transformations ⋮ Extreme value distribution of a recursive-type detector in linear model ⋮ Kernel estimation of quantile sensitivities ⋮ Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity ⋮ An upper bound on the convergence time of the Gibbs sampler in Ising models ⋮ Host-parasitoid dynamics of a generalized Thompson model ⋮ Consistency of Bayesian linear model selection with a growing number of parameters ⋮ On suboptimal LCS-alignments for independent Bernoulli sequences with asymmetric distributions ⋮ From Graph Theory to Models of Economic Networks. A Tutorial ⋮ Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors ⋮ A level-1 limit order book with time dependent arrival rates ⋮ Strong Reductions and Isomorphism of Complete Sets ⋮ Self-Interacting Markov Chains: Some Asymptotics ⋮ BRANCHING STRUCTURE FOR THE TRANSIENT (1, R)-RANDOM WALK IN RANDOM ENVIRONMENT AND ITS APPLICATIONS ⋮ On Robust and Efficient Estimation of the Center of Symmetry ⋮ Wireless scheduling with partial channel state information: large deviations and optimality ⋮ Non-triviality of the Poisson boundary of random walks on the group of Monod ⋮ Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk ⋮ An asymptotic distribution of compound Poisson distribution ⋮ Asymptotic distribution of the numbers of vertices and arcs of the giant strong component in sparse random digraphs ⋮ An Asymptotic Analysis of the Bootstrap Bias Correction for the Empirical CTE ⋮ Stability of reaction–diffusion systems with stochastic switching ⋮ A binary control chart to detect small jumps ⋮ Testing serial non-independence by self-centring and self-normalizing ⋮ On the fragmentation of a torus by random walk ⋮ A multitype sticky particle construction of Wasserstein stable semigroups solving one-dimensional diagonal hyperbolic systems with large monotonic data ⋮ Kemeny's constant for one-dimensional diffusions ⋮ Branching Brownian motion with spatially homogeneous and point-catalytic branching ⋮ A Theory of Distributed Markov Chains ⋮ ENTANGLEMENT CONCENTRATION AND DILUTION REVISITED ⋮ A Spine Approach to Branching Diffusions with Applications to L p -Convergence of Martingales ⋮ A non-increasing tree growth process for recursive trees and applications ⋮ Divergent Perpetuities Modulated by Regime Switches ⋮ Time-like Graphical Models ⋮ SOME REMARKS ON THE DOZIER–SILVERSTEIN THEOREM FOR RANDOM MATRICES WITH DEPENDENT ENTRIES ⋮ Nonparametric Gaussian inference for stable processes ⋮ A weak limit theorem for Galton-Watson processes in varying environments ⋮ Histogram-based embedding for learning on statistical manifolds ⋮ A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations ⋮ A quickest detection problem with an observation cost ⋮ Random walks on discrete point processes ⋮ Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process ⋮ Nonparametric regression estimation for functional stationary ergodic data with missing at random ⋮ One-dimensional system arising in stochastic gradient descent ⋮ Quenched invariance principles for random walks and elliptic diffusions in random media with boundary ⋮ The Coupon Collector's Problem Revisited: Asymptotics of the Variance

This page was built for publication: