scientific article; zbMATH DE number 3591122

From MaRDI portal
Revision as of 10:54, 6 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4158244

zbMath0379.60040MaRDI QIDQ4158244

Michael B. Marcus, Lawrence A. Shepp

Publication date: 1972


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



Related Items (44)

Large deviations for Bernstein bridgesAsymptotic behaviour of Gaussian processes with integral representation.The distribution of the maximum of particular random fieldsOn extremes and streams of upcrossing.Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local timesCovariance identities for normal variables via convex polytopesOn distribution of the norm for normal random elements in the space of continuous functionsLocal asymptotic classes for the successive primitives of Brownian motionGaussian lacunary series and the modulus of continuity for Gaussian processesSpeeds of metric probability convergenceCouplings and strong approximations to time-dependent empirical processes based on i.i.d. fractional Brownian motionsA remarkable homogeneous Banach algebraCharacterization-based approach for construction of goodness-of-fit test for Lévy distributionLarge deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion inputHierarchical model reduction driven by machine learning for parametric advection-diffusion-reaction problems in the presence of noisy dataBahadur efficiency of EDF based normality tests when parameters are estimatedPrediction for computer experiments with both quantitative and qualitative factorsModerate deviations inequalities for Gaussian process regressionParametric estimation from approximate data: non-Gaussian diffusionsA new proof of a sufficient condition for discontinuity of Gaussian processesRandom hysteresis loopsComparison of efficiencies of some symmetry tests around an unknown centreSome limit results for probabilities estimates of Brownian motion with polynomial driftFavourite sites of transient Brownian motionComparison results for the lower tail of Gaussian seminormsModuli of continuity of local times of strongly symmetric Markov processes via Gaussian processesMultiscale analysis of Gaussian Markov processes of order \(p\) on (0,1)The Brunn-Minkowski inequality in Gauss spaceMonotonicity of certain functionals under rearrangementMaxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indicesStrong approximation of continuous time stochastic processesDistribution results for the occupation measures of continuous Gaussian fieldsA comparison theorem of Marcus-Shepp in the uniform continuity of Gaussian processesTime-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughnessRegularity of Gaussian processesNew consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficienciesBayesian numerical methods for nonlinear partial differential equationsRégularité de processus gaussiensApproximating Shepp's constants for the Slepian processOn excursion sets, tube formulas and maxima of random fields.Asymptotic analysis of Gaussian integrals. II: Manifold of minimum pointsA generalization of the Chung-Mogul'skii law of the iterated logarithmRate of convergence in the central limit theorem for empirical processesOn the large deviation principle of generalized Brownian bridges







This page was built for publication: