scientific article; zbMATH DE number 3070778

From MaRDI portal
Revision as of 05:27, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5808897

zbMath0045.40602MaRDI QIDQ5808897

Gisiro Maruyama

Publication date: 1949


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



Related Items (37)

Ergodic properties of random measures on stationary sequences of setsMelnikov processes and chaos in randomly perturbed dynamical systemsApproximation of stationary solutions to SDEs driven by multiplicative fractional noiseLower functions and Chung's LILs of the generalized fractional Brownian motionGaussian sample functions and the Hausdorff dimension of level crossingsCentral limit theorems for parabolic stochastic partial differential equationsConvex rearrangements, generalized Lorenz curves, and correlated Gaussian dataErgodic cocycles of IDPFT systems and non-singular Gaussian actionsChung's law of the iterated logarithm for subfractional Brownian motionWeakly and strongly mixing locally compact abelian groups of measure preserving transformations with application to abelian groups of Gaussian automorphismsA simple geometric construction of weakly mixing flows which are not strongly mixingA general drift estimation procedure for stochastic differential equations with additive fractional noiseUnnamed ItemA GMM approach to estimate the roughness of stochastic volatilityCumulants asymptotics for the zeros counting measure of real Gaussian processesCentral limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's methodFourier Analysis of Periodic Weakly Stationary Processes: A Note on Slutsky’s ObservationComplex-valued Wiener measure: An approach via random walk in the complex planeA result on the stability of linear differential equations with random coefficientsSample path properties of bifractional Brownian motionErgodic properties of stationary Poisson sequencesLeast energy approximation for processes with stationary incrementsErgodic properties of max-infinitely divisible processesSome extensions of linear approximation and prediction problems for stationary processesErgodic properties of anomalous diffusion processesA representation of Gaussian processesNotes on Fourier analysis, XL. Remark on the Rademacher systemA stochastic model in mobile communicationsOn infinitely divisible self-similar random fieldsSpatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3Spatial ergodicity for SPDEs via Poincaré-type inequalitiesThe one-dimensional diffusion process and unitary representations of \(R^ 1\).Variance linearity for real Gaussian zerosSpectral properties of processes derived from stationary Gaussian sequencesNull flows, positive flows and the structure of stationary symmetric stable processesOn Gaussian processes with simple spectrumRecurrence of multi-dimensional diffusion processes in Brownian environments







This page was built for publication: