Simeon M. Berman

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Person:495336

Available identifiers

zbMath Open berman.simeon-mDBLP166/9926WikidataQ102123336 ScholiaQ102123336MaRDI QIDQ495336

List of research outcomes





PublicationDate of PublicationType
Rank inversions in the scoring of examinations consisting of several subtests2015-09-10Paper
Probabilistic Analysis of the Efficacy of Periodic Testing of Employees2011-01-13Paper
Legendre polynomial kernel estimation of a density function with censored observations and an application to clinical trials2007-07-18Paper
Theory & Methods: Approximate Identifiability, Moments and Censored Data2002-07-28Paper
https://portal.mardi4nfdi.de/entity/Q27368102001-09-11Paper
A stochastic-covariate failure model with an application to case-control analysis2001-08-17Paper
Rank inversions in scoring multipart examinations1997-07-31Paper
Distributions associated with markov processes with killing1996-10-14Paper
Perturbation of normal random vectors by nonnormal translations, and an application to HIV latency time distributions1995-03-30Paper
Optimal timing of antiviral therapy in HIV infection1995-01-29Paper
A bivariate markov process with diffusion and discrete components1994-11-17Paper
A class of laplace transforms arising in a diffusion problem1994-06-02Paper
https://portal.mardi4nfdi.de/entity/Q31395031994-05-19Paper
A central limit theorem for extreme sojourns of diffusion processes1994-01-30Paper
Conditioning a diffusion at first-passage and last-exit times, and a mirage arising in drug therapy for HIV1993-09-07Paper
https://portal.mardi4nfdi.de/entity/Q40232001993-01-23Paper
The tail of the convolution of densities and its application to a model of HIV-latency time1993-01-16Paper
Central limit theorems for extreme Sojourns of stationary Gaussian processes1992-09-27Paper
A central limit theorem for the renormalized self-intersection local time of a stationary vector Gaussian process1992-06-28Paper
Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes1992-06-27Paper
https://portal.mardi4nfdi.de/entity/Q39734411992-06-26Paper
Self-intersections and local nondeterminism of Gaussian processes1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33595041991-01-01Paper
Measure of the multiple self-intersection set of a markov process1990-01-01Paper
A stochastic model for the distribution of HIV latency time based on T4 counts1990-01-01Paper
The maximum of a Gaussian process with nonconstant variance: A sharp bound for the distribution tail1989-01-01Paper
Sojourn Times in a Cone for a Class of vector Gaussian Processes1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38333351989-01-01Paper
Extreme sojourns of diffusion processes1988-01-01Paper
Sojourns and extremes of a stochastic process defined as a random linear combination of arbitrary functions1988-01-01Paper
The modulator of the local time1988-01-01Paper
Spectral conditions for local nondeterminism1987-01-01Paper
An Extension of Plackett’s Differential Equation for the Multivariate Normal Density1987-01-01Paper
Poisson and extreme value limit theorems for Markov random fields1987-01-01Paper
Extreme sojourns of a Gaussian process with a point of maximum variance1986-01-01Paper
The supremum of a process with stationary independent and symmetric increments1986-01-01Paper
Multiple Images and Local Times of Measurable Functions1986-01-01Paper
Extreme sojourns for random walks and birth-and-death processes1986-01-01Paper
The maximum of a Gaussian process with nonconstant variance1985-01-01Paper
An asymptotic bound for the tail of the distribution of the maximum of a Gaussian process1985-01-01Paper
Joint continuity of the local times of Markov processes1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36979831985-01-01Paper
Sojourns above a high level for a gaussian process with a point of maximum variance1985-01-01Paper
An asymptotic formula for the distribution of the maximum of a Gaussian process with stationary increments1985-01-01Paper
Correction to: Sojourns and extremes of Gaussian processes1984-01-01Paper
Unboundedness of sample functions of stochastic processes with arbitrary parameter sets, with applications to linear and \(l_ p\)-valued parameters1984-01-01Paper
Limiting distribution of sums of nonnegative stationary random variables1984-01-01Paper
A sojourn limit theorem for gaussian processes with increasing variance1984-01-01Paper
Sojourns of vector Gaussian processes inside and outside spheres1984-01-01Paper
Sojourns and extremes of Fourier sums and series with random coefficients1983-01-01Paper
Sojourns of stationary processes in rare sets1983-01-01Paper
Multiple images of stochastic processes1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36641421983-01-01Paper
Nonincrease Almost Everywhere of Certain Measurable Functions with Applications to Stochastic Processes1983-01-01Paper
High level sojourns of a diffusion process on a long interval1983-01-01Paper
Sojourns and extremes of stationary processes1982-01-01Paper
Local times for stochastic processes which are subordinate to Gaussian processes1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37027911982-01-01Paper
Sojourns and extremes of a diffusion process on a fixed interval1982-01-01Paper
Local times of stochastic processes with positive definite bivariate densities1981-01-01Paper
Application of ordered topological vector spaces in the modelling of visual difference thresholds1980-01-01Paper
A compound Poisson limit for stationary sums, and sojourns of Gaussian processes1980-01-01Paper
Correction to Sojourns and extremes of Gaussian processes1980-01-01Paper
Isotropic Gaussian processes on the Hilbert sphere1980-01-01Paper
Stationarity, isotropy and sphericity in ?p1980-01-01Paper
A class of isotropic distributions in \(R_n\) and their characteristic functions1979-01-01Paper
A nonlinear integral equation for visual impedance1979-01-01Paper
High level sojourns for strongly dependent Gaussian processes1979-01-01Paper
Gaussian processes with biconvex covariances1978-01-01Paper
The mathematical theory of lateral impedance of visual activity and an application of Markov processes1978-01-01Paper
Laterally induced impedance effects in vision1978-01-01Paper
A new kind of tightness of probability measures, and its applications to integral functionals of stochastic processes1978-01-01Paper
A new characterization of characteristic functions of absolutely continuous distributions1975-01-01Paper
A Gaussian paradox: determinism and discontinuity of sample functions1974-01-01Paper
Sojourns and extremes of Gaussian processes1974-01-01Paper
Excursions of stationary Gaussian processes above high moving barriers1973-01-01Paper
Local nondeterminism and local times of Gaussian processes1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56808231973-01-01Paper
A class of limiting distributions of high level excursions of Gaussian processes1972-01-01Paper
Maximum and High Level Excursion of a Gaussian Process with Stationary Increments1972-01-01Paper
Gaussian Sample Functions: Uniform Dimension and Hölder Conditions Nowhere1972-01-01Paper
Excursions above high levels for stationary Gaussian processes1971-01-01Paper
Asymptotic Independence of the Numbers of High and Low Level Crossings of Stationary Gaussian Processes1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56274941971-01-01Paper
Maxima and High Level Excursions of Stationary Gaussian Processes1971-01-01Paper
Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties1970-01-01Paper
Occupation times of stationary gaussian processes1970-01-01Paper
Second order random fields over l p with homogeneous and isotropic increments1969-01-01Paper
Local Times and Sample Function Properties of Stationary Gaussian Processes1969-01-01Paper
Harmonic Analysis of Local Times and Sample Functions of Gaussian Processes1969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56151101969-01-01Paper
Some Continuity Properties of Brownian Motion with the Time Parameter in Hilbert Space1968-01-01Paper
Correction1967-01-01Paper
Sign-invariant random elements in Hubert space1967-01-01Paper
A Version of the Levy-Baxter Theorem for the Increments of Brownian Motion of Several Parameters1967-01-01Paper
An Occupation Time Theorem for the Angular Component of Plane Brownian Motion1967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56229761967-01-01Paper
Sign-Invariant Random Variables and Stochastic Processes with Sign-invariant Increments1965-01-01Paper
A renewal theoretic model for chronic disease statistics1965-01-01Paper
Limiting Distribution of the Maximum of a Diffusion Process1964-01-01Paper
Limit Theorems for the Maximum Term in Stationary Sequences1964-01-01Paper
Note on Extreme Values, Competing Risks and Semi-Markov Processes1963-01-01Paper
A Markov Process on Binary Numbers1963-01-01Paper
Oscillation of sample functions in diffusion processes1963-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57305591963-01-01Paper
Convergence to bivariate limiting extreme value distributions1962-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32909711962-01-01Paper
A Law of Large Numbers for the Maximum in a Stationary Gaussian Sequence1962-01-01Paper
Limiting Distribution of the Maximum Term in Sequences of Dependent Random Variables1962-01-01Paper
An Extension of the Arc Sine Law1962-01-01Paper

Research outcomes over time

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