Counterexamples in probability.
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Cited in
(41)- Quasi-analyticity and determinacy of the full moment problem from finite to infinite dimensions
- A new life of Pearson's skewness
- A universal approach to matching marginals and sums
- On some counter examples of the bivariate and multivariate normal distributions: A brief survey
- Recent developments on the moment problem
- On the \(q\)-moment determinacy of probability distributions
- An iterative algorithm to bound partial moments
- A new moment determinacy condition for probability distributions
- Jawerth-Milman extrapolation theory: some recent developments with applications
- On the Sojourn Time Distribution of a Random Walk at a Multidimensional Lattice Point
- Nonconventional limits of random sequences related to partitions of integers
- Contributions to the diagonal expansion of a bivariate copula with continuous extensions
- On the capacity of the Gini index to represent income distributions
- Band-limited mimicry of point processes by point processes supported on a lattice
- On Lin's condition for products of random variables with singular joint distribution
- On conditions for a probability distribution to be uniquely determined by its moments
- New checkable conditions for moment determinacy of probability distributions
- Optimal stopping with signatures
- scientific article; zbMATH DE number 3942586 (Why is no real title available?)
- Sequences of expected record values
- Hamburger moment problem for powers and products of random variables
- A nonzero sequence all of whose discrete moments are equal to zero
- Characteristic function and operator approach to M-indeterminate probability densities
- A counterexample to small-time limit theorems for stochastic processes
- Foundations for temporal reasoning using lower previsions without a possibility space
- Extensions of Panjer's recursion for mixed compound distributions
- Comparisons of policies based on relevation and replacement by a new one unit in reliability
- Matching the Distributions of the Marginals and the Sums for the Meixner Class
- Generating M-indeterminate probability densities by way of quantum mechanics
- Kolmogorov's strong law of large numbers holds for pairwise uncorrelated random variables
- Moment determinacy of powers and products of nonnegative random variables
- The generalized lognormal distribution and the Stieltjes moment problem
- Wonham filtering by observations with multiplicative noises
- Probability bounds for \(n\) random events under \((n-1)\)-wise independence
- A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables
- Stieltjes classes for discrete distributions of logarithmic type
- Any Random Variable with Finite Moments Is a Sum of Two Variables with Determinate Moment Problem
- On moment indeterminacy of the Benini income distribution
- An analytic market condition for mutual fund separation: demand for the non-sharpe ratio maximizing portfolio
- Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
- The role of correlation in diffusion control ranking games
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