Publication | Date of Publication | Type |
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Diffusion approximation for average investor's income with loss risk | 2015-09-04 | Paper |
On the peeling procedure applied to a Poisson point process | 2010-11-26 | Paper |
A Lemma on Stochastic Majorization and Properties of the Student Distribution | 2008-08-21 | Paper |
Asymptotic Properties of Multidimensional Stable Densities and Asymmetric Problems of Large Deviations | 2008-01-30 | Paper |
On a two-dimensional binary model of a financial market and its extension | 2007-11-02 | Paper |
Asymptotic analysis of minimum volume confidence regions for location-scale families | 2007-01-10 | Paper |
New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is \(\alpha\)-stable | 2006-07-26 | Paper |
Tail asymptotics of the \(n\)th convolution of super-exponential distributions | 2006-06-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q5461893 | 2005-07-27 | Paper |
Abelian Theorems, Limit Properties of Conjugate Distributions, and Large Deviations for Sums of Independent Random Vectors | 2004-12-16 | Paper |
On the role played by extreme summands when a sum of independent and identically distributed random vectors is asymptotically α-stable | 2004-09-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4816305 | 2004-09-08 | Paper |
Limit theorems and testing hypotheses on Markov chains | 2004-08-30 | Paper |
Asymptotic properties of stable densities and the asymmetric large deviation problems. | 2004-03-14 | Paper |
Asymptotics of riskless profit under selling of discrete time call options | 2003-09-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q4416744 | 2003-08-05 | Paper |
An asymptotic formula for the Bayes risk in discriminating between two Markov chains | 2003-04-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4801567 | 2003-04-08 | Paper |
On the joint distribution of the shorth height and length. | 2003-02-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4791421 | 2003-02-06 | Paper |
An asymptotic formula for the Neyman-Pearson risk in discriminating between two Markov chains | 2002-11-25 | Paper |
Rates in approximations to ruin probabilities for heavy-tailed distributions | 2002-11-21 | Paper |
On two approaches to approximation of multidimensional stable laws | 2002-09-17 | Paper |
Confidence regions of minimal area for the scale-location parameter and their applications | 2002-08-27 | Paper |
On nonparametric estimation of the Poisson spectral measure of a stable law | 2002-06-16 | Paper |
Abelian theorems for a class of probability distributions in \(\mathbb{R}^d\) and their application | 2002-01-04 | Paper |
Large deviation probabilities for sums of lattice random vectors with heavy-tailed distribution | 2001-08-14 | Paper |
Large deviations for sums of lattice random variables under the Cramer conditions | 2001-08-14 | Paper |
Cramer Large Deviations when the Extreme Conjugate Distribution is Heavy-tailed | 2000-06-06 | Paper |
Multidimensional limit theorems allowing large deviations for densities of regular variation | 2000-01-24 | Paper |
On Fisher's information contained in the sample mean | 1999-10-04 | Paper |
Large deviations of heavy-tailed sums with applications in insurance | 1999-08-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4347930 | 1998-01-22 | Paper |
Large deviation probabilities for sums of heavy-tailed dependent random vectors | 1998-01-21 | Paper |
Asymptotic properties of symmetric stable distributions with small index | 1997-01-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q4857734 | 1995-11-29 | Paper |
Asymptotics of the Bayes risk in discrimination between normal and uniform location-scale families | 1995-11-26 | Paper |
Some properties of convex hulls generated by homogeneous Poisson point processes in an unbounded convex domain | 1995-08-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4274886 | 1994-05-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q4695469 | 1993-06-29 | Paper |
Lower Bounds for Large Deviations in Rd, d > 1 | 1992-09-27 | Paper |
Integral limit theorems for lacunary distributions | 1992-06-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q3363443 | 1991-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5753363 | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5203483 | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3034596 | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3787195 | 1988-01-01 | Paper |
Some Properties of Symmetric Stable Distributions Close to the Normal Distribution | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3771334 | 1987-01-01 | Paper |
On a Boundary Problem for a Nonrecurrent Random Walk | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4720455 | 1987-01-01 | Paper |
On a Method of Calculating Moments of Ladder Heights | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3738346 | 1986-01-01 | Paper |
A family of probability distributions | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3685740 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3694389 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3717912 | 1985-01-01 | Paper |
On the Asymmetric Problem of Large Deviations When the Limit Law is Stable | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3042082 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3330268 | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3331979 | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3332035 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3685738 | 1981-01-01 | Paper |
Renewal Theorems in $R^d $ | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4195735 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3859040 | 1978-01-01 | Paper |
On a Property of Sums of Independent Random Variables | 1977-01-01 | Paper |
On the Asymmetrical Problem of Large Deviations | 1975-01-01 | Paper |
A Limit Distribution of the Duration of an Epidemic | 1975-01-01 | Paper |
Some Limit Theorems of Renewal Theory | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4143091 | 1975-01-01 | Paper |
Some comments on multidimensional local limit theorems | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4045912 | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4077804 | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4092712 | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4101234 | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4137829 | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5675576 | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5678236 | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5681345 | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5683523 | 1973-01-01 | Paper |
Some limit theorems for a general stochastic model of epidemics | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5658879 | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5680819 | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5681344 | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3212968 | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5646238 | 1971-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5653408 | 1971-01-01 | Paper |
Limit Distribution of the Extreme Terms of a Variational Series under Conditions of Large Deviations for the Sample Mean | 1971-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5658881 | 1971-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5678709 | 1971-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5681364 | 1971-01-01 | Paper |
A limit theorem for a supercritical branching process | 1971-01-01 | Paper |
Threshold theorems for a stochastic model of an epidemic with natural immunization | 1971-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4772547 | 1971-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5643373 | 1970-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5612917 | 1970-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5615126 | 1970-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5619563 | 1970-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5633352 | 1970-01-01 | Paper |
The Asymptotic Analysis of a Stochastic Model of an Epidemic | 1970-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5643335 | 1970-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5643337 | 1970-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5560087 | 1969-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5572016 | 1969-01-01 | Paper |
Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I | 1969-01-01 | Paper |
Integral Limit Theorems Taking Large Deviations Into Account When Cramér’s Condition Does Not Hold. II | 1969-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5654821 | 1968-01-01 | Paper |
Threshold theorem for an epidemic model | 1968-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5594257 | 1968-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5612916 | 1968-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5584418 | 1967-01-01 | Paper |
On Estimating the Expected Number of Direct Descendants of a Particle in a Branching Process | 1967-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5667311 | 1966-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5531514 | 1966-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4776663 | 1963-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5336767 | 1963-01-01 | Paper |