| Publication | Date of Publication | Type |
|---|
scientific article; zbMATH DE number 7786361 (Why is no real title available?)
| 2024-01-10 | Paper |
The price of independence in a model with unknown dependence
Mathematical Social Sciences | 2023-07-13 | Paper |
Divergence criterion for a class of random series related to the partial sums of I.I.D. random variables
Journal of Theoretical Probability | 2022-09-29 | Paper |
On the bias and variance of odds ratio, relative risk and false discovery proportion
Communications in Statistics: Theory and Methods | 2022-09-14 | Paper |
An \(\ell^\infty\) asymptotically nearly minimax goodness of fit test
Stochastic Processes and their Applications | 2022-06-20 | Paper |
Uniform bounds on the relative error in the approximation of upper quantiles for sums of arbitrary independent random variables
Journal of Theoretical Probability | 2017-01-10 | Paper |
Sequential search algorithm for estimation of the number of members of a given population
Statistics \& Probability Letters | 2016-12-15 | Paper |
On an approach to boundary crossing by stochastic processes
Stochastic Processes and their Applications | 2016-11-02 | Paper |
Maximal inequalities for additive processes
Journal of Theoretical Probability | 2013-01-11 | Paper |
Uniformly accurate quantile bounds for sums of arbitrary independent random variables
Journal of Theoretical Probability | 2011-01-07 | Paper |
House-hunting without second moments
Sequential Analysis | 2010-10-01 | Paper |
On the consumption/distribution theorem under the long-run growth criterion subject to a drawdown constraint
International Journal of Theoretical and Applied Finance | 2010-09-21 | Paper |
Pseudo-maximization and self-normalized processes
Probability Surveys | 2010-06-29 | Paper |
Theory and applications of multivariate self-normalized processes
Stochastic Processes and their Applications | 2009-12-16 | Paper |
A denormalized \(U\)-statistic which cannot be decoupled from some associated stopping times
Statistics \& Probability Letters | 2009-07-15 | Paper |
Uniformly accurate quantile bounds via the truncated moment generating function: the symmetric case
Electronic Journal of Probability | 2007-11-23 | Paper |
The Grossman and Zhou investment strategy is not always optimal
Statistics \& Probability Letters | 2005-09-29 | Paper |
Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws.
The Annals of Probability | 2004-09-15 | Paper |
An optimal bound on the tail distribution of the number of recurrences of an event in product spaces
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2003-08-14 | Paper |
A symmetrization-desymmetrization procedure for uniformly good approximation of expectations involving arbitrary sums of generalized \(U\)-statistics.
The Annals of Probability | 2003-05-06 | Paper |
An improvement of Hoffmann-Jørgensen's inequality.
The Annals of Probability | 2003-05-06 | Paper |
The almost sure number of pairwise sums for certain random integer subsets considered by P. Erdős
| 2002-01-15 | Paper |
scientific article; zbMATH DE number 1552475 (Why is no real title available?)
| 2001-01-15 | Paper |
Order of magnitude bounds for expectations of \(\Delta_2\)-functions of generalized random bilinear forms
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2000-03-13 | Paper |
Optimal upper and lower bounds for the upper tails of compound Poisson processes
Journal of Theoretical Probability | 1999-08-23 | Paper |
A series criterion for the almost-sure growth rate of the generalized diameter of an increasing sequence of random points
Journal of Theoretical Probability | 1999-04-13 | Paper |
Order of magnitude bounds for expectations of \(\Delta_2\)-functions of nonnegative random bilinear forms and generalized \(U\)-statistics
The Annals of Probability | 1998-09-20 | Paper |
Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences
The Annals of Probability | 1998-01-07 | Paper |
Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound
The Annals of Probability | 1997-10-26 | Paper |
On the Studentisation of random vectors
Journal of Multivariate Analysis | 1996-07-15 | Paper |
On the almost sure minimal growth rate of partial sum maxima
The Annals of Probability | 1996-02-01 | Paper |
Uniform local probability approximations: Improvements on Berry-Esseen
The Annals of Probability | 1996-01-25 | Paper |
Order-of-magnitude bounds for expectations involving quadratic forms
The Annals of Probability | 1995-04-04 | Paper |
scientific article; zbMATH DE number 434651 (Why is no real title available?)
| 1994-08-11 | Paper |
Which i.i.d. sums are recurrently dominated by their maximal terms?
Journal of Theoretical Probability | 1993-12-15 | Paper |
Ratio prophet inequalities for convex functions of partial sums
Statistics \& Probability Letters | 1993-12-15 | Paper |
Limit laws for Brownian motion conditioned to reach a high level
Statistics \& Probability Letters | 1993-05-24 | Paper |
A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees
Mathematics of Operations Research | 1992-06-25 | Paper |
Uniform lower bounds for randomly stopped Banach space valued random sums
The Annals of Probability | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4151514 (Why is no real title available?)
| 1990-01-01 | Paper |
Maximizing \(E\max _{1\leq k\leq n}S^+_ k/ES^+_ n:\) A prophet inequality for sums of i.i.d. mean zero variates
The Annals of Probability | 1989-01-01 | Paper |
A best possible improvement of Wald's equation
The Annals of Probability | 1988-01-01 | Paper |
The central limit theorem for exchangeable random variables without moments
The Annals of Probability | 1987-01-01 | Paper |
On the number of crossings of empirical distribution functions
The Annals of Probability | 1986-01-01 | Paper |
An Interpretation of the Finite Mean LIL Norming Constants
Theory of Probability & Its Applications | 1985-01-01 | Paper |
The Robbins-Siegmund series criterion for partial maxima
The Annals of Probability | 1985-01-01 | Paper |
Affine normability of partial sums of I.I.D. random vectors: A characterization
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3915298 (Why is no real title available?)
| 1985-01-01 | Paper |
The finite mean LIL bounds are sharp
The Annals of Probability | 1984-01-01 | Paper |
On the limiting behavior of normed sums of independent random variables
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3899856 (Why is no real title available?)
| 1984-01-01 | Paper |
The minimal growth rate of partial maxima
The Annals of Probability | 1984-01-01 | Paper |
Pointwise translation of the Radon transform and the general central limit problem
The Annals of Probability | 1983-01-01 | Paper |
On the maximum of a random walk with small negative drift
The Annals of Probability | 1983-01-01 | Paper |
The multidimensional central limit theorem for arrays normed by affine transformations
The Annals of Probability | 1981-01-01 | Paper |
A method of approximating expectations of functions of sums of independent random variables
The Annals of Probability | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3712893 (Why is no real title available?)
| 1981-01-01 | Paper |
Matrix normalization of sums of random vectors in the domain of attraction of the multivariate normal
The Annals of Probability | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3716485 (Why is no real title available?)
| 1980-01-01 | Paper |
Precision bounds for the relative error in the approximation of \(E|S_n|\) and extensions
The Annals of Probability | 1980-01-01 | Paper |
On stopping rules and the expected supremum of \(S_n/T_n\)
Pacific Journal of Mathematics | 1978-01-01 | Paper |
On stopping rules and the expected supremum of \(S_n/T_n\)
Pacific Journal of Mathematics | 1978-01-01 | Paper |
Iterated logarithm laws for asymmetric random variables barely with or without finite mean
The Annals of Probability | 1977-01-01 | Paper |
Toward a universal law of the iterated logarithm, Part II
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1977-01-01 | Paper |
Sample-continuity of square-integrable processes
The Annals of Probability | 1977-01-01 | Paper |
Toward a universal law of the iterated logarithm
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1976-01-01 | Paper |
A generalization of Burnside's combinatorial lemma
Journal of Combinatorial Theory. Series A | 1976-01-01 | Paper |
Design Criteria for Noncoherent Gaussian Channels with MFSK Signaling and Coding
IEEE Transactions on Communications | 1976-01-01 | Paper |
scientific article; zbMATH DE number 3551657 (Why is no real title available?)
| 1975-01-01 | Paper |
On stopping rules and the expected supremum of \(S_n/a_n\) and \(| S_n|/a_n\)
The Annals of Probability | 1974-01-01 | Paper |
Maximum Antichains: A Sufficient Condition
| 1974-01-01 | Paper |
Properties of optimal extended-valued stopping rules for S\(_n\)/n
The Annals of Probability | 1973-01-01 | Paper |
A Representation of Independent Increment Processes without Gaussian Components
Annals of Mathematical Statistics | 1972-01-01 | Paper |
