Probability theory. A comprehensive course
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Brownian motioncentral limit theoremconditional expectationlaws of large numbersMarkov chainsmartingalesmeasure theorystochastic integral
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to measure and integration (28-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Foundations of stochastic processes (60G05) Stochastic integrals (60H05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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(only showing first 100 items - show all)- Statistical solutions of hyperbolic conservation laws: foundations
- Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients
- On optimal system operation in robust economic MPC
- Uniform nonintegrability of random variables
- Quasilinear parabolic stochastic evolution equations via maximal \(L^p\)-regularity
- A uniform \(L^1\) law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator
- \(abc\) triples
- On the difference of spectral projections
- Probability essentials.
- Stochastics. Theory and applications.
- Probability essentials
- Origin-destination matrix estimation problem in a Markov chain approach
- About atomless random measures on -rings
- On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients
- Circularly invariant uniformizable probability measures for linear transformations
- Empirical spectral measures of quantum graphs in the Benjamini-Schramm limit
- Semiflow selection and Markov selection theorems
- A unified construction of product formulas and convolutions for Sturm-Liouville operators
- A new look at random projections of the cube and general product measures
- A phase transition for preferential attachment models with additive fitness
- The space of invariant measures for countable Markov shifts
- \(q\)-moment estimates for the singular \(p\)-Laplace equation and applications
- Solving the Kolmogorov PDE by means of deep learning
- Deep state-space Gaussian processes
- Permutation invariant strong law of large numbers for exchangeable sequences
- Regularity and approximation of Gaussian random fields evolving temporally over compact two-point homogeneous spaces
- Large deviations for random walks on free products of finitely generated groups
- Collective bias models in two-tier voting systems and the democracy deficit
- Pagerank asymptotics on directed preferential attachment networks
- The distributed Kolkata paise restaurant game
- The asymptotic distribution of the condition number for random circulant matrices
- Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations
- Spectral flatness and the volume of intersections of \(p\)-ellipsoids
- Are American options European after all?
- Domains of attraction of invariant distributions of the infinite atlas model
- Zero-contact angle solutions to stochastic thin-film equations
- Ergodic optimization and zero temperature limits in negative curvature
- Sanov-type large deviations in Schatten classes
- Geometric ergodicity of affine processes on cones
- Fluctuations of ergodic sums on periodic orbits under specification
- A synthetic approach to Markov kernels, conditional independence and theorems on sufficient statistics
- Dynamic multi-objective estimation of distribution algorithm based on domain adaptation and nonparametric estimation
- Stochastic global optimization algorithms: a systematic formal approach
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks
- Linearization of expectation-based inequality conditions in control for discrete-time linear systems represented with random polytopes
- Coexistence of localized Gibbs measures and delocalized gradient Gibbs measures on trees
- A note on the stochastic domination condition and uniform integrability with applications to the strong law of large numbers
- Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean
- Central limit theorems for multilevel Monte Carlo methods
- Optimal packings of bounded degree trees
- Regular propagators of bilinear quantum systems
- Betti numbers of Shimura curves and arithmetic three-orbifolds
- Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration
- Sticky couplings of multidimensional diffusions with different drifts
- On the boundary of the zero set of super-Brownian motion and its local time
- Right marker speeds of solutions to the KPP equation with noise
- Spectral representations of quasi-infinitely divisible processes
- Effectiveness assessment of cyber-physical systems
- Locally \(D\)-optimal designs for non-linear models on the $k$-dimensional ball
- Quantum ergodicity on graphs: from spectral to spatial delocalization
- The fundamental theorem of mutual insurance
- Gibbs-non-Gibbs transitions in the fuzzy Potts model with a Kac-type interaction: closing the Ising gap
- Probability measure-valued polynomial diffusions
- Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime
- Boundary-rigidity of projective metrics and the geodesic X-ray transform
- Convergence of partial sum processes to stable processes with application for aggregation of branching processes
- Semimartingale price systems in models with transaction costs beyond efficient friction
- Inference for dependent error functional data with application to event-related potentials
- Extremal inhomogeneous Gibbs states for SOS-models and finite-spin models on trees
- scientific article; zbMATH DE number 1713116 (Why is no real title available?)
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
- Random walks in a one-dimensional Lévy random environment
- A random particle blob method for the Keller-Segel equation and convergence analysis
- Generalizations of the centroid with an application in stochastic geometry
- On uniform nonintegrability for a sequence of random variables
- For what trading strategies is the tax payment stream of infinite variation?
- Moment closure approximations of the Boltzmann equation based on \(\varphi \)-divergences
- Local equilibrium in inhomogeneous stochastic models of heat transport
- Quantum and spectral properties of the Labyrinth model
- High-frequency limit of non-autonomous gradient flows of functionals with time-periodic forcing
- Multilevel sequential importance sampling for rare event estimation
- Estimation and simulation for multivariate tempered stable distributions
- Robust economic model predictive control using stochastic information
- A First Look at Rigorous Probability Theory
- An Intermediate Course in Probability
- scientific article; zbMATH DE number 4060392 (Why is no real title available?)
- Probability theory. A foundational course
- scientific article; zbMATH DE number 41226 (Why is no real title available?)
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- scientific article; zbMATH DE number 740144 (Why is no real title available?)
- Foundations of Modern Probability
- scientific article; zbMATH DE number 1076783 (Why is no real title available?)
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- Idempotent and multivariate copulas with fractal support
- Graphical Markov models for infinitely many variables
- Global sensitivity analysis for statistical model parameters
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