On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema
DOI10.3103/S1063454118040052OpenAlexW2912708111MaRDI QIDQ2289412FDOQ2289412
A. N. Borodin, Yu. Davydov, V. B. Nevzorov
Publication date: 28 January 2020
Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1063454118040052
Recommendations
- Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics
- On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
- Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables
- To systematically analyze the St.~Petersburg school of probability theorem of large numbers
- scientific article; zbMATH DE number 509507
- scientific article; zbMATH DE number 4038953
- scientific article; zbMATH DE number 930194
- scientific article; zbMATH DE number 1165662
- scientific article; zbMATH DE number 3070777
Brownian motionorder statisticsrandom walksinvariance principleBrownian local timeextremarecordsstratification methodlocal invariance principledistribution of functionalslimit theorems for random zonotopes and convex hulls
Cites Work
- Convergence of Distributions Generated by Stationary Stochastic Processes
- The Invariance Principle for Stationary Processes
- Mixing Conditions for Markov Chains
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Records. Mathematical theory.
- On the maximal value of the expectation of record numbers
- Strictly stable distributions on convex cones
- On Distributions of Certain Wiener Functionals
- Records with confirmation
- Some characterizations of families of distributions, including logistic and exponential ones, by properties of order statistics
- One property of the Student's distribution with two degrees of freedom
- Characterizations of Student's distribution with two degrees of freedom
- More on \(p\)-stable convex sets in Banach spaces
- Record values in sequences of sample ranges
- Title not available (Why is that?)
- Records in the \(F^ \alpha\)-scheme. I: Martingale properties
- On the average number of records for sequences of not identically distributed random variables
- Title not available (Why is that?)
- Title not available (Why is that?)
- Records in the \(F^\alpha\)-scheme. II: Limit laws
- A new model for record values
- On Distributions of Multiple Wiener–ITô Integrals
- Record and interrecord times for sequences of nonidentically distributed random variables
- Asymptotic distributions of records in nonstationary schemes
- Title not available (Why is that?)
- Extremes and Student's \(t_2\)-distribution
- On convex hull of Gaussian samples
- On the rate of strong convergence for convolutions
- Convex rearrangements of random walks
- Rate of convergence to the normal law of order statistics for nonidentically distributed random variables
- Fibering method in some probabilistic problems
- Some Theorems on Induced Order Statistics
- Stochastic Processes
- On the Rate of Convergence of Linear Combinations of Absolute Order Statistics to the Normal Law
- Title not available (Why is that?)
- Generation of Johnson-Mehl crystals and comparative analysis of models for random nucleation
- A class of distributions that includes Student's \(t_{2}\)-distribution
- On upper records in sequences of non-identically distributed random variables
- A variant of an infinite-dimensional local limit theorem
- Maximum of cumulative sums for the Cauchy distribution
- Generating functions for \(k\)-th record times --- a martingale approach
- A Remark on the Absolute Continuity of Distributions of Gaussian Functionals
- Limit laws for \(K\)-record times
- Title not available (Why is that?)
- Title not available (Why is that?)
- On families of distributions characterized by certain properties of ordered random variables
- Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables
- On the asymptotic form of convex hulls of Gaussian random fields
- Convex hulls of regularly varying processes
- On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
- Analogue of the \(F^{\alpha}\) scheme for discrete distributions
- On regression relations between sample means and order statistics
- Title not available (Why is that?)
- On Logarithmic Moments for Interrecord Times
- On a Characterization of Certain Families of Measures
- On Strong Convergence of Distributions of Functionals of Random Processes. I
- On Strong Convergence of Distributions of Functionals of Random Processes. II
- Title not available (Why is that?)
- Some Estimates for the Maximum Cumulative Sum of Independent Random Variables
- Local Invariance Principle for Independent and Identically Distributed Random Variables
- On the Speed of Convergence of the Distribution of the Maximum Cumulative Sum of Independent Random Variables to the Normal Law
Cited In (1)
This page was built for publication: On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2289412)