scientific article; zbMATH DE number 3426516

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It was 30 years ago today when Laurens de Haan went the multivariate way
Approximating stationary statistical properties
Necessary and sufficient conditions for convergence of semimartingales and point processes. II
Rate of convergence in the functional central limit theorem for semimartingales
Qualitative robustness in abstract inference
Random environments and stochastic calculus
Weak convergence inapplied probability
On a multivariate central limit theorem for stationary bilinear processes
Continuity of a class of random time trnsformations
On a property of the expected value of a determinant
Measures on topological spaces
Coupling of convergence of random elements, processes, and regenerative processes
On the asymptotic behaviour of linear learning processes with partial forgetting
How do bootstrap and permutation tests work?
Load balancing in hypergraphs
Abstract functional stochastic evolution equations driven by fractional Brownian motion
Convergence of conditional expectations given the random variables of a Skorohod representation
The stabilizing effect of a random environment
Gleason's problem and homogeneous interpolation in Hardy and Dirichlet-type spaces of the ball
Continuity of halfspace depth contours and maximum depth estimators: Diagnostics of depth-related methods
Spatial structure in low dimensions for diffusion limited two-particle reactions
On depth and deep points: A calculus.
Representation of finite action large games
On convergences of probability measures in different Prohorov-type metrics
Entailment with near surety of scaled assertions of high conditional probability
Approximating the solutions of differential inclusions driven by measures
Measure differential inclusions: existence results and minimum problems
Set-valued problems under bounded variation assumptions involving the Hausdorff excess
Limits of random tree-like discrete structures
Interaction functional with nonlinear diffusion and exogenous potential
Determinants of block Hankel matrices for random matrix-valued measures
A probabilistic approach to Dirac concentration in nonlocal models of adaptation with several resources
Existence of ground states of nonlocal-interaction energies
First-order aggregation models with alignment
Risk-sensitive asset management in a general diffusion factor model: risk-seeking case
One-dimensional stepping stone models, sardine genetics and Brownian local time
On a class of measure-dependent stochastic evolution equations driven by fbm
Well-posedness of Smoluchowski's coagulation equation for a class of homogeneous kernels
On the properties of solutions set for measure driven differential inclusions
Numerical algorithms for stationary statistical properties of dissipative dynamical systems
Swarming in domains with boundaries: approximation and regularization by nonlinear diffusion
Invasibility and stochastic boundedness in monotonic competition models
Critical percolation exploration path and \(\mathrm{SLE}_{6}\): a proof of convergence
Electrostatic models for zeros of polynomials: old, new, and some open problems
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Moment Conditions for Almost Sure Convergence of Weakly Correlated Random Variables
On a Class of Transformations which have Unique Absolutely Continuous Invariant Measures
A solution to the problem of Raşa connected with Bernstein polynomials
Adapted Probability Distributions
A Functional Central Limit Theorem in Diophantine Approximation
A binary control chart to detect small jumps
Existence results for random fractional differential equations
Nonmetric Compact Spaces and Nonmeasurable Processes
Approximation of stationary statistical properties of dissipative dynamical systems: time discretization
A Tool in Establishing Total Variation Convergence
Brownian Motion at a Slow Point
Exact confidence regions for scale and location parameters based on sample quartiles
A class of sequential grouped signed rank tests
Dimension (In)equalities and Hölder continuous curves in fractal percolation
On the Central Limit Theorem for Dynamical Systems
Weax convergence of probability reasures in C_b(C[0,1]) equipped with rates
Continuity Properties of Optimal Stopping Value
On Some Limit Theorems for Continued Fractions
Central Limit Theorem for Signed Distributions
Subsequences of sequences of random variables
Stable Measures and Central Limit Theorems in Spaces of Stable Type
Central Limit Theorems for dependent variables. I
Probabilistic and Deterministic Averaging
Star-Finite Representations of Measure Spaces
A Characterization of the Multiparameter Wiener Process and an Application
A Stone-Weierstrass Theorem Without Closure Under Suprema
The Reuter-Ledermann Representation for Birth and Death Processes
A Generalized Topological Measure Theory
A nonstandard representation for Brownian motion and Itô integration
Geometry of Banach Spaces of Functions Associated with Concave Functions
Almost surely convergent versions of sequences which converge weakly
A note on convergence in probability
A Nonstandard Characterization of Weak Convergence
Stochastic Equations with Discontinuous Drift
An efficient second order in time scheme for approximating long time statistical properties of the two-dimensional Navier-Stokes equations
On optimising the estimation of high quantiles of a probability distribution
Simply generated unrooted plane trees
Modeling and analysis of a density-dependent stochastic integral projection model for a disturbance specialist plant and its seed bank
On the Construction and Distribution of a Local Martingale with a Given Absolute Value
A General Principle for Limit Theorems in Finitely Additive Probability
Efficient option valuation using trees
Asymptotics of Markov kernels and the tail chain
First-order aggregation models and zero inertia limits
Visitations of Ruled Sums
On Symmetrically Distributed Random Measures
Stationary statistical properties of Rayleigh‐Bénard convection at large Prandtl number
Deviation of order p for estimators of the variance in first-order stochastic differential equation (SDE)
The Motion of a Large Particle
An invariance principle for the empirical process with random sample size
An asymptotic representation of the sample distribution function
An Invariance Principle for Reversed Martingales
Maxima and High Level Excursions of Stationary Gaussian Processes
Decomposing the Brownian path
Algebraic Models for Probability Measures Associated with Stochastic Processes
Using Additive Functionals to Embed Preassigned Distributions in Symmetric Stable Processes

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