On Interchanging Limits and Integrals

From MaRDI portal
Publication:3263807

DOI10.1214/aoms/1177705988zbMath0090.26802OpenAlexW2012302737WikidataQ100663645 ScholiaQ100663645MaRDI QIDQ3263807

John W. Pratt

Publication date: 1960

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177705988




Related Items (74)

Scaling transition for nonlinear random fields with long-range dependenceLimit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flowsTchebycheff-ExperimentsUnnamed ItemA stochastic volatility model with flexible extremal dependence structureTail Behavior of Randomly Weighted SumsCorrection to: ``Limit theorems for empirical processes of cluster functionalsNONPARAMETRIC CLASSIFICATION ON TWO UNIVARIATE DISTRIBUTIONSON THE EXPECTED VALUES OF SEQUENCES OF FUNCTIONSThe central limit theorem for backwards martingalesLimit Theory for High Frequency Sampled MCARMA ModelsRegular Variation of Infinite Series of Processes with Random CoefficientsMultivariate weighted renewal functionsA multivariate normal law for Turing's formulaeA consistent goodness-of-fit test for huge dimensional and functional dataNonparametric recursive estimation in stationary markov processesAn invariance principle for reversed martingalesOn the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transformsAn invariance principle for reversed martingalesLLN-type approximations for large portfolio lossesOn a new approach to the multi-sample goodness-of-fit problemSubexponential distribution functions in \(R^{d}\)Patterns of buffer overflow in a class of queues with long memory in the input streamOn the number of collisions in beta(\(2, b\))-coalescentsExtremal behavior of stochastic integrals driven by regularly varying Lévy processesFeynman-Kac theorem in random environments and partial integro-differential equationsAggregation of network traffic and anisotropic scaling of random fieldsRenewal theory for random variables with a heavy tailed distribution and finite varianceSequential estimation for the parameters of a stationary auto regressive modelLocal scaling limits of Lévy driven fractional random fieldsLarge deviation rates for Markov branching processesDistributions with heavy tails in Orlicz spacesRevisiting the two-sample runs testAsymptotic properties of predictive recursion: robustness and rate of convergenceParameter estimation for first-order bifurcating autoregressive processes with Weibull innova\-tionsSecond order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claimsMean convergence for intermediately trimmed Birkhoff sums of observables with regularly varying tailsThe influence of dependence on data network modelsMulti-valued, singular stochastic evolution inclusionsFunctional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flowsTail asymptotics for the sum of two heavy-tailed dependent risksStatistics for tail processes of Markov chainsScaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axisCluster based inference for extremes of time seriesSecond order tail behaviour of a subordinated probability distributionSensitivity analysis in the infinite dimensional Heston modelHeavy tails of OLSStatistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integrationMinimum distance lack-of-fit tests under long memory errorsRegular variation of GARCH processes.A class of test statistics for testing whether new is better than usedStable-like fluctuations of Biggins' martingalesThe convergence of moments in the martingale central limit theoremOn central limit theorems for martingale triangular arraysA central limit theorem applicable to robust regression estimatorsThe Self‐Similar and Multifractal Nature of a Network Traffic ModelOn an asymptotic relative efficiency concept based on expected volumes of confidence regionsAsymptotics for sliding blocks estimators of rare eventsDerivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributionsPower variations for fractional type infinitely divisible random fieldsDependence and the asymptotic behavior of large claims reinsuranceAdaptive estimation in symmetric location model under log-concavity constraintExtremes on the discounted aggregate claims in a time dependent risk modelRandom sums of random variables and vectors: including infinite means and unequal length sumsOn regular variation for infinitely divisible random vectors and additive processesOn waiting time in the Markov-Pólya schemeData network models of burstinessInterchanging a limit and an integral: necessary and sufficient conditionsOn jackknifing the symmetrized Tyler matrixMultivariate subexponential distributions and random sums of random vectorsAsymptotically Optimal Nonparametric Empirical Bayes Via Predictive RecursionTail probabilities of random linear functions of regularly varying random vectorsSparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable SelectionOn the central limit theorem in \(R^ p\) when p\(\rightarrow \infty\)




This page was built for publication: On Interchanging Limits and Integrals