scientific article; zbMATH DE number 3866301
From MaRDI portal
Publication:3333815
Recommendations
Cited in
(only showing first 100 items - show all)- Efficient importance sampling in ruin problems for multidimensional regularly varying random walks
- A class of measure-valued Markov chains and Bayesian nonparametrics
- Construction of random fractal measures by branching processes
- A functional limit theorem for dependent sequences with infinite variance stable limits
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Absolute Continuity Results for Superprocesses with Some Applications
- Prediction in a Poisson cluster model
- The upcrossings index and the extremal index
- The sample autocorrelations of heavy-tailed processes with applications to ARCH
- Functional large deviations for multivariate regularly varying random walks
- The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains
- The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes
- Freezing and decorated Poisson point processes
- Analysis of stochastic fluid queues driven by local-time processes
- Localization transition for polymers in Poissonian medium
- Precise large deviations for dependent regularly varying sequences
- Phase transition in continuum Potts models
- Asymptotic behavior of a critical fluid model for bandwidth sharing with general file size distributions
- Normal approximation for random sums
- First passage percolation on the Newman-Watts small world model
- Brownian excursions, critical random graphs and the multiplicative coalescent
- The influence of dependence on data network models
- On using the first difference in the Stein-Chen method
- Poisson process Fock space representation, chaos expansion and covariance inequalities
- Stationary random measures on homogeneous spaces
- Detecting a conditional extreme value model
- Characterizations and examples of hidden regular variation
- The maximum of the periodogram of a non-Gaussian sequence.
- Tail probabilities for infinite series of regularly varying random vectors
- Limit theory for bilinear processes with heavy-tailed noise
- On the excursion random measure of stationary processes
- Association and random measures
- scientific article; zbMATH DE number 4082699 (Why is no real title available?)
- Measure-valued Markov branching processes conditioned on non-extinction
- Existence of Gibbsian point processes with geometry-dependent interactions
- Extreme gaps between eigenvalues of random matrices
- Functional regular variation of Lévy-driven multivariate mixed moving average processes
- Equivalence of functional limit theorems for stationary point processes and their Palm distributions
- On regular variation for infinitely divisible random vectors and additive processes
- Pareto Lévy measures and multivariate regular variation
- Stein's method, Palm theory and Poisson process approximation.
- On the exceedance point process for a stationary sequence
- On some estimates based on sample behavior near high level excursions
- Extremal behavior of stochastic integrals driven by regularly varying Lévy processes
- Living on the multidimensional edge: Seeking hidden risks using regular variation
- Transformations in functional iterated logarithm laws and regular variation
- Determinantal processes and completeness of random exponentials: the critical case
- On the time-dependent moments of Markovian queues with reneging
- The extremal process of branching Brownian motion
- Zero biasing and a discrete central limit theorem
- The extremogram: a correlogram for extreme events
- Large deviations for some weakly dependent random processes
- The Poisson limit theorem for high extrema of a time series with seasonal component and monotone trend
- Limit laws for random vectors with an extreme component
- Stable limits for sums of dependent infinite variance random variables
- Multilevel clustering of extremes.
- Convergence of point processes with weakly dependent points
- Poisson convergence of eigenvalues of circulant type matrices
- Wasserstein distance on configuration space
- A functional central limit theorem for the \(M/GI/\infty \) queue
- Multiple scale analysis of clusters in spatial branching models
- An infinite-server queue influenced by a semi-Markovian environment
- Transition kernels and the conditional extreme value model
- General branching processes as Markov fields
- A new look at transient versions of Little's law, and M/G/1 preemptive last-come-first-served queues
- Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws
- A large deviations approach to limit theory for heavy-tailed time series
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
- Conditioning on an extreme component: model consistency with regular variation on cones
- Tail index estimation for dependent data
- Compound Poisson process approximation.
- Poisson process approximation for dependent superposition of point processes
- Estimation of Palm measures of stationary point processes
- The Papangelou process
- A blocked Gibbs sampler for NGG-mixture models via a priori truncation
- Hyperbolic asymptotics in Burgers' turbulence and extremal processes
- Branching measure-valued processes
- Palm theory, random measures and Stein couplings
- Nonstandard limit theorem for infinite variance functionals
- A phase transition in a quenched amorphous ferromagnet
- Diffraction of stochastic point sets: Explicitly computable examples
- A new proof for the convergence of an individual based model to the trait substitution sequence
- Branching Brownian motion seen from its tip
- Branching-coalescing particle systems
- Rigidity hierarchy in random point fields: random polynomials and determinantal processes
- Prediction in a Poisson cluster model with multiple cluster processes
- The wasted vote phenomenon with uncertain voter population
- Self-similar random measures are locally scale invariant
- Extreme value behavior in the Hopfield model
- Systemic risk: an asymptotic evaluation
- Point processes with finite-dimensional conditional probabilities
- Stein's method of normal approximation: some recollections and reflections
- Bootstrapping convex hulls
- On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration
- Some local approximation properties of simple point processes
- Large deviations for point processes based on stationary sequences with heavy tails
- Curvature measures and random sets. II
- Combinatorial decompositions and homogeneous geometrical processes
- Lifshits tails caused by anisotropic decay: the emergence of a quantum-classical regime
- Self-similar random measures. I: Notion, carrying Hausdorff dimension, and hyperbolic distribution
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3333815)
