scientific article; zbMATH DE number 3866301
From MaRDI portal
Publication:3333815
zbMATH Open0544.60053MaRDI QIDQ3333815FDOQ3333815
Authors: Olav Kallenberg 
Publication date: 1983
Title of this publication is not available (Why is that?)
Recommendations
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Random measures (60G57)
Cited In (only showing first 100 items - show all)
- Absolute Continuity Results for Superprocesses with Some Applications
- Prediction in a Poisson cluster model
- Transformations in functional iterated logarithm laws and regular variation
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
- On using the first difference in the Stein-Chen method
- Pareto Lévy measures and multivariate regular variation
- Wasserstein distance on configuration space
- Limiting distributions for \(L_1\) regression estimators under general conditions
- The Poisson limit theorem for high extrema of a time series with seasonal component and monotone trend
- Branching measure-valued processes
- Construction of random fractal measures by branching processes
- A new proof for the convergence of an individual based model to the trait substitution sequence
- The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes
- Extremal behavior of stochastic integrals driven by regularly varying Lévy processes
- Multilevel clustering of extremes.
- Stein's method, Palm theory and Poisson process approximation.
- Zero biasing and a discrete central limit theorem
- A functional limit theorem for dependent sequences with infinite variance stable limits
- Normal approximation for random sums
- Poisson process Fock space representation, chaos expansion and covariance inequalities
- Functional regular variation of Lévy-driven multivariate mixed moving average processes
- An infinite-server queue influenced by a semi-Markovian environment
- Transition kernels and the conditional extreme value model
- First passage percolation on the Newman-Watts small world model
- On the excursion random measure of stationary processes
- Large deviations for some weakly dependent random processes
- Branching Brownian motion seen from its tip
- Title not available (Why is that?)
- General branching processes as Markov fields
- Palm theory, random measures and Stein couplings
- Determinantal processes and completeness of random exponentials: the critical case
- The extremogram: a correlogram for extreme events
- Poisson convergence of eigenvalues of circulant type matrices
- Tail index estimation for dependent data
- Conditioning on an extreme component: model consistency with regular variation on cones
- Brownian excursions, critical random graphs and the multiplicative coalescent
- Association and random measures
- Existence of Gibbsian point processes with geometry-dependent interactions
- A blocked Gibbs sampler for NGG-mixture models via a priori truncation
- On regular variation for infinitely divisible random vectors and additive processes
- Hyperbolic asymptotics in Burgers' turbulence and extremal processes
- A class of measure-valued Markov chains and Bayesian nonparametrics
- Limit theory for bilinear processes with heavy-tailed noise
- The sample autocorrelations of heavy-tailed processes with applications to ARCH
- Measure-valued Markov branching processes conditioned on non-extinction
- A functional central limit theorem for the \(M/GI/\infty \) queue
- Poisson process approximation for dependent superposition of point processes
- Multiple scale analysis of clusters in spatial branching models
- The Papangelou process
- A phase transition in a quenched amorphous ferromagnet
- A large deviations approach to limit theory for heavy-tailed time series
- Localization transition for polymers in Poissonian medium
- Precise large deviations for dependent regularly varying sequences
- Characterizations and examples of hidden regular variation
- The maximum of the periodogram of a non-Gaussian sequence.
- Detecting a conditional extreme value model
- Living on the multidimensional edge: Seeking hidden risks using regular variation
- Phase transition in continuum Potts models
- Equivalence of functional limit theorems for stationary point processes and their Palm distributions
- Tail probabilities for infinite series of regularly varying random vectors
- Stable limits for sums of dependent infinite variance random variables
- Asymptotic behavior of a critical fluid model for bandwidth sharing with general file size distributions
- Limit laws for random vectors with an extreme component
- A new look at transient versions of Little's law, and M/G/1 preemptive last-come-first-served queues
- The influence of dependence on data network models
- Convergence of point processes with weakly dependent points
- Compound Poisson process approximation.
- Functional large deviations for multivariate regularly varying random walks
- On some estimates based on sample behavior near high level excursions
- Estimation of Palm measures of stationary point processes
- Extreme gaps between eigenvalues of random matrices
- Nonstandard limit theorem for infinite variance functionals
- Stationary random measures on homogeneous spaces
- The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains
- Freezing and decorated Poisson point processes
- Diffraction of stochastic point sets: Explicitly computable examples
- Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws
- On the exceedance point process for a stationary sequence
- On the time-dependent moments of Markovian queues with reneging
- The extremal process of branching Brownian motion
- Efficient importance sampling in ruin problems for multidimensional regularly varying random walks
- The upcrossings index and the extremal index
- Analysis of stochastic fluid queues driven by local-time processes
- Convergence of randomly oscillating point patterns to the Poisson point process
- On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration
- Self-similar random measures. I: Notion, carrying Hausdorff dimension, and hyperbolic distribution
- Critical branching in a highly fluctuating random medium
- Lifshits tails caused by anisotropic decay: the emergence of a quantum-classical regime
- Characteristic functionals of Dirichlet measures
- Limit theorems for convex hulls
- From spin glasses to branching Brownian motion -- and back?
- Limit theorems for the sample mean and sample autocovariances of continuous time moving averages driven by heavy-tailed Lévy noise
- Simulation of homogeneous and incompressible Çinlar flows
- Prediction in a Poisson cluster model with multiple cluster processes
- Systemic risk: an asymptotic evaluation
- Stein's method of normal approximation: some recollections and reflections
- Malliavin Calculus for Stochastic Processes and Random Measures with Independent Increments
- Scaling limits of anisotropic Hastings-Levitov clusters
- Infinite canonical super-Brownian motion and scaling limits
- A Fourier analysis of extreme events
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)
