scientific article; zbMATH DE number 3866301
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Publication:3333815
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- An infinite-server queue influenced by a semi-Markovian environment
- Polynomial birth-death distribution approximation in the Wasserstein distance
- Convergence of point processes with weakly dependent points
- Random capacities and their distributions
- Estimation of Palm measures of stationary point processes
- On the exceedance point process for a stationary sequence
- Combinatorial decompositions and homogeneous geometrical processes
- Limit theorems for convex hulls
- Self-similar random measures. I: Notion, carrying Hausdorff dimension, and hyperbolic distribution
- Equivalence of functional limit theorems for stationary point processes and their Palm distributions
- The Markov structure of population growth
- General branching processes as Markov fields
- Critical branching in a highly fluctuating random medium
- Fluctuation limits of multitype branching random fields
- Transformations in functional iterated logarithm laws and regular variation
- Tail index estimation for dependent data
- Clustering and invariant measures for spatial branching models with infinite variance
- On the excursion random measure of stationary processes
- Self-similar random measures are locally scale invariant
- On some estimates based on sample behavior near high level excursions
- Branching measure-valued processes
- Predictable projections for point process filtrations
- Limit theory for bilinear processes with heavy-tailed noise
- Some monotonicity and dependence properties of self-exciting point processes
- Brownian excursions, critical random graphs and the multiplicative coalescent
- Extreme value theory for a class of nonstationary time series with applications
- Stochastic integrals: A combinatorial approach
- On using the first difference in the Stein-Chen method
- Multiple scale analysis of clusters in spatial branching models
- Simulation of homogeneous and incompressible Çinlar flows
- Point processes with finite-dimensional conditional probabilities
- Bootstrapping point processes with some applications
- An invariance principle for sums and record times of regularly varying stationary sequences
- A Palm hierarchy for determinantal point processes with the Bessel kernel
- Estimation of the tail exponent of multivariate regular variation
- The limiting characteristic polynomial of classical random matrix ensembles
- Extremes for multivariate expectiles
- Multilevel clustering of extremes.
- Branching-coalescing particle systems
- The average density of the path of planar Brownian motion
- Bootstrapping convex hulls
- Limiting distributions for \(L_1\) regression estimators under general conditions
- The sample autocorrelations of heavy-tailed processes with applications to ARCH
- The maximum of the periodogram of a non-Gaussian sequence.
- Poisson approximation for point processes via monotone couplings
- Association and random measures
- Hyperbolic asymptotics in Burgers' turbulence and extremal processes
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
- Compound Poisson process approximation.
- Extreme value behavior in the Hopfield model
- On stationary stochastic flows and Palm probabilities of surface processes.
- Stein's method, Palm theory and Poisson process approximation.
- Sequences of capacities, with connections to large-deviation theory
- Phase transition in continuum Potts models
- The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes
- Econometric specification of the risk neutral valuation model
- Freezing and decorated Poisson point processes
- Rigidity hierarchy in random point fields: random polynomials and determinantal processes
- Stein's method of normal approximation: some recollections and reflections
- Palm theory, random measures and Stein couplings
- Asymptotic risk decomposition for regularly varying distributions with tail dependence
- Asymptotic behavior of a critical fluid model for bandwidth sharing with general file size distributions
- On classes of Bitcoin-inspired infinite-server queueing systems
- Gradient based biobjective shape optimization to improve reliability and cost of ceramic components
- Optimal transport between determinantal point processes and application to fast simulation
- Understanding the topology and the geometry of the space of persistence diagrams via optimal partial transport
- Point process convergence for the off-diagonal entries of sample covariance matrices
- Monotonicity preservation properties of kernel regression estimators
- The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains
- Characteristic functionals of Dirichlet measures
- Weak topologies for Carathéodory differential equations: continuous dependence, exponential dichotomy and attractors
- The eternal multiplicative coalescent encoding via excursions of Lévy-type processes
- Shape gradients for the failure probability of a mechanic component under cyclic loading: a discrete adjoint approach
- Cones generated by random points on half-spheres and convex hulls of Poisson point processes
- The extremal process of critical points of the pure p-spin spherical spin Glass model
- Propagation of chaos for large Brownian particle system with Coulomb interaction
- A functional central limit theorem for the \(M/GI/\infty \) queue
- Branching trees I: concatenation and infinite divisibility
- Wasserstein distance on configuration space
- Scaling limits of anisotropic Hastings-Levitov clusters
- Asymptotic mean stationarity and absolute continuity of point process distributions
- A conjugate class of random probability measures based on tilting and with its posterior analysis
- Hausdorff dimension of visible sets for well-behaved continuum percolation in the hyperbolic plane
- A Fourier analysis of extreme events
- Limit laws for random vectors with an extreme component
- Poisson limits of sums of point processes and an particle-survivor model
- Nonstandard limit theorem for infinite variance functionals
- Characterizations and examples of hidden regular variation
- Lifshits tails caused by anisotropic decay: the emergence of a quantum-classical regime
- Functional large deviations for multivariate regularly varying random walks
- Extremes on trees
- Multivariate approximation in total variation using local dependence
- A new characterization of Laplace functionals and probability generating functionals
- Measure-valued Markov branching processes conditioned on non-extinction
- From spin glasses to branching Brownian motion -- and back?
- First passage percolation on the Newman-Watts small world model
- Factorization identities for reflected processes, with applications
- Pareto Lévy measures and multivariate regular variation
- A blocked Gibbs sampler for NGG-mixture models via a priori truncation
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