scientific article

From MaRDI portal
Publication:3333815

zbMath0544.60053MaRDI QIDQ3333815

Olav Kallenberg

Publication date: 1983


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Compound Poisson process approximation.Extreme value behavior in the Hopfield modelSelf-similar random measures are locally scale invariantOn some estimates based on sample behavior near high level excursionsPoint processes with finite-dimensional conditional probabilitiesBootstrapping point processes with some applicationsBranching measure-valued processesPredictable projections for point process filtrationsFirst passage percolation on the Newman-Watts small world modelOn aggregation of subcritical Galton-Watson branching processes with regularly varying immigrationAn invariance principle for sums and record times of regularly varying stationary sequencesOn stationary stochastic flows and Palm probabilities of surface processes.A blocked Gibbs sampler for NGG-mixture models via a priori truncationOn the exceedance point process for a stationary sequenceStein's method, Palm theory and Poisson process approximation.Combinatorial decompositions and homogeneous geometrical processesLimit theorems for convex hullsSelf-similar random measures. I: Notion, carrying Hausdorff dimension, and hyperbolic distributionLimit theory for bilinear processes with heavy-tailed noiseSome monotonicity and dependence properties of self-exciting point processesBrownian excursions, critical random graphs and the multiplicative coalescentA large deviations approach to limit theory for heavy-tailed time seriesZero biasing and a discrete central limit theoremExtreme value theory for a class of nonstationary time series with applicationsSequences of capacities, with connections to large-deviation theoryInfinite canonical super-Brownian motion and scaling limitsStochastic integrals: A combinatorial approachThe Poisson limit theorem for high extrema of a time series with seasonal component and monotone trendExtreme gaps between eigenvalues of random matricesEquivalence of functional limit theorems for stationary point processes and their Palm distributionsThe Markov structure of population growthPrecise large deviations for dependent regularly varying sequencesLocalization transition for polymers in Poissonian mediumOn using the first difference in the Stein-Chen methodGeneral branching processes as Markov fieldsMultiple scale analysis of clusters in spatial branching modelsBranching Brownian motion seen from its tipExtremal behavior of stochastic integrals driven by regularly varying Lévy processesThe extremogram: a correlogram for extreme eventsA Palm hierarchy for determinantal point processes with the Bessel kernelPhase transition in continuum Potts modelsFunctional regular variation of Lévy-driven multivariate mixed moving average processesOn the time-dependent moments of Markovian queues with renegingThe extremal process of branching Brownian motionEstimation of the tail exponent of multivariate regular variationDeterminantal processes and completeness of random exponentials: the critical caseA new proof for the convergence of an individual based model to the trait substitution sequenceThe logical postulates of Böge, Carnap and Johnson in the context of Papangelou processesPoisson convergence of eigenvalues of circulant type matricesConditioning on an extreme component: model consistency with regular variation on conesStability for random measures, point processes and discrete semigroupsA class of measure-valued Markov chains and Bayesian nonparametricsLarge deviations for some weakly dependent random processesPoisson process approximation for dependent superposition of point processesThe wasted vote phenomenon with uncertain voter populationA phase transition in a quenched amorphous ferromagnetDetecting a conditional extreme value modelThe Papangelou processCritical branching in a highly fluctuating random mediumTransition kernels and the conditional extreme value modelThe limiting characteristic polynomial of classical random matrix ensemblesFluctuation limits of multitype branching random fieldsConvergence of randomly oscillating point patterns to the Poisson point processGauge-invariant quasi-free states on the algebra of the anyon commutation relationsSome local approximation properties of simple point processesExtremes of some Gaussian random interfacesExtremes for multivariate expectilesA functional limit theorem for dependent sequences with infinite variance stable limitsErgodic theory, abelian groups and point processes induced by stable random fieldsMultilevel clustering of extremes.Stationary random measures on homogeneous spacesDiffraction of stochastic point sets: Explicitly computable examplesExistence of Gibbsian point processes with geometry-dependent interactionsBranching-coalescing particle systemsStable limits for sums of dependent infinite variance random variablesPoisson process Fock space representation, chaos expansion and covariance inequalitiesTail probabilities for infinite series of regularly varying random vectorsAn infinite-server queue influenced by a semi-Markovian environmentThe average density of the path of planar Brownian motionBootstrapping convex hullsLimiting distributions for \(L_1\) regression estimators under general conditionsThe sample autocorrelations of heavy-tailed processes with applications to ARCHThe maximum of the periodogram of a non-Gaussian sequence.Transformations in functional iterated logarithm laws and regular variationA uniform law of large numbers and empirical central limit theorem for limits of finite populationsPoisson approximation for point processes via monotone couplingsRandom recursive construction of self-similar fractal measures. The noncompact caseCurvature measures and random sets. IIPolynomial birth-death distribution approximation in the Wasserstein distanceAssociation and random measuresConvergence of point processes with weakly dependent pointsTail index estimation for dependent dataHyperbolic asymptotics in Burgers' turbulence and extremal processesLimit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.Simulation of homogeneous and incompressible Çinlar flowsClustering and invariant measures for spatial branching models with infinite varianceOn the excursion random measure of stationary processesRandom capacities and their distributionsEstimation of Palm measures of stationary point processesFunctional weak convergence of partial maxima processesUNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODELLaplace Operators in Gamma AnalysisThe extremal process of critical points of the pure \(p\)-spin spherical spin Glass modelLimit theorems for the convex hull of random points in higher dimensionsPropagation of chaos for large Brownian particle system with Coulomb interactionMultivariate approximation in total variation using local dependenceAsymptotic risk decomposition for regularly varying distributions with tail dependenceA functional central limit theorem for the \(M/GI/\infty \) queueA new characterization of Laplace functionals and probability generating functionalsMeasure-valued Markov branching processes conditioned on non-extinctionAbsolute Continuity Results for Superprocesses with Some ApplicationsSYSTEMIC RISK: AN ASYMPTOTIC EVALUATIONAsymptotic behavior of a critical fluid model for bandwidth sharing with general file size distributionsPrediction in a Poisson cluster model with multiple cluster processesConstruction of random fractal measures by branching processesEquilibrium time evolutions and BBGKY hierarchy equations of large classical systemsBridging the gap between a stationary point process and its Palm distributionMultivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit lawsA Markovian arrival stream approach to stochastic gene expression in cellsParticle-hole transformation in the continuum and determinantal point processesA random particle blob method for the Keller-Segel equation and convergence analysisMalliavin Calculus for Stochastic Processes and Random Measures with Independent IncrementsThe maximum of a branching random walk with stretched exponential tailsBranching trees I: concatenation and infinite divisibilityNumerical shape optimization to decrease failure probability of ceramic structuresNormal approximation in total variation for statistics in geometric probabilityOn quasi-infinitely divisible random measuresNon-local Markovian symmetric forms on infinite dimensional spaces. II: Applications: non local stochastic quantization of space cut-off quantum fields and infinite particle systemsWasserstein distance on configuration spaceA note on the history of the Poisson processConvergence rate for geometric statistics of point processes having fast decay of dependenceScaling limits of anisotropic Hastings-Levitov clustersMultiplicative chaos and the characteristic polynomial of the CUE: The 𝐿¹-phaseAsymptotic mean stationarity and absolute continuity of point process distributionsA conjugate class of random probability measures based on tilting and with its posterior analysisOn classes of Bitcoin-inspired infinite-server queueing systemsThe limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizesGradient based biobjective shape optimization to improve reliability and cost of ceramic componentsHausdorff dimension of visible sets for well-behaved continuum percolation in the hyperbolic planeA Fourier analysis of extreme eventsContinued fractions, the Chen–Stein method and extreme value theoryThe influence of dependence on data network modelsEconometric specification of the risk neutral valuation modelLimit laws for random vectors with an extreme componentNormal approximation for random sumsLarge Deviations for Point Processes Based on Stationary Sequences with Heavy TailsOn metrizing vague convergence of random measures with applications on Bayesian nonparametric modelsA cluster-limit theorem for infinitely divisible point processesPoisson limits of sums of point processes and an particle-survivor modelOptimal transport between determinantal point processes and application to fast simulationUnderstanding the topology and the geometry of the space of persistence diagrams via optimal partial transportPoint process convergence for the off-diagonal entries of sample covariance matricesConditionally Independent Increment Point ProcessesMonotonicity preservation properties of kernel regression estimatorsThe cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chainsLiving on the Multidimensional Edge: Seeking Hidden Risks Using Regular VariationNonstandard limit theorem for infinite variance functionalsEfficient importance sampling in ruin problems for multidimensional regularly varying random walksPrediction in a Poisson cluster modelA new look at transient versions of Little's law, and M/G/1 preemptive last-come-first-served queuesCharacterizations and examples of hidden regular variationLifshits tails caused by anisotropic decay: the emergence of a quantum-classical regimeFreezing and decorated Poisson point processesFunctional large deviations for multivariate regularly varying random walksExtremes on treesUnnamed ItemThe upcrossings index and the extremal indexAnalysis of stochastic fluid queues driven by local-time processesBartlett spectrum and mixing properties of infinitely divisible random measuresCharacteristic functionals of Dirichlet measuresInsensitivity of the mean field limit of loss systems under SQ(d) routeingOn resampling schemes for polytopesOn customer flows in jackson queueing networksFrom Spin Glasses to Branching Brownian Motion—and Back?Rigidity hierarchy in random point fields: random polynomials and determinantal processesStein's method of normal approximation: some recollections and reflectionsThe Limit of Stationary Distributions of Many-Server Queues in the Halfin–Whitt RegimeReal roots near the unit circle of random polynomialsLarge deviation principles and loglog laws for observation processesOn regular variation for infinitely divisible random vectors and additive processesData network models of burstinessDirectionally convex ordering of random measures, shot noise fields, and some applications to wireless communicationsOverly determined agents prevent consensus in a generalized Deffuant model on ℤ with dispersed opinionsWeak topologies for Carathéodory differential equations: continuous dependence, exponential dichotomy and attractorsPalm theory, random measures and Stein couplingsThe eternal multiplicative coalescent encoding via excursions of Lévy-type processesShape gradients for the failure probability of a mechanic component under cyclic loading: a discrete adjoint approachCones generated by random points on half-spheres and convex hulls of Poisson point processesFactorization Identities for Reflected Processes, with ApplicationsNonparametric Measures of Association between a Spatial Point Process and a Random Set, with Geological ApplicationsUnnamed ItemPareto Lévy Measures and Multivariate Regular Variation




This page was built for publication: