scientific article

Charles M. Goldie, Jozef L. Teugels, Nicholas H. Bingham

Publication date: 17 September 1992

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

regular variation Mercerian theorems Abelian and Tauberian theorems de Haan theory Karamata theory

Monotonic functions, generalizations (26A48) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Research exposition (monographs, survey articles) pertaining to real functions (26-02)

Related Items

Phase transition in loop percolation, Erratum to: ``Asymptotic behaviour of first passage time distributions for Lévy processes, Weak convergence of renewal shot noise processes in the case of slowly varying normalization, A unified approach to self-normalized block sampling, Asymptotics for duration-driven long range dependent processes, Diversification limit of quantiles under dependence uncertainty, Extremes of stationary Gaussian storage models, Beurling moving averages and approximate homomorphisms, Moderate deviations and Strassen's law for additive processes, The impact of competition on prices with numerous firms, Existence and global asymptotic behavior of positive solutions for combined second-order differential equations on the half-line, Two-dimensional renewal theorems with weak moment conditions and critical Bellman-Harris branching processes, Density analysis of BSDEs, The first passage time problem over a moving boundary for asymptotically stable Lévy processes, Elliptic boundary-value problems in the sense of Lawruk on Sobolev and Hörmander spaces, Fluctuations of linear statistics of half-heavy-tailed random matrices, Anisotropic Hörmander spaces on the lateral surface of a cylinder, Heat content for convolution semigroups, A CLT for martingale transforms with infinite variance, Moment convergence of first-passage times in renewal theory, On a small-time limit behavior of the probability that a Lévy process stays positive, Asymptotics for recurrent diffusions with application to high frequency regression, Fractionally integrated inverse stable subordinators, Preservation of the growth rates of delay differential equations by Euler schemes with non-uniform step sizes, Douglis-Nirenberg elliptic systems in Hörmander spaces, Tail homogeneity of invariant measures of multidimensional stochastic recursions in a critical case, The weak coupling limit of disordered copolymer models, Beyond Lebesgue and Baire. III: Steinhaus' theorem and its descendants, The tail empirical process for long memory stochastic volatility sequences, One-sided Tauberian conditions for a general summability method, Law of the absorption time of some positive self-similar Markov processes, Second order properties of distribution tails and estimation of tail exponents in random difference equations, An explicit representation of Verblunsky coefficients, Tauberian theorems for the wavelet transform, Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution, Group action and shift-compactness, Singular solutions of perturbed logistic-type equations, Tauberian conditions with controlled oscillatory behavior, On the number of empty boxes in the Bernoulli sieve. II., Quasi Ornstein-Uhlenbeck processes, Generalized convexity and the existence of finite time blow-up solutions for an evolutionary problem, Random pinning model with finite range correlations: disorder relevant regime, Spectrum of non-Hermitian heavy tailed random matrices, Nonparametric regression with martingale increment errors, Spectral distribution and \(L^{2}\)-isoperimetric profile of Laplace operators on groups, Central and non-central limit theorems in a free probability setting, Optimal embeddings of spaces of generalized smoothness in the critical case, Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations, Petrovskii elliptic systems in the extended Sobolev scale, Regularly varying measures on metric spaces: hidden regular variation and hidden jumps, Uniform asymptotics for the tail probability of weighted sums with heavy tails, Self-similar scaling limits of non-increasing Markov chains, Asymptotics of trimmed CUSUM statistics, Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses, Asymptotics in a time-dependent renewal risk model with stochastic return, Local extinction in continuous-state branching processes with immigration, Error bounds for approximations of traces of products of truncated Toeplitz operators, Assessing relative volatility/ intermittency/energy dissipation, Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts, Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence, Localization and delocalization for heavy tailed band matrices, Quenched large deviations for multidimensional random walk in random environment with holding times, The Brownian plane, The trace problem for Toeplitz matrices and operators and its impact in probability, Transition kernels and the conditional extreme value model, Light tails: all summands are large when the empirical mean is large, How the instability of ranks under long memory affects large-sample inference, Simple examples of pure-jump strict local martingales, Martingale limit theorem and its application to an ergodic controlled Markov chain, Cauchy's functional equation and extensions: Goldie's equation and inequality, the Gołąb-Schinzel equation and Beurling's equation, On the long-range directed polymer model, Isomorphism theorems for some parabolic initial-boundary value problems in Hörmander spaces, A Carleson type inequality for fully nonlinear elliptic equations with non-Lipschitz drift term, Compact Brownian surfaces. I: Brownian disks, Hitting times of points and intervals for symmetric Lévy processes, The functional equation of the smoothing transform, Continuity properties of solutions to the \(p\)-Laplace system, Random walks driven by low moment measures, Scaling limits of Markov branching trees with applications to Galton-Watson and random unordered trees, Long memory in a linear stochastic Volterra differential equation, Intermittency and ageing for the symbiotic branching model, Conditional distribution of heavy tailed random variables on large deviations of their sum, On the limit law of a random walk conditioned to reach a high level, The point process approach for fractionally differentiated random walks under heavy traffic, Quasi-stationary distributions and Yaglom limits of self-similar Markov processes, Minimal thinness for subordinate Brownian motion in half-space, Fractional diffusion limit for collisional kinetic equations, Spectrum of large random reversible Markov chains: heavy-tailed weights on the complete graph, Robustness regions for measures of risk aggregation, An isomorphism theorem for parabolic problems in Hörmander spaces and its applications, Log-convex sequences and nonzero proximate orders, Extremes of locally stationary chi-square processes with trend, Time inhomogeneity in longest gap and longest run problems, A simple proof of heavy tail estimates for affine type Lipschitz recursions, Invariance principles for random walks conditioned to stay positive, Splitting trees with neutral mutations at birth, New extensions of some classical theorems in number theory, Spaces of generalized smoothness in the critical case: optimal embeddings, continuity envelopes and approximation numbers, Strongly regular sequences and proximate orders, On the limit of conditional Spearman's rho under the common factor model, Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes., Multifractal processes: definition, properties and new examples, On the strong laws of large numbers for sequences of blockwise pairwise and coordinatewise negatively dependent random vectors in Hilbert spaces, The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model., Frobenius distributions of elliptic curves in short intervals on average, Estimation problems for distributions with heavy tails, Limit theorems for conservative flows on multiple stochastic integrals, Strong renewal theorem and local limit theorem in the absence of regular variation, Non-local solvable birth-death processes, Second-order behaviour for self-decomposable distributions with two-sided regularly varying densities, Wiener Tauberian theorems for ultradistributions, Some problems for Petrovskii parabolic systems in generalized Sobolev spaces, A phase transition for tails of the free multiplicative convolution powers, Slow diffusion for a Brownian motion with random reflecting barriers, Tails of subordinated laws: The regularly varying case, Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case, Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution, Tail asymptotics for dependent subexponential differences, Fixed points of the smoothing transform: two-sided solutions, Small time Chung-type LIL for Lévy processes, Szegő's theorem and its probabilistic descendants, Asymptotic behavior of spectral measures of Krein's and Kotani's strings, First passage percolation on random graphs with finite mean degrees, Sensitivity of the Hermite rank, Optimal rates of decay for operator semigroups on Hilbert spaces, Price of anarchy for highly congested routing games in parallel networks, Variants on the Berz sublinearity theorem, Persistent random walks. II. Functional scaling limits, Spectral asymptotics for infinite order pseudo-differential operators, Limit theorems for the logarithm of the order of a random \(A\)-mapping, A non-local in time telegraph equation, Trimmed Lévy processes and their extremal components, A renewal theorem and supremum of a perturbed random walk, On the ladder heights of random walks attracted to stable laws of exponent 1, The incipient infinite cluster of the uniform infinite half-planar triangulation, Moderate parts in regenerative compositions: the case of regular variation, Hybrid simulation scheme for volatility modulated moving average fields, An arcsine law for Markov random walks, Counting cliques and cycles in scale-free inhomogeneous random graphs, Non-equilibrium particle dynamics with unbounded number of interacting neighbors, How complex is a random picture?, Introduction to extreme value theory: applications to risk analysis and management, Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data, Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications, Quasiasymptotic analysis in Colombeau algebra, Dependence properties and Bayesian inference for asymmetric multivariate copulas, Necessary conditions in limit theorems for cumulative processes., Stable-like fluctuations of Biggins' martingales, On a Pitman-Yor problem, Limiting fitness distributions in evolutionary dynamics, Limit theorems for random walks that avoid bounded sets, with applications to the largest gap problem, Degrees of transience and recurrence and hierarchical random walks, Large deviations for heavy-tailed random elements in convex cones, Functional CLT for the range of stable random walks, Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores, The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks, Duality of random planar maps via percolation, Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model, Consistent estimator of nonparametric structural spurious regression model for high frequency data, Reduction principle for functionals of strong-weak dependent vector random fields, Abstract Cauchy problems for the generalized fractional calculus, Random discretization of stationary continuous time processes, Asymptotics for volatility derivatives in multi-factor rough volatility models, Tail dependence and heavy tailedness in extreme risks, New families of bivariate copulas via unit Weibull distortion, Persistence of hubs in growing random networks, On a multivariate strong renewal theorem, The potential function and ladder heights of a recurrent random walk on \(\mathbb{Z}\) with infinite variance, A phase transition for preferential attachment models with additive fitness, Intermittency and infinite variance: the case of integrated supou processes, On the preservation of some pure-tail orderings by reliability operations, Asymptotic behavior of maxima of independent random variables. Discrete case, On asymptotic equivalence of the NPMLE of a monotone density and a Grenander-type estimator in multi-sample biased sampling models, The scaling limit of the directed polymer with power-law tail disorder, Spitzer's condition and ladder variables in random walks, Wiener-type Tauberian theorems for Fourier hyperfunctions, A functional limit theorem for nested Karlin's occupancy scheme generated by discrete Weibull-like distributions, Central limit theorem for the least common multiple of a uniformly sampled \(m\)-tuple of integers, Limits of multiplicative inhomogeneous random graphs and Lévy trees: limit theorems, Quantifying closeness of distributions of sums and maxima when tails are fat, Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications, Limit theorems for discounted convergent perpetuities, Penalising transmission to hubs in scale-free spatial random graphs, Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices, Stability of inverter-interfaced power systems with multi-scale-free properties, Potentials for non-local Schrödinger operators with zero eigenvalues, Extremes and regular variation, A transformation for spectrally negative Lévy processes and applications, Small counts in nested Karlin's occupancy scheme generated by discrete Weibull-like distributions, Extremes of the stochastic heat equation with additive Lévy noise, Convex hulls of stable random walks, Tauberian and Mercerian theorems for systems of kernels, Tail probabilities of random linear functions of regularly varying random vectors, Nonparametric estimation in null recurrent time series., \(\sqrt{\log t}\)-superdiffusivity for a Brownian particle in the curl of the 2D GFF, A limit theorem for Bernoulli convolutions and the \(\Phi \)-variation of functions in the Takagi class, Bernstein-von Mises theorem for the Pitman-Yor process of nonnegative type, Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables, Weak coupling limits for directed polymers in tube environments, Renewal model for dependent binary sequences, On the joint distribution of ladder variables of random walk, Distributional limit theorems in infinite ergodic theory, Waiting-time tail probabilities in queues with long-tail service-time distributions, Fractional randomness, A critical branching process with immigration in varying environments, Extremes of threshold-dependent Gaussian processes, Limits of the boundary of random planar maps, An invariance principle for sums and record times of regularly varying stationary sequences, Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions, The Bernoulli sieve revisited, Excursion theory for Brownian motion indexed by the Brownian tree, Admissible mixing distributions for a general class of mixture survival models with known asymptotics, Joint approximation of processes based on spacings and order statistics, Extremes of vector-valued Gaussian processes with trend, Intermittency of trawl processes, Tauberian theorem for value functions, Zooming in on a Lévy process at its supremum, Bootstrapping the renewal spacings processes, LAMN in a class of parametric models for null recurrent diffusions, Nonlocal heat equations: regularizing effect, decay estimates and Nash inequalities, Limit laws for norms of IID samples with Weibull tails, Localization of the principal Dirichlet eigenvector in the heavy-tailed random conductance model, The structure of generalized domains of semistable attraction, Extremes of Gaussian random fields with regularly varying dependence structure, Extremal holomorphic curves for defect relations, Extremes of asymptotically spherical and elliptical random vectors, On functions \(K\) and \(E\) generated by a sequence of moments, Ergodic properties of generalized Ornstein-Uhlenbeck processes, When is a scale-free graph ultra-small?, The left tail of renewal measure, On the modulus of continuity of solutions to the \(n\)-Laplace equation, An asymptotic theory for recurrence relations based on minimization and maximization., Hidden regular variation under full and strong asymptotic dependence, On the stationary tail index of iterated random Lipschitz functions, Weak laws of large numbers for weighted independent random variables with infinite mean, New results for tails of probability distributions according to their asymptotic decay, A note on the QMLE limit theory in the non-stationary ARCH(1) model, Iterated random functions and slowly varying tails, Maximum of a log-correlated Gaussian field, On tail dependence coefficients of transformed multivariate Archimedean copulas, Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices, High level quantile approximations of sums of risks, Mixtures of power series distributions: identifiability via uniqueness in problems of moments, Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks, Asymptotic properties of the tail distribution and Hill's estimator for shot noise sequence, Efficient simulation for dependent rare events with applications to extremes, Spectral asymptotics for canonical systems, Weak convergence of multivariate fractional processes, Additivity, subadditivity and linearity: automatic continuity and quantifier weakening, Frobenius distributions in short intervals for CM elliptic curves, Free energy of the Cauchy directed polymer model at high temperature, Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift, On the longest gap between power-rate arrivals, Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing., Infinite measure preserving transformations with compact first regeneration, Multivariate Markov-switching ARMA processes with regularly varying noise, On the sample paths of Brownian motions on compact infinite dimensional groups, Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model, Invariant local Dirichlet forms on locally compact groups, Statistical inference for \(L^2\)-distances to uniformity, A uniform asymptotic estimate for discounted aggregate claims with subexponential tails, Continuum tree asymptotics of discrete fragmentations and applications to phylogenetic mod\-els, Large deviations for random walks under subexponentiality: The big-jump domain, Multivariate subexponential distributions, A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights, Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2, A test procedure for detecting super-heavy tails, Path and semimartingale properties of chaos processes, On regularly varying and history-dependent convergence rates of solutions of a Volterra equation with infinite memory, Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known, Asymptotic behavior of solutions of the fragmentation equation with shattering: an approach via self-similar Markov processes, Exact and asymptotic \(n\)-tuple laws at first and last passage, An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes, A discussion on mean excess plots, Wavelet expansions and asymptotic behavior of distributions, Almost sure central limit theorems on the Wiener space, Topological regular variation. I: Slow variation, Topological regular variation. II: The fundamental theorems, Topological regular variation. III: Regular variation, The growth of the infinite long-range percolation cluster, Nonparametric regression estimation in a null recurrent time series, Ultracontractivity and embedding into \(L^\infty\), Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line, Phase transitions for Gödel incompleteness, The quenched critical point of a diluted disordered polymer model, From extended regular variation to regular variation with application in extreme value statis\-tics, On the asymptotic distributions of weighted uniform mulitivariate empirical processes, Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations, High resolution quantization and entropy coding of jump processes, The upper envelope of positive self-similar Markov Processes, Small deviations of general Lévy processes, Stability of overshoots of zero mean random walks, Weighted Fourier inequalities in Lebesgue and Lorentz spaces, Estimating Dixmier traces of Hankel operators in Lorentz ideals, Tauberian theorems for integral transforms of distributions, Functional nonparametric estimation of conditional extreme quantiles, Asymptotics for prediction errors of stationary processes with reflection positivity, Abelian, Tauberian, and Mercerian theorems for arithmetic sums., Subexponentiality of the product of independent random variables, Regularly varying rates of decrease for moduli of continuity and Fourier transforms of functions on \({\mathbb{R}}^ d\), Hurst Index of Functions of Long-Range-Dependent Markov Chains, A Self-Normalized Central Limit Theorem for Markov Random Walks, The speed of critically biased random walk in a one-dimensional percolation model, Strong renewal theorems and local large deviations for multivariate random walks and renewals, Existence and global asymptotic behavior of singular positive solutions for radial Laplacian, Unnamed Item, On infinitely divisible semimartingales, Prediction of long memory processes on same-realisation, Asymptotic behaviour and functional limit theorems for a time changed Wiener process, Critical percolation on scale-free random graphs: new universality class for the configuration model, Nonnormal Small Jump Approximation of Infinitely Divisible Distributions, On the maximum of random assignment process, Tauberian theorems and large deviations, Heat kernel asymptotics of the subordinator and subordinate Brownian motion, Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes, On a skew stable Lévy process, Constructing KMS states from infinite-dimensional spectral triples, Nonlocal in-time telegraph equation and telegraph processes with random time, Height and contour processes of Crump-Mode-Jagers forests. II: the Bellman-Harris universality class, The Hsu-Robbins-Erdös theorem for the maximum partial sums of quadruplewise independent random variables, Scaling limit of linearly edge-reinforced random walks on critical Galton-Watson trees, Limit theorems for discounted convergent perpetuities. II, A functional stable limit theorem for Gibbs-Markov maps, On a global upper bound for Jensen's inequality, Apéry limits and special values of \(L\)-functions, On weak laws of large numbers for maximal partial sums of pairwise independent random variables, Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend, Fine asymptotics for the maximum degree in weighted recursive trees with bounded random weights, A fractional Hawkes process. II: Further characterization of the process, Stable fluctuations of iterated perturbed random walks in intermediate generations of a general branching process tree, Characterization of \(H\)-Brownian Gibbsian line ensembles, Probabilistic Relation between In-Degree and PageRank, Limit theory for some positive stationary processes with infinite mean, Multivariate limits of multilinear polynomial-form processes with long memory, Extended Sobolev scale and elliptic operators, Scaling limits of solutions of linear evolution equations with random initial conditions, Revenue and efficiency ranking in large multi-unit and bundle auctions, Return- and hitting-time limits for rare events of null-recurrent Markov maps, Long-range last-passage percolation on the line, Characterization of the finite variation property for a class of stationary increment infinitely divisible processes, Functional limit theorems for renewal shot noise processes with increasing response functions, The Hausdorff dimension of certain sets in a class of \(\alpha \)-Lüroth expansions, Random weighting estimation of stable exponent, Extremal behavior of Archimedean copulas, Return- and hitting-time distributions of small sets in infinite measure preserving systems, The log-Lévy moment problem via Berg–Urbanik semigroups, Central limit theorems for nearly long range dependent subordinated linear processes, A local-time correspondence for stochastic partial differential equations, Tail Asymptotics for the Waiting Time in an M/G/1/ROS Vacation Queue with Regularly-Varying Service, Tail asymptotics for the sum of two heavy-tailed dependent risks, Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments, Anderson parabolic model for a quasi-stationary medium, Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes, Fragmentation processes with an initial mass converging to infinity, Covariances Estimation for Long-Memory Processes, Some properties of entire functions with nonnegative Taylor coefficients, Asymptotic self-similarity for solutions of partial integro-differential equations, AR and MA representation of partial autocorrelation functions, with applications, Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions, Time change approach to generalized excursion measures, and its application to limit theorems, Asymptotic analysis for personalized Web search, High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus, Exponential rate of almost-sure convergence of intrinsic martingales in supercritical branching random walks, Elementary fixed points of the BRW smoothing transforms with infinite number of summands, Extremes of Gaussian processes over an infinite horizon, Extremal behavior of regularly varying stochastic processes, Conditional limit theorems for queues with Gaussian input, a weak convergence approach, Limit theorems for sums of random exponentials, Tail asymptotics for exponential functionals of Lévy processes, On exact rates of decay of solutions of linear systems of Volterra equations with delay, The moment index of minima. II., Extreme values and entire functions of finite order, Explicit representation of finite predictor coefficients and its applications, Tauberian and Abelian theorems for long-range dependent random fields, Error rates and improved algorithms for rare event simulation with heavy Weibull tails, Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model, Small deviation probability via chaining, Pinning and wetting transition for (1\(+\)1)-dimensional fields with Laplacian interaction, Higher-order expansions for compound distributions and ruin probabilities with subexponential claims, On the Breiman conjecture, Asymptotic distributions for weighted power sums of extreme values, The Rate of Convergence of some Asymptotic Expansions for Distribution Approximations via an Esseen Type Estimate, Limit theorems for a stable sausage, Constructing Self-Similar Martingales via Two Skorokhod Embeddings, On the Price of Anarchy of Highly Congested Nonatomic Network Games, Complete moment convergence for m-ANA random variables and statistical applications, Bessel potentials, hitting distributions and Green functions, General Smile Asymptotics with Bounded Maturity, On Λ-Coalescents with Dust Component, Tauberian theorems for matrix regular variation, Leader election using random walks, Regeneration-based statistics for Harris recurrent Markov chains, Recurrent extensions of self-similar Markov processes and Cramér's condition, Weak convergence of weighted additive functionals of long-range dependent fields, Equilibrium for fragmentation with immigration, Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift, Reduced-load equivalence for queues with Gaussian input, A local limit theorem for random walks conditioned to stay positive, Local asymptotics of the cycle maximum of a heavy-tailed random walk, A century of complex Tauberian theory, Elliptic operators on refined Sobolev scales on vector bundles, Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process, Biased random walk on supercritical percolation: anomalous fluctuations in the ballistic regime, Extinguishing behaviors for continuous-state nonlinear branching processes, Moderate deviations for random sums of heavy-tailed random variables, Weighted least squares estimators for the Parzen tail index, Existence and asymptotic properties of singular solutions of nonlinear elliptic equations in \(\mathbb{R}^n\backslash\{0\}\), The index theorem of topological regular variation and its applications, Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable, Asymptotics of arithmetic functions of GCD and LCM of random integers in hyperbolic regions, Asymptotic behavior of common connections in sparse random networks, Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval, Lévy-driven GPS queues with heavy-tailed input, On the order of functions at infinity, Martingale weak Orlicz-Karamata-Hardy spaces associated with concave functions, Growth rates of solutions of superlinear ordinary differential equations, Limit theorems for random walks, Nonparametric jump variation measures from options, Testing for the presence of jump components in jump diffusion models, Random walks with sticky barriers, Dixmier traces and residues on weak operator ideals, A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations, A comment on a controversial issue: a generalized fractional derivative cannot have a regular kernel, Approximation of sojourn times of Gaussian processes, On the asymptotic covariance of the multivariate empirical copula process, Escape regimes of biased random walks on Galton-Watson trees, Random walks in a strongly sparse random environment, Limit theorems for a class of critical superprocesses with stable branching, The remainder in the renewal theorem, Multisummability in Carleman ultraholomorphic classes by means of nonzero proximate orders, Infinite stable looptrees, Scaling limit of sub-ballistic 1D random walk among biased conductances: \textit{a story of wells and walls}, Beyond Haar and Cameron-Martin: the Steinhaus support, Elliptic problems with boundary conditions of higher orders in Hörmander spaces, Ultraholomorphic extension theorems in the mixed setting, Reduction principle for functionals of vector random fields, Risk concentration under second order regular variation, Limit theorems for the `laziest' minimal random walk model of elephant type, The boundary of random planar maps via looptrees, The multifaceted behavior of integrated supOU processes: the infinite variance case, Darling-Kac theorem for renewal shifts in the absence of regular variation, Sojourn times of Gaussian processes with trend, A note on distortion effects on the strength of bivariate copula tail dependence, Tail asymptotics for the \(M_1,M_2/G_1,G_2/1\) retrial queue with non-preemptive priority, A slow triangle map with a segment of indifferent fixed points and a complete tree of rational pairs, On the Baum-Katz theorem for sequences of pairwise independent random variables with regularly varying normalizing constants, The Marcinkiewicz-Zygmund-type strong law of large numbers with general normalizing sequences, Preferential attachment random graphs with edge-step functions, Volatility regressions with fat tails, Taylor coefficients of smooth functions, Heavy-tailed configuration models at criticality, A functional equation of tail-balance for continuous signals in the Condorcet jury theorem, Combined effects in singular elliptic problems in punctured domain, Convergence of extreme values of Poisson point processes at small times, Functional limit theorem without centering for general shot-noise processes, Surjectivity of the asymptotic Borel map in Carleman-Roumieu ultraholomorphic classes defined by regular sequences, Implementable coupling of Lévy process and Brownian motion, Growth and fluctuation in perturbed nonlinear Volterra equations, Limit laws for the norms of extremal samples, The boundary of the range of a random walk and the Følner property, Localization of a vertex reinforced random walk on \(\mathbb Z\) with sub-linear weight, Central limit theorems for linear statistics of heavy tailed random matrices, Weighted norm inequalities for convolution and Riesz potential, Interpolation Hilbert spaces between Sobolev spaces, Regular elliptic boundary-value problems in the extended Sobolev scale, Random sampling of long-memory stationary processes, Scaling limits of (\(1+1\))-dimensional pinning models with Laplacian interaction, Tail asymptotic behavior of the supremum of a class of chi-square processes, Characterization of a general class of tail probability distributions, The Dickman subordinator, renewal theorems, and disordered systems, Nonlinear randomized urn models: a stochastic approximation viewpoint, Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes, Asymptotically stable random walks of index \(1 < \alpha < 2\) killed on a finite set, Canonical systems with discrete spectrum, Extreme-value-theoretic estimation of local intrinsic dimensionality, Growth of periodic Grigorchuk groups, Some new bounds on the entropy numbers of diagonal operators, Conditional excess risk measures and multivariate regular variation, Explosion in weighted hyperbolic random graphs and geometric inhomogeneous random graphs, Stochastic recursions: between Kesten's and Grincevičius-Grey's assumptions, The laws of iterated and triple logarithms for extreme values of regenerative processes, Fractal-dimensional properties of subordinators, Nonlocal equations with regular varying decay solutions, On functions bounded by Karamata functions, Random walks in a moderately sparse random environment, Local large deviations and the strong renewal theorem, The random pinning model with correlated disorder given by a renewal set, The tail empirical process for long memory stochastic volatility models with leverage, Complex Tauberian theorems for Laplace transforms with local pseudofunction boundary behavior, Indices of O-regular variation for weight functions and weight sequences, Asymptotic behavior of maxima of independent random variables, Stable CLTs and rates for power variation of \(\alpha\)-stable Lévy processes, Generalized Harnack inequality for nonhomogeneous elliptic equations, Limit theorems for Smoluchowski dynamics associated with critical continuous-state branching processes, Limit theorems for nonnegative independent random variables with truncation, On the relation between regular variation and the asymptotic elasticity of substitution, Strong renewal theorems with infinite mean beyond local large deviations, Limit theorems for conditioned non-generic Galton-Watson trees, Beurling regular variation, Bloom dichotomy, and the Gołąb-Schinzel functional equation, A two-type Bellman-Harris process initiated by a large number of particles, On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor, Automated Estimation of Heavy-Tailed Vector Error Correction Models, Notes on ultraslow nonlocal telegraph evolution equations, Spectral projections correlation structure for short-to-long range dependent processes, MCMC Algorithms for Posteriors on Matrix Spaces, Maxima of linear processes with heavy‐tailed innovations and random coefficients, On VIX futures in the rough Bergomi model, Random stable-type minimal factorizations of the n-cycle, Extrema of multi-dimensional Gaussian processes over random intervals, Infinite-server queues with Hawkes input, Generalized Lorenz curves and convexifications of stochastic processes, On Renewal Matrices Connected with Branching Processes with Tails of Distributions of Different Orders, TAIL DEPENDENCE OF OLS, Infinite random planar maps related to Cauchy processes, Stieltjes classes for moment-indeterminate probability distributions, Hitting probabilities for L\'{e}vy processes on the real line, SECOND ORDER SUBEXPONENTIALITY AND INFINITE DIVISIBILITY, RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES, Weak laws of large numbers for nonnegative independent random variables without finite means, On asymptotics of discretized functionals of long-range dependent functional data, Geometrically Convergent Simulation of the Extrema of Lévy Processes, Limit theorems for filtered long-range dependent random fields, Central limit theorem for the capacity of the range of stable random walks, A note on upper-patched generators for Archimedean copulas, Extremes ofγ-reflected Gaussian processes with stationary increments, Tree convolution for probability distributions with unbounded support, Asymptotic behavior of densities of unimodal convolution semigroups, Strong law of large numbers for functionals of random fields with unboundedly increasing covariances, Small-time moderate deviations for the randomised Heston model, Weak convergence of random processes with immigration at random times, A functional limit theorem for general shot noise processes, On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model, Dynamics of drainage under stochastic rainfall in river networks, Homomorphisms from Functional Equations in Probability, Heavy-Traffic Analysis of Sojourn Time Under the Foreground–Background Scheduling Policy, Regularly log-periodic functions and some applications, When is Selfish Routing Bad? The Price of Anarchy in Light and Heavy Traffic, Representations of hermite processes using local time of intersecting stationary stable regenerative sets, Non-Comparability with respect to the convex transform order with applications, Growth Rates of Sublinear Functional and Volterra Differential Equations, Controlled branching processes with continuous time, Maximal number of direct offspring in simple branching processes, Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances, A Note on the Port Methodology in the Estimation of a Shape Second-Order Parameter, Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation, Limit Theorems for a Generalized Feller Game, Quasi-Limiting Behavior of Drifted Brownian Motion, An Almost-Sure Renewal Theorem for Branching Random Walks on the Line, A note on first passage probabilities of a L\'evy process reflected at a general barrier, Two queues with random time-limited polling, Unnamed Item, On VIX futures in the rough Bergomi model, Large deviations of means of heavy-tailed random variables with finite moments of all orders, Ergodicity of Markov chain Monte Carlo with reversible proposal, Implicit renewal theory in the arithmetic case, A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails, Functional limit theorems for the number of busy servers in a G/G/∞ queue, Stable laws and Beurling kernels, Asymptotic normality of degree counts in a preferential attachment model, The CRT is the scaling limit of unordered binary trees, Optimal Adaptation for Early Stopping in Statistical Inverse Problems, Iterated random functions and regularly varying tails, Darling--Erd\H{o}s theorem for L\'evy processes at zero, Accelerating parallel tempering: Quantile tempering algorithm (QuanTA), Asymptotics of values in dynamic games on large intervals, On scaling limits of multitype Galton-Watson trees with possibly infinite variance, Number of particles absorbed in a BBM on the extinction event, Unnamed Item, Extremes of nonstationary Gaussian fluid queues, On perpetuities with light tails, Transience and Recurrence of Markov Processes with Constrained Local Time, Critical branching processes in random environment and Cauchy domain of attraction, On Conditions for a Probability Distribution to Be Uniquely Determined by Its Moments, A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter, On LSE in regression model for long-range dependent random fields on spheres, Ruin Problems with Worsening Risks or with Infinite Mean Claims, Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes, Series Representation of Time-Stable Stochastic Processes, Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization, Degree-Degree Dependencies in Random Graphs with Heavy-Tailed Degrees, A new test for convergence of positive series, On a conjecture of Seneta on regular variation of truncated moments, A classification of aperiodic order via spectral metrics and Jarník sets, Joint estimates for zeros and Taylor coefficients of entire function, An extension of the Erdős‐Tetali theorem, Regularly varying functions, generalized contents, and the spectrum of fractal strings, An Onsager singularity theorem for Leray solutions of incompressible Navier–Stokes, Second order corrections for the limits of normalized ruin times in the presence of heavy tails, Two queues with time-limited polling and workload-dependent service speeds, Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite rth moments, Limit theorems for assortativity and clustering in null models for scale-free networks, Weak Convergence of Finite-Dimensional Distributions of the Number of Empty Boxes in the Bernoulli Sieve, Refinement by reducing and reusing random numbers of the Hybrid scheme for Brownian semistationary processes, On Necessary and Sufficient Conditions for Preserving Convergence Rates to Equilibrium in Deterministically and Stochastically Perturbed Differential Equations with Regularly Varying Nonlinearity, Limit theorems for wobbly interval intermittent maps, Critical fluctuations in renewal models of statistical mechanics, Limit theorems for prices of options written on semi-Markov processes, ON THE LARGEST PARTIAL QUOTIENTS IN CONTINUED FRACTION EXPANSIONS, Roots of random functions: A framework for local universality, Extinction rate of continuous state branching processes in critical Lévy environments, Renewal theory for iterated perturbed random walks on a general branching process tree: Early generations, TRANSITION DENSITIES OF SUBORDINATORS OF POSITIVE ORDER, On q-scale functions of spectrally negative Lévy processes, Asymptotics of non-local perimeters, An exponential inequality for orthomartingale difference random fields and some applications, Transience of symmetric nonlocal Dirichlet forms, Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications, Innovation, firm size distribution, and gains from trade, A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations, Sectorial extensions for ultraholomorphic classes defined by weight functions, Transition probability estimates for subordinate random walks, Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles, Description of K‐spaces by means of J‐spaces and the reverse problem in the limiting real interpolation, On the weighted generator of double sequences and its Tauberian conditions, Optimal behavior of weighted Hardy operators on rearrangement‐invariant spaces, Beyond Matérn: On A Class of Interpretable Confluent Hypergeometric Covariance Functions, Limit theorems for random Dirichlet series, A generalization of Archimedean and Marshall-Olkin copulas family, Inference for the VEC(1) model with a heavy-tailed linear process errors*, Ultradifferentiable classes of entire functions, Non‐classical Tauberian and Abelian type criteria for the moment problem, Unnamed Item, New asymptotic results for generalized Oppenheim expansions, Large fluctuations and transport properties of the Lévy-Lorentz gas, The Kolmogorov strong law of large numbers for WOD random variables, On the notions of stochastic domination and uniform integrability in the Cesàro sense with applications to weak laws of large numbers for random fields, Central and Noncentral Limit Theorems Arising from the Scattering Transform and Its Neural Activation Generalization, Universal estimates and Liouville theorems for superlinear problems without scale invariance, Prime numbers in typical continued fraction expansions, Power laws in market microstructure, A GMM approach to estimate the roughness of stochastic volatility, Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications, Convergence Rates for Learning Linear Operators from Noisy Data, An oscillator driven by algebraically decorrelating noise, A growth estimate for the monodromy matrix of a canonical system, On a new concept of stochastic domination and the laws of large numbers, Scaling limits for a class of regular \(\Xi\)-coalescents, Universality: random matrices, random geometry and SPDEs. Abstracts from the workshop held May 29 -- June 4, 2022, Strong transience for one-dimensional Markov chains with asymptotically zero drifts, Indefinite Sturm-Liouville operators in polar form, Unnamed Item, How smooth can the convex hull of a Lévy path be?, Formation of infinite loops for an interacting bosonic loop soup, A phase transition in block-weighted random maps, On binomial thinning and mixing, Multivariate multiplicative functions of uniform random vectors in large integer domains, Extremes of reflecting Gaussian processes on discrete grid, SERVER WAITING TIMES IN INFINITE SUPPLY POLLING SYSTEMS WITH PREPARATION TIMES, Interpolation with a function parameter from the category point of view, Sharp sufficient conditions for mean convergence of the maximal partial sums of dependent random variables with general norming sequences, Scale-free percolation mixing time, Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence, Threshold for the expected measure of the convex hull of random points with independent coordinates, Tail adversarial stability for regularly varying linear processes and their extensions, Revisiting the product of random variables, Invariant Galton–Watson trees: metric properties and attraction with respect to generalized dynamical pruning, Refined tail asymptotic properties for the \(M^X/G/1\) retrial queue, Uniform approximation for the tail behavior of bidimensional randomly weighted sums, Subexponentialiy of densities of infinitely divisible distributions, Invariance principle for the capacity and the cardinality of the range of stable random walks, Implicit renewal theory for exponential functionals of Lévy processes, Scaling Limits of Markov-Branching Trees and Applications, A refined Weissman estimator for extreme quantiles, Decorated stable trees, A Rosenthal-type inequality for some classes of dependent random variables and its applications, Space-time boundedness and asymptotic behaviors of the densities of \textit{CME}-subordinators, Weyl's law for singular Riemannian manifolds, Yaglom limit for unimodal Lévy processes, Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity, The winner takes it all but one, On Rio's proof of limit theorems for dependent random fields, Bayes in action in deep learning and dictionary learning, Hybrid scheme for Brownian semistationary processes, Unnamed Item, Unnamed Item, Unnamed Item, On the number of jumps of random walks with a barrier, The Randomized Heston Model, Tauberian class estimates for vector-valued distributions, On pointwise adaptive curve estimation based on inhomogeneous data, Central Gaussian semigroups of measures with continuous density, Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution, Prediction risk for the horseshoe regression, Principal eigenvalue for the random walk among random traps on \({\mathbb{Z}}^{d}\), Tails of weakly dependent random vectors, Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes, Determining Factors Behind the PageRank Log-Log Plot, Functional convergence for moving averages with heavy tails and random coefficients, Extreme value distributions of mixing two sequences with different MDA's, A renewal theorem for relatively stable variables, Non-local in time telegraph equations and very slowly growing variances, Estimates of Dirichlet heat kernels for unimodal Lévy processes with low intensity of small jumps, Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data, Dubrovin equation for periodic Dirac operator on the half-line