scientific article

Publication date: 17 September 1992

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

central limit theorem laws of large numbers subadditive ergodic theorem

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to measure and integration (28-01) Limit theorems in probability theory (60Fxx) Measure-theoretic ergodic theory (28Dxx)

Related Items

A monotone Sinai theorem, Yamada-Watanabe results for stochastic differential equations with jumps, Monte Carlo sampling processes and incentive compatible allocations in large economies, A fixed-point approach to barycenters in Wasserstein space, On the generic nonconvergence of Bayesian actions and beliefs, On the arbitrage pricing theory, Nonlinear renewal theory for Markov random walks, Estimating the intensity of a cyclic Poisson process in the presence of linear trend, Discrepancy operators and numerical integration on compact groups, Exponential families with variance functions in \(\sqrt {\Delta}P(\sqrt {\Delta})\): Seshadri's class, Perfect cocycles through stochastic differential equations, Asymptotic equivalence of density estimation and Gaussian white noise, A self-organizing cluster process, Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model, Hypothesis testing for families of ergodic processes, Coalescent process with fluctuating population size and its effective size, Pointwise ergodic theorem and strong law of large numbers for random points in a metric space with negative curvature, Reminiscences, and some explorations about the bootstrap, Directed polymers in random environment are diffusive at weak disorder, Chernoff's theorem and discrete time approximations of Brownian motion on manifolds, Deviations bounds and conditional principles for thin sets, Stochastic CGL equations without linear dispersion in any space dimension, Nonparametric estimation for Lévy processes from low-frequency observations, Stein's method and Poisson process approximation for a class of Wasserstein metrics, Large deviations and transitions between equilibria for stochastic Landau-Lifshitz-Gilbert equation, Uniform large and moderate deviations for functional empirical processes, Domain adaptation and sample bias correction theory and algorithm for regression, Nonparametric estimation of multivariate elliptic densities via finite mixture sieves, Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions, Exact functionals and their core, Concentration of empirical distribution functions with applications to non-i.i.d. models, Wide consensus aggregation in the Wasserstein space. Application to location-scatter families, Auxiliary information: the raking-ratio empirical process, Bootstrap approximations for Bayesian analysis of \(Geo/G/1\) discrete-time queueing models., On the scaling limits of planar percolation, Sklar's theorem obtained via regularization techniques, Games of incomplete information, ergodic theory, and the measurability of equilibria, Cone-parameter convolution semigroups and their subordination, On the Kantorovich-Rubinstein theorem, Large deviations for symmetrised empirical measures, On the relation between gradient flows and the large-deviation principle, with applications to Markov chains and diffusion, Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case, A locally deterministic, detector-based model of quantum measurement, The existence of fixed points for the \(\cdot\)/GI/1 queue., Conservation of total vorticity for a 2D stochastic Navier-Stokes equation, On one-dimensional Riccati diffusions, Uniformities for the convergence in law and in probability, On summability, multipliability, product integrability, and parallel translation, Qualitative robustness of estimators on stochastic processes, Multivariate stochastic Korovkin theory given quantitatively, Integrated depth for measurable functions and sets, The stochastic order of probability measures on ordered metric spaces, A general formulation for standardization of rates as a method to control confounding by measured and unmeasured disease risk factors, Existence and consistency of maximum likelihood in upgraded mixture models, Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter, Dispersion and collapse in stochastic velocity fields on a cylinder, On the existence of Nash equilibria in large games, Correlated equilibrium existence for infinite games with type-dependent strategies, Balance and discontinuities in infinite games with type-dependent strategies, Asymptotic normality of two symmetry test statistics based on the \(L_1\)-error, Regularity and convergence of stochastic convolutions in duals of nuclear Fréchet spaces, On qualitative robustness of support vector machines, Rates of convergence in the central limit theorem for linear statistics of martingale differences, A characterization of dimension free concentration in terms of transportation inequalities, Coupling for \(\tau\)-dependent sequences and applications, Upper bounds for spatial point process approximations, Stochastic nonlinear beam equations, Nash equilibrium and generalized integration for infinite normal form games, New dependence coefficients. Examples and applications to statistics, Almost sure central limit theorems for heavily trimmed sums, Loop-erased random walk and Poisson kernel on planar graphs, Invariant Palm and related disintegrations via skew factorization, Small-time behavior of beta coalescents, On mean central limit theorems for stationary sequences, The principle of large deviations for almost everywhere central limit theorem, On locally uniformly linearizable high breakdown location and scale functionals, Spatializing random measures: doubly indexed processes and the large deviation principle, On asymptotic proximity of distributions, Scenario tree modeling for multistage stochastic programs, Feynman's operational calculi: spectral theory for noncommuting self-adjoint operators, Bivariate density estimation using BV regularisation, A nonmanipulable test, Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales, Measures on topological spaces, A hierarchy based on output multiplicity, Large deviations from the thermodynamic limit in globally coupled maps, Exponential integrability and transportation cost related to logarithmic Sobolev inequalities, Approximating de Finetti's measures for partially exchangeable sequences, Metrics on sets of interval partitions with diversity, Estimating functions evaluated by simulation: a Bayesian/analytic approach, Weak convergence of dependent empirical measures with application to subsampling in function spaces, Application of average dynamic programming to inventory systems, Acceptable and Walrasian allocations, A generalization of Lyapounov's theorem, Uniform and universal Glivenko-Cantelli classes, Occupation measures for chains of infinite order, The automorphism group of the Gaussian measure cannot act pointwise, Local field Brownian motion, Geometric stable distributions in Banach spaces, Central limit theorem and convergence to stable laws in Mallows distance, On the lifting of deterministic convergence rates for inverse problems with stochastic noise, Hoeffding-ANOVA decompositions for symmetric statistics of exchangeable observations., Rates of convergence in the functional CLT for multidimensional continuous time martingales., Central limit theorems for iterated random Lipschitz mappings., Potential theory for hyperbolic SPDEs., Conformal invariance of planar loop-erased random walks and uniform spanning trees., Densities, spectral densities and modality., Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields., Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean, A categorical characterization of relative entropy on standard Borel spaces, Large deviations for (1 + 1)-dimensional stochastic geometric wave equation, Harmonic explorer and its convergence to \(\text{SLE}_4\), Bisimulation for Feller-Dynkin processes, Towards a classification of behavioural equivalences in continuous-time Markov processes, Generalization error of random feature and kernel methods: hypercontractivity and kernel matrix concentration, On the diffusive behavior of isotropic diffusions in a random environment, Multiple decorrelation and rate of convergence in multidimensional limit theorems for the Prokhorov metric., Mean rates of convergence of empirical measures in the Wasserstein metric, Filtering and forecasting with misspecified ARCH models. II: Making the right forecast with the wrong model, Chains and forms in compact metric spaces, Large deviations: From empirical mean and measure to partial sums process, A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation, Compositions of random transpositions, On convergence determining and separating classes of functions, On large deviations of empirical measures for stationary Gaussian processes, Occupation measures for Markov chains, Berry-Esseen bounds for standardized subordinators via moduli of smoothness, Multi-dimensional wavelet Stieltjes transforms, Stationary straight-line representations of stationary random graphs, Optimal learning with costly adjustment, On structure and stability in stochastic programs with random technology matrix and complete integer recourse, Bohmian mechanics is not deterministic, Entropy, limit theorems, and variational principles for disordered lattice systems, A representation of the Kantorovich-functional, Large deviation analysis of the single server queue, General erased-word processes: product-type filtrations, ergodic laws and Martin boundaries, Randomness? What randomness?, Couplings and strong approximations to time-dependent empirical processes based on i.i.d. fractional Brownian motions, An infinitary probability logic for type spaces, Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics, A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems, Basic properties of nonlinear stochastic Schrödinger equations driven by Brownian motions, Large deviations for stochastic nematic liquid crystals driven by multiplicative Gaussian noise, Gibbs sampling, conjugate priors and coupling, On signed measure valued solutions of stochastic evolution equations, A novel method based on augmented Markov vector process for the time-variant extreme value distribution of stochastic dynamical systems enforced by Poisson white noise, A goodness-of-fit test for Poisson count processes, A rough curvature-dimension condition for metric measure spaces, The one-way Fubini property and conditional independence: an equivalence result, Uniform stability of posteriors, A metric for convergence in distribution, Shannon optimal priors on independent identically distributed statistical experiments converge weakly to Jeffrey's prior, Coherent beliefs are not always types., Rademacher's theorem on configuration spaces and applications, Bootstrap tests for unit roots based on LAD estimation, Parameter estimation for a subcritical affine two factor model, On quantitative stability in infinite-dimensional optimization under uncertainty, Well-posedness and large deviations for 2D stochastic constrained Navier-Stokes equations driven by Lévy noise in the Marcus canonical form, Posterior asymptotics in Wasserstein metrics on the real line, Minimal sufficiency of order statistics in convex models, Inequalities of the Brunn-Minkowski type for Gaussian measures, Solving inverse problems in stochastic models using deep neural networks and adversarial training, Almost sure limit theorems of mantissa type for semistable domains of attraction, A note on bootstrap for Gupta's subset selection procedure, Flux large deviations of independent and reacting particle systems, with implications for macroscopic fluctuation theory, The new maximal measures for stochastic processes, Consistency of semiparametric maximum likelihood estimators for two-phase sampling, Efficient sampling in approximate dynamic programming algorithms, Scott functions, their representations on domains, and applications to random sets, Entropy and the fourth moment phenomenon, Random kick-forced 3D Navier-Stokes equations in a thin domain, Scale-distortion inequalities for mantissas of finite data sets, Presentation and Derivation of a Five-Parameter Survival Function Intended to Model Mortality in Modern Female Populations, A parametric registration model for warped distributions with Wasserstein's distance, On ergodicity of general Markov chains, An invariance principle for isotropic diffusions in random environment, The essential equivalence of pairwise and mutual conditional independence, Rate of convergence in the multidimensional central limit theorem for stationary processes. Application to the Knudsen gas and to the Sinai billiard, Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models, Malliavin and Dirichlet structures for independent random variables, On the geometry of metric measure spaces. I, Semiconvergence in distribution of random closed sets with application to random optimization problems, Intersection and proximity of processes of flats, Verification of internal risk measure estimates, Qualitative robustness of set-valued value-at-risk, An inequality connecting entropy distance, Fisher information and large deviations, Least-squares estimation for the subcritical Heston model based on continuous-time observations, Some characterizations of mixed renewal processes, Bernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processes, Optimal control and admissible relaxation for subdifferential evolution inclusions, On linear optimization over Wasserstein balls, Distance estimates for dependent superpositions of point processes, Invariant measures for passive tracer dynamics in Ornstein-Uhlenbeck flows., Conditional expectation for monotone measures, the discrete case, A functional Hungarian construction for the sequential empirical process, Matrix normalized convergence of a Lévy process to normality at zero, Asymptotics for a weighted least squares estimator of the disease onset distribution function for a survival\,-\,sacrifice model, Beurling regular variation, Bloom dichotomy, and the Gołąb-Schinzel functional equation, Problem-based optimal scenario generation and reduction in stochastic programming, Large deviations for coarse grained processes, Convergence in the Wasserstein Metric for Markov Chain Monte Carlo Algorithms with Applications to Image Restoration, Oseledec multiplicative ergodic theorem for laminations, ON THE HAHN–JORDAN DECOMPOSITION FOR SIGNED MEASURE VALUED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS, On The ConditionalL₁-median and its estimation, Covariance Models for Divergence-Free and Curl-Free Random Vector Fields, The Brunn-Minkowski inequality, ON CONVERGENCE THEOREMS FOR QUANTILES, Regeneration-based bootstrap for Markov chains, Dynamical intricacy and average sample complexity for random bundle transformations, Convergent estimators for the l₁-median of banach valued random variable, Some applications of Birkhoff-Kingman ergodic theorem, A generalized karush-kuhn-tucki optimality condition without constraint qualification using tl approximate subdifferential, Unnamed Item, VARIATIONAL PRINCIPLE FOR SUBADDITIVE SEQUENCE OF POTENTIALS IN BUNDLE RANDOM DYNAMICAL SYSTEMS, Two Remarks on the Almost Sure Central Limit Theorem, Some Properties of Path Measures, An extension of the kantorovich-rubinstein mass-transshipment problem, Unnamed Item, Foundational aspects of uncountable measure theory: Gelfand duality, Riesz representation, canonical models, and canonical disintegration, Extension of the continuity theorems of Lebesgue integration, The topology on the space of measurable functions that is compatible with convergence in nonadditive measure, Relative tail entropy for random bundle transformations, Almost sure central limit theorem for non-stationary Markov chains, The stationary horizon and semi-infinite geodesics in the directed landscape, Periodic and almost periodic solutions for semilinear stochastic equations, A Bayesian approach for consistent reconstruction of inclusions, Behavioural equivalences for continuous-time Markov processes, Equivalence of asymptotic normality of the two sample pivot and the vector of standardized sample means, Sig‐Wasserstein GANs for conditional time series generation, Scenario Tree Generation for Multi-stage Stochastic Programs, On Modeling Questions In Security Valuation, Unnamed Item, Strong and weak duality principles for fractal dimension in Euclidean space, A new metric between distributions of point processes, Decorrelation of a class of Gibbs particle processes and asymptotic properties of U-statistics, Remarks on uniform convergence of random variables and statistics, Independence and determination of probabilities, Monotone bivariate Markov kernels with specified marginals, A version of Strassen’s Theorem for vector-valued measures, Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations, Resonant effects in random dielectric structures, Central limit theorem for hitting times of functionals of Markov jump processes, Large deviations for independent random variables – Application to Erdös-Renyi's functional law of large numbers, Contemporaneous aggregation of GARCH processes, A categorical characterization of relative entropy on standard Borel spaces, Spherical harmonics in quadratic forms for testing multivariate normality, The Nagaev-Guivarc’h method via the Keller-Liverani theorem, Ergodic universality of some topological dynamical systems, Weak Lévy--Khintchine Representation for Weak Infinite Divisibility, On tightness of probability measures on Skorokhod spaces, A limit theorem for randomly stopped independent increment processes on separable metrizable groups, Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse, Computable upper bounds on the distance to stationarity for Jovanovski and Madras's Gibbs sampler, Joint continuity of injective tensor products of vector measures in Banach lattices, Generalized Riesz products on the Bohr compactification of \(\mathbb R\), Consistency of the non-parametric maximum pseudo-likelihood estimator of the disease onset distribution function for a survival–sacrifice model, Numerical Solution to Hybrid Stochastic Differential Systems, A Functional Central Limit Theorem for Integrals of Stationary Mixing Random Fields, Optimal Absorption of Acoustic Waves by a Boundary, Majorization by hemispheres and quadratic isoperimetric constants, Approximating Markov Processes by Averaging, On Standardness and I-cosiness, Leader formation with mean-field birth and death models, Mean-Field Limit of a Microscopic Individual-Based Model Describing Collective Motions, A new proof for the Daniel-Stone theorem for random probability measures, On estimation of generalized densities, Robust and Scalable Bayes via a Median of Subset Posterior Measures, Unnamed Item, A FRACTAL VALUED RANDOM ITERATION ALGORITHM AND FRACTAL HIERARCHY, One-dimensional empirical measures, order statistics, and Kantorovich transport distances, The optimal fourth moment theorem, Limit laws for embedded trees: Applications to the integrated superBrownian excursion, A Log-Det Inequality for Random Matrices, SPECTRAL PROPERTIES OF CHAOTIC PROCESSES, MULTIVARIATE STABLE FUTURES PRICES, VARIATIONAL FORMULATION OF THE FOKKER–PLANCK EQUATION WITH DECAY: A PARTICLE APPROACH, A type of Strassen’s theorem for positive vector measures with values in dual spaces, Wavelet representations of general signals, The gap between probability and prevalence: Loneliness in vector spaces