scientific article; zbMATH DE number 193660

Publication date 5 June 1993

interchangeable random variables limit theorems Marcinkiewicz- Zygmund inequality martingale inequalities optimal stopping renewal theorems stopping times

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Probabilistic measure theory (60A10) Central limit and other weak theorems (60F05) General theory of stochastic processes (60G07) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with discrete parameter (60G42)

Recommendations

scientific article; zbMATH DE number 1076783
Measure Theory and Probability Theory
Probability theory
An Introduction to Measure and Probability
Probability essentials
Probability theory.
A First Look at Rigorous Probability Theory
Mathematics of probability
Probability theory. A comprehensive course.

Cited in

(only showing first 100 items - show all)

An asymptotic theory for sample covariances of Bernoulli shifts
Renewal theorems and stability for the reflected process
Nonlinear sequential designs for logistic item response theory models with applications to computerized adaptive tests
Decomposition of a Schur-constant model and its applications
The asymptotic distribution of a cluster-index for i.i.d. normal random variables
Specification testing in nonlinear and nonstationary time series autoregression
Optimal online detection of parameter changes in two linear models
Optimal consumption choices for a `large' investor
Marcinkiewicz-Zygmund law for sequences of blockwise \(m\)-dependent random variables
A weak law for normed weighted sums of random elements in Rademacher type \(p\) Banach spaces
Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances
One-sided limit theorems for sums of multidimensional indexed random variables
A note on the estimation of \(L^ p\)-norms
On the almost certain limiting behavior of normed sums of identically distributed positive random variables
Limit distributions of directionally reinforced random walks
Mutual observability and the convergence of actions in a multi-person two-armed bandit model
The asymptotic behavior of the empirical process based on a linear process under some contiguous alternatives
Testing appearance of linear trend
U-statistics on a lattice of i. i. d. random variables
On the strong law of large numbers for functionals of countable nonhomogeneous Markov chains
The doubly adaptive biased coin design for sequential clinical trials
Parameter estimation in a stationary autoregressive process with correlated multiple observations
Stability of sums of independent random variables
Identificaction of nonlinear block-oriented systems by the recursive kernel estimate
Joint approximation of processes based on spacings and order statistics
Bootstrapping binomial confidence intervals
On the weak law of large numbers for arrays
A note on the law of large numbers for directed random walks in random environments
A fixed-width interval for \(1/\beta\) in simple linear regression
Limit theorems for the union-intersection test
Convergence rates for stopped random sums
Between local and global logarithmic averages
Limit theorems for rank statistics
A mean convergence theorem and weak law for arrays of random elements in martingale type p Banach spaces
Effect of dependence on statistics for determination of change
Confidence intervals for endpoints of a c.d.f. via bootstrap
Active learning in multiple-class classification problems via individualized binary models
Modeling Poisson variables with positive spatial dependence
A bound for higher moments of expected sample size in sequential testing
Hierarchical production control in a stochastic manufacturing system with long-run average cost
Posterior robustness in simultaneous estimation problem with exchangeable contaminated priors
Moments of randomly stopped U-statistics
Stability of testing hypotheses
Asymptotics for generalized estimating equations with large cluster sizes
A class of strong limit theorems for the sequences of arbitrary random variables.
A limit theorem for partial sums of random variables and its applications.
Limit distributions for products of sums.
The rate of consistency of the quasi-maximum likelihood estimator.
Serial rank statistics for detection of changes.
Sequential estimation in variable length computerized adaptive testing.
A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence
An algorithm of MCMC method for solving \(f(x)=0\)
The maximum negative binomial distribution
Asymptotic behavior for iterated functions of random variables
Coalescing and annihilating random walk with `action at a distance'
On prediction of individual sequences
Some well-behaved estimators for the M/M/1 queue
Mixed Poisson-type processes with application in software reliability.
Moment conditions for a sequence with negative drift to be uniformly bounded in \(L^r\)
Addressing very short stimulus encoding times in modeling schizophrenia cognitive deficit
Ancestral lineages and limit theorems for branching Markov chains in varying environment
A kind of complete moment convergence for sums of independent and nonidentically distributed random variables
Discrepancy and numerical integration on metric measure spaces
Synchronization and functional central limit theorems for interacting reinforced random walks
De Finetti-type theorems for nonexchangeable \(0\)-\(1\) random variables
Deviations from the circular law
The law of the iterated logarithm for the rescaled R/S statistics without the second moment
Near-integrated GARCH sequences
Pitman's measure of closeness for symmetric stable distributions
Logarithmic averages of stable random variables are asymptotically normal
Sub-Bernoulli functions, moment inequalities and strong laws for nonnegative and symmetrized U-statistics
A general class of exponential inequalities for martingales and ratios
Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
Sequential confidence regions for maximum likelihood estimates.
Nonparametric estimation in null recurrent time series.
Multiscale maximum likelihood analysis of a semiparametric model, with applications.
Convergence in the Cesàro sense and strong law of large numbers for nonhomogeneous Markov chains
On the convergence of fuzzy martingales
Cluster sets for a generalized law of the iterated logarithm in Banach spaces
Maxima of partial sums indexed by geometrical structures
A comparison of scores of two protein structures with foldings
Extreme value behavior in the Hopfield model
The logarithmic average of sample extremes is asymptotically normal.
The asymptotic distributions of the largest entries of sample correlation matrices.
Convergence in probability and almost sure with applications.
Monitoring changes in linear models
A strong law for weighted sums of i.i.d. random variables
Optimal learning with costly adjustment
Strong approximation for cross-covariances of linear variables with long-range dependence
On the weak law of large numbers for randomly indexed partial sums for arrays
Strong law of large numbers for 2-exchangeable random variables
Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution
Darling-Erdős limit results for change-point detection in panel data
Complete convergence of the maximum partial sums for arrays of rowwise of AANA random variables
On Wald's equation for U-statistical sums
A note on uniform consistency of the product-limit estimator with staggered entry
A uniform strong law of large numbers for partial sum processes of fuzzy random variables indexed by sets
Balanced importance resampling for Markov chains
On the weak law for randomly indexed partial sums for arrays of random elements in martingale type p Banach spaces
On optimal portfolio trading strategies for an investor facing transactions costs in a continuous trading market

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 Q4040465)