scientific article; zbMATH DE number 193660

Publication date 5 June 1993

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

Mathematics Subject Classification ID

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

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)

Asynchronous variance-reduced block schemes for composite non-convex stochastic optimization: block-specific steplengths and adapted batch-sizes
Sequential confidence regions of generalized linear models with adaptive designs
Moments of randomly stopped U-statistics
Convergence in distribution of multiple change point estimators
Distances between random orthogonal matrices and independent normals
On linear processes with dependent innovations
Application of sequential interval estimation to adaptive mastery testing
A note on bootstrap for Gupta's subset selection procedure
A uniform strong law of large numbers for partial sum processes of fuzzy random variables indexed by sets
Mixed Poisson-type processes with application in software reliability.
On the rate of convergence of series of banach space valued random elements
Addressing very short stimulus encoding times in modeling schizophrenia cognitive deficit
A kind of complete moment convergence for sums of independent and nonidentically distributed random variables
Some limit theorems for the log-optimal portfolio
Subsampling vector autoregressive tests of linear constraints
Characterizing strong estimates
Passage of Lévy processes across power law boundaries at small times
Wild bootstrap estimation in partially linear models with heteroscedasticity
Stability of testing hypotheses
scientific article; zbMATH DE number 1076783 (Why is no real title available?)
Some remarks for sequences of pairwise NQD random variables
Bootstrapping binomial confidence intervals
The asymptotic distributions of the largest entries of sample correlation matrices.
Nonlinear sequential designs for logistic item response theory models with applications to computerized adaptive tests
Some inequalities for demimartingales and N-demimartingales
Convex duality in constrained mean-variance portfolio optimization
Solutions of kinetic-type equations with perturbed collisions
Complete convergence of the maximum partial sums for arrays of rowwise of AANA random variables
A de Finetti-type theorem for nonexchangeable finite-valued random variables
Berry-Esseen's bound and Cramér's large deviation expansion for a supercritical branching process in a random environment
Kernel density estimation for linear processes
An approach to generalize laws of large numbers for fuzzy random variables
Nonparametric estimation of conditional medians for linear and related processes
Asymptotic optimality of a two-stage procedure in Bayes sequential estimation
scientific article; zbMATH DE number 1197451 (Why is no real title available?)
Sequential confidence regions for maximum likelihood estimates.
A robust asymptotically optimal sequential estimation procedure for the Poisson process
An asymptotic theory for sample covariances of Bernoulli shifts
On linear models with long memory and heavy-tailed errors
How many entries of a typical orthogonal matrix can be approximated by independent normals?
A countable representation of the Fleming-Viot measure-valued diffusion
Diffusions from infinity
Moments, moderate and large deviations for a branching process in a random environment
Pattern recognition with ordered labels
Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes
Burkholder inequalities in Riesz spaces
On the convergence of fuzzy martingales
Empirical likelihood in generalized linear models with working covariance matrix
Serial rank statistics for detection of changes.
Exchangeability, correlation, and Bayes' effect
Discrepancy and numerical integration on metric measure spaces
Constructing the best linear combination of diagnostic markers via sequential sampling
De Finetti-type theorems for random selection processes. Necessary and sufficient conditions
Deviations from the circular law
Pitman's measure of closeness for symmetric stable distributions
A general class of exponential inequalities for martingales and ratios
Sequential estimate of partial area under ROC curve with \(\beta \)-protection and optimal ratio of cases to controls
Fourier transforms of stationary processes
The doubly adaptive biased coin design for sequential clinical trials
Nonasymptotic bounds on the mean square error for MCMC estimates via renewal techniques
Kullback-Leibler upper confidence bounds for optimal sequential allocation
Change point estimation in regression models with fixed design
Almost sure limit behaviour of Pfeifer record values
Distributed filtering for uncertain systems under switching sensor networks and quantized communications
Testing appearance of linear trend
De Finetti-type theorems for nonexchangeable \(0\)-\(1\) random variables
Data-driven rate-optimal specification testing in regression models
Null-free false discovery rate control using decoy permutations
Generalized one-sided laws of the iterated logarithm for random variables barely with or without finite mean
Rare-event simulation of heavy-tailed random walks by sequential importance sampling and resampling
Asymptotic spectral theory for nonlinear time series
An asymptotic distribution theory for Eulerian recurrences with applications
A limit theorem for partial sums of random variables and its applications.
Multiscale maximum likelihood analysis of a semiparametric model, with applications.
An empirical process approach to the uniform consistency of kernel-type function estimators
Strong convergence properties and strong stability for weighted sums of AANA random variables
Adaptive consistent unit-root tests based on autoregressive threshold model
scientific article; zbMATH DE number 2023357 (Why is no real title available?)
Integral transform methods in goodness-of-fit testing. I: The gamma distributions
Effect of dependence on statistics for determination of change
Random assignment processes: strong law of large numbers and de Finetti theorem
Sub-Bernoulli functions, moment inequalities and strong laws for nonnegative and symmetrized U-statistics
Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
Boundary crossing probabilities for general exponential families
A note on strong law of large numbers of random variables
Dynamic scheduling with reconfiguration delays
A class of strong limit theorems for the sequences of arbitrary random variables.
Recursive estimation of time-average variance constants
Integration of Discrete-Time Correlated Markov Processes in a TDM System
Limit theorems for rank statistics
An algorithm of MCMC method for solving \(f(x)=0\)
Nonparametric Bayesian aggregation for massive data
On the Bahadur representation of sample quantiles for dependent sequences
Convergence in L^p for a supercritical multi-type branching process in a random environment
A distributed voting scheme to maximize preferences
Local statistics and concentration for non-intersecting Brownian bridges with smooth boundary data
Convergence in the Cesàro sense and strong law of large numbers for nonhomogeneous Markov chains
A mean convergence theorem and weak law for arrays of random elements in martingale type p Banach spaces
Optimal prediction of compound mixed Poisson processes
Nonparametric density estimation for linear processes with infinite variance

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)