scientific article; zbMATH DE number 193660

zbMATH Open0652.60001MaRDI QIDQ4040465FDOQ4040465

Publication date: 5 June 1993

Title of this publication is not available (Why is that?)

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.

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)

Cited In (only showing first 100 items - show all)

Convergence in distribution of multiple change point estimators
Application of sequential interval estimation to adaptive mastery testing
On the rate of convergence of series of banach space valued random elements
A uniform strong law of large numbers for partial sum processes of fuzzy random variables indexed by sets
Wild bootstrap estimation in partially linear models with heteroscedasticity
Some remarks for sequences of pairwise NQD random variables
Solutions of kinetic-type equations with perturbed collisions
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
An approach to generalize laws of large numbers for fuzzy random variables
Asymptotic optimality of a two-stage procedure in Bayes sequential estimation
Sequential confidence regions for maximum likelihood estimates.
A robust asymptotically optimal sequential estimation procedure for the Poisson process
A countable representation of the Fleming-Viot measure-valued diffusion
On the convergence of fuzzy martingales
Discrepancy and numerical integration on metric measure spaces
Fourier transforms of stationary processes
Constructing the best linear combination of diagnostic markers via sequential sampling
De Finetti-type theorems for random selection processes. Necessary and sufficient conditions
Sequential estimate of partial area under ROC curve with \(\beta \)-protection and optimal ratio of cases to controls
Testing appearance of linear trend
An empirical process approach to the uniform consistency of kernel-type function estimators
A limit theorem for partial sums of random variables and its applications.
Boundary crossing probabilities for general exponential families
Limit theorems for rank statistics
Sequential estimation of the variance of an unknown distribution
Convergence in the Cesàro sense and strong law of large numbers for nonhomogeneous Markov chains
Optimal prediction of compound mixed Poisson processes
Nonparametric density estimation for linear processes with infinite variance
Nonparametric estimation in change-point models
Cluster sets for a generalized law of the iterated logarithm in Banach spaces
On the properties of a multiple sequential test
Convergence theorems for partial sums of arbitrary stochastic sequences
Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution
Convex Hulls of Random Walks
The rate of consistency of the quasi-maximum likelihood estimator.
Estimating the center of symmetry: is it always better to use larger sample sizes?
Extreme value behavior in the Hopfield model
Maximal inequalities and the strong law of large numbers for strong demimartingales
Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution
Sequential estimation in generalized linear models when covariates are subject to errors
Almost sure relative stability of the overshoot of power law boundaries
Plot of CLT
Experience rating under weighted squared error loss
A problem in last-passage percolation
Decomposition of a Schur-constant model and its applications
On the weak law of large numbers for arrays
Asymptotic behavior for iterated functions of random variables
Kernel estimation for time series: an asymptotic theory
Strong law of large numbers for 2-exchangeable random variables
Near-integrated GARCH sequences
Some well-behaved estimators for the M/M/1 queue
Darling-Erdős limit results for change-point detection in panel data
Exact strong laws for multidimensionally indexed random variables
Sequential estimation in variable length computerized adaptive testing.
Convergence and stability analysis of system of partial differential equations under Markovian structural perturbations–i: vector lyapunov–like functions
Stability of sums of independent random variables
A note on the law of large numbers for directed random walks in random environments
Curve crossing for random walks reflected at their maximum
Lindeberg's central limit theorem à la Hausdorff
The logarithmic average of sample extremes is asymptotically normal.
On the almost certain limiting behavior of normed sums of identically distributed positive random variables
On symmetry of finite mixtures of normal distributions
Marcinkiewicz-Zygmund law for sequences of blockwise \(m\)-dependent random variables
Representations for bias and variance of the sample standard deviation
Quadratic minimization with portfolio and terminal wealth constraints
Convergence theorems for the Kohonen feature mapping algorithms with VLRPs
Continuum limit of critical inhomogeneous random graphs
On linear processes with dependent innovations
Addressing very short stimulus encoding times in modeling schizophrenia cognitive deficit
Title not available (Why is that?)
Passage of Lévy processes across power law boundaries at small times
Some limit theorems for the log-optimal portfolio
Subsampling vector autoregressive tests of linear constraints
The asymptotic distributions of the largest entries of sample correlation matrices.
Kernel density estimation for linear processes
Nonlinear sequential designs for logistic item response theory models with applications to computerized adaptive tests
Some inequalities for demimartingales and \(N\)-demimartingales
Title not available (Why is that?)
Nonparametric estimation of conditional medians for linear and related processes
Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes
An asymptotic theory for sample covariances of Bernoulli shifts
On linear models with long memory and heavy-tailed errors
Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data
How many entries of a typical orthogonal matrix can be approximated by independent normals?
Burkholder inequalities in Riesz spaces
Moments, moderate and large deviations for a branching process in a random environment
Pattern recognition with ordered labels
Deviations from the circular law
Pitman's measure of closeness for symmetric stable distributions
A general class of exponential inequalities for martingales and ratios
Nonasymptotic bounds on the mean square error for MCMC estimates via renewal techniques
The doubly adaptive biased coin design for sequential clinical trials
Data-driven rate-optimal specification testing in regression models
Kullback-Leibler upper confidence bounds for optimal sequential allocation
Asymptotic spectral theory for nonlinear time series
Generalized one-sided laws of the iterated logarithm for random variables barely with or without finite mean
Multiscale maximum likelihood analysis of a semiparametric model, with applications.
Title not available (Why is that?)
Integral transform methods in goodness-of-fit testing. I: The gamma distributions

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)