scientific article; zbMATH DE number 3560401

zbMath0359.60001MaRDI QIDQ4131338

Michel Loeve

Publication date: 1977

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

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Axioms; other general questions in probability (60A05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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Univariate case ⋮ The influence of extremes on the law of the iterated logarithm ⋮ Analysis of marginal and conditional density functions for separate inference ⋮ Convex-invariant means and a pathwise central limit theorem ⋮ Necessary and sufficient consistency conditions for a recursive kernel regression estimate ⋮ Small values of Gaussian processes and functional laws of the iterated logarithm ⋮ On the convergence of sequences of iterates of random-valued functions ⋮ On the sequential point estimation of the mean of a gamma distribution ⋮ On Riesz product measures; mutual absolute continuity and singularity ⋮ A functional law of the iterated logarithm for distributions in the domain of partial attraction of the normal distribution ⋮ The regular shorted matrix and the hybrid sum ⋮ Circular law ⋮ Non-classical law of the iterated logarithm behaviour for trimmed sums ⋮ Robust \(m\)-interval detection procedures for strong mixing noise ⋮ The almost sure behavior of the oscillation modulus of the multivariate empirical process ⋮ One-dimensional uniqueness and convergence criteria for exchangeable processes ⋮ A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion ⋮ Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains ⋮ Numerical solution of a system of random Volterra integral equations. I: Successive approximation method ⋮ A mean convergence theorem and weak law for arrays of random elements in martingale type \(p\) Banach spaces ⋮ Asymptotic normality of Winsorized means ⋮ A unified treatment of single component replacement models ⋮ A note on Hájek's theory of rejective sampling ⋮ On the choice of step size in the Robbins-Monro procedure ⋮ Some theoretical and numerical aspects of modelling dispersion in the development of ectotherms ⋮ Order automorphisms of spaces of nondecreasing functions ⋮ Fuzzy specifications and random fuzzy events considered as basic tools for statistical prediction ⋮ A Berry-Esséen theorem and a functional law of the iterated logarithm for weakly associated random vectors ⋮ Estimators of the disturbance variance in econometric models. Small- sample bias and the existence of moments ⋮ Stress caused by waiting: A theoretical evaluation of a mathematical model ⋮ On Bayes' theorem and the inverse Bernoulli theorem ⋮ The generalized Trotter operator and weak convergence of dependent random variables in different probability metrics ⋮ A strong law of large numbers for nonparametric regression ⋮ Unsafe operations in B-trees ⋮ On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models ⋮ Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings ⋮ A note on complete convergence for arrays ⋮ CPO's of measures for nondeterminism ⋮ Exact arbitrage, well-diversified portfolios and asset pricing in large markets. ⋮ Empirical reduction of modes for the shape identification problems of heat conduction systems ⋮ Rate of convergence of Baskakov-Bézier type operators for locally bounded functions. ⋮ On a uniform law of the iterated logarithm for sums mod 1 and Benford's law ⋮ A weak law for normed weighted sums of random elements in Rademacher type \(p\) Banach spaces ⋮ On the principle of conditioning and convergence to mixtures of distributions for sums of dependent random variables ⋮ A counterexample on the optimality equation in Markov decision chains with the average cost criterion ⋮ Some time change representations of stable integrals, via predictable transformations of local martingales ⋮ The weak law of large numbers for arrays ⋮ On the area under lattice paths associated with triangular diminishing urn models ⋮ Estimating the noise parameters from observations of a linear process with stable innovations ⋮ A method for stochastic constrained optimization using derivative-free surrogate pattern search and collocation ⋮ Generalizing a theorem of Katz ⋮ Random differential operational calculus: theory and applications ⋮ Series of tail distributions of finitely inhomogeneous random walks ⋮ Hyperbolic lattice-point counting and modular symbols ⋮ Stochastic matrices and a property of the infinite sequences of linear functionals ⋮ Stochastic modeling of random roughness in shock scattering problems: theory and simulations ⋮ Multiscale finite element methods for stochastic porous media flow equations and application to uncertainty quantification ⋮ A stochastic coupling method for atomic-to-continuum MonteCarlo simulations ⋮ Noncommutative Baum--Katz theorems ⋮ Moments of first passage times in general birth-death processes ⋮ Efficient stochastic Galerkin methods for random diffusion equations ⋮ A stochastic multiscale framework for modeling flow through random heterogeneous porous media ⋮ Application of hierarchical matrices for computing the Karhunen-Loève expansion ⋮ Differential and linear cryptanalysis for 2-round spns ⋮ Recursive nonparametric identification of Hammerstein systems ⋮ The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics ⋮ First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes ⋮ On the rate of convergence of the generalized Szász type operators for functions of bounded variation ⋮ On the rate of convergence of two Bernstein-Bézier type operators for bounded variation functions ⋮ A qualitative characterization of the exponential distribution ⋮ Stochastic model reduction for chaos representations ⋮ On some new properties of the beta distribution ⋮ A Monte Carlo-based method for the estimation of lower and upper probabilities of events using infinite random sets of indexable type ⋮ Non-cooperative games on hyperfinite Loeb spaces ⋮ A theory of hyperfinite processes: The complete removal of individual uncertainty via exact LLN ⋮ Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties ⋮ On Kersting's proof of the central limit theorem ⋮ Estimates for the probability of ruin with special emphasis on the possibility of large claims ⋮ Random sequences of binary digits in which missing values can almost certainly be restored ⋮ Limit distributions for risk processes in case of claim amounts of finite expectation ⋮ A generalization of the relative conditional expectation. Further properties of Pitman's \(T^*\) and their applications to statistics ⋮ On the distribution of \(q\)-additive functions ⋮ Nonparametric identification of quasi-stationary systems ⋮ Uniform quadratic variation for Gaussian processes ⋮ On the \(L_ p\) norm for some approximation operators ⋮ On stochastic approximation of the eigenvectors and eigenvalues of the expectation of a random matrix ⋮ An application of Rosenthal's moment inequality to the strong law of large numbers ⋮ Denumerable state stochastic games with limiting average payoff ⋮ On characterizations of distributions via moments of record values ⋮ Does asymptotic linearity of the regression extend to stable domains of attraction? ⋮ Statistical arbitrage under the efficient market hypothesis ⋮ Forecasting semi-stationary processes and statistical arbitrage ⋮ Markov's Inequality and Chebyshev's Inequality for Tail Probabilities: A Sharper Image ⋮ Another Remark on the Alternative Expectation Formula ⋮ Asymptotic-preserving schemes for multiscale physical problems ⋮ A classification of factors ⋮ Nonlinear approximation in bounded orthonormal product bases ⋮ Asymptotics in the Thurstone model with an increasing items ⋮ Field Dynamics Inference for Local and Causal Interactions ⋮ Robust ratio estimators of population mean for skewed and contaminated population ⋮ The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm ⋮ Are You All Normal? It Depends! ⋮ A dynamic mode decomposition based reduced-order model for parameterized time-dependent partial differential equations ⋮ Kolmogorov bounds for decomposable random variables and subgraph counting by the Stein-Tikhomirov method ⋮ Solution processes for second-order linear fractional differential equations with random inhomogeneous parts ⋮ Bayesian uncertainty quantification of local volatility model ⋮ Random walks on the circle and Diophantine approximation ⋮ Large deviations for values of \(L\)-functions attached to cusp forms in the level aspect ⋮ Flows of rare events for regularly perturbed semi-Markov processes ⋮ Maximal inequalities and some applications ⋮ Stochastic Galerkin methods for time-dependent radiative transfer equations with uncertain coefficients ⋮ Estimating customer delay and tardiness sensitivity from periodic queue length observations ⋮ New proofs of Khinchin's law of large numbers and Lindeberg's central limit theorem-PDE's approach ⋮ Inference in a class of directed random graph models with an increasing number of parameters ⋮ Robust Level-Set-Based Topology Optimization Under Uncertainties Using Anchored ANOVA Petrov–Galerkin Method ⋮ Asymptotic theory in bipartite graph models with a growing number of parameters ⋮ On sparsity, power-law, and clustering properties of graphex processes ⋮ Some optimal conditions for the ASCLT ⋮ Jacobian elliptic Chebyshev rational maps ⋮ On the stochastic differential equations of filtering theory ⋮ An Asymptotic-Preserving Stochastic Galerkin Method for the Semiconductor Boltzmann Equation with Random Inputs and Diffusive Scalings ⋮ A Sparse Decomposition of Low Rank Symmetric Positive Semidefinite Matrices ⋮ Multilevel Accelerated Quadrature for PDEs with Log-Normally Distributed Diffusion Coefficient ⋮ On the Brunk-Chung type strong law of large numbers for sequences of blockwisem-dependent random variables ⋮ Relative stability for strictly stationary sequences ⋮ Solution of stochastic partial differential equations using Galerkin finite element techniques ⋮ Cramér-Rao type integral inequalities for general loss functions ⋮ A stochastic projection method for fluid flow. I: Basic formulation ⋮ A natural topology for fuzzy numbers ⋮ Feedback control of natural convection ⋮ Recursive distribution method for probabilistic fracture mechanics ⋮ On the distribution of linear combinations of independent Gumbel random variables ⋮ Spitzer's strong law of large numbers in nonseparable Banach spaces ⋮ On the stochastic differential equations of filtering theory ⋮ In-game betting and the Kelly criterion ⋮ On almost sure convergence for sums of stochastic sequence ⋮ A Remark on the Alternative Expectation Formula