scientific article; zbMATH DE number 3560401

zbMATH Open0359.60001MaRDI QIDQ4131338FDOQ4131338

Publication date: 1977

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

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

Probabilistic characterization of transport in heterogeneous media
A result on precise asymptotics for largest eigenvalues of \(\beta\) ensembles
Convergence rates in precise asymptotics for a kind of complete moment convergence
Jensen's and martingale inequalities in Riesz spaces
Low-Rank Tensor Approximation for High-Order Correlation Functions of Gaussian Random Fields
Optimal control with stochastic PDE constraints and uncertain controls
Efficient reduced-rank methods for Gaussian processes with eigenfunction expansions
Stochastic analysis of transport in tubes with rough walls
A real-time system-adapted anomaly detector
On the normal approximation of a binomial random sum
On the normal approximation under some condition for a differential equation of the characteristic function
The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics
The strong law under semiparametric random censorship models
Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations
The world according to Rényi: Thermodynamics of multifractal systems
Equidistributed random variables in \(L_{p,q}\)
A localized Jarník-Besicovitch theorem
Asymptotic analysis of average case approximation complexity of Hilbert space valued random elements
Asymptotics of the two-stage spatial sign correlation
Enumeration results for alternating tree families
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
Rate of convergence of Baskakov-Bézier type operators for locally bounded functions.
Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings
Solving stochastic systems with low-rank tensor compression
Reconstructing attractors from scalar time series: A comparison of singular system and redundancy criteria
Stochastic matrices and a property of the infinite sequences of linear functionals
A mean convergence theorem and weak law for arrays of random elements in martingale type \(p\) Banach spaces
Application of hierarchical matrices for computing the Karhunen-Loève expansion
On the distribution of linear combinations of independent Gumbel random variables
Development and comparative study of two near-exact approximations to the distribution of the product of an odd number of independent beta random variables
Robust regression function estimation
Solution of stochastic partial differential equations using Galerkin finite element techniques
Multilevel accelerated quadrature for PDEs with log-normally distributed diffusion coefficient
A stochastic projection method for fluid flow. I: Basic formulation
Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
A class of Rényi information estimators for multidimensional densities
Estimating the noise parameters from observations of a linear process with stable innovations
Some remarks on definitions of memory for stationary random processes and fields
Modeling uncertainty in flow simulations via generalized polynomial chaos.
Estimators of the disturbance variance in econometric models. Small- sample bias and the existence of moments
Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
An efficient, high-order perturbation approach for flow in random porous media via Karhunen-Loève and polynomial expansions.
On convergence of random walks generated by compound Cox processes to Lévy processes
De la Vallée Poussin's theorem, uniform integrability, tightness and moments
Near-exact distributions for the sphericity likelihood ratio test statistic
Some time change representations of stable integrals, via predictable transformations of local martingales
On the degree distribution of the nodes in increasing trees
The spatial sign covariance matrix with unknown location
Adaptive sparse polynomial chaos expansion based on least angle regression
Ambrosio-Tortorelli segmentation of stochastic images: model extensions, theoretical investigations and numerical methods
Random differential operational calculus: theory and applications
A stochastic coupling method for atomic-to-continuum MonteCarlo simulations
Asymptotic normality in the maximum entropy models on graphs with an increasing number of parameters
Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations
Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
The von Bahr-Esseen moment inequality for pairwise independent random variables and applications
Strengthening classical results on convergence rates in strong limit theorems
Recursive nonparametric identification of Hammerstein systems
Analysis of the domain mapping method for elliptic diffusion problems on random domains
Almost sure convergence for weighted sums of extended negatively dependent random variables
Ingredients for a general purpose stochastic finite elements implementation
A method for stochastic constrained optimization using derivative-free surrogate pattern search and collocation
A Monte Carlo-based method for the estimation of lower and upper probabilities of events using infinite random sets of indexable type
An extended stochastic finite element method for solving stochastic partial differential equations on random domains
On the normal approximation of a negative binomial random sum
Properties and estimation of asymmetric exponential power distribution
Analysis of quasi-optimal polynomial approximations for parameterized PDEs with deterministic and stochastic coefficients
Inequalities for sums of random variables and the characterization of homogeneity
A theory of hyperfinite processes: The complete removal of individual uncertainty via exact LLN
Non-cooperative games on hyperfinite Loeb spaces
Practical Hilbert space approximate Bayesian Gaussian processes for probabilistic programming
Circular law
Accelerating stochastic collocation methods for partial differential equations with random input data
On some new properties of the beta distribution
Solving random ordinary and partial differential equations through the probability density function: theory and computing with applications
Analysis of a generalized Friedman's urn with multiple drawings
Multiscale finite element methods for stochastic porous media flow equations and application to uncertainty quantification
Estimates for the probability of ruin with special emphasis on the possibility of large claims
Shortest paths in Euclidean graphs
A stochastic multiscale framework for modeling flow through random heterogeneous porous media
Stochastic model reduction for chaos representations
A note on strong convergence rates in nonparametric regression
The Kolmogorov-Čentsov theorem and Brownian motion in vector lattices
Rates of approximation of bounded variation functions by two generalized Meyer-König and Zeller type operators
A multigrid solver for two-dimensional stochastic diffusion equations.
Limit distributions for products of sums.
An efficient distribution method for nonlinear two-phase flow in highly heterogeneous multidimensional stochastic porous media
An adaptive sparse grid method for elliptic PDEs with stochastic coefficients
Estimating the width of a uniform distribution under symmetric measurement errors
On the quasi-Monte Carlo method with halton points for elliptic PDEs with log-normal diffusion
Nonparametric estimation of means on Hilbert manifolds and extrinsic analysis of mean shapes of contours
Weakly universally consistent static forecasting of stationary and ergodic time series via local averaging and least squares estimates
On the rate of convergence of some operators on functions of bounded variation
A hybrid HDMR for mixed multiscale finite element methods with application to flows in random porous media
Estimation for the single-index models with random effects
A note on asymptotic distribution of products of sums
Uncertainty quantification via random domain decomposition and probabilistic collocation on sparse grids

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