scientific article; zbMATH DE number 3560401

Publication date 1977

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

Cited in

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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
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
Stochastic model reduction for chaos representations
A Monte Carlo-based method for the estimation of lower and upper probabilities of events using infinite random sets of indexable type
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
Nonparametric identification of quasi-stationary systems
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
On characterizations of distributions via moments of record values
Random homeomorphisms
ESS germination strategies in randomly varying environments. I. Logistic- type models
Supremum self-decomposable random vectors
Approaching consensus can be delicate when positions harden
Nonparametric estimation of the integrated intensity of an unobservable transition in a Markov illness-death process
Shortest paths in Euclidean graphs
On sum of 0-1 random variables. I. 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
On the convergence of sequences of iterates of random-valued functions
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
Non-classical law of the iterated logarithm behaviour for trimmed sums
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
Asymptotic normality of Winsorized means
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
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
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
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
Estimating the noise parameters from observations of a linear process with stable innovations
Recursive nonparametric identification of Hammerstein systems
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
On some new properties of the beta distribution
Non-cooperative games on hyperfinite Loeb spaces
A theory of hyperfinite processes: The complete removal of individual uncertainty via exact LLN
On the distribution of \(q\)-additive functions
Uniform quadratic variation for Gaussian processes
Denumerable state stochastic games with limiting average payoff
Does asymptotic linearity of the regression extend to stable domains of attraction?
Induced residuated maps
A Berry-Esseen-type bound for recursive estimators of a density and its derivatives
The subjective expected utility hypothesis and revealed preference
Identificaction of nonlinear block-oriented systems by the recursive kernel estimate
Small values of Gaussian processes and functional laws of the iterated logarithm
On the sequential point estimation of the mean of a gamma distribution
The regular shorted matrix and the hybrid sum
Circular law
Robust m-interval detection procedures for strong mixing noise
A mean convergence theorem and weak law for arrays of random elements in martingale type p Banach spaces
A unified treatment of single component replacement models
Stress caused by waiting: A theoretical evaluation of a mathematical model
On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models
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.
Sequential solution of a three-dimensional inverse radiation problem.
A multigrid solver for two-dimensional stochastic diffusion equations.
Chover-type laws of the iterated logarithm for weighted sums.
Estimation for unequally spaced time series of counts with serially correlated random effects.
Limit distributions for products of sums.
An efficient, high-order perturbation approach for flow in random porous media via Karhunen-Loève and polynomial expansions.
Rates of approximation of bounded variation functions by two generalized Meyer-König and Zeller type operators
Locally representable one-parameter automophism groups of AF algebras and KMS states
Numerical solution of optimal magnetic suppression of natural convection in magneto-hydrodynamic flows by empirical reduction of modes.
The normal distribution derived from qualitative conditions.

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