On a Representation of Random Variables
From MaRDI portal
Publication:4136246
DOI10.1137/1121076zbMath0362.60004OpenAlexW1994669566MaRDI QIDQ4136246
Publication date: 1976
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1121076
Related Items
Local invariance principles and their application to density estimation ⋮ A scaling limit for utility indifference prices in the discretised Bachelier model ⋮ Coupling for minimal distance ⋮ First-passage times for random walks with nonidentically distributed increments ⋮ On regression representations of stochastic processes ⋮ Imbedded construction of stationary sequences and point processes with a random memory ⋮ On the distributional transform, Sklar's theorem, and the empirical copula process ⋮ About the Prohorov distance between the uniform distribution over the unit cube in \(R^ d\) and its empirical measure ⋮ Estimates for the accuracy of coupling in the central limit theorem ⋮ Coupling with compensators ⋮ Efficient dependency models: simulating dependent random variables ⋮ On exact distribution for multivariate weighted distributions and classification ⋮ An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables ⋮ A general estimate in the invariance principle ⋮ Martingale optimal transport and robust hedging in continuous time ⋮ Strong approximation of partial sums under dependence conditions with application to dynamical systems ⋮ Rates of convergence in invariance principles for random walks on linear groups via martingale methods ⋮ Marginal asymptotics for the ``large \(p\), small \(n\) paradigm: with applications to microarray data ⋮ Martingale optimal transport in the Skorokhod space ⋮ ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS ⋮ On shortfall risk minimization for game options ⋮ Strong approximation for set-indexed partial sum processes via KMT constructions III ⋮ On a ‘Replicating Character String’ Model ⋮ Computational methods for martingale optimal transport problems ⋮ Short Communication: A Note on Utility Indifference Pricing with Delayed Information
