Publication:4165953
From MaRDI portal
zbMath0385.60001MaRDI QIDQ4165953
Publication date: 1978
60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60Jxx: Markov processes
60Gxx: Stochastic processes
60Bxx: Probability theory on algebraic and topological structures
Related Items
PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA, Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes, Experimentation, imitation, and stochastic stability: Addendum, A general class of adaptive strategies, Exact Monte Carlo perturbation analysis by forward-adjoint coupling in radiation transport calculations, Partially observable linear-quadratic stochastic pursuit-evasion games, The decomposition of the Fisher information, Martingale limit theorem and its application to an ergodic controlled Markov chain, On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes, Limiting distribution of sums of nonnegative stationary random variables, Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation, Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes, Self-tuning control of diffusions without the identifiability condition, Moderate deviations for finite population Student's statistic, Kernel methods in machine learning, Sparse high order FEM for elliptic sPDEs, Repeated insurance contracts and moral hazard, A generalization of the relative conditional expectation. Further properties of Pitman's \(T^*\) and their applications to statistics, On confidence intervals and tests for autocorrelations, Estimates for the probability of ruin starting with a large initial reserve, A two-sided stochastic integral and its calculus, A stochastic Remes algorithm, On estimation of random variables via the martingale convergence theorem, An expected average reward criterion, Lower probability models for uncertainty and non-deterministic processes, On the law of large numbers for stationary sequences, Local times for stochastic processes which are subordinate to Gaussian processes, Asymptotic efficiency of the demand revealing mechanism, Trace measures of a positive definite bimeasure, Location-adaptive density estimation and nearest-neighbor distance, Minimal conditions in \(p\)-stable limit theorems, Reject the rejection technique, On the Milito-Cruz adaptive control scheme for Markov chains, A fixed-width interval for \(1/\beta\) in simple linear regression, On optimal prediction for stochastic processes, Continuity of some anticipating integral processes, Whitening filter and innovations representation of self-similar process., A fractional version of the Merton model., A class of strong limit theorems for the sequences of arbitrary random variables., A proof for French's empirical formula on option pricing., Finite elements for elliptic problems with stochastic coefficients, Independent sampling of a stochastic process, On the norm and eigenvalue distribution of large random matrices, Discrete time adaptive impulsive control theory, Approximate solution methods for linear stochastic difference equations, Option pricing of fractional version of the Black-Scholes model with Hurst exponent \(H\) being in \((\frac{1}{3},\frac{1}{2})\)., A phase transition in random coin tossing, Some remarks on quasi-invariant actions of loop groups and the group of diffeomorphisms of the circle, A conditional product measure theorem, On new multivariate probability distributions and stochastic processes with system reliability and maintenance applications, Karhunen-Loève approximation of random fields by generalized fast multipole methods, Two-person zero-sum stochastic games, On a stochasticprocess determined by the conditional expectation and the conditionalvariance, Harmonic renewal measures and bivariate domains of attraction in fluctuation theory
