scientific article; zbMATH DE number 3638844
random walkcentral limit theoremlarge deviationsweak convergenceMarkov chainslaw of large numbersqueueslaw of iterated logarithmmoment generating functionssum of independent random variablesteaching measure theory and probabilitytextbook on probability and measure theory
Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Large deviations (60F10) Central limit and other weak theorems (60F05) Queueing theory (aspects of probability theory) (60K25) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Discrete-time Markov processes on general state spaces (60J05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Classical measure theory (28Axx) Probability theory on algebraic and topological structures (60Bxx)
- Objective Bayesianism with predicate languages
- Poisson statistics via the Chinese remainder theorem
- The Borel-Cantelli lemma under dependence conditions
- On the sensitivity of additive cellular automata in Besicovitch topologies
- An urn model with Bernoulli removals and independent additions
- The characteristic functional of the peri-event stimulus ensemble
- Stochastic convergence, uniform integrability and convergence in mean on fuzzy measure spaces
- On a strong Tauberian result
- The Fourier dimension of Brownian limsup fractals
- Stochastic control via direct comparison
- Some metric properties of \(\alpha\)-continued fractions.
- On the asymptotic behaviour of the free gas and its fluctuations in the hydrodynamical limit
- Estimation of dimension for spatially distributed data and related limit theorems
- The Bierens test for certain nonstationary models
- A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables
- On Lipschitz continuity of the iterated function system in a stochastic optimal growth model
- The probability of survival for the biased voter model in a random environment
- Regular variation and probability: The early years
- Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case
- A strong law for a set-indexed partial sum process with applications to exchangeable and stationary sequences
- Some new insights into ideal convergence and subsequences
- The stable doubly infinite pedigree process of supercritical branching populations
- Asymptotic distributions of smoothed histograms
- A framework for analyzing sub-optimal performance of local search algorithms
- Martingale analysis of dynamic tax incidence in a nonstationary growth model
- Recursive utility, martingales, and the asymptotic behaviour of optimal processes
- Monte Carlo methods for estimating linear combinations of inverse matrix entries in lattice QCD
- \(k\)-price auctions
- Asymptotic properties of nonparametric curve estimates
- Limit theorems for compact two-point homogeneous spaces of large dimensions
- On first-order integer-valued autoregressive process with Katz family innovations
- Weak approximation of second-order BSDEs
- Asymptotic arbitrage and the APT with or without measure-theoretic structures.
- Random vortex methods for the Navier-Stokes equation
- Order indifference and rank-dependent probabilities
- Periodic moving averages of random variables with regularly varying tails
- Spectra and variance of quantum random variables
- The diameters of almost all Cayley digraphs
- Limit theorems for random walks on the double coset spaces \(U(n)//U(n-1)\) for \(n\to \infty\)
- Change-point monitoring for online stochastic approximations
- Postoptimality for mean-risk stochastic mixed-integer programs and its application
- Stochastic decentralization of competitive allocations
- Singular random matrix decompositions: Jacobians
- Shape transition under excess self-intersections for transient random walk
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form
- Robustness regions for measures of risk aggregation
- Optimal Investment with Nonconcave Utilities in Discrete-Time Markets
- Local homogeneity in latent trait models. A characterization of the homogeneous monotone IRT model
- Reducts of random hypergraphs
- Limit theorems for convex hulls
- Asymptotic line-of-descent distributions
- Random capacities and their distributions
- Long-run invariance in economic dynamics: a note
- Dual processes and an invariance result for exchangeable models in population genetics
- Statistical methods for model comparison in parameter estimation problems for distributed systems
- Common knowledge, communication, and convergence of beliefs
- A general definition of conditional information and its application to ergodic decomposition
- On conditional value at risk (CoVaR) for tail-dependent copulas
- Common learning with intertemporal dependence
- Ratios of linear combinations in the general linear model
- Local time and first return time for periodic semi-flows
- Estimation under invariant distributions
- Non-stationary non-uniform hyperbolicity: SRB measures for dissipative maps
- Continuous-variable nonlocality and contextuality
- Upper and lower probabilities induced by a fuzzy random variable
- Asymptotic behavior of the joint record values, with applications
- Stochastic ordering and thinning of point processes
- A game-based abstraction-refinement framework for Markov decision processes
- On an ageing class based on the moment generating function order
- Large-deviation probability and the local dimension of sets
- The twisted moments and distribution of values of Dirichlet \(L\)-functions at 1
- Fast gossiping with short unreliable messages
- On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes
- Reducts of the random bipartite graph
- The joint distribution of running maximum of a Slepian process
- A renormalization result for the intersection local time of lattice random walks in \(d\geq 3\) dimensions.
- Yule's ``Nonsense correlation: moments and density
- On the a.s. convergence of certain random series to a fractional random field in \(\mathcal D'(\mathbb R^{d})\)
- An alternative one sided test of normal mean
- How large is the space of almost convergent sequences?
- A limit theorem for expectations conditional on a sum
- On supports of probability Bernoulli-like measures
- Long-time derivation at equilibrium of the fluctuating Boltzmann equation
- The locally Gaussian density estimator for multivariate data
- Self-organized criticality in a dynamic game
- On the coupling time of the heat-bath process for the Fortuin-Kasteleyn random-cluster model
- Counting inversions and descents of random elements in finite Coxeter groups
- Method of moments estimators for the extremal index of a stationary time series
- Transforming a random variable to a prescribed distribution: an application to school-based assessment
- Detecting linear sequences and subsequences
- Entropy-based pivotal statistics for multi-sample problems in planar shape
- Bootstrap of the offspring mean in the critical process with a non-stationary immigration
- Rate of convergence in the functional central limit theorem for semimartingales
- Dynamics of dilute gases at equilibrium: from the atomistic description to fluctuating hydrodynamics
- The trimmed mean in non-parametric regression function estimation
- Subsequence characterization of statistical boundedness
- On copulas of self-similar Ito processes
- Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence
- On lags and chaos in economic dynamic models
- A long-time tail for random walk in random scenery
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4197800)