scientific article; zbMATH DE number 3638844
zbMATH Open0411.60001MaRDI QIDQ4197800FDOQ4197800
Authors: Patrick Billingsley
Publication date: 1979
Title of this publication is not available (Why is that?)
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)
Cited In (only showing first 100 items - show all)
- A never-a-weak-best-response test in infinite signaling games
- Spectral shift function and trace formula for unitaries -- a new proof
- Correct approximation of stationary distributions
- Homogenization of a nonlinear stochastic model with nonlinear random forces for chemical reactive flows in porous media
- Determining maximal entropy functions for objective Bayesian inductive logic
- Yaglom limit for critical nonlocal branching Markov processes
- On the invariance principle for exchangeable random variables
- The quantum mechanics of high-order kinematic values
- The asymptotic behaviour of a distributive sorting method
- Long-time derivation at equilibrium of the fluctuating Boltzmann equation
- Families of symmetric Cantor sets from the category and measure viewpoints
- Jacobi-Angelesco multiple orthogonal polynomials on an \(r\)-star
- An introduction to mean field game theory
- A renormalization result for the intersection local time of lattice random walks in \(d\geq 3\) dimensions.
- The partial transpose and asymptotic free independence for Wishart random matrices. II
- Asymptotic equivalence of fixed-size and varying-size determinantal point processes
- The Life, Work, and Legacy of P. L. Chebyshev
- On asymptotic normality in one generalization of the Renyi problem
- Modeling Power of Stochastic Petri Nets for Simulation
- KOLMOGOROV CONDITIONALIZERS CAN BE DUTCH BOOKED (IF AND ONLY IF THEY ARE EVIDENTIALLY UNCERTAIN)
- Tropical sufficient statistics for persistent homology
- A stochastic algorithm using one sample point per iteration and diminishing step-sizes
- On estimation of random variables via the martingale convergence theorem
- Randomly generated polytopes for testing mathematical programming algorithms
- The joint distribution of running maximum of a Slepian process
- Dynamics of dilute gases at equilibrium: from the atomistic description to fluctuating hydrodynamics
- Dimension reduction for functional data based on weak conditional moments
- Estimating an endpoint with high order moments in the Weibull domain of attraction
- Counting inversions and descents of random elements in finite Coxeter groups
- Random interpolating sequences in the polydisc and the unit ball
- Singh's theorem in the lattice case
- Joint distributions of observables on spectral logics
- Inference for heavy tailed stationary time series based on sliding blocks
- Products of random variables and the first digit phenomenon
- Distributed Bregman-distance algorithms for min-max optimization
- Reversing the Stein effect
- Transforming a random variable to a prescribed distribution: an application to school-based assessment
- Asymptotic analysis for closed multiclass queueing networks in critical usage
- La méthode d'approximation de Gauss-Galerkin en filtrage non linéaire
- The merchandising mathematician model: Profit intensities
- Extinction and persistence in a stochastic Nicholson’s model of blowfly population with delay and Lévy noise
- Moments of the cash value of future payment streams arising from life insurance contracts.
- The convergence property of sample derivatives in closed Jackson queueing networks
- Continuous functions in Hashimoto topologies and their algebraic properties
- Strong consistency of Bayesian estimator under discrete observations and unknown transition density
- On supports of probability Bernoulli-like measures
- Odd moments for the trace of Frobenius and the Sato-Tate conjecture in arithmetic progressions
- Proposals for chunking and tabu search
- Stability of a random stain
- On the fundamental limits of topology control in ad hoc networks
- Estimating an endpoint with high-order moments
- Weighted empiricals and the product-limit estimator in the multiplicative hazard and time transfer regression model
- Method of moments estimators for the extremal index of a stationary time series
- Subsequence characterization of statistical boundedness
- Total variation convergence preserves conditional independence
- Bayesian learning behaviour and the stability of equilibrium forecasts
- Convergence of the RMSProp deep learning method with penalty for nonconvex optimization
- How large is the space of almost convergent sequences?
- Extended large deviations
- Integral transform methods in goodness-of-fit testing. II: The Wishart distributions
- Stochastic complex integrals associated with homogeneous independently scattered random measures on the line
- How many processes have Poisson counts?
- A composite generalization of Ville's martingale theorem using e-processes
- Asymptotic behaviour of the predictive density in the exchangeable case
- The trimmed mean in non-parametric regression function estimation
- Quasi-maximum likelihood estimation of parameters in a multivariate Poisson process
- Large null sets in metric spaces
- Maximum likelihood estimation and expectation-maximization algorithm for controlled branching processes
- A distribution is completely determined by its translated moments
- On LIL behaviour for moving averages of some infinitely divisible random measures
- Rate conservation laws: A survey
- Limiting properties of some measures of information
- Dimers in piecewise Temperleyan domains
- Degree two Brownian sheet in dimension three
- Multivariate estimation in regenerative simulation
- Yule's ``Nonsense correlation: moments and density
- A subjective supply–demand model: the maximum Boltzmann/Shannon entropy solution
- Reducts of the random bipartite graph
- On the a.s. convergence of certain random series to a fractional random field in \(\mathcal D'(\mathbb R^{d})\)
- Entropy-based pivotal statistics for multi-sample problems in planar shape
- Decomposition of random variables with bounded hazard rates
- A note on random time changes of Markov chains
- Performance sensitivity analysis of open Markovian queueing networks
- Testing multivariate uniformity based on random geometric graphs
- On copulas of self-similar Ito processes
- SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration
- A bootstrap procedure for estimating the adjustment coefficients
- Simulating Average Delay–Variance Reduction by Conditioning
- On some aspects of survival under production uncertainty
- How geodesics approach the boundary in a simply connected domain
- Fast algorithm for generating Bernstein-Bézier polynomials
- Condensation with two constraints and disorder
- The family of central Cantor sets with packing dimension zero
- A rule of thumb (not only) for gamblers
- Asymptotic behaviour of the analytic solution of the differential equation \(y\prime(t)+y(qt)=0\) as \(q\rightarrow 1^ -\)
- On the product of sign vectors and unit vectors
- Nonparametric estimation of a process mean from censored data
- Implicit max-stable extremal integrals
- On eigenvalues of a high-dimensional spatial-sign covariance matrix
- Applications of the zero-one law to problems connnected with Cauchy's functional equation
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)