scientific article; zbMATH DE number 3638844
From MaRDI portal
Publication:4197800
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 new characterization of the Haagerup property by actions on infinite measure spaces
- A limit theorem for expectations conditional on a sum
- Frontier estimation with kernel regression on high order moments
- Bessel potentials, hitting distributions and Green functions
- Stochastic calculus for Brownian motion on a Brownian fracture
- An introduction to mean field game theory
- The diameters of almost all Cayley digraphs
- A renormalization result for the intersection local time of lattice random walks in \(d\geq 3\) dimensions.
- The twisted moments and distribution of values of Dirichlet \(L\)-functions at 1
- The Bierens test for certain nonstationary models
- Order indifference and rank-dependent probabilities
- Fluid limit of generalized Jackson queueing networks with stationary and ergodic arrivals and service times
- Periodic moving averages of random variables with regularly varying tails
- The method of moments for random measures
- The partial transpose and asymptotic free independence for Wishart random matrices. II
- Upper and lower probabilities induced by a fuzzy random variable
- Hashing with Linear Probing under Nonuniform Probabilities
- Jeffrey meets Kolmogorov. A general theory of conditioning
- Ratios of linear combinations in the general linear model
- Semicontinuous processes in multi-dimensional extreme value theory
- Asymptotic equivalence of fixed-size and varying-size determinantal point processes
- On the existence of random measure preserving bijections
- Feedback invariant discipline and insensitivity in closed queueing networks
- Linear models of economic survival under production uncertainty
- The Life, Work, and Legacy of P. L. Chebyshev
- Central limit theorem for locally interacting Fermi gas
- Physical portrayal of computational complexity
- Norm oscillatory weight measures
- On asymptotic normality in one generalization of the Renyi problem
- Local homogeneity in latent trait models. A characterization of the homogeneous monotone IRT model
- Variance and clustering
- Anonymous repeated games with a large number of players and random outcomes
- Modeling Power of Stochastic Petri Nets for Simulation
- A framework for analyzing sub-optimal performance of local search algorithms
- Diffusion approximation for \(GI/G/1\) controlled queues
- A strong law for a set-indexed partial sum process with applications to exchangeable and stationary sequences
- KOLMOGOROV CONDITIONALIZERS CAN BE DUTCH BOOKED (IF AND ONLY IF THEY ARE EVIDENTIALLY UNCERTAIN)
- The Borel-Cantelli lemma under dependence conditions
- A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach
- A stochastic algorithm using one sample point per iteration and diminishing step-sizes
- On estimation of random variables via the martingale convergence theorem
- How many entries of a typical orthogonal matrix can be approximated by independent normals?
- Some Fourier-Stieltjes Coefficients Revisited
- Improved estimation for Poisson INAR(1) models
- The joint distribution of running maximum of a Slepian process
- The probability of survival for the biased voter model in a random environment
- Solution of a roulette-type ruin problem. A correction to: A rule of thumb (not only) for gamblers.
- Tropical sufficient statistics for persistent homology
- Asymptotic distributions of smoothed histograms
- Randomly generated polytopes for testing mathematical programming algorithms
- Asymptotic properties of nonparametric curve estimates
- Dimension reduction for functional data based on weak conditional moments
- Estimating an endpoint with high order moments in the Weibull domain of attraction
- Limit theorems for convex hulls
- On an ageing class based on the moment generating function order
- When product type experimental design is optimal? Brief survey and new results
- Dynamics of dilute gases at equilibrium: from the atomistic description to fluctuating hydrodynamics
- The measure representation: A correction
- A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables
- Singh's theorem in the lattice case
- Counting inversions and descents of random elements in finite Coxeter groups
- Joint distributions of observables on spectral logics
- Random interpolating sequences in the polydisc and the unit ball
- Inference for heavy tailed stationary time series based on sliding blocks
- Products of random variables and the first digit phenomenon
- Objective Bayesianism with predicate languages
- Poisson statistics via the Chinese remainder theorem
- Stochastic convergence, uniform integrability and convergence in mean on fuzzy measure spaces
- On set-valued stochastic integrals and fuzzy stochastic equations
- Using Markov chains to analyze the effectiveness of local search algorithms
- Monte Carlo methods for estimating linear combinations of inverse matrix entries in lattice QCD
- Limit theorems for random walks on the double coset spaces U(n)//U(n-1) for n
- Reversing the Stein effect
- A Measure Theoretical Subsequence Characterization of Statistical Convergence
- Distributed Bregman-distance algorithms for min-max optimization
- One-step recurrences for stationary random fields on the sphere
- On the survival probability of a branching process in a finite state i.i.d. environment
- Asymptotic analysis for closed multiclass queueing networks in critical usage
- The merchandising mathematician model: Profit intensities
- \(k\)-price auctions
- Random vortex methods for the Navier-Stokes equation
- 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
- Transforming a random variable to a prescribed distribution: an application to school-based assessment
- La méthode d'approximation de Gauss-Galerkin en filtrage non linéaire
- A CLT for the periodograms of a \(p\)-mixing random field
- Self-organized criticality in a dynamic game
- Continuous functions in Hashimoto topologies and their algebraic properties
- A note on consistent estimation of Kullback-Leibler discrepancy in Poisson regression
- On supports of probability Bernoulli-like measures
- Strong consistency of Bayesian estimator under discrete observations and unknown transition density
- An alternative one sided test of normal mean
- Integral transform methods in goodness-of-fit testing. I: The gamma distributions
- Extinction and persistence in a stochastic Nicholson’s model of blowfly population with delay and Lévy noise
- The first passage event for sums of dependent Lévy processes with applications to insurance risk
- Random capacities and their distributions
- A general definition of conditional information and its application to ergodic decomposition
- Proposals for chunking and tabu search
- On the two-phase framework for joint model and design-based inference
- Markov rational expectations equilibria in an overlapping generations model
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)
