scientific article; zbMATH DE number 3638844
From MaRDI portal
Publication:4197800
zbMath0411.60001MaRDI QIDQ4197800
Publication date: 1979
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
weak convergenceMarkov chainslaw of large numbersqueuescentral limit theoremlarge deviationssum of independent random variablesrandom walklaw of iterated logarithmmoment generating functionsteaching measure theory and probabilitytextbook on probability and measure theory
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Queueing theory (aspects of probability theory) (60K25) Strong limit theorems (60F15) Large deviations (60F10) Classical measure theory (28Axx) Probability theory on algebraic and topological structures (60Bxx)
Related Items
Common knowledge, communication, and convergence of beliefs, Rate of convergence in the functional central limit theorem for semimartingales, Dual processes and an invariance result for exchangeable models in population genetics, Jeffrey meets Kolmogorov. A general theory of conditioning, One-step recurrences for stationary random fields on the sphere, An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom, Markov rational expectations equilibria in an overlapping generations model, Convex-invariant means and a pathwise central limit theorem, On the asymptotic behaviour of the free gas and its fluctuations in the hydrodynamical limit, Semicontinuous processes in multi-dimensional extreme value theory, A strong law for a set-indexed partial sum process with applications to exchangeable and stationary sequences, On the survival probability of a branching process in a finite state i.i.d. environment, Limit theorems for convex hulls, Capital deepening and impatience equivalence in stochastic aggregative growth models, Bayesian learning and convergence to rational expectations, On the existence of random measure preserving bijections, Feedback invariant discipline and insensitivity in closed queueing networks, Random vortex methods for the Navier-Stokes equation, How many entries of a typical orthogonal matrix can be approximated by independent normals?, A stochastic algorithm using one sample point per iteration and diminishing step-sizes, On estimation of random variables via the martingale convergence theorem, On some properties of Poisson processes, Regular variation and probability: The early years, A game-based abstraction-refinement framework for Markov decision processes, Change-point monitoring for online stochastic approximations, Multi-server retrial queue with negative customers and disasters, Frontier estimation with kernel regression on high order moments, Spectra and variance of quantum random variables, Distributed stochastic subgradient projection algorithms for convex optimization, Physical portrayal of computational complexity, Mixed moment estimator and location invariant alternatives, Stochastic decentralization of competitive allocations, The Fourier dimension of Brownian limsup fractals, On set-valued stochastic integrals and fuzzy stochastic equations, Stochastic control via direct comparison, Using Markov chains to analyze the effectiveness of local search algorithms, A note on consistent estimation of Kullback-Leibler discrepancy in Poisson regression, A stochastic program based lower bound for assemble-to-order inventory systems, The probability of survival for the biased voter model in a random environment, Robustness against unexpected dependence in the location model, Comparison between the rates of convergence of extremes under linear and under power normalization, Curvatures of surfaces and their shadows, A survey of queueing theory, Bayesian information topologies, Probabilistic proofs of relations with Stirling numbers of the first kind by Dirichlet process, Detecting linear sequences and subsequences, Central limit theorem for locally interacting Fermi gas, Objective Bayesianism with predicate languages, Poisson statistics via the Chinese remainder theorem, Probabilistic communicating processes, Martingale analysis of dynamic tax incidence in a nonstationary growth model, Recursive utility, martingales, and the asymptotic behaviour of optimal processes, Local time and first return time for periodic semi-flows, Non-stationary non-uniform hyperbolicity: SRB measures for dissipative maps, Limit theorems for compact two-point homogeneous spaces of large dimensions, The stochastic turnpike property without uniformity in convex aggregate growth models, Asymptotic behavior of the joint record values, with applications, On conditional value at risk (CoVaR) for tail-dependent copulas, Order indifference and rank-dependent probabilities, Optimal scaling of random walk Metropolis algorithms with discontinuous target densities, Upper and lower probabilities induced by a fuzzy random variable, Stochastic convergence, uniform integrability and convergence in mean on fuzzy measure spaces, The high resolution vector quantization problem with Orlicz norm distortion, A framework for analyzing sub-optimal performance of local search algorithms, Weak convergence of a pseudo maximum likelihood estimator for the extremal index, Shape transition under excess self-intersections for transient random walk, Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case, An urn model with Bernoulli removals and independent additions, The characteristic functional of the peri-event stimulus ensemble, Self-organized criticality in a dynamic game, A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process, On an asymmetric extension of multivariate Archimedean copulas based on quadratic form, Robustness regions for measures of risk aggregation, On Lipschitz continuity of the iterated function system in a stochastic optimal growth model, Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing, The Bierens test for certain nonstationary models, Weak approximation of second-order BSDEs, A general definition of conditional information and its application to ergodic decomposition, Anonymous repeated games with a large number of players and random outcomes, An expository note on individual risk without aggregate uncertainty, A note on a common misconception in estimation, Bootstrap of the offspring mean in the critical process with a non-stationary immigration, The first passage event for sums of dependent Lévy processes with applications to insurance risk, Misspecified models with dependent observations, Multivariate regression models for panel data, The \(L_ 1\) structure of weak \(L_ 1\), Estimates for the probability of ruin with special emphasis on the possibility of large claims, Asymptotic distributions of smoothed histograms, On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes, The law of large numbers with a continuum of i.i.d. random variables, Approximation-theoretic aspects of probabilistic representations for operator semigroups, Characterization of nonhomogeneous Poisson processes via moment conditions, Asymptotic line-of-descent distributions, Asymptotic properties of nonparametric curve estimates, Random capacities and their distributions, Statistical methods for model comparison in parameter estimation problems for distributed systems, Stochastic ordering and thinning of point processes, Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators, The measure of non-normal sets, On the two-phase framework for joint model and design-based inference, Conformal invariance of domino tiling., Dominos and the Gaussian free field., A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach, Superprocesses over a stochastic flow, Extended large deviations, Performance sensitivity analysis of open Markovian queueing networks, Random oriented trees: a model of drainage networks., Two-dimensional Bernstein polynomial density estimators, Linear models of economic survival under production uncertainty, Fast algorithm for generating Bernstein-Bézier polynomials, Fast gossiping with short unreliable messages, Bayesian analysis of the error correction model, On some aspects of survival under production uncertainty, How geodesics approach the boundary in a simply connected domain, Bounded rationality and search over small-world models, The twisted moments and distribution of values of Dirichlet \(L\)-functions at 1, A rule of thumb (not only) for gamblers, Periodic moving averages of random variables with regularly varying tails, On the logical independence of the identities defining the stochastic independence of random events, Fubini foiled: Katok's paradoxical example in measure theory, Entry and structures of interest groups in assignment games, Bayesian learning behaviour and the stability of equilibrium forecasts, Monte Carlo methods for estimating linear combinations of inverse matrix entries in lattice QCD, Random interval graphs, A never-a-weak-best-response test in infinite signaling games, Singh's theorem in the lattice case, Maximum likelihood estimation and expectation-maximization algorithm for controlled branching processes, Wishart and pseudo-Wishart distributions and some applications to shape theory, Joint distributions of observables on spectral logics, Almost sure comparison of birth and death processes with application to M/M/s queueing systems, Estimation under invariant distributions, The diameters of almost all Cayley digraphs, The convergence property of sample derivatives in closed Jackson queueing networks, Statistical inference for geometric processes with lognormal distribution., Weighted empiricals and the product-limit estimator in the multiplicative hazard and time transfer regression model, On the sensitivity of additive cellular automata in Besicovitch topologies, The locally Gaussian density estimator for multivariate data, On the coupling time of the heat-bath process for the Fortuin-Kasteleyn random-cluster model, Multilayer feedforward networks are universal approximators, Moments of the cash value of future payment streams arising from life insurance contracts., Multivariate estimation in regenerative simulation, Level sets and minimum volume sets of probability density functions., A characterization of the distributions that imply mean-variance utility functions, Absolute continuity of Poisson random fields, Annihilating branching processes, Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence, On lags and chaos in economic dynamic models, The linear model revisited, A bootstrap procedure for estimating the adjustment coefficients, On the asymptotic normality of Fourier flexible form estimates, The joint distribution of running maximum of a Slepian process, Maximal strategy sets for continuous-time game theory, A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables, Inference for heavy tailed stationary time series based on sliding blocks, Products of random variables and the first digit phenomenon, Asymptotic behaviour of the analytic solution of the differential equation \(y\prime(t)+y(qt)=0\) as \(q\rightarrow 1^ -\), Dimers in piecewise Temperleyan domains, On the product of sign vectors and unit vectors, On supports of probability Bernoulli-like measures, Nonparametric estimation of a process mean from censored data, A long-time tail for random walk in random scenery, When product type experimental design is optimal? Brief survey and new results, Diffusion approximation for \(GI/G/1\) controlled queues, On some properties of \(J\)-convex stochastic processes, Probability of diameter two for Steinhaus graphs, A note on subtrees rooted along the primary path of a binary tree, A limit theorem for expectations conditional on a sum, Solution of a roulette-type ruin problem. A correction to: A rule of thumb (not only) for gamblers., How many processes have Poisson counts?, Large null sets in metric spaces, Singular random matrix decompositions: Jacobians, The measure representation: A correction, Secret sharing over infinite domains, Adaptive estimation of regression models via moment restrictions, Estimation of dimension for spatially distributed data and related limit theorems, Empirical implications of alternative models of firm dynamics, Asymptotic behaviour of the predictive density in the exchangeable case, Norm oscillatory weight measures, A monetarist model of inflation, On the distribution of pure strategy equilibria in finite games with vector payoffs, Applications of the zero-one law to problems connnected with Cauchy's functional equation, Induced class functions are conditional expectations, Parallel graph algorithms that are efficients on average, The density of the extinction probability of a time homogeneous linear birth and death process under the influence of randomly occurring disasters, Stability of a random stain, \(k\)-price auctions, Stochastic calculus for Brownian motion on a Brownian fracture, The asymptotic behaviour of a distributive sorting method, Large-deviation probability and the local dimension of sets, A law of the iterated logarithm for wavelet density estimator, A renormalization result for the intersection local time of lattice random walks in \(d\geq 3\) dimensions., Minimum Hellinger distance estimation for supercritical Galton-Watson processes, Local homogeneity in latent trait models. A characterization of the homogeneous monotone IRT model, The merchandising mathematician model: Profit intensities, On LIL behaviour for moving averages of some infinitely divisible random measures, Free convolution and the random sum of matrices, Rate conservation laws: A survey, Some metric properties of \(\alpha\)-continued fractions., Proposals for chunking and tabu search, Asymptotic analysis for closed multiclass queueing networks in critical usage, Dimension reduction for functional data based on weak conditional moments, The Life, Work, and Legacy of P. L. Chebyshev, Ratios of linear combinations in the general linear model, Continuous-variable nonlocality and contextuality, A general Hoeffding type inequality, Decomposition of random variables with bounded hazard rates, The trimmed mean in non-parametric regression function estimation, Reversing the Stein effect, Strong Consistency of Bayesian Estimator Under Discrete Observations and Unknown Transition Density, Robust estimation based on grouped-adjusted data in censored regression models, On the a.s. convergence of certain random series to a fractional random field in \(\mathcal D'(\mathbb R^{d})\), Unnamed Item, Two-dimensional Lorentz process for magnetotransport: Boltzmann-Grad limit, The partial transpose and asymptotic free independence for Wishart random matrices. II, Transforming a random variable to a prescribed distribution: an application to school-based assessment, Long-run invariance in economic dynamics: a note, A CLT for the periodograms of a \(p\)-mixing random field, Some Fourier-Stieltjes Coefficients Revisited, Spectral shift function and trace formula for unitaries -- a new proof, Quasi-maximum likelihood estimation of parameters in a multivariate Poisson process, On the zeros of functions with finite Dirichlet integral, Limit theorems for random walks on the double coset spaces \(U(n)//U(n-1)\) for \(n\to \infty\), Precise parameter synthesis for stochastic biochemical systems, Strong law of large numbers for 2-exchangeable random variables, SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration, Entropy-based pivotal statistics for multi-sample problems in planar shape, On asymptotic properties of bootstrap for AR(1) processes, Reducts of random hypergraphs, Optimal Investment with Nonconcave Utilities in Discrete-Time Markets, La méthode d'approximation de Gauss-Galerkin en filtrage non linéaire, KOLMOGOROV CONDITIONALIZERS CAN BE DUTCH BOOKED (IF AND ONLY IF THEY ARE EVIDENTIALLY UNCERTAIN), Reducts of the random bipartite graph, Postoptimality for mean-risk stochastic mixed-integer programs and its application, On first-order integer-valued autoregressive process with Katz family innovations, Unnamed Item, The quantum mechanics of high-order kinematic values, Common learning with intertemporal dependence, The probability that a complete intersection is smooth, Two-sided optimal bounds for Green functions of half-spaces for relativistic \(\alpha\)-stable process, Method of moments estimators for the extremal index of a stationary time series, Estimating an endpoint with high-order moments, Integral transform methods in goodness-of-fit testing. I: The gamma distributions, Random interpolating sequences in the polydisc and the unit ball, The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smooth, 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, An alternative one sided test of normal mean, Testing multivariate uniformity based on random geometric graphs, An introduction to mean field game theory, Estimating an endpoint with high order moments in the Weibull domain of attraction, Almost all Cayley graphs are hamiltonian, A subjective supply–demand model: the maximum Boltzmann/Shannon entropy solution, Set Reconstruction by Voronoi Cells, Continuous functions in Hashimoto topologies and their algebraic properties, On the fundamental limits of topology control in ad hoc networks, Variance and clustering, On applications of Orlicz spaces to statistical physics, The Borel-Cantelli lemma under dependence conditions, A Measure Theoretical Subsequence Characterization of Statistical Convergence, An exact rate of convergence in the functional central limit theorem for special martingale difference arrays, Moments and Central Limit Theorems for Some Multivariate Poisson Functionals, Nonseparable spaceability and strong algebrability of sets of continuous singular functions, Solving influence diagrams with fuzzy chance and value nodes, A note on random time changes of Markov chains, Degree two Brownian sheet in dimension three, On the invariance principle for exchangeable random variables, Regularity properties and pathologies of position-space renormalization-group transformations: scope and limitations of Gibbsian theory, Limiting properties of some measures of information, On an ageing class based on the moment generating function order, Integral transform methods in goodness-of-fit testing. II: The Wishart distributions, Implicit max-stable extremal integrals, Correlations and entanglement in probability theory, On asymptotic normality in one generalization of the Renyi problem, A distribution is completely determined by its translated moments, Assessing the effect of kurtosis deviations from Gaussianity on conditional distributions, Families of symmetric Cantor sets from the category and measure viewpoints, Unnamed Item, Condensation with two constraints and disorder, Improved estimation for Poisson INAR(1) models, Jacobi-Angelesco multiple orthogonal polynomials on an \(r\)-star, Stochastic complex integrals associated with homogeneous independently scattered random measures on the line, Bessel potentials, hitting distributions and Green functions, On copulas of self-similar Ito processes, The family of central Cantor sets with packing dimension zero, On eigenvalues of a high-dimensional spatial-sign covariance matrix, Asymptotic equivalence of fixed-size and varying-size determinantal point processes, Hashing with Linear Probing under Nonuniform Probabilities, Simulating Average Delay–Variance Reduction by Conditioning, Modeling Power of Stochastic Petri Nets for Simulation, The Central Limit Theorem and the Law of Large Numbers for Pair-Connectivity in Bernoulli Trees, Stochastic and deterministic analysis of SIS household epidemics, A new characterization of the Haagerup property by actions on infinite measure spaces, Randomly generated polytopes for testing mathematical programming algorithms, On a strong Tauberian result, The stable doubly infinite pedigree process of supercritical branching populations, Yaglom limit for critical nonlocal branching Markov processes, Markov processes and random fields, The method of moments for random measures, Distributed Bregman-Distance Algorithms for Min-Max Optimization, Estimating extreme quantiles under random truncation, Subsequence characterization of statistical boundedness, Doob: A Half-Century on, Extinction and persistence in a stochastic Nicholson’s model of blowfly population with delay and Lévy noise, Convergence of the RMSProp deep learning method with penalty for nonconvex optimization, A probabilistic proof of the <scp>Perron–Frobenius</scp> theorem, How large is the space of almost convergent sequences?, Long-time derivation at equilibrium of the fluctuating Boltzmann equation, Dynamics of dilute gases at equilibrium: from the atomistic description to fluctuating hydrodynamics, A composite generalization of Ville's martingale theorem using e-processes, Fluid limit of generalized Jackson queueing networks with stationary and ergodic arrivals and service times, Probability theory for the Brier game, Asymptotic arbitrage and the APT with or without measure-theoretic structures., Tropical Sufficient Statistics for Persistent Homology, Counting inversions and descents of random elements in finite Coxeter groups, Some new insights into ideal convergence and subsequences
