Publication:4197800
From MaRDI portal
zbMath0411.60001MaRDI QIDQ4197800
Publication date: 1979
weak convergence; Markov chains; law of large numbers; queues; central limit theorem; large deviations; sum of independent random variables; random walk; law of iterated logarithm; moment generating functions; teaching measure theory and probability; textbook on probability and measure theory
60E07: Infinitely divisible distributions; stable distributions
60F05: Central limit and other weak theorems
60E10: Characteristic functions; other transforms
60G50: Sums of independent random variables; random walks
60J05: Discrete-time Markov processes on general state spaces
60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60K25: Queueing theory (aspects of probability theory)
60F15: Strong limit theorems
60F10: Large deviations
28Axx: Classical measure theory
60Bxx: Probability theory on algebraic and topological structures
Related Items
Variance and clustering, A distribution is completely determined by its translated moments, On a strong Tauberian result, The stable doubly infinite pedigree process of supercritical branching populations, Transforming a random variable to a prescribed distribution: an application to school-based assessment, Some Fourier-Stieltjes Coefficients Revisited, Almost all Cayley graphs are hamiltonian, A Measure Theoretical Subsequence Characterization of Statistical Convergence, Doob: A Half-Century on, 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., Linear models of economic survival under production uncertainty, Fast algorithm for generating Bernstein-Bézier polynomials, Fast gossiping with short unreliable messages, 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, 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, Monte Carlo methods for estimating linear combinations of inverse matrix entries in lattice QCD, A never-a-weak-best-response test in infinite signaling games, Wishart and pseudo-Wishart distributions and some applications to shape theory, The diameters of almost all Cayley digraphs, On the sensitivity of additive cellular automata in Besicovitch topologies, Moments of the cash value of future payment streams arising from life insurance contracts., Level sets and minimum volume sets of probability density functions., The density of the extinction probability of a time homogeneous linear birth and death process under the influence of randomly occurring disasters, \(k\)-price auctions, Stochastic calculus for Brownian motion on a Brownian fracture, Large-deviation probability and the local dimension of sets, 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, Proposals for chunking and tabu search, 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, Asymptotic behaviour of the predictive density in the exchangeable case, Norm oscillatory weight measures, A monetarist model of inflation, 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 asymptotic behaviour of a distributive sorting method, A law of the iterated logarithm for wavelet density estimator, The merchandising mathematician model: Profit intensities, Some metric properties of \(\alpha\)-continued fractions., 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, Random oriented trees: a model of drainage networks., Bayesian analysis of the error correction model, Bayesian learning behaviour and the stability of equilibrium forecasts, Long-run invariance in economic dynamics: a note, A CLT for the periodograms of a \(p\)-mixing random field, 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 \(n\to \infty\), Strong law of large numbers for 2-exchangeable random variables, On asymptotic properties of bootstrap for AR(1) processes, Reducts of random hypergraphs, Limiting properties of some measures of information, Decomposition of random variables with bounded hazard rates, On the a.s. convergence of certain random series to a fractional random field in \(\mathcal D'(\mathbb R^{d})\), Two-sided optimal bounds for Green functions of half-spaces for relativistic \(\alpha\)-stable process, On the fundamental limits of topology control in ad hoc networks, The Borel-Cantelli lemma under dependence conditions, Solving influence diagrams with fuzzy chance and value nodes, Degree two Brownian sheet in dimension three, Regularity properties and pathologies of position-space renormalization-group transformations: scope and limitations of Gibbsian theory, Correlations and entanglement in probability theory, Robust estimation based on grouped-adjusted data in censored regression models, Unnamed Item, An alternative one sided test of normal mean, Unnamed Item, An exact rate of convergence in the functional central limit theorem for special martingale difference arrays, A note on random time changes of Markov chains, 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, Unnamed Item, Randomly generated polytopes for testing mathematical programming algorithms, Markov processes and random fields, Ratios of linear combinations in the general linear model, La méthode d'approximation de Gauss-Galerkin en filtrage non linéaire, The method of moments for random measures, A general Hoeffding type inequality, SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration, An urn model with Bernoulli removals and independent additions, The characteristic functional of the peri-event stimulus ensemble, Probabilistic communicating processes, Martingale analysis of dynamic tax incidence in a nonstationary growth model, Recursive utility, martingales, and the asymptotic behaviour of optimal processes, Limit theorems for compact two-point homogeneous spaces of large dimensions, Order indifference and rank-dependent probabilities, Stochastic convergence, uniform integrability and convergence in mean on fuzzy measure spaces, 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, The \(L_ 1\) structure of weak \(L_ 1\), On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes, Characterization of nonhomogeneous Poisson processes via moment conditions, Statistical methods for model comparison in parameter estimation problems for distributed systems, Stochastic ordering and thinning of point processes, On the two-phase framework for joint model and design-based inference, How many entries of a typical orthogonal matrix can be approximated by independent normals?, Regular variation and probability: The early years, Multi-server retrial queue with negative customers and disasters, The probability of survival for the biased voter model in a random environment, Robustness against unexpected dependence in the location model, 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, Misspecified models with dependent observations, Multivariate regression models for panel data, Estimates for the probability of ruin with special emphasis on the possibility of large claims, Asymptotic distributions of smoothed histograms, The law of large numbers with a continuum of i.i.d. random variables, Approximation-theoretic aspects of probabilistic representations for operator semigroups, Asymptotic line-of-descent distributions, Asymptotic properties of nonparametric curve estimates, Random capacities and their distributions, Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators, The measure of non-normal sets, 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, 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, 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, Entry and structures of interest groups in assignment games, Random interval graphs, Singh's theorem in the lattice case, 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 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, Multivariate estimation in regenerative simulation, 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, Maximal strategy sets for continuous-time game theory, A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables, 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, 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, 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, On the distribution of pure strategy equilibria in finite games with vector payoffs, Stability of a random stain, Local homogeneity in latent trait models. A characterization of the homogeneous monotone IRT model, 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, Asymptotic analysis for closed multiclass queueing networks in critical usage, Extended large deviations, Performance sensitivity analysis of open Markovian queueing networks, Two-dimensional Bernstein polynomial density estimators
