scientific article; zbMATH DE number 3638844
From MaRDI portal
Publication:4197800
central limit theoremlarge deviationslaw of iterated logarithmlaw of large numbersMarkov chainsmoment generating functionsqueuesrandom walksum of independent random variablesteaching measure theory and probabilitytextbook on probability and measure theoryweak convergence
Classical measure theory (28Axx) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Probability theory on algebraic and topological structures (60Bxx) Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05) Large deviations (60F10) Strong limit theorems (60F15) Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25)
Cited in
(only showing first 100 items - show all)- A general definition of conditional information and its application to ergodic decomposition
- 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
- 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
- Weak convergence of a pseudo maximum likelihood estimator for the extremal index
- 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(t)+y(qt)=0 as q 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
- 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.
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)
