scientific article; zbMATH DE number 1243444

Publication date: 21 January 1999

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic measure theory (60A10) Distribution theory (60Exx) Limit theorems in probability theory (60Fxx)

Related Items (57)

Is network traffic approximated by stable Lévy motion or fractional Brownian motion? ⋮ Tangent fields, intrinsic stationarity, and self similarity ⋮ Extremes of censored and uncensored lifetimes in survival data ⋮ Score-matching representative approach for big data analysis with generalized linear models ⋮ Accelerated random search for constrained global optimization assisted by radial basis function surrogates ⋮ Hilbert \(A\)-modules ⋮ On the convergence of adaptive stochastic search methods for constrained and multi-objective black-box optimization ⋮ Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes ⋮ Minimum distance from independence estimation of nonseparable instrumental variables models ⋮ Estimation of the mean residual life function in the presence of measurement errors ⋮ A NEW ARGUMENT IN FAVOR OF HYPERBOLIC DISCOUNTING IN VERY LONG TERM PROJECT APPRAISAL ⋮ Monte Carlo algorithm for vector-valued Gaussian functions with preset component accuracies ⋮ Dynamics of multivariate default system in random environment ⋮ Convergence guarantees for generalized adaptive stochastic search methods for continuous global optimization ⋮ Nonparametric estimation of past extropy under \(\alpha\)-mixing dependence condition ⋮ Random weighted shifts ⋮ PATH INTEGRALS ON A COMPACT MANIFOLD WITH NON-NEGATIVE CURVATURE ⋮ A new definition of hitting time and an embedded Markov chain in continuous-time quantum walks ⋮ A functional non-central limit theorem for multiple-stable processes with long-range dependence ⋮ Testing for empty sets when misclassifications may be present ⋮ Asymptotic proportion of arbitrage points in fractional binary markets ⋮ An approach to the absence of price bubbles through state-price deflators ⋮ Modeling multiple risks: hidden domain of attraction ⋮ On a mathematical theory of coded exposure ⋮ Detecting a conditional extreme value model ⋮ On a mathematical theory of coded exposure ⋮ Regularly varying measures on metric spaces: hidden regular variation and hidden jumps ⋮ Loop-erased random walk on finite graphs and the Rayleigh process ⋮ The influence of dependence on data network models ⋮ Limit laws for random vectors with an extreme component ⋮ Transition kernels and the conditional extreme value model ⋮ Empirical Bayes Estimation of Small Area Means under a Nested Error Linear Regression Model with Measurement Errors in the Covariates ⋮ Identification of symmetric noncausal processes ⋮ Quantile hedging in a semi-static market with model uncertainty ⋮ A note on almost sure uniform and complete convergences of a sequence of random variables ⋮ On the longest \(k\)-alternating subsequence ⋮ Adaptive simulation using perfect control variates ⋮ Ruin probability with certain stationary stable claims generated by conservative flows ⋮ Model checking expected time and expected reward formulae with random time bounds ⋮ Pseudo-empirical Bayes estimation of small area means under a nested error linear regression model with functional measurement errors ⋮ Low-Rank Independence Samplers in Hierarchical Bayesian Inverse Problems ⋮ QQ Plots, Random Sets and Data from a Heavy Tailed Distribution ⋮ Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes ⋮ A Probabilistic Proof of a Wallis-type Formula for the Gamma Function ⋮ Direct numerical simulations in solid mechanics for understanding the macroscale effects of microscale material variability ⋮ A Discrimination Test for Tails of Weibull-Type Distributions ⋮ Inference for censored quantile regression models in longitudinal studies ⋮ Data network models of burstiness ⋮ Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes ⋮ On discrimination between classes of distribution tails ⋮ A new proof for the Daniel-Stone theorem for random probability measures ⋮ A new framework for distance and kernel-based metrics in high dimensions ⋮ Filter-based stochastic algorithm for global optimization ⋮ Arbitrage Theory with State-Price Deflators ⋮ Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift ⋮ On Hedging American Options under Model Uncertainty ⋮ Estimating Bayesian credible intervals

This page was built for publication: