scientific article; zbMATH DE number 1076783
From MaRDI portal
Publication:4359973
zbMath0891.60002MaRDI QIDQ4359973
Publication date: 20 October 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
optimal stoppinglimit theorems\(U\)-statisticsstopping timesMarcinkiewicz-Zygmund inequalityrenewal theoremsmartingale inequalitiesinterchangeable random variables
Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stopping times; optimal stopping problems; gambling theory (60G40) General theory of stochastic processes (60G07) Probabilistic measure theory (60A10)
Related Items
A test for block circular symmetric covariance structure with divergent dimension, Another Remark on the Alternative Expectation Formula, A characterization of a new type of strong law of large numbers, Unnamed Item, Convergence of series of moments on general exponential inequality, Boundedness of paraproducts on spaces of homogeneous type I, On the Accuracy in a Combinatorial Central Limit Theorem: The Characteristic Function Method, Spectrum of large euclidean random matrices generated from lp ellipsoids, Some degenerate mean convergence theorems for Banach space valued random elements, Weak laws of large numbers for maximal weighted sums of random variables, Limit behaviors for ratios of order statistics from exponential distributions, Some mean convergence theorems for weighted sums of Banach space valued random elements, Asymptotic Properties of Primal-Dual Algorithm for Distributed Stochastic Optimization over Random Networks with Imperfect Communications, Quenched survival of Bernoulli percolation on Galton-Watson trees, An optimal design in a two-stage ethical allocation based on U-statistics, A probability inequality for sums of independent Banach space valued random variables, Bipartite Linear χ‐Consensus of Double‐Integrator Multi‐Agent Systems With Measurement Noise, On almost certain convergence of double series of random elements and the rate of convergence of tail series, Stochastic reachability of a target tube: theory and computation, On the concept of \(B\)-statistical uniform integrability of weighted sums of random variables and the law of large numbers with mean convergence in the statistical sense, On the robust regression for a censored response data in the single functional index model, Strong laws of large numbers for pairwise PQD random variables: a necessary condition, A Berry-Esseen bound for vector-valued martingales, A remark on the Kolmogorov-Feller weak law of large numbers, Asymptotic efficiency and probabilistic error bound for maximum likelihood‐based identification of finite impulse response systems with binary‐valued observations and unreliable communications, New stochastic convergence theorems: overcoming the limitations of LaSalle theorems, Exchangeability and Infinite Divisibility, Optimal moment conditions for complete convergence for maximal normed weighted sums from arrays of rowwise independent random elements in Banach spaces, Speed function for biased random walks with traps, Complete convergence of weighted sums of martingale differences and statistical applications, Embeddings of Decomposition Spaces, Exact Strong Laws for the Range, Proof methods in random matrix theory, Strong laws of large numbers for double arrays of blockwise \(M\)-dependent random sets, Either-or communication-based identification of FIR systems with binary-valued observations and channel uncertainty, Max-sum test based on Spearman's footrule for high-dimensional independence tests, Geometry of sample spaces, Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions, Conditional Central Limit Theorem, Matrix deviation inequality for ℓp-norm, Graph connection Laplacian and random matrices with random blocks, Incentive-Compatible Surveys via Posterior Probabilities, Adaptive consensus for uncertain multi-agent systems with stochastic measurement noises, Robust regression analysis for a censored response and functional regressors, Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic results, Trees grown under young-age preferential attachment, Asymptotic behaviour of critical controlled branching processes with random control functions, Stable Consensus Decision Making for Spatially Distributed Multiagent Systems with Multiple Leaders, ASYMPTOTIC BEHAVIOR OF A KERNEL CONDITIONAL MODE ESTIMATOR FOR LEFT TRUNCATED AND RIGHT CENSORED DATA, Strong laws for the largest ratio of adjacent order statistics, Exact laws of large numbers for independent Pareto random variables, Unusual limit theorems for the difference of order statistics from a Pareto, On the Brunk-Chung type strong law of large numbers for sequences of blockwisem-dependent random variables, Unnamed Item, Functional limit theorems for the number of busy servers in a G/G/∞ queue, New Advances in Logic-Based Probabilistic Modeling by PRISM, Probabilistic Investigations on the Explosion of Solutions of the KAC Equation with Infinite Energy Initial Distribution, Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure, Strong laws of large numbers for arrays of row-wise extended negatively dependent random variables with applications, A note on a cross-sectional GMM estimator in the presence of an observable common shock, Strong laws of large numbers for the sequence of the maximum of partial sums of i.i.d. random variables, Population-dependent two-sex branching processes with random mating: rates of growth, Robust scheduling for flexible processing networks, Rates of Growth in a Class of Homogeneous Multidimensional Markov Chains, Limit Theorems for Depths and Distances in Weighted Random B-Ary Recursive Trees, LIL type behavior of multivariate Lévy processes at zero, Laws of large numbers with infinite mean, Unnamed Item, Martingale property of empirical processes, One sided limit theorems for the range of a Pareto, Strong laws for weighted sums of i.i.d. random variables, On the locations of maxima and minima in a sequence of exchangeable random variables, The laws of large numbers for Pareto-type random variables with infinite means, Contingent means in multi-life models, On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes, Iterative learning control of multi-agent systems with random noises and measurement range limitations, Iterative learning control using faded measurements without system information: a gradient estimation approach, State estimation with multi-level vector quantisation and communication uncertainty, An Extension of Theorems of Hechner and Heinkel, A Remark on the Alternative Expectation Formula, Unusual limit theorems for the two tailed Pareto distribution, A New Function Space from Barron Class and Application to Neural Network Approximation, Law of iterated logarithm and consistent model selection criterion in logistic regression, On stable convergence in the central limit theorem, Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances, Weighted \(M\)-estimators for multivariate clustered data, Monte Carlo sampling processes and incentive compatible allocations in large economies, Synchronisation of networked Kuramoto oscillators under stable Lévy noise, Free information flow benefits truth seeking, Difference in difference meets generalized least squares: higher order properties of hypotheses tests, On uniform nonintegrability for a sequence of random variables, A characterization of Benford's law in discrete-time linear systems, On the strong law of large numbers and \(\mathcal L_p\)-convergence for double arrays of random elements in \(p\)-uniformly smooth Banach spaces, Thresholding least-squares inference in high-dimensional regression models, Empirical likelihood test for high-dimensional two-sample model, Central limit theorems for solutions of the Kac equation: speed of approach to equilibrium in weak metrics, Strong laws of large numbers for pairwise quadrant dependent random variables, Laws of large numbers for ratios of uniform random variables, Various limit theorems for ratios from the uniform distribution, Mean-square consensus of heterogeneous multi-agent systems with communication noises, An adaptive design for clinical trials with non-dichotomous response and prognostic factors, Conditional exact law of large numbers and asymmetric information economies with aggregate uncertainty, Frequentistic approximations to Bayesian prevision of exchangeable random elements, Asymptotic theory for large volatility matrix estimation based on high-frequency financial data, Moment convergence of first-passage times in renewal theory, Modulo 1 limit theorems for autoregressive random variables and their sums, A central limit theorem for bootstrap sample sums from non-i.i.d. models, Almost sure convergence for weighted sums of extended negatively dependent random variables, Partial sums of biased random multiplicative functions, On the limiting behavior of tail series, On the conditional variance of fuzzy random variables, Limit theorems for beta-Jacobi ensembles, Strong law of large numbers for \(\rho^{*}\)-mixing sequences with different distributions, Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time, Distributed tracking control of leader-follower multi-agent systems under noisy measurement, The Pitman inequality for exchangeable random vectors, Estimation of the offspring mean in a controlled branching process with a random control function, Frontier estimation with kernel regression on high order moments, On the rate of convergence of uniform approximations for sequences of distribution functions, A note on the de La Vallée Poussin criterion for uniform integrability, High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation, Identification of the gain system with quantized observations and bounded persistent excitations, Approximation of rectangular beta-Laguerre ensembles and large deviations, Information and asymptotic efficiency of the case-cohort sampling design in Cox's regression model, A new understanding of subjective probability and its generalization to lower and upper prevision., Constraint-based probabilistic modeling for statistical abduction, Recursive identification of FIR systems with binary-valued outputs and communication channels, An order-theoretic mixing condition for monotone Markov chains, De la Vallée Poussin's theorem, uniform integrability, tightness and moments, Validity of dependent bootstrapping in finite populations, Weak laws of large numbers of double sums of independent random elements in Rademacher type \(p\) and stable type \(p\) Banach spaces, An exact asymptotic for the square variation of partial sum processes, Free lunches on the discrete Lipschitz class, A basic theory of Benford's law, Relative stability in strictly stationary random sequences, A class of measure-valued Markov chains and Bayesian nonparametrics, Target containment control of multi-agent systems with random switching interconnection topologies, Strong laws for weighted sums of NA random variables, Chover-type laws of the iterated logarithm for weighted sums., The best constant in the Topchii-Vatutin inequality for martingales., Strong consistency of least squares estimates in multiple regression models with random regressors, Almost sure convergence rates for system identification using binary, quantized, and regular sensors, Proof of a McKean conjecture on the rate of convergence of Boltzmann-equation solutions, Unusual strong laws for arrays of ratios of order statistics, Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case, Empirical likelihood for high-dimensional linear regression models, Typical Gibbs configurations for the 1d random field Ising model with long range interaction, Convergence rates in the law of large numbers for arrays of martingale differences, New estimators of the extreme value index under random right censoring, for heavy-tailed distributions, Sampled-data based average consensus of second-order integral multi-agent systems: switching topologies and communication noises, Consistency of non-integrated depths for functional data, Functional limit theorems for the number of occupied boxes in the Bernoulli sieve, Extended dominance and a stochastic shortest path problem, Limiting behavior for arrays of row-wise upper extended negatively dependent random variables, An almost sure limit theorem for the product of partial sums with stable distribution, Asymptotics for panel quantile regression models with individual effects, Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior, Mean square average-consensus under measurement noises and fixed topologies: necessary and sufficient conditions, The role of the central limit theorem in discovering sharp rates of convergence to equilibrium for the solution of the Kac equation, Sums of norm spheres are norm shells and lower triangle inequalities are sharp, Online calibration via variable length computerized adaptive testing, The distribution of partially exchangeable random variables, Analysis of particle interaction in particle swarm optimization, On convergence properties of sums of dependent random variables under second moment and covariance restrictions, Comparison between criteria leading to the weak invariance principle, Asymptotic properties of a conditional quantile estimator with randomly truncated data, Statistics of extremes under random censoring, Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in a random environment, An efficient algorithm for estimating a change-point, Iterated logarithm type behavior for weighted sums of i.i.d. random variables, Reaching the best possible rate of convergence to equilibrium for solutions of Kac's equation via central limit theorem, Limit theorems for a Galton-Watson process with immigration in varying environments, Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles, The random projection method in goodness of fit for functional data, Rational equilibrium asset-pricing bubbles in continuous trading models, An application of the Ryll-Nardzewski-Woyczyński theorem to a uniform weak law for tail series of weighted sums of random elements in Banach spaces, Mean-square consensus of multi-agent systems with noise and time delay via event-triggered control, Ballot theorems and sojourn laws for stationary processes, An adaptive design for multi-arm clinical trials, Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results, Strictly stationary solutions of spatial ARMA equations, On the two-phase framework for joint model and design-based inference, Approximating priors by finite mixtures of conjugate distributions for an exponential family, Nonparametric robust regression estimation for censored data, Kernel based estimation of the distribution function for length biased data, Solutions to complex smoothing equations, A functional limit theorem for random processes with immigration in the case of heavy tails, Insertion depth in power-weight trees, A framework for the analysis of self-confirming policies, One sided strong laws for random variables with infinite mean, (Short paper) Analysis of a strong fault attack on static/ephemeral CSIDH, Linear fractional Galton-Watson processes in random environment and perpetuities, Central limit theorem for the solution of the Kac equation, Vast volatility matrix estimation for high-frequency financial data, Estimation of the variance for a controlled branching process, Output feedback stabilization of stochastic planar nonlinear systems with output constraint, Limiting law results for a class of conditional mode estimates for functional stationary ergodic data, On the distribution of the van der Corput sequence in arbitrary base, Random variation and concentration effects in PCR, Identification of errors-in-variables systems with general nonlinear output observations and with ARMA observation noises, Noise leads to quasi-consensus of Hegselmann-Krause opinion dynamics, Diffusion approximation of an array of controlled branching processes, Some limit theorems for ratios of order statistics from uniform random variables, On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock, On the converse law of large numbers, Self-normalized moderate deviations for independent random variables, A synthetic approach to Markov kernels, conditional independence and theorems on sufficient statistics, Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables, Bootstrapping sequential change-point tests for linear regression, Recent developments on the moment problem, Distributed control of multi-agent systems with random parameters and a major agent, Numerical solution of stochastic quantum master equations using stochastic interacting wave functions, Testing for the significance of functional covariates, Estimating an endpoint with high-order moments, Self-normalized LIL for Hanson-Russo type increments, Uniform nonintegrability of random variables, Multiple hypothesis testing on composite nulls using constrained \(p\)-values, Convergence of random sleep algorithms for optimal consensus, Costly information acquisition. Is it better to toss a coin?, Decentralized tracking-type games for multi-agent systems with coupled ARX models: asymptotic Nash equilibria, Optimal constants in the Marcinkiewicz-Zygmund inequalities, Block sampling under strong dependence, Event-triggered identification of FIR systems with binary-valued output observations, Asymptotically liberating sequences of random unitary matrices, Weak and one-sided strong laws for random variables with infinite mean, The scale enhanced wild bootstrap method for evaluating climate models using wavelets, A Kiefer-Wolfowitz comparison theorem for Wicksell's problem, Random distribution kernels and three types of defaultable contingent payoffs, Convergence in mean of some random Fourier series, Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks, Existence of independent random matching, System identification with binary-valued output observations under either-or communication and data packet dropout, A note on the stochastic domination condition and uniform integrability with applications to the strong law of large numbers, Probabilistic view of explosion in an inelastic Kac model, Aggregation and discretization in multistage stochastic programming, Optimal subsampling for large-scale quantile regression, Size bias for one and all, Laws of large numbers for asymmetrical Cauchy random variables, Random walk in a high density dynamic random environment, Bipartite consensus of discrete-time double-integrator multi-agent systems with measurement noise, Complete moment convergence of weighted sums for processes under asymptotically almost negatively associated assumptions, Credit risk optimization using factor models, The premium and the risk of a life policy in the presence of interest rate fluctuations, Maxima of entries of Haar distributed matrices, On the centre of mass of a random walk, The exact law of large numbers via Fubini extension and characterization of insurable risks, On the existence of \(\varphi\)-moments of the limit of a normalized supercritical Galton-Watson process, Some strong consistency results in stochastic regression, The essential equivalence of pairwise and mutual conditional independence, On linear rank tests for truncated binomial randomization, Two new probability inequalities with limit theorem applications, Bayesian and frequentist estimation and prediction for exponential distributions, An approximation of solutions to heat equations defined by generalized measure theoretic Laplacians, Formulas of absolute moments, Stochastic comparisons of distorted variability measures, Asymptotic properties of a nonparametric regression function estimator with randomly truncated data, Extreme value statistics for censored data with heavy tails under competing risks, On complete convergence for arrays, Some asymptotic properties for a smooth kernel estimator of the conditional mode under random censorship, A mean field capital accumulation game with HARA utility, Adaptive learning tracking for uncertain systems with partial structure information and varying trial lengths, Self-similar solutions to kinetic-type evolution equations: beyond the boundary case, Rates of convergence in de Finetti's representation theorem, and Hausdorff moment problem, Relative error prediction for twice censored data, A revised approach for risk-averse multi-armed bandits under CVaR criterion, Bounds for \(L_p\)-discrepancies of point distributions in compact metric measure spaces, Limit theorems for ratios of order statistics from uniform distributions, Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior, Convergence rates in the law of large numbers for arrays of Banach valued martingale differences, On \(L^p\)-convergence of the Biggins martingale with complex parameter, Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions, Uniform rates of the Glivenko-Cantelli convergence and their use in approximating Bayesian inferences, Distance multivariance: new dependence measures for random vectors, On martingale transform inequalities in certain quasi-Banach function spaces, System identification with binary-valued observations under both denial-of-service attacks and data tampering attacks: defense scheme and its optimality, On the unlimited growth of a class of homogeneous multitype Markov chains, Global stability and stabilization of more general stochastic nonlinear systems, Robust consensus for multi-agent systems over unbalanced directed networks, A conditional version of the extended Kolmogorov-Feller weak law of large numbers, An approximate minimum mean-square error estimator for linear discrete time-varying systems: handling try-once-discard protocol, Some results concerning ideal and classical uniform integrability and mean convergence, Association schemes on general measure spaces and zero-dimensional abelian groups