scientific article; zbMATH DE number 3452925

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Vague convergence of locally integrable martingale measures
Branching random walk with infinite progeny mean: a tale of two tails
Schnorr randomness for noncomputable measures
Harmonic functions and exit boundary of superdiffusion.
A thinning result for pure jump processes
Tail dependence for regularly varying time series
A large sample property in approximating the superposition of i.i.d. finite point processes
Dynamical counterexamples regarding the extremal index and the mean of the limiting cluster size distribution
Is the dying individual the oldest ?
Extreme value theory for space-time processes with heavy-tailed distributions
Extremal behavior of regularly varying stochastic processes
On the construction of point processes in statistical mechanics
Growing conditioned trees
Finite thinning-selfdecomposable point processes
On intensities of perturbed random measures on Hausdorff spaces
Density behavior of spatial birth-and-death stochastic evolution of mutating genotypes under selection rates
Diffraction and Palm measure of point processes
Hawkes and INAR(\(\infty\)) processes
Weak convergence of high level exceedances by a stationary sequence
Stability theorem for stochastic differential equations with jumps
A probabilistic approach to the equation \(Lu=-u^2\)
Improved criteria for distributional convergence of point processes
Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations
A note on the tails of the GO-GARCH process
On the characterization of certain point processes
Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
Spectral representations of infinitely divisible processes
Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations
Gibbs states over the cone of discrete measures
Construction of point processes for classical and quantum gases
On future drawdowns of Lévy processes
Approach to stationarity for birth and death on flows
Convergence of thinning processes using compensators
Two population models with constrained migrations
Convergence towards Burger's equation and propagation of chaos for weakly asymmetric exclusion processes
A note on vague convergence of measures
Semicontinuous processes in multi-dimensional extreme value theory
Projective limit random probabilities on Polish spaces
Limit distribution for point processes of high local maxima
Velocity fields with power-law spectra for modeling turbulent flows
On time- and cycle-stationarity
The conditional measures for the determinantal point process with the Bergman kernel
One-dimensional uniqueness and convergence criteria for exchangeable processes
Narrow and vague convergence of set functions
Phase transitions in continuum ferromagnets with unbounded spins
Moment formulae for general point processes
Limit theorems for stable processes with application to spectral density estimation
Empirical means for the Voronoi tessellations of the Poincaré disc.
Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations
Central limit theorem for constrained Poisson systems
Random-player games
Polynomials of Meixner's type in infinite dimensions: Jacobi fields and orthogonality measures
Asymptotics for risk capital allocations based on conditional tail expectation
Regularly varying multivariate time series
The full moment problem on subsets of probabilities and point configurations
The jamming constant of uniform random graphs
Random walk on the random connection model
A simple procedure calculating the generalized Stieltjes transform of the mean of a Dirichlet process
Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes
Brownian survival and Lifshitz tail in perturbed lattice disorder
Poisson convergence and Poisson processes with applications to random graphs
Gibbs states of continuum particle systems with unbounded spins: existence and uniqueness
Strong clumping of critical space-time branching models in subcritical dimensions
Cox limit theorem for large excursions of a norm of a Gaussian vector process
The integrated periodogram of a dependent extremal event sequence
On a rapid simulation of the Dirichlet process
Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails
Activity rates with very heavy tails
Estimation for first-order autoregressive processes with positive or bounded innovations
Convergence of non-ergodic dynamical systems
Simulations of local Moran’s index in a spatio-temporal setting
Factorial moment espansion for stochastic systems
Regular variation of GARCH processes.
On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes
Extremes for coherent risk measures
A note on expansion for functionals of spatial marked point processes
Optimal stationary markings
Predictability and stopping on lattices of sets
Weak convergence to extremal processes and record events for non-uniformly hyperbolic dynamical systems
Selection procedures for sparse data
On the structure of stationary flat processes. II
Stochastic ordering and thinning of point processes
Extremal behaviour of models with multivariate random recurrence representation
Self-scaling of turbulent energy dissipation correlators
M-estimation for autoregression with infinite variance
Asymptotic results for conditional measures of association of a random sum
On the asymptotics of locally dependent point processes
Symmetry properties of average densities and tangent measure distributions of measures on the line
A polynomial birth-death point process approximation to the Bernoulli process
Topologies of \(L_{\text{loc}}^p\) type for Carathéodory functions with applications in non-autonomous differential equations
Malliavin and Dirichlet structures for independent random variables
Multivariate subexponential distributions
Statistical and renewal results for the random sequential adsorption model applied to a unidirectional multicracking problem
Integral and Differential Characterizations of the GIBBS Process
Poisson limits for \(U\)-statistics.
On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables
Extremes of Volterra series expansions with heavy-tailed innovations
Stochastic filtering for multiscale stochastic reaction networks based on hybrid approximations
State estimation for Cox processes with unknown probability law
Some time change representations of stable integrals, via predictable transformations of local martingales

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