scientific article; zbMATH DE number 3452925
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(only showing first 100 items - show all)- 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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