scientific article; zbMATH DE number 3452925

zbMATH Open0288.60053MaRDI QIDQ4776689FDOQ4776689

Authors: Olav Kallenberg 

Publication date: 1974

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Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic processes (60G99)

Cited In (only showing first 100 items - show all)

• Two population models with constrained migrations
• Convergence towards Burger's equation and propagation of chaos for weakly asymmetric exclusion processes
• Projective limit random probabilities on Polish spaces
• On time- and cycle-stationarity
• Velocity fields with power-law spectra for modeling turbulent flows
• Moment formulae for general point processes
• Central limit theorem for constrained Poisson systems
• Random-player games
• Polynomials of Meixner's type in infinite dimensions: Jacobi fields and orthogonality measures
• The jamming constant of uniform random graphs
• Asymptotics for risk capital allocations based on conditional tail expectation
• Regularly varying multivariate time series
• Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes
• Random walk on the random connection model
• A simple procedure calculating the generalized Stieltjes transform of the mean of a Dirichlet process
• Brownian survival and Lifshitz tail in perturbed lattice disorder
• Poisson convergence and Poisson processes with applications to random graphs
• Strong clumping of critical space-time branching models in subcritical dimensions
• The integrated periodogram of a dependent extremal event sequence
• Cox limit theorem for large excursions of a norm of a Gaussian vector process
• 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
• Factorial moment espansion for stochastic systems
• Regular variation of GARCH processes.
• Predictability and stopping on lattices of sets
• On the structure of stationary flat processes. II
• Stochastic ordering and thinning of point processes
• Extremal behaviour of models with multivariate random recurrence representation
• M-estimation for autoregression with infinite variance
• 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
• Multivariate subexponential distributions
• Integral and Differential Characterizations of the GIBBS Process
• Poisson limits for \(U\)-statistics.
• Some time change representations of stable integrals, via predictable transformations of local martingales
• State estimation for Cox processes with unknown probability law
• Hydrodynamical methods for analyzing longest increasing subsequences
• An alternative to the \(m\) out of \(n\) bootstrap
• Representations, decompositions and sample function continuity of random fields with independent increments
• Inconsistency of bootstrap for nonstationary, vector autoregressive processes
• Multiple integration with respect to Poisson and Lévy processes
• Gibbs states on random configurations
• Precise estimates of presence probabilities in the branching random walk
• Some results on the convergence of conditional distributions
• Extreme value theory for suprema of random variables with regularly varying tail probabilities
• On Poisson approximation to the partial sum process of a Markov chain
• Measures of serial extremal dependence and their estimation
• Measure-valued branching processes with immigration
• Some remarks on conditional distributions for point processes
• Minimal conditions in \(p\)-stable limit theorems
• On the extreme order statistics for a stationary sequence
• Branching random walk with infinite progeny mean: a tale of two tails
• Quasi-invariance and integration by parts for determinantal and permanental processes
• Parameter estimation for first-order bifurcating autoregressive processes with Weibull innova\-tions
• A moment problem for random discrete measures
• Laplace operators on the cone of Radon measures
• Vague convergence of locally integrable martingale measures
• Harmonic functions and exit boundary of superdiffusion.
• Extreme value theory for space-time processes with heavy-tailed distributions
• Extremal behavior of regularly varying stochastic processes
• Growing conditioned trees
• Density behavior of spatial birth-and-death stochastic evolution of mutating genotypes under selection rates
• Diffraction and Palm measure of point processes
• Weak convergence of high level exceedances by a stationary sequence
• Hawkes and INAR(\(\infty\)) processes
• Stability theorem for stochastic differential equations with jumps
• Improved criteria for distributional convergence of point processes
• 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
• Construction of point processes for classical and quantum gases
• Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations
• On future drawdowns of Lévy processes
• Gibbs states over the cone of discrete measures
• Approach to stationarity for birth and death on flows
• Convergence of thinning processes using compensators
• A note on vague convergence of measures
• Semicontinuous processes in multi-dimensional extreme value theory
• Limit distribution for point processes of high local maxima
• The conditional measures for the determinantal point process with the Bergman kernel
• Phase transitions in continuum ferromagnets with unbounded spins
• Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations
• One-dimensional uniqueness and convergence criteria for exchangeable processes
• Narrow and vague convergence of set functions
• Empirical means for the Voronoi tessellations of the Poincaré disc.
• Limit theorems for stable processes with application to spectral density estimation
• The full moment problem on subsets of probabilities and point configurations
• Gibbs states of continuum particle systems with unbounded spins: existence and uniqueness
• Convergence of non-ergodic dynamical systems
• Simulations of local Moran’s index in a spatio-temporal setting
• Extremes for coherent risk measures
• On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes
• A note on expansion for functionals of spatial marked point processes
• Weak convergence to extremal processes and record events for non-uniformly hyperbolic dynamical systems
• Optimal stationary markings
• Selection procedures for sparse data
• Self-scaling of turbulent energy dissipation correlators

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