Real Analysis and Probability
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Publication:4780024
DOI10.1017/CBO9780511755347zbMath1023.60001OpenAlexW4300093168MaRDI QIDQ4780024
Publication date: 31 October 2002
Full work available at URL: https://doi.org/10.1017/cbo9780511755347
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to measure and integration (28-01) Measure and integration (28-XX) Probability theory and stochastic processes (60-XX)
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of random variables, Maximum principles for generalized Schrödinger equations, Exponential mixing for a class of dissipative PDEs with bounded degenerate noise, An approximation scheme for quasi-stationary distributions of killed diffusions, A note on conditional versus joint unconditional weak convergence in bootstrap consistency results, Best finite approximations of Benford's law, Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions, Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations, Bootstrapping Lasso-type estimators in regression models, Pricing American options using a nonparametric entropy approach, Uniform rates of the Glivenko-Cantelli convergence and their use in approximating Bayesian inferences, Quantile regression approach to conditional mode estimation, Equilibrium selection in interdependent value auctions, Antithetic and Monte Carlo kernel estimators for partial rankings, The limit of the empirical measure of the product of two independent Mallows permutations, Probing the geometry of data with diffusion Fréchet functions, Superharmonic functions of Schrödinger operators and Hardy inequalities, Higher-order, polar and Sz.-Nagy's generalized derivatives of random polynomials with independent and identically distributed zeros on the unit circle, \(M\)-functionals of multivariate scatter, Posterior consistency for nonparametric hidden Markov models with finite state space, Criticality and subcriticality of generalized Schrödinger forms, Nonequilibrium statistical mechanics of Hamiltonian rotators with alternated spins, Weighted pseudo almost automorphic solutions for nonautonomous SPDEs driven by Lévy noise, Continuity of the flow of KdV with regard to the Wasserstein metrics and application to an invariant measure, Maximal coupling of empirical copulas for discrete vectors, On the reconstruction of convex sets from random normal measurements, Frank's condition for multivariate Archimedean copulas, On longtime dynamics of perturbed KdV equations, Stepwise refinement of sequence diagrams with soft real-time constraints, Almost sure scattering at mass regularity for radial Schrödinger equations, Stability Estimation of Transient Markov Decision Processes, A new take on random interval homeomorphisms, INFERENCE ON THE REPRODUCING KERNEL HILBERT SPACES, LP-related representations of Cesàro and Abel limits of optimal value functions, Identification and Identification Failure for Treatment Effects Using Structural Systems, NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS, Oracle GMM estimation for misspecified models via thresholding, Controllability implies mixing. I. Convergence in the total variation metric, Asymptotic distribution of nodal intersections for arithmetic random waves, On quantum versions of the classical Wasserstein distance, Exponential ergodicity for a stochastic two-layer quasi-geostrophic model, Dynamic inference in general nested case‐control designs, Poisson stable solutions for stochastic functional evolution equations with infinite delay, Posterior consistency for the spectral density of non‐Gaussian stationary time series, Filippov’s Theorem for mutational inclusions in a metric space, Criticality of Schrödinger forms and Liouville‐type property, Measure-theoretic uniformly positive entropy on the space of probability measures, From continuum mechanics to SPH particle systems and back: Systematic derivation and convergence, The Malliavin–Stein Method on the Poisson Space, Subjective information choice processes, Random Gibbs \(u\)-state for partially hyperbolic on fibers system, Beyond Matérn: On A Class of Interpretable Confluent Hypergeometric Covariance Functions, The Space of Spaces: Curvature Bounds and Gradient Flows on the Space of Metric Measure Spaces, A coupled stochastic differential reaction-diffusion system for angiogenesis, Joint measurability of mappings induced by a fuzzy random variable, Random feedback shift registers and the limit distribution for largest cycle lengths, Stochastic Analysis for Poisson Processes, Heterogeneous gradient flows in the topology of fibered optimal transport, The Dawn of Martingale Convergence: Jessen’s Theorem and Lévy’s Lemma, Limits of multi-relational graphs, Continuous dependence of the weak limit of iterates of some random-valued vector functions, Subjective Equilibria Under Beliefs of Exogenous Uncertainty for Dynamic Games, A dynamic analytic method for risk-aware controlled martingale problems, Improved tail estimates for the distribution of quadratic Weyl sums, Inference on individual treatment effects in nonseparable triangular models, Scaling limit for a second-order particle system with local annihilation, Functional convergence of Berry's nodal lengths: approximate tightness and total disorder, Hedging Problem for Asian Call Options with Transaction Costs, Circling the uniform distribution, Statistical depth in abstract metric spaces, Weisfeiler-Leman indistinguishability of graphons, On the rate of convergence as $ t\to+\infty$ of the distributions of solutions to the stationary measure for the stochastic system of the Lorenz model describing a baroclinic atmosphere, Evaluating sensitivity to the stick-breaking prior in Bayesian nonparametrics (with discussion), Strong diffusion approximation in averaging and value computation in Dynkin's games, Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria, A phase transition in block-weighted random maps, Domain Generalization by Functional Regression, Construction of 𝑝-energy and associated energy measures on Sierpiński carpets, Convergence of a stochastic collocation finite volume method for the compressible Navier-Stokes system, Landscape complexity beyond invariance and the elastic manifold, Limit theorems for functionals of long memory linear processes with infinite variance, Another look at halfspace depth: flag halfspaces with applications, Measurability of functions mapping a charge space into a uniform space, 3D stochastic Landau-Lifshitz-Gilbert equations coupled with Maxwell's equations with full energy, Order theoretical structures in atomic JBW-algebras: disjointness, bands, and centres, Invariant measures for uncountable random interval homeomorphisms, Bridging mean-field games and normalizing flows with trajectory regularization, Spherical centroid bodies, Consistency of mixture models with a prior on the number of components, Continuous implementation with payoff knowledge, Stability of backward stochastic differential equations: the general Lipschitz case, Stochastic growth, conservation of capital and convergence to a positive steady state, Markov properties for Gaussian fields associated with Dirichlet forms, Estimation under group actions: recovering orbits from invariants, Distances and isomorphism between networks: stability and convergence of network invariants, Donsker theorems for occupation measures of multi-dimensional periodic diffusions, On the existence of weak solutions to stochastic Volterra equations, Convergence in law of iterates of weakly contractive in mean random-valued functions, Optimal nonparametric testing of missing completely at random and its connections to compatibility, Relative uniformly positive entropy of induced amenable group actions, Averaging and mixing for stochastic perturbations of linear conservative systems, Clark measures for rational inner functions, Spectrum of Lévy-Khintchine random Laplacian matrices, Regularization of a Parameter Estimation Problem using Monotonicity and Convexity Constraints, Large deviations and mixing for dissipative PDEs with unbounded random kicks, Duality Formulas for Robust Pricing and Hedging in Discrete Time, Unnamed Item, The solutions with recurrence property for stochastic linearly coupled complex cubic-quintic Ginzburg–Landau equations, On the extendibility of finitely exchangeable probability measures, Some criteria for the existence of invariant measures and asymptotic stability for random dynamical systems on polish spaces, The Mean Field Equation for the Kuramoto Model on Graph Sequences with Non-Lipschitz Limit, Unnamed Item, Semi-infinite probabilistic optimization: first-order stochastic dominance constrain, Theory of Generalized Risk Attitudes, Limit theorems for some critical superprocesses, Bernstein--von Mises Theorems and Uncertainty Quantification for Linear Inverse Problems, A unified stability theory for classical and monotone Markov chains, Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk, Approximations of the Restless Bandit Problem, On the minimax theorem for the space of probability measures on metric spaces, Minimax Estimation of Kernel Mean Embeddings, Almost sure growth of supercritical multi-type continuous state branching process, Comparison of Information Structures for Zero-Sum Games and a Partial Converse to Blackwell Ordering in Standard Borel Spaces, Unnamed Item, Unnamed Item, Multi-transitivity of semigroup actions, Equivalence of relative Gibbs and relative equilibrium measures for actions of countable amenable groups, Distributed least squares prediction for functional linear regression*, Regularization: From Inverse Problems to Large-Scale Machine Learning, A Lagrangian Approach for Aggregative Mean Field Games of Controls with Mixed and Final Constraints, Continuity Properties of Value Functions in Information Structures for Zero-Sum and General Games and Stochastic Teams, Construction of high regularity invariant measures for the 2D Euler equations and remarks on the growth of the solutions, Ergodic theorem in CAT(0) spaces in terms of inductive means, Existence of Weak Solutions to Stochastic Evolution Inclusions, An algorithm to solve optimal stopping problems for one-dimensional diffusions, On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded Costs, Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities, On Stochastic Stability of a Class of non-Markovian Processes and Applications in Quantization, Oracle M‐Estimation for Time Series Models, Concentration inequalities for a removal-driven thinning process, Uniform asymptotic normality of weighted sums of short-memory linear processes, Robustness to Incorrect System Models in Stochastic Control, Patterned sparse random matrices: A moment approach, An Analysis of a Large-Scale Machine Repair Model, On the Poincaré Constant of Log-Concave Measures, On Optimal Transport of Matrix-Valued Measures, Multi-variate correlation and mixtures of product measures, Standard homogeneous C*-algebras as compact quantum metric spaces, Weak convergence to equilibrium of statistical ensembles in integrable Hamiltonian systems, Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies, Bounded complexity, mean equicontinuity and discrete spectrum, Concentration versus absorption for the Vlasov–Navier–Stokes system on bounded domains, Robustness to Approximations and Model Learning in MDPs and POMDPs, PLANCHEREL–ROTACH FORMULAE FOR AVERAGE CHARACTERISTIC POLYNOMIALS OF PRODUCTS OF GINIBRE RANDOM MATRICES AND THE FUSS–CATALAN DISTRIBUTION, A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm, Bisimulation for Markov Decision Processes through Families of Functional Expressions, Goodness-of-fit tests based on the distance between the Dirichlet process and its base measure, Hidden-Markov program algebra with iteration, Mercer Kernels and Integrated Variance Experimental Design: Connections Between Gaussian Process Regression and Polynomial Approximation, Agmon‐type estimates for a class of jump processes, ON TALAGRAND’S EXHAUSTIVE PATHOLOGICAL SUBMEASURE, An elementary proof of the triangle inequality for the Wasserstein metric, Unnamed Item, Lyapunov's second method for random dynamical systems., Introduction to the stochastic Burgers equation and Burgulence, Extended Laplace principle for empirical measures of a Markov chain, Fractional Gaussian fields: a survey, On the mean field limit for Brownian particles with Coulomb interaction in 3D, Unnamed Item, Gaussian concentration bound for potentials satisfying Walters condition with subexponential continuity rates, On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs, On the Atomic Decomposition of Coorbit Spaces with Non-integrable Kernel, Load-Dependent Machine Failures in Production Network Models, Determining a Random Schrödinger Equation with Unknown Source and Potential, Quantitative stability of full random two-stage problems with quadratic recourse, Robustness to Incorrect Priors in Partially Observed Stochastic Control, DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY, An optimal Berry-Esseen type theorem for integrals of smooth functions, Stability results for martingale representations: The general case, Local entropy theory of a random dynamical system, Multi operator-stable random measures and fields, Unnamed Item, On Convergence of Value Iteration for a Class of Total Cost Markov Decision Processes, Approximating the set of separable states using the positive partial transpose test, Coupling distances between Lévy measures and applications to noise sensitivity of SDE, The semigroup of metric measure spaces and its infinitely divisible probability measures, Unnamed Item, Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression, A Unifying Tutorial on Approximate Message Passing, Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes, Angle Change of Plane Curve, Variational Theory for Optimization under Stochastic Ambiguity, Optimal Control of the Sweeping Process with a Nonsmooth Moving Set
