scientific article; zbMATH DE number 835835

Publication date: 18 January 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

central limit theorem large deviations contiguity of probability measures discrete version of Itô's formula distances between probability measures

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Limit theorems in probability theory (60Fxx) Probability theory on algebraic and topological structures (60Bxx) Foundations of probability theory (60Axx)

Related Items

JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS, Detection and estimation of multiple transient changes, Absolute continuity of non-homogeneous Gibbs measures of the Ising model on the Cayley tree, Equivalence-singularity dichotomy in Markov measures, Random‐like properties of chaotic forcing, Non-asymptotic state-space identification of closed-loop stochastic linear systems using instrumental variables, Globally Strong Uninvadable Sets of Profiles in Asymmetric Games, Multiple partition structures and harmonic functions on branching graphs, On the existence of a stationary measure for the stochastic system of the Lorenz model describing a baroclinic atmosphere, LAN, LAM and convergence of iterative ML estimates; optimal design in Gaussian one-way mixed model, Nonconventional limit theorems, Limit theorems for sequential MCMC methods, A Remark on the Alternative Expectation Formula, Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments, Dual formulation of the utility maximization problem under transaction costs, The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order, Generalized perturbed best response dynamics with a continuum of strategies, Mixed moments and local dimensions of measures, Path decompositions for Markov chains., Covariance kernel and the central limit theorem in the total variation distance, Berry-Esseen type estimates for nonconventional sums, Adaptive estimation of autoregressive models with time-varying variances, Functionals of a Lévy process on canonical and generic probability spaces, Optimal contracts in portfolio delegation, Global convergence rate analysis of unconstrained optimization methods based on probabilistic models, Conventional contracts, intentional behavior and logit choice: equality without symmetry, On optimal estimates of random variables, A nonparametric repeated significance test with adaptive target sample size, Lower bounds on the generalized central moments of the optimal alignments score of random sequences, Identification of the 1PL model with guessing parameter: parametric and semi-parametric results, Stein's method for nonconventional sums, Asymptotic properties of SPS confidence regions, Asymptotic stability of strongly uninvadable sets, A general drift estimation procedure for stochastic differential equations with additive fractional noise, Random distributions via sequential quantile array, Stability of the phase transition of critical-field Ising model on Cayley trees under inhomogeneous external fields, Sklar's theorem derived using probabilistic continuation and two consistency results, On index-2 linear implicit difference equations, Stochastic fictitious play with continuous action sets, Limits to rational learning, Pairwise comparison dynamics for games with continuous strategy space, The Augustin capacity and center, A compound Poisson convergence theorem for sums of $m$-dependent variables, How to use several noisy channels with unknown error probabilities, On analytic vectors for unitary representations of infinite dimensional Lie groups, On the dynamics of stationary shift processes with Cantor structure, On partial derivatives of multivariate Bernstein polynomials, Non-asymptotic model quality assessment of transfer functions at multiple frequency points, Dynamically stable sets in infinite strategy spaces, On the probabilistic transmission of continuous cultural traits, Nonlinear functional canonical correlation analysis via distance covariance, On One Integral Representation of Functionals of Brownian Motion, Roughness as classicality indicator of a quantum state, Large-time limit of the quantum Zeno effect, Modeling the topology of a dynamical network via Wiener filtering approach, Nonlinear recursive estimation of volatility via estimating functions, Simulation of the neural response to the odour stimulus, The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model, Price of anarchy in electric vehicle charging control games: when Nash equilibria achieve social welfare, Learning in games with continuous action sets and unknown payoff functions, A note on functional CLT for truncated sums., A new algorithm for system of integral equations, Convergence of random series and the rate of convergence of the strong law of large numbers in game-theoretic probability, On nonlinear discrete-time systems driven by Markov chains, Convergence to perfect competition of a dynamic matching and bargaining market with two-sided incomplete information and exogenous exit rate, Monotonous random search on a torus: integral upper bounds for the complexity, Computation of Greeks in jump-diffusion models using discrete Malliavin calculus, Equilibrium selection and the dynamic evolution of preferences, Disentangling price, risk and model risk: V\&R measures, Stability of faces in asymmetric evolutionary games, Facing undermodelling in sign-perturbed-sums system identification, On approximate triangular decompositions in dimension zero, The absence of the selfaveraging property of the entanglement entropy of disordered free fermions in one dimension, On occurrence of patterns in Markov chains: Method of gambling teams, Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean, Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation, Instability in time-delayed switched systems induced by fast and random switching, Supervised classification for functional data: a weighted distance approach, A systematic martingale construction with applications to permutation inequalities, Properties of the Bayesian parameter estimation of a regression based on Gaussian processes, The 1/$H$-variation of the divergence integral with respect to the fractional Brownian motion for $H>1/2$ and fractional Bessel processes, Robust estimation of AR coefficients under simultaneously influencing outliers and missing values, Asymptotic equivalence for inference on the volatility from noisy observations, A two-stage hybrid procedure for estimating an inverse regression function, FBDEs with time delayed generators: $L^{p}$-solutions, differentiability, representation formulas and path regularity, A note on quenched moderate deviations for Sinai's random walk in random environment, Forecasting volatility in bitcoin market, Nonparametric maximum-likelihood estimation of probability measures: existence and consist\-en\-cy, Study on upper limit of sample size for a two-level test in NIST SP800-22, An approximation result for a quasi-linear stochastic heat equation, On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes, Universality of local statistics for noncolliding random walks, Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series, The moments and statistical distribution of class number of primes over function fields, A stronger law of large numbers for uncertain random variables, Evolutionary stability of polymorphic profiles in asymmetric games, Stochastic Measure of Informativity and Its Application to the Task of Stable Extraction of Features, Statistical treatment choice based on asymmetric minimax regret criteria, Brown-von Neumann-Nash dynamics: The continuous strategy case, The Structure of the Functional of Accumulation Defined on a Trajectory of Semi-Markov Process with a Finite Set of States, Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies, Bernoulli's Law of Large Numbers and the Strong Law of Large Numbers, Wick polynomials and time-evolution of cumulants, Evolutionarily Robust Strategies: Two Nontrivial Examples and a Theorem, Non-Bayesian social learning model with periodically switching structures, Universal spectral densities: white and flicker noises, Non-asymptotic confidence regions for model parameters in the presence of unmodelled dynamics, Random motions, classes of ergodic Markov chains and beta distributions, B. V. Gnedenko: classic of limit theorems in the theory of probability, Hua measures on the space of $ p$-adic matrices and inverse limits of Grassmannians, Stable modeling of value at risk, The logit dynamic for games with continuous strategy sets, On the dynamic foundation of evolutionary stability in continuous models., A martingale approach to scan statistics