scientific article; zbMATH DE number 1433619
From MaRDI portal
Publication:4947463
Recommendations
- scientific article; zbMATH DE number 1258863
- scientific article; zbMATH DE number 1067438
- Publication:3029875
- Analysis and stochastic processes on metric measure spaces
- Studies in the theory of random processes. Translated from the Russian by Scripta Technica, Inc.
- On a certain metric on the space of pairs of a random variable and a probability measure
- A characterization of the continuous probabilistic metric and its applications
- scientific article; zbMATH DE number 5258069
- scientific article; zbMATH DE number 50113
- Measures of Dependence For Processes in metric spaces
Cited in
(only showing first 100 items - show all)- Statistical hypothesis testing for the shape of impulse response function
- Lipschitz conditions for random processes from \(L_p(\Omega)\) spaces of random variables
- Connection between weighted tail, Orlicz, Grand Lorentz and Grand Lebesgue norms
- Stochastic diffusion within expanding space-time
- A smoothing direct search method for Monte Carlo-based bound constrained composite nonsmooth optimization
- Properties of some random series
- On test for checking hypothesis on expectation and covariance function of stochastic process
- Large deviations of regression parameter estimate in the models with stationary sub-Gaussian noise
- scientific article; zbMATH DE number 1414346 (Why is no real title available?)
- scientific article; zbMATH DE number 1258863 (Why is no real title available?)
- On convergence of the uniform norm and approximation for stochastic processes from the space \(\mathbf{F}_\psi (\Omega)\)
- Complexity \(L^0\)-penalized \(M\)-estimation: consistency in more dimensions
- Application of \(\varphi\)-sub-Gaussian random processes in queueing theory
- Fractional geometric mean-reversion processes
- Multiscale geometric methods for data sets. I: Multiscale SVD, noise and curvature.
- Over-the-Air computation for distributed machine learning and consensus in large wireless networks
- Exponential tail estimates in the law of ordinary logarithm (LOL) for triangular arrays of random variables
- On norms in some class of exponential type Orlicz spaces of random variables
- A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model
- Sample continuity and modeling of stochastic processes from the spaces \(D_{V,W}\)
- Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions
- Optimal Algorithms for Stochastic Complementary Composite Minimization
- Affine statistical bundle modeled on a Gaussian Orlicz-Sobolev space
- Simulation of a strictly sub-Gaussian random field
- Limit theorems for difference additive functionals
- Norms of sub-exponential random vectors
- Lipschitz conditions for \(\mathrm{sub}_\phi(\Omega)\)-processes: applications to weakly self-similar processes with stationary increments
- Group symmetry and covariance regularization
- The probabilistic estimates on the largest and smallest \(q\)-singular values of random matrices
- Construction models of Gaussian random processes with a given accuracy and reliability in \(L_p(T)\), \(p \geqslant 1\)
- On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables
- Wavelet-based simulation of random processes from certain classes with given accuracy and reliability
- An Approximation Scheme for Distributionally Robust Nonlinear Optimization
- The heat equation on line with random right part from Orlicz space
- An approximation of \(L_{p}(\Omega )\) processes
- Simulation of weakly self-similar stationary increment \(\mathbf{Sub}_\varphi(\Omega)\)-processes: A series expansion approach
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- On the solutions of linear odd-order heat-type equations with random initial conditions
- Concentration inequality and the weak law of large numbers for the sum of partly negatively dependent \(\varphi\)-subgaussian random variables
- On statistical properties of the estimator of impulse response function
- Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation
- Kernelized elastic net regularization: generalization bounds, and sparse recovery
- Convergence Rate of Wavelet Expansions of Gaussian Random Processes
- Stochastic quasi-interpolation with Bernstein polynomials
- A new computational framework for log-concave density estimation
- Restricted isometry property for matrices whose entries are random variables belonging to some Orlicz spaces \(L_U(\Omega)\)
- On the concentration phenomenon for \(\varphi\)-subgaussian random elements
- Bounds for the distribution of some functionals of processes with \(\varphi\)-sub-Gaussian increments
- Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model
- Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes
- Uniform Convergence of Wavelet Expansions of Gaussian Random Processes
- A Baxter type estimator of an unknown parameter of the covariance function in the non-Gaussian case
- An approximation of stochastic processes belonging to the Orlicz space in the norm of the space \(C[0,\infty)\)
- On the distribution of storage processes from the class \(V(\varphi,\psi)\)
- Limiting distribution for the maximal standardized increment of a random walk
- Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions
- Concentration inequalities of MLE and robust MLE
- Grand quasi Lebesgue spaces
- On the modeling of linear system input stochastic processes with given accuracy and reliability
- Investigation of Airy equations with random initial conditions
- Iterative isotonic regression
- Lipschitz conditions for stochastic processes in the Banach spaces \(\mathbb {F}_\psi (\Omega)\) of random variables
- Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean
- Whittaker-Kotel'nikov-Shannon approximation of -sub-Gaussian random processes
- Characterization of -subgaussian random elements in a Banach space
- The Banach spaces \(\mathbf{F}_\psi (\Omega )\) of random variables
- Estimating a sparse reduction for general regression in high dimensions
- Convergence of series of strongly integrable random variables and applications
- Phase retrieval for characteristic functions of convex bodies and reconstruction from covariograms
- Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise
- Compressive sensing of analog signals using discrete prolate spheroidal sequences
- A new criterion for testing hypothesis about the covariance function of the homogeneous and isotropic random field
- The sub-Gaussian norm of a binary random variable
- Extremal behavior of the heat random field
- Adaptive global thresholding on the sphere
- On probabilistic convergence rates of stochastic Bernstein polynomials
- Adaptive nonparametric regression on spin fiber bundles
- Reliable Error Estimates for Optimal Control of Linear Elliptic PDEs with Random Inputs
- Asymptotics of running maxima for \(\varphi \)-subgaussian random double arrays
- Low rank matrix recovery with adversarial sparse noise
- Bounds on tail probabilities for quadratic forms in dependent sub-Gaussian random variables
- Information geometry of smooth densities on the Gaussian space: Poincaré inequalities
- Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization
- On one way of modeling a stochastic process with given accuracy and reliability
- A multiplicative wavelet-based model for simulation of a random process
- Averaged deviations of Orlicz processes and majorizing measures
- The sampling complexity on nonconvex sparse phase retrieval problem
- High-dimensional Bayesian inference in nonparametric additive models
- A bound for norms in \(L_p(T)\) of deviations of \(\varphi\)-sub-Gaussian stochastic processes
- On the strong law of large numbers for \(\phi \)-sub-Gaussian random variables
- Uniform convergence of compactly supported wavelet expansions of Gaussian random processes
- Solving optimal stopping problems under model uncertainty via empirical dual optimisation
- On the sub-gaussianity of the \(r\)-correlograms
- Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space \(C([0,T])\)
- On cross-correlogram IRF’s estimators of two-output systems in spaces of continuous functions
- Estimation of impulse response functions in two-output systems
- Sample average approximations of strongly convex stochastic programs in Hilbert spaces
- Generalized sub-Gaussian fractional Brownian motion queueing model
- Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence
- An application of \(\varphi\)-subgaussian technique to Fourier analysis
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4947463)