scientific article; zbMATH DE number 3215022

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On the Ghurye-Olkin-Zinger theorem
Hypotheses testing: Poisson versus stress-release
Existence of the \(l\)-th moment of a solution to a stochastic functional-differential equation with the entire prehistory
Ito's lemma in infinite dimensions
Invariance principle for estimates of regression coefficients of a random field
Spectral theory of random self-adjoint operators
Decomposable processes and continuous products of probability spaces
Remarks on suprema of Lévy processes with light tailes
On ergodic properties of certain billiards
Fluctuations in the averaging scheme for differential equations with random pulsed action
Asymptotic behavior of a renewal process thinned by an alternating process
Minimax filtration of linear transformations of stationary sequences
Sufficient conditions for dissipative dynamical semigroups to be conservative
Statistical estimation in hierarchical hidden Markov model
Generalized solutions of the inverse Kolmogorov equation corresponding to stochastic Navier-Stokes system
Stochastic programmed synthesis in a differential game with integral payoff
Asymptotic behavior of parameter estimators of a multivariate discontinuous density
Linkage disequilibrium in two-locus, finite, random mating models without selection or mutation
The structure of the positive discrete spectrum of the evolution operator arising in branching random walks
Limit theorems for summation schemes on a stationary sequence in a scheme of series
Admissible shifts of the Cauchy measure
On the non-standard distribution of empirical likelihood estimators with spatial data
Continuity properties of the extension of a locally Lipschitz continuous map to the space of probability measures
A method for efficient computation of optimal estimates in the extrapolation of solutions of nonlinear evolutionary differential equations in a Hilbert space. I
Generalization of an approximation inequality
Invariance principle for the sum of random variables defined on a homogeneous Markov chain
Limit theorems for one-dimensional nonhomogeneous stochastic diffusion equations under irregular dependence of the coefficients on a parameter
Additive functionals and a time change which preserves the semi-Markov property of the process
Invariance principle for functions of stationarily connected Gaussian variables
Construction of a one-dimensional quantum field by means of a continuous Markov field
Approximation von stochastischen Differentialgleichungen auf Digital- und Hybridrechnern
Cointegrated processes with infinite variance innovations
Analysis of dyadic stationary processes using the generalized Walsh functions
Optimization of hybrid stochastic differential systems in communications networks
Limit theorem for Markov processes with finite number of states
Random point processes and DLR equations
Distribution of the supremum of increments of Brownian local time
Integral functionals for the exponential of the Wiener process and the Brownian bridge: exact asymptotics and Legendre functions
Jump-type processes and their applications in quantum mechanics
Regularity of sampling distribution functions of a random process
On a non-classical invariance principle
Davie's type uniqueness for a class of SDEs with jumps
Properties of the space of proper functions
Portfolio optimization in a semi-Markov modulated market
Transient and periodic solution to the time-inhomogeneous quasi-birth death process
Problem of accuracy of approximation in the central limit theorem for empirical measures
Stability in the first approximation for stochastic systems
Asymptotic normality of solutions of boundary-value problems with random coefficients
A local invariance principle. II
Random processes with semi-Markov chains of hitting times
Representation of solutions to a heat conduction equation with Vladimirov's operator by functional integrals
An invariance principle for mixing sequences of random variables
Stress concentration at the boundary of a microinhomogeneous elastic half-space
Weak convergence of semimartingales
Nonparametric estimation for a compound Poisson process governed by a Markov chain
Asymptotic optimality of the round-robin policy in multipath routing with resequencing
The asymptotic behavior of rare Markov moments defined on time inhomogeneous Markov chains
Invariance principles for non-isotropic long memory random fields
Feynman and Feynman-Kac formulas for evolution equations with Vladimirov operator
The functional limit theorem for the canonical \(U\)-processes defined on dependent trials
Analysis of the distribution of a random process with differential semi-Markov walk with delaying screen at zero
Expected utility theory and inner and outer measures of loss aversion
Mean exit time for a chain of \(N=2,3,4\) oscillators
A local invariance principle. I
Representation of solutions to evolution equations with Vladimirov operator in terms of Feynman path integrals
Geometry of iteration stable tessellations: connection with Poisson hyperplanes
Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient
Convergence of insurance payout stochastic processes to generalized Poisson process
On the convergence to statistical equilibrium for harmonic crystals
Statistical modeling of inhomogeneous random functions on the basis of Poisson point fields
Classes characterized by best-possible approximation by spline functions
Minimax interpolation of sequences with stationary increments and cointegrated sequences
A commutative model of a representation of the group \(O(n, 1)^{X}\) and a generalized Lebesgue measure in the space of distributions
Construction of non-Gaussian random fields with any given correlation structure
Existence and regularity of a nonhomogeneous transition matrix under measurability conditions
Approximating the density of infinite-dimensional distributions
Asymptotics of maximum likelihood estimator in a two-phase linear regression model
A scaling analysis of a cat and mouse Markov chain
Fractional pure birth processes
Nonparametric estimates and limit theorems in abstract Skorokhod space
Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations
A new sufficient condition in the invariance principle for the partial sum processes of moving averages
Approximation by distributions of sums of smoothly dependent random variables
Decomposable statistics and random placement of particles over a countable set of cells
On the limiting behavior of the characteristic function of the ergodic distribution of the semi-Markov walk with two boundaries
Optimal local Hölder index for density states of superprocesses with \((1+\beta )\)-branching mechanism
Inequalities and principles of large deviations for the trajectories of processes with independent increments
The large-time asymptotics of some Wiener integrals and the interband light absorption coefficient in the deep fluctuation spectrum
Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure
Estimation of a linear functional and extrapolation of a random field
Some new perspectives in best approximation and interpolation of random data
Limit behavior of functionals of solutions of diffusion type equations
A natural order in dynamical systems based on Conley-Markov matrices
Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions
On Chiang's explicit solutions for the Kolmogorov differential equations
Convergence of functionals of sums of r.v.s to local times of fractional stable motions.
Asymptotic analysis of the mathematical expectation of the total energy of a harmonic oscillator under random pulse perturbation
Statistical inference in regression with heavy-tailed integrated variables
scientific article; zbMATH DE number 6408802 (Why is no real title available?)
Markov models and Thiele's integral equations for the prospective reserve

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