scientific article; zbMATH DE number 3223982
From MaRDI portal
Publication:5512461
Cited in
(only showing first 100 items - show all)- Asymptotic expansion of the solution of an integro-differential equation with exact asymptotics of the remainder
- Selection from a stable box
- Complete monotonicity of the entropy in the central limit theorem for gamma and inverse Gaussian distributions
- Asymptotic distribution of density ratios
- On the computation of classical, Boolean and free cumulants
- Some aspects of polyadic inductive logic
- Active sampling for multiple output identification
- ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz
- Asymptotic type for sectorial operators and an integral of fractional powers
- On a renewal function when the second moment is infinite
- Concentration under scaling limits for weakly pinned Gaussian random walks
- A vector-valued almost sure invariance principle for hyperbolic dynamical systems
- Cardinal splines in nonparametric regression
- Large and moderate deviations principles for kernel estimators of the multivariate regression
- Lévy-frailty copulas
- Adjusted \(R^2\)-type measures for Tweedie models
- Queuing systems with semi-Markov flow in average and diffusion approximation schemes
- Quasi-arithmetic means of covariance functions with potential applications to space-time data
- Activation energy based extreme value statistics and size effect in brittle and quasibrittle fracture
- A polling model with an autonomous server
- Recent advances to model anisotropic space-time data
- Product of n independent uniform random variables
- An elementary proof that Herman's ring is \(\Theta (N^{2})\)
- Rates of convergence in certain limit theorem for extreme values
- Queues with slow servers and impatient customers
- On strongly continuous one-parameter groups of automorphisms of multilinear functionals
- Weak laws of large numbers for cooperative gamblers
- Laplace operator and random walk on one-dimensional nonhomogeneous lattice
- Stochastic growth with correlated production shocks
- On alpha-symmetric multivariate distributions
- Extrema statistics of Wiener-Einstein processes in one, two, and three dimensions
- Optimal investment policy of an insurance firm
- Exponential smoothing and credibility theory
- Optimal rates of dispersal. I: Haploid populations
- Indicators of entire Hermitian-positive functions of finite order
- Meromorphic characteristic functions with one pole
- A discrete analogue and elementary derivation of 'Levy's equivalence' for Brownian motion
- Property of correct exit and one limit theorem for semi-Markov processes
- On the basic states of one-dimensional disordered structures
- Entrance laws for Feller diffusions on (0,infinity) and Doob's h-path transformation
- A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model
- Estimates for the probability of ruin with special emphasis on the possibility of large claims
- Fourier method for determining the asymptotic behavior of small deviations of a Wiener process
- Some approximation methods for the distribution of random sums
- A difficulty with the command allocation mechanism
- Random walks with infinite spatial and temporal moments
- Markov processes as a tool in field theory
- Limiting distributions of functionals of Markov chains
- On a characterization question for symmetric random variables
- Ein operationelles Suchspiel
- Model specification testing of time series regressions
- A semigroup approach to nonlinear nonautonomous neutral functional differential equations
- The average height of the second highest leaf of a planted plane tree
- Methods for generating random variates with Polya characteristic functions
- Continuity properties of the extension of a locally Lipschitz continuous map to the space of probability measures
- A study of positive linear operators by the method of moments, one- dimensional case
- Exchangeable random variables and the subsequence principle
- Some partial orderings of exchangeable random variables by positive dependence
- More limit theory for the sample correlation function of moving averages
- Distribution statistique de l'ordre d'un élément du groupe symétrique. (Statistical distribution of the order of an element of the symmetric group)
- On uniform distribution of subsequences
- The number of positive integers \(\leq x\) and free of prime factors \(>y\)
- Nonautonomous functional equations and nonlinear evolution operators
- On the \(L_ p\) norm for some approximation operators
- Rigorous formulation of the method of collisions
- q-Catalan numbers
- Borel summability in the disorder parameter of the averaged Green's function for Gaussian disorder
- Asymptotic conditional correlation coefficients for truncated data
- Estimation of the parameters of Poisson random sets
- Behaviors of generalized random walks. The model and its evaluations
- Numerical calculation of the stationary distribution of a Markov chain in genetics
- Completely monotonic functions associated with the gamma function and its q-analogues
- Approximation units and summation of independent random variables
- Edgeworth expansions for sampling without replacement from finite populations
- Averaging error for elliptic equations with ``layered random coefficients
- Distribution of transposable elements in prokaryotes
- Votes and a half-binomial
- On the rate of convergence in Strassen's law of the iterated logarithm
- Rate of convergence to normality for U-statistics with kernel of arbitrary degree
- On the continued Erlang loss function
- Note on operators of Szász-Mirakyan type
- On moments of ladder height variables
- On Lévy (or stable) distributions and the Williams-Watts model of dielectric relaxation
- Domains of attraction of nonnormal operator-stable laws
- Does competition for food imply skewness?
- Random walk model of impact phenomena
- Estimates of the concentration function of linear combinations of order statistics of a uniform distribution
- k-color Sperner theorems
- Optimum two-stage selection procedures for Weibull populations
- Gaussian measures on Orlicz spaces and abstract Wiener spaces
- The transient solution of the linear birth-death process with random spontaneous mutation
- Distribution of digits of primes in q-ary canonical form
- Statistical inference on spontaneous neuronal discharge patterns
- A limited capacity rehearsal model for psychophysical judgements applied to magnitude estimation
- Non-Markovian parametrical vibration
- Approximating the distribution functions in stochastic networks
- Principal representations and canonical moment sequences for distributions on an interval
- Dynamical and Hamiltonian dilations of stochastic processes
- Optimizing costs of age replacement policies
- Asymptotic behavior of solutions to polynomial renewal equations
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 Q5512461)