scientific article; zbMATH DE number 3237398
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Publication:5524944
zbMATH Open0147.15502MaRDI QIDQ5524944FDOQ5524944
Publication date: 1966
Title of this publication is not available (Why is that?)
Cited In (56)
- Isomorphism and Approximation of General State Markov Processes
- Differential equations as deterministic models in science and technology Part II: Simulation
- A central limit theorem for correlated variables with limited normal or gamma distributions
- Fractional telegraph equations.
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- Self-decomposable discrete distributions and branching processes
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- Fractional Poisson equations and ergodic theorems for fractional coboundaries
- Monotonicity of certain functionals under rearrangement
- Martingales and the Robbins-Monro procedure in \(D[0,1]\)
- Divergent square averages
- On the transition from a Markov chain to a continuous time process
- Convergence Rate for a Large Deviation Probability
- Semi-stable Markov processes in \(R^n\)
- The probability distribution and Hausdorff dimension of self-affine functions
- Convex-invariant means and a pathwise central limit theorem
- Grid-free simulation of diffusion using random wall methods
- Optimal harvesting from a population in a stochastic crowded environment
- Thurstonian psychophysics: Case III
- Multigraph limits and exchangeability
- The exponential distribution as the sum of discontinuous distributions
- Majorant estimates for the percolation threshold of a Bernoulli field on a square lattice
- Internal set theory: A new approach to nonstandard analysis
- Log log law for Gaussian processes
- Numerical estimates of Hausdorff dimension
- Universal low-energy behavior in a quantum Lorentz gas with Gross-Pitaevskii potentials
- Axiomatization of stochastic models for choice under uncertainty
- Long-range undersea acoustic pulse propagation: A stochastic-mechanical approach
- Concentrations in the one-dimensional Vlasov-Poisson equations. II: Screening and the necessity for measure-valued solutions in the two component case
- New Feynman-Kac type formula
- Multivariate Monte Carlo Approximation Based on Scattered Data
- A remark on Dubins-Savage inequality
- Exponent inequalities for the bulk conductivity of a hierarchical model
- The Haar-function construction of brownian motion indexed by sets
- A cramer - von mises type goodness of fit test with asymmetric weight function
- An invariance principle for conditioned recurrent random walk attracted to a stable law
- On estimation of a density and its derivatives
- A hybrid vortex-ADI solution for flows of low viscosity
- Averaging Principle for Complex Ginzburg--Landau Equation Perturbated by Mixing Random Forces
- Bootstrapping an empirical Bayes estimator of the distribution of historical controls in carcinogen bioassay
- Characterization of limits of Bayes procedures
- Strong consistency of nearest neighbor regression function estimators
- Stable Random Variables with Complex Stability Index, II
- Spike-timing-dependent plasticity for neurons with recurrent connections
- Almost everywhere one-to-one functions and an n-cube decomposition
- Complex random fields
- Moment inequalities and the strong laws of large numbers
- Comparison conjectures about the M/G/s queue
- Nonparametric estimation of a regression function
- Accuracy of the random vortex method for a problem with non-smooth initial conditions
- Multiquadric trigonometric spline quasi-interpolation for numerical differentiation of noisy data: a stochastic perspective
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