scientific article; zbMATH DE number 3259552

zbMATH Open0162.21102MaRDI QIDQ5544740FDOQ5544740

Authors: M. Ross Leadbetter, Harald Cramér 

Publication date: 1967

Title of this publication is not available (Why is that?)

zbMATH Keywords

probability theory

Cited In (only showing first 100 items - show all)

• Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme
• On real zeros of self-similar random Gaussian polynomials with decreasing variances: apparition of a phase transition
• On Prediction Properties of Kriging: Uniform Error Bounds and Robustness
• A spatial skew-Gaussian process with a specified covariance function
• Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties
• Statistical estimation for stationary models with tapered data
• Statistical inference for stationary linear models with tapered data
• Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation
• Convergence of empirical estimates in stochastic optimization problems
• Asymptotic variance and CLT for the number of zeros of Kostlan Shub Smale random polynomials
• On mixed joint discrete universality for a class of zeta-functions. II
• Local minima escape transients by stochastic gradient descent algorithms in blind adaptive equalizers
• A Bohr-Jessen type theorem for the Epstein zeta-function
• Random polynomials with complex coefficients
• On the admissibility of spherical spatial covariance functions in higher dimensions
• An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions
• Variation of the Nazarov-Sodin constant for random plane waves and arithmetic random waves
• Matched shapes for uniform sampling
• On the absolute continuity of random nodal volumes
• A Bohr-Jessen type theorems for the Epstein zeta-function: III
• Correlation based passive imaging with a white noise source
• Phase space transport and control of escape from a potential well
• On the monofractality of many stationary continuous Gaussian fields
• Random planar shapes and their statistical recognition
• Gaussian process modeling with inequality constraints
• Exact Laplace-type asymptotic formulas for the Bogoliubov Gaussian measure: the set of minimum points of the action functional
• Estimating the probability of an event related to the moment when a random process first reaches a given level
• Minimax results for estimating integrals of analytic processes
• Isotropic random fields with infinitely divisible marginal distributions
• Specific optimal estimation of special Markov jump processes
• Conditions for the finiteness of the moments of the volume of level sets
• Tempered fractional Brownian motion: wavelet estimation, modeling and testing
• Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences
• Multivariate Hadamard self-similarity: testing fractal connectivity
• Stationary increments harmonizable stable fields: upper estimates on path behaviour
• Inverse scattering for a random potential
• Joint universality of periodic zeta-functions with multiplicative coefficients
• Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
• Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve
• Binomial-${\chi^2}$ Vector Random Fields
• An inverse random source problem for Maxwell's equations
• BLACK–SCHOLES–MERTON IN RANDOM TIME: A NEW STOCHASTIC VOLATILITY MODEL WITH PATH DEPENDENCE
• Diophantine Gaussian excursions and random walks
• Variance linearity for real Gaussian zeros
• Real zeroes of random analytic functions associated with geometries of constant curvature
• Nuclear estimators of the correlation function and power spectrum of a stochastic process with measurements at random times
• Estimate of the correlation function of a random process during measurements at random moments of time
• Asymptotic normality of high level-large time crossings of a Gaussian process
• Inverse Random Potential Scattering for Elastic Waves
• Inverse random source problems for time-harmonic acoustic and elastic waves
• Inverse Random Source Scattering for the Helmholtz Equation with Attenuation
• Global \(C^1\) regularity of the value function in optimal stopping problems
• On the distribution of tail array sums for strongly mixing stationary sequences
• Normalizing bispectra
• The level crossings of random polynomials
• Identification of non-minimum phase linear stochastic systems
• Limit theorems in the space of analytic functions for the Hurwitz zeta-function with an algebraic irrational parameter
• A limit theorem for the Hurwitz zeta-function with algebraic irrational parameter
• Existence of minimum upcrossing controllers
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• A class of limiting distributions of high level excursions of Gaussian processes
• High level sojourns for strongly dependent Gaussian processes
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• Some examples of application of the metric entropy method
• Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process
• Nodal intersections for arithmetic random waves against a surface
• Nodal intersections of random eigenfunctions against a segment on the 2-dimensional torus
• Assessing multivariate normality: a compendium
• Random polynomials
• Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results
• A provably efficient algorithm for dynamic storage allocation
• Inverse acoustic scattering problem in half-space with anisotropic random impedance
• Uniform Hölder exponent of a stationary increments Gaussian process: estimation starting from average values
• On the formula of Mathews and Salam
• Spectral estimation of Gaussian random circles and spheres
• Asymptotic behavior of the solution to a linear stochastic differential equation and almost sure optimality for a controlled stochastic process
• Crossings of second-order response processes subjected to LMA loadings
• Size distribution of fractured areas in one-dimensional systems
• The average number of level crossings of a random algebraic polynomial
• Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes
• Value distribution of the Lerch zeta-function with algebraic irrational parameter. III
• Modeling sea-level change using errors-in-variables integrated Gaussian processes
• Random Sets: Models and Statistics
• Remembering Ross Leadbetter: some personal recollections
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• On weak convergence of functionals of stochastic processes with continuously differentiable paths
• Semi-groups of operators and stationary Gaussian processes
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• Continuous-time fractional ARMA processes
• Accurate rates of density estimators for continuous-time processes
• Non-probabilistic convex model process: a new method of time-variant uncertainty analysis and its application to structural dynamic reliability problems
• Change point tests for the tail index of \(\beta\)-mixing random variables
• Level Crossings of a Random Polynomial with Hyperbolic Elements
• Geometrical characteristics of Gaussian sea waves
• The joint universality of Dirichlet \(L\)-functions and Lerch zeta-functions
• On a minimum correlation problem.
• Identification of continuous-time AR processes from unevenly sampled data
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• Topology-guided sampling of nonhomogeneous random processes
• Expected number of real zeros of Gaussian self-reciprocal random algebraic polynomials

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