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
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Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the $L^{p}$ norm, $2 \leq p \leq \infty$
On excursion sets, tube formulas and maxima of random fields.
Some asymptotic formulas for the Bogoliubov Gaussian measure
Functional Feynman-Kac equations for limit lognormal multifractals
On smoothness properties of spatial processes
A comparison of Kriging with nonparametric regression methods
Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions
Multipower variation for Brownian semistationary processes
Stationary min-stable stochastic processes
Algebraic polynomials with symmetric random coefficients
Kolmogorov-Chentsov theorem and differentiability of random fields on manifolds
Measuring the roughness of random paths by increment ratios
The mean Euler characteristic and excursion probability of Gaussian random fields with stationary increments
Asymptotics for $p$-value based threshold estimation in regression settings
Expected number and height distribution of critical points of smooth isotropic Gaussian random fields
Bayesian nonparametric regression with varying residual density
Testing monotonicity of regression.
On estimation of the extended Orey index for Gaussian processes
Monochromaticity of orientation maps in V1 implies minimum variance for hypercolumn size
Orientation maps in V1 and non-Euclidean geometry
On the excursion random measure of stationary processes
New bounds for the first passage, wave-length and amplitude densities
A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
K-distributed vector random fields in space and time
New features on real zeros of random polynomials
SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS
Nonparametric binary regression using a Gaussian process prior
Rice formulae and Gaussian waves
Conditional Monte Carlo method for dynamic systems with random properties
Distribution of the height of local maxima of Gaussian random fields
Some remarks on the Smoluchowski-Kramers approximation
On the average number of level crossings of certain Gaussian random polynomials
The real zeros of a random algebraic polynomial with dependent coefficients
Flocking in noisy environments
On the distribution of the maximum of a Gaussian field with $d$ parameters
Nodal length fluctuations for arithmetic random waves
Posterior consistency of Gaussian process prior for nonparametric binary regression
A simplified representation of the covariance structure of axially symmetric processes on the sphere
Subspace based system identification with periodic excitation signals
Phase transition and level-set percolation for the Gaussian free field
Penalized maximum likelihood and semiparametric second-order efficiency
Life expectancy under random censorship
Oscillators submitted to squared Gaussian processes
On convergence rates of suprema
Nonlinear stochastic differential equations
A penalized empirical likelihood method in high dimensions
Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes

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