scientific article; zbMATH DE number 3256930

From MaRDI portal

zbMath0159.45701MaRDI QIDQ5545069

Kai Lai Chung

Publication date: 1968


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

A probabilistic analysis of the next fit decreasing bin packing heuristic, Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large, Discrete-time conversion for simulating semi-Markov processes, Limit theorems for logarithmic means, On uniform nonintegrability for a sequence of random variables, ARMAX model specification testing, with an application to unemployment in the Netherlands, A central limit theorem for fuzzy random variables, Estimation of steady-state central moments by the regenerative method of simulation, Consistent density deconvolution under partially known error distribution, Feedback invariant discipline and insensitivity in closed queueing networks, Common knowledge with probability 1, On the best compact approximation problem for operators between \(L_ p\)- spaces, Averaging of nonsmooth systems using dither, Regular variation and probability: The early years, The demographic variation process of branching random fields, Limits of experiments associated with sampling plans, Asymptotic Rayleigh instantaneous unit hydrograph, An adaptive importance sampling algorithm for Bayesian inversion with multimodal distributions, Strong limit theorems for arbitrary stochastic sequences, An expected average reward criterion, Optimal instrumental-variable methods for identification of multivariable linear systems, The product moments of order statistics with applications to characterizations of distributions, Combining coordinates in simultaneous estimation of normal means, A tricentenary history of the law of large numbers, Central limit theorem for mixing quantum systems and the CCR-algebra of fluctuations, On the limiting spectral distribution of the covariance matrices of time-lagged processes, Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression, A comparative power analysis of the maximum degree and size invariants for random graph inference, Common volatility and correlation clustering in asset returns, Independent fuzzy events, Experimental implications of a Markov model for sedimentation, Learning with a mutualistic teacher, Consumption dynamics in general equilibrium: a characterisation when markets are incomplete, Summability in topological spaces, Quantum probability zero-one law for sequential terminal events, The distribution of the maximum degree of a random graph, Characterising transitive two-sample tests, The convergence in distribution of some simple epidemics, Isotropic covariance functions on spheres: some properties and modeling considerations, Joint analysis of current count and current status data, The dynamics of efficient asset trading with heterogeneous beliefs, Tail order and intermediate tail dependence of multivariate copulas, Representation and construction of multiplicative noise, Convergence of moments in a random central limit theorem, Peakedness and peakedness ordering, Generation of amplitude constrained signals with a prescribed spectrum, A uniform asymptotic expansion for weighted sums of exponentials, Approximated distributions of the weighted sum of correlated chi-squared random variables, Reciprocal processes. A measure-theoretical point of view, A finite-interval uniqueness theorem for bilateral Laplace transforms, Does competitive pricing cause market breakdown under extreme adverse selection?, Robust estimation of error scale in nonparametric regression models, A note on checking the Clayton model assumption based on left-truncated bivariate data, Monte Carlo methods for improper target distributions, Limits and rates of convergence for the distribution of search cost under the move-to-front rule, Random interval diffeomorphisms, The zero distribution of the Tricomi-Carlitz polynomials, On extending classical filtering equations, Some results on the convergence of conditional distributions, A note on conditions for the asymptotic normality of the conditional maximum likelihood estimator in log odds ratio regression, Large panels with common factors and spatial correlation, Frequency domain subspace-based identification of discrete-time power spectra from nonuniformly spaced measurements, Consistent model specification tests, On confidence intervals for cyclic regenerative processes, On \(q\)-functional equations and excursion moments, A constructive approach to the estimation of dimension reduction directions, On convergence properties of sums of dependent random variables under second moment and covariance restrictions, On Lipschitz continuity of the iterated function system in a stochastic optimal growth model, Peakedness and peakedness ordering in symmetric distributions, Discretely sampled signals and the rough Hoff process, Interval predictor models: identification and reliability, Variance inequalities using first derivatives, Corporate financial hedging with proprietary information, Distribution-free bounds on the expectation of the maximum with scheduling applications, The central limit theorem for capacities, Stability of sums of weighted nonnegative random variables, A heteroscedasticity-consistent covariance matrix estimator for time series regressions, Limiting distributions of two random sequences, A difficulty with the command allocation mechanism, Model specification testing of time series regressions, Probability logic with conditional expectation, A central limit theorem for random sums of random variables, Consistency in least-squares estimation: A Bayesian approach, On conditional optimality of a class of learning automata in random environments, A pairwise independent stationary stochastic process, Random subgraphs of the n-cycle, Pointwise properties of convergence in probability, A law of the iterated logarithm for distributions in the generalized domain of attraction of a nondegenerate Gaussian law, A limit theorem for the eigenvalues of product of two random matrices, On the significance of absolutely continuous invariant measures, The iterative law of expectation and non-adaptive probability measure, Instrumental variable estimator for the nonlinear errors-in-variables model, Some relations between harmonic renewal measures and certain first passage times, An application of Rosenthal's moment inequality to the strong law of large numbers, Bounds on compound distributions and stop-loss premiums, Quantum q-white noise and a q-central limit theorem, Asymptotic behavior of market shares for a stochastic growth model, Asymptotic comparison of three tests for goodness of fit, A separating problem on function spaces, Approximation units and summation of independent random variables, A random power record model, Necessary and sufficient condition that the limit of Stieltjes transforms is a Stieltjes transform, Consistent identification of stochastic linear systems with noisy input- output data, On integration, substitution and the probability integral transform, An isotonic estimator of the baseline hazard function in Cox's regression model under order restriction, A class of strong laws for functionals of countable nonhomogeneous Markov chains, Absolute continuity, singular measures and asymptotics for estimators, Asymptotic properties of set membership identification algorithms, When is a truncated covariance function on the line a covariance function on the circle?, A note on autocovariance estimation in the presence of discrete spectra, Learning to learn, pattern recognition, and Nash equilibrium, Asymptotic inference for dynamical systems observed with error, Normality with respect to powers of a base, A trimmed mean of location of an AR\((\infty)\) stationary process, A note on the empirical distribution of dependent random variables, On selecting the best natural exponential families with quadratic variance function, A theorem on uniform convergence of stochastic functions with applications, Repeated large games with incomplete information, Convergence in economic models with Bayesian hierarchies of beliefs, On optimal prediction for stochastic processes, A note on the Linnik distributions, A kind of strong deviation theorem for the sequences of nonnegative integer-valued random variables, Semigroups of *-endomorphisms, Dirichlet series, and phase transitions, Random iterations of homeomorphisms on the circle, The harmonic measures of Lucy Garnett, Comparison of some instrumental variable methods - consistency and accuracy aspects, A globally convergent adaptive predictor, Estimating the number of components by a data independent penalty function approach, Local time and a particle picture for Euclidean field theory, Models for spatially distributed populations: The effect of within-patch variability, Semantics of probabilistic programs, Information geometry in functional spaces of classical and quantum finite statistical systems, Speed of convergence in nonparametric estimation of a multivariate mu- density and its mixed partial derivatives, Toward a general theory of fuzzy variables, Learning, estimation, and the stability of rational expectations, Safe solution of a car-following problem, A class of strong limit theorems for the sequences of arbitrary random variables., Absolute regularity and functions of Markov chains, Some limit theorems for the eigenvalues of a sample covariance matrix, On random grouping in goodness of fit tests of discrete distributions, The size of the membership-set in a probabilistic framework., On adaptive estimation in nonstationary ARMA models with GARCH errors, Permuted derivative and importance-sampling estimators for regenerative simulations., Asymptotic efficiency of the demand revealing mechanism, Banach algebras, logarithms, and polynomials of convolution type, On the convergence of Bayesian posterior processes in linear economic models. Counting equations and unknowns, Mean waiting time of a Gamma/Gamma/1 queue, Estimating the asymptotic variance with batch means, Analysis of initial transient deletion for replicated steady-state simulations, Normal approximations for lattice systems, Components of the two-sided Kolmogorov-Smirnov test in signal detection problems with Gaussian white noise, Bump hunting in regression analysis, The best asymptotic constant of a class of approximation operators, Variance properties of sample path derivatives of parametric random variables, A continuous-time portfolio turnpike theorem, Some asymptotic results for a broad class of nonparametric statistics, Use of a side effect as a covariate in a problem of sequential analysis, A conversation with James O. Berger, Generalized Wald equations in discrete time, Tauberian theorems for limitation methods admitting a central limit theorem, Information and shadow prices for the constrained concave team problem, The effect on optimal consumption on increased uncertainty in labor income in the multiperiod case, Optional shift, and discrimination learning with redundant relevant dimensions: Predictions of an attentional model, Temporary competitive equilibrium and the existence of self-fulfilling expectations, Consistency and asymptotic normality of least squares estimates used in linear systems identification, Martingale convergence, series expansion of Gaussian elements, and strong law of large numbers in Frechet spaces, Profitability computations on program flow graphs, Central limit problem on \(L_p\;(p\geq 2)\). II: Compactness of infinitely divisible laws, In memoriam: Peter Gavin Hall (1951--2016). A conversation with Peter Hall, Randomness, independence, and hypotheses, A stochastic model of a temperature-dependent population, Generalizations of P. Levy's inversion theorem, Collision problems of random walks in two-dimensional time, Estimation for branching processes with varying and random environments, Discrete event simulation modelling of computer systems for performance evaluation, Schmidt's conjecture on normality for commuting matrices, On the central limit theorem in Banach spaces, Critical multitype branching processes with infinite variance, Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors, Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models, Reject the rejection technique, Using martingales to make stochastic simulations more precise, Simplifying conditional expectations, A martingale approach to strong convergence in a generalized Pólya- Eggenberger urn model, Asymptotics of estimating equations under natural conditions., Equivalent conditions for laws of large numbers for \(T\)-related L-R fuzzy numbers, Best constants in preservation inequalities concerning the first modulus and Lipschitz classes for Bernstein-type operators, A law of the iterated logarithm for semistable laws on vector spaces and homogeneous groups, Maximum likelihood estimation of mixture constants and locally optimal detection of contaminants, Perfect equilibrium in non-randomized strategies in a class of symmetric dynamic games, The inspection paradox in renewal-reward processes, An extension of the almost sure max-limit theorem, Stochastic clearing systems, Quickest detection with exponential penalty for delay, Approximating the marginal likelihood estimate for models with random parameters, Quantifying the accuracy of Hammerstein model estimation, Iterative weighted least-squares estimates in a heteroscedastic linear regression model, A probabilistic model of asset growth for an investment portfolio, Consequences of Lotka's law in the case of fractional counting of authorship and of first author counts, A convergence theorem for sums of dependent Hilbert space valued triangular arrays, Finite time approach to equilibrium in a fractional Brownian velocity field, Equilibrium learning in simple contests, Disappearing private reputations in long-run relationships, Determination/estimation of an optimal replacement interval under minimal repair, Comparing preference orders: asymptotic independence, Convergence analysis of a self-adaptive multi-objective evolutionary algorithm based on grids, Regularity of the sample paths of a general second order random field, On the possibility of extinction in a class of Markov processes in economics, On the asymptotic behavior of sums of pairwise independent random variables, Path behavior of processes with stationary independent increments, On almost sure limit theorems for positively dependent random variables, Identification of ARX systems with non-stationary inputs -- asymptotic analysis with application to adaptive input design, Doob: A Half-Century on, Path behavior of processes with stationary independent increments, ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL, ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS, A test of goodness-of -fit based on extreme multinomial cell frequencies, Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus, A class of strong deviation theorems for the sequence of real valued random variables with respect to continuous-state non-homogeneous Markov chains, On the compositional rule of inference under triangular norms, A strong law of large numbers for triangular mixingale arrays, SCALING OF FLOW DISTANCE IN RANDOM SELF-SIMILAR CHANNEL NETWORKS, A note on t-norm-based addition of fuzzy intervals, Subspace-based identification of infinite-dimensional multivariable systems from frequency-response data, Cumulative record times in a Poisson process, A q -binomial extension of the CRR asset pricing model, The Spectra of Principal Submatrices in Rotationally Invariant Hermitian Random Matrices and the Markov-Krein Correspondence, Deconvolution from panel data with unknown error distribution, Correlation of sequences and of measures, generic points for joinings and ergodicity of certain cocycles, The monotone cumulants, The central limit problem for geodesic random walks, Isoperimetry and stability of hyperplanes for product probability measures, Szegő's theorem and its probabilistic descendants, Convergence in probability and almost surely convergence in probabilistic normed spaces, Radonifying mappings and functional central limit theorems, On a metrical theorem of Weyl, Asymptotic normality in a two-dimensional random walk model for cell motility., Algebraic structure of the interaction semigroup as related to the homogeneity of network, Empirical likelihood inference for partial linear models with ARCH(1) errors, Progress of a half century in the study of the Luria-Delbrück distribution, Unnamed Item, Stochastic calculus as a tool in survival analysis: A review, Large deviation probabilities in the strong law of large numbers, Identification of continuous-time errors-in-variables models, Stochastic calculus as a tool in survival analysis: A review, On the product of symmetric random variables, On the functional central limit theorem for martingales, A comparison inequality for sums of independent random variables, On the asymptotic accuracy of pseudo-linear regression algorithms, Nonparametric recursive estimation of a multivariate, marginal and conditional dgp with an application to specification of econometric models, Bootstrapping modified goodness-of-fit statistics with estimated parameters, GR-estimates for an autoregressive time series., An embedding theorem for convex fuzzy sets, Central Limit Theorem for a Family of Reliability Measures, Quasi-equilibrium theory for the distribution of rare alleles in a subdivided population: Justification and implications, A modified runs test for symmetry, An insurance network: Nash equilibrium, Minimum Hellinger distance estimation for randomized play the winner design, Trimmed portmanteau test for linear processes with infinite variance, A note on unit root tests with heavy-tailed GARCH errors, An alternate development of conditioning, Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models, Consistent estimates of parameters in noisy dynamical systems†, Limit laws for decomposable critical branching processes, Estimation of parameters of mixed failure time distribution, How many moments can be estimated from a large sample?, Concentration of capital: The product form of the law of large numbers in \(L_1\), Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation, Unnamed Item, Lévy Processes with Two-Sided Reflection, An LFT approach to parameter estimation, A weak convergence approach to inventory control using a long-term average criterion, Asymptotic behaviour of some bootstrap estimators, CONDITIONALLY MONOTONE INDEPENDENCE I: INDEPENDENCE, ADDITIVE CONVOLUTIONS AND RELATED CONVOLUTIONS, Conditions for linear processes to be strong-mixing, Distance of convergence in measure on spaces of measurable functions, Delayed random walks, Weak convergence of compound stochastic process. I, On a class of additive learning models: Error-correcting and probability matching, On the choice of co-ordinates in simultaneous estimation of normal means under misspecification of normal priors, Unnamed Item, When Many Wrongs Make a Right, Strictly Hermitian positive definite functions, A computable version of the random signs problem and Kolmogorov complexity, Properties of ergodic random mosaic processes, A renewal type mean ergodic theorem, A conversation with David J. Aldous, Bias correction in least-squares identification, Eigenvectors of isospectral graph transformations, On uniformly consistent estimation of parametric lorenz curves, Ergodic path properties of processes with stationary increments, Non-commutative stochastic processes with independent increments, Least squares sieve estimation of mixture distributions with boundary effects, On the WILCOXON-MANN-WHITNEY-Test as Nonparametric Analogue and Extension oft-Test, Studies in Bessel functions via Laplace transforms