scientific article; zbMATH DE number 3278887

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Selection from a stable box
On some probabilistic properties of double periodic AR models
Mott law as upper bound for a random walk in a random environment
An alternative to the \(m\) out of \(n\) bootstrap
Some properties of extreme stable laws and related infinitely divisible random variables
Periodic stationarity of random coefficient periodic autoregressions
Asymptotic results for the empirical process of stationary sequences
A local central limit theorem on the Laguerre hypergroup
Optimal dividends in the Brownian motion risk model with interest
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
Repeated insurance contracts and moral hazard
Asymptotic distributions of smoothed histograms
Levy's stochastic area formula in higher dimensions
A duality relation for entrance and exit laws for Markov processes
A necessary and sufficient condition for noncertain extinction of a branching process in a random environment (BPRE)
Some remarks on dilating semigroups of completely positive mappings
A pairwise independent stationary stochastic process
Infinitely divisible distribution functions of class L and the Lee-Yang theorem
Conditional probability and a posteriori states in quantum mechanics
A martingale characterization of the price of a nonrenewable resource with decisions involving uncertainty
On the residuals of autoregressive processes and polynomial regression
Limit theorems for the multivariate binomial distribution
Some limit theorems for the empirical process indexed by functions
Learnig rational expectations: The finite state case
Étude de processus généralisant l'aire de Lévy
Large deviations for the maxima of some random fields
Spectral representation of semistable processes, and semistable laws on Banach spaces
The influence of extremes on the law of the iterated logarithm
Large deviations for the contact process and two dimensional percolation
Spanning and completeness in markets with contingent claims
The existence of good Markov strategies for decision processes with general payoffs
On the asymptotic distribution of the zeros of Hermite, Laguerre, and Jonquière polynomials
The minimum of a unit-release reservoir with Markovian inputs
An optimal stopping problem with finite horizon for sums of i.i.d. random variables
Projecting age-structured populations in a random environment
A general principle for limit theorems in finitely additive probability: The dependent case
Asymptotic properties of perturbed empirical distribution functions evaluated at a random point
Propagating belief functions in qualitative Markov trees
Absence of phase transitions in certain one-dimensional long-range random systems
A necessary and sufficient condition for a branching process in a random environment to grow like the product of its means
Martingale properties of an information-feedback loop
A generalization of Everett's result on the Collatz \(3x+1\) problem
Generalized martingales, generalized Markov chains and generalized harmonic functions
On characterizing optimality of stochastic competitive processes
Order restricted estimation of distributions with censored data
A probabilistic problem arising in economics
Nonlinear renewal theory under growth conditions
On the eigenvectors of large dimensional sample covariance matrices
The convergence property of sample derivatives in closed Jackson queueing networks
On intrinsic ergodicity of piecewise monotonic transformations with positive entropy
Experimental implications of a Markov model for sedimentation
The strong Markov property for canonical Wiener processes
An improved low-discrepancy sequence for multidimensional quasi-Monte Carlo integration
A process of runs and its convergence to the Brownian motion
Remarks on the global Markov property
Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
The asymptotic normality of a simple batch epidemic process
The probability that a matrix has a saddle point
Asymptotic expansion of the log-likelihood function based on stopping times defined on a Markov process
Tests of phylogenetic hypotheses under generalized models
Dual processes and their application to infinite interacting systems
Stopping rules and tactics for processes indexed by a directed set
The set-compound one-stage estimation in the nonregular family of distributions over the interval \([\theta,\theta+1)\)
Convergence to diffusions with regular boundaries
Representations for partially exchangeable arrays of random variables
A relative efficiency study of some popular detectors
Large sample properties of Jaeckel's adaptive trimmed mean
On admissible shifts of generalized white noises
Iterated least squares in multiperiod control
Asymptotic theory for estimating the parameters of a Levy process
On the spectral representation of symmetric stable processes
A limit theorem for particle numbers in bounded domains of a branching diffusion process
Niche overlap and invasion of competitors in random environments. I. Models without demographic stochasticity
Preservation of More risk averse under expectations
Complete answer to an interval splitting problem
Characterizing efficiency in stochastic overlapping generations models
Rényi-type empirical processes
Adaptive and sophisticated learning in normal form games
A theoretical analysis of interval drug dosing for cell-cycle-phase- specific drugs
Use of the Gibbs sampler in expert systems
Balance equations for general tandem queues
On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
A central limit theorem for functions of a Markov chain with applications to shifts
Limit theorems for the square integral of Brownian motion and its increments
Use of a side effect as a covariate in a problem of sequential analysis
Laws of large numbers for dynamical systems with randomly matched individuals
Seasonally and approximation errors in rational expectations models
Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments
Stochastic evolution equations and related measure processes
On the convergence of moments in stationary Markov chains
Risk aversion, impatience, and optimal timing decisions
Amarts: A class of asymptotic martingales. A: Discrete parameter
Zero-one laws in finite W^*-algebras
On survival probabilities of mutant genes and the evolution of dominance
A note on 'fulfilled expectations' equilibria
Ruin problems with compounding assets
Brownian motion of a quantum harmonic oscillator
Some finitely additive versions of the strong law of large numbers
Normalizing constants for branching processes in random environments (B.P.R.E.)

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