scientific article; zbMATH DE number 3320019
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Publication:5600531
zbMATH Open0201.49903MaRDI QIDQ5600531FDOQ5600531
Authors: Volker Strassen
Publication date: 1967
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Cited In (only showing first 100 items - show all)
- Some exact distributions of the number of one-sided deviations and the time of the last such deviation in the simple random walk
- Almost sure versions of the Darling-Erdős theorem
- On strong versions of the central limit theorem.
- Boundary-crossing identities for diffusions having the time-inversion property
- Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps
- Equidistribution of random walks on compact groups
- Recent progress on the random conductance model
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- An approximation for the inverse first passage time problem
- An almost sure invariance principle for lacunary trigonometric series
- Strong approximations of martingale vectors and their applications in Markov-chain adaptive designs
- Asymptotic behaviour of a class of stochastic approximation procedures
- A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables
- Strong approximation for a class of stationary processes
- A strong invariance principle for nonconventional sums
- Almost sure invariance principles via martingale approximation
- A vector-valued almost sure invariance principle for hyperbolic dynamical systems
- A nonparametric sequential test with power 1 for the ruin probability in some risk models
- Dynamical attraction to stable processes
- Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations
- An A.S. Invariance principle for lacunary seriesf(n k x)
- Two-dimensional anisotropic random walks: fixed versus random column configurations for transport phenomena
- Implementable coupling of Lévy process and Brownian motion
- Metric discrepancy results for subsequences of \(\{\theta^k x\}\)
- A law of the iterated logarithm for geometrically weighted martingale difference sequences
- On the asymptotic behaviour of ?f(nkx)
- On the asymptotic behaviour of ?f(nkx)
- Metric discrepancy results for geometric progressions perturbed by irrational rotations
- Convergence rates of Markov chain approximation methods for controlled diffusions with stopping
- Conformal invariance of planar loop-erased random walks and uniform spanning trees.
- A universal result in almost sure central limit theory.
- Strong invariance principles for dependent random variables
- The accuracy of strong Gaussian approximation for sums of independent random vectors
- On the inverse first-passage-time problem for a Wiener process
- Monitoring risk in a ruin model perturbed by diffusion
- On the last time and the number of boundary crossings related to the strong law of large numbers and the law of the iterated logarithm
- The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach
- Strong approximation for the sums of squares of augmented GARCH sequences
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- A glimpse of the impact of pál erdős on probability and statistics
- Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
- On the method of images and the asymptotic behavior of first-passage times
- Quantitative uniform distribution results for geometric progressions
- A new method to prove strassen type laws of invariance principle. 1
- The tangent approximation to one-sided Brownian exit densities
- Diophantine equations and the LIL for the discrepancy of sublacunary sequences
- Singularly perturbed Markov chains: limit results and applications
- On the invariance principle for sums of independent identically distributed random variables
- The probability of unusually large components for critical percolation on random \(d\)-regular graphs
- On the central limit theorem for lacunary trigonometric series
- Robust price bounds for the forward starting straddle
- Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales
- An exact rate of convergence in the functional central limit theorem for special martingale difference arrays
- On integral equations arising in the first-passage problem for Brownian motion
- Rates in almost sure invariance principle for dynamical systems with some hyperbolicity
- On large intervals in the Cs�rg?-R�v�sz theorem on increments of a Wiener process
- On the last exit time and the number of exists of partial sums over a moving boundary
- Some limit theorems for heights of random walks on a spider
- Split invariance principles for stationary processes
- On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- On the deviations in the Skorokhod-Strassen approximation scheme
- Stopping times on Brownian motion: Some properties of root's construction
- The logarithmic average of sample extremes is asymptotically normal.
- Paley-type inequalities and convergence rates related to the law of large numbers and extended renewal theory
- A new approach to strong embeddings
- First passage time for Brownian motion and piecewise linear boundaries
- Skorohod embedding of multivariate RV's, and the sample DF
- Almost sure invariance principles for lacunary trigonometric series
- Optimizing costs of age replacement policies
- Crossing probabilities for diffusion processes with piecewise continuous boundaries
- Asymptotically optimal sequential tests for nonhomogeneous processes
- Linear and nonlinear boundary crossing probabilities for Brownian motion and related processes
- Equidistribution of random walks on compact groups. II: The Wasserstein metric
- Arcsine laws for random walks generated from random permutations with applications to genomics
- Kesar Singh's contributions to statistical methodology
- Random walks on the circle and Diophantine approximation
- The first exit time stochastic theory applied to estimate the life-time of a complicated system
- Asymptotic deviations between perturbed empirical and quantile processes
- Serial rank statistics for detection of changes.
- First passage density of Brownian motion with two-sided piecewise linear boundaries
- Poisson equation, moment inequalities and quick convergence for Markov random walks.
- \(r\)-quick convergence for regenerative processes with applications to sequential analysis
- A Feynman-Kac based numerical method for the exit time probability of a class of transport problems
- A Chung type law of the iterated logarithm for subsequences of a Wiener process
- The capacity of QoE for wireless networks with unreliable transmissions
- A random walk through Canadian contributions on empirical processes and their applications in probability and statistics
- An almost sure invariance principle for partial sums associated with a random field
- Strong Gaussian approximation for cumulative processes
- Strong approximation of lacunary series with random gaps
- On the law of the iterated logarithm and strong invariance principles in stochastic geometry
- The law of the iterated logarithm for the discrepancy of perturbed geometric progressions
- The lower bound in the law of the iterated logarithm for harmonic functions
- Some limit results for lag sums of independent, non-i.i.d., random variables
- On r-quick limit sets for empirical and related processes based on mixing random variables
- A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes
- Almost sure approximation of the superposition of the random processes
- Asymptotic densities of stopping times associated with tests of power one
- The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain
- Strong diffusion approximation in averaging with dynamical systems fast motions
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