scientific article; zbMATH DE number 3320019

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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