scientific article; zbMATH DE number 3349105

zbMath0219.60027MaRDI QIDQ5624460

Yu. V. Linnik, I. A. Ibragimov

Publication date: 1971

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

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) (L^p)-limit theorems (60F25)

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sums of random exponentials, A borderline Gaussian random Fourier series for the sample convergence in variation, Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters, Tail asymptotics of the \(n\)th convolution of super-exponential distributions, A note on recurrent random walks, Advanced statistical properties of dispersing billiards, Summability methods and almost sure convergence, New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is \(\alpha\)-stable, Extremes on trees, Records from stationary observations subject to a random trend, Estimacion no parametrica de curvas notables para datos dependientes, On degenerate sums of m-dependent variables, Mod-Gaussian Convergence and Its Applications for Models of Statistical Mechanics, Upper Bounds for Ergodic Sums of Infinite Measure Preserving Transformations, Inference for performance measures for financial assets, Sequential detection of switches in models with changing structures, On a Class of Transformations which have Unique Absolutely Continuous Invariant Measures, Some mixing properties of conditionally independent processes, VARIANCE BOUNDING MARKOV CHAINS, L₂-UNIFORM MEAN ERGODICITY AND THE CLT, An elementary approach to subdiffusion, Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences, Remarks on Asymptotic Independence, Almost Sure Local Limit Theorems with Rate, Testing serial non-independence by self-centring and self-normalizing, Local limit theorems in some random models from number theory, Some Utilizations of LambertWFunction in Distribution Theory, Limit theorems for sizes of trees in the unlabelled graph of a random mapping, Leader election using random walks, Functions of regular variation and freely stable laws, Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations, The conditional central limit theorem in Hilbert spaces., About the Lindeberg method for strongly mixing sequences, Precise asymptotics in the Baum-Katz and Davis laws of large numbers of \(\rho\)-mixing sequences, Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization, The Life, Work, and Legacy of P. L. Chebyshev, Stable Random Variables with Complex Stability Index, II, Stable Random Variables with Complex Stability Index, I, Scaling limits of branching random walks and branching-stable processes, KOLMOGOROV BOUNDS FOR THE NORMAL APPROXIMATION OF THE NUMBER OF TRIANGLES IN THE ERDŐS–RÉNYI RANDOM GRAPH, Local limit theorems and mod-phi convergence, Efficiently Breaking the Curse of Horizon in Off-Policy Evaluation with Double Reinforcement Learning, Assessing and Visualizing Simultaneous Simulation Error, Strong Approximation of Quantile Function for Strong Mixing and Censored Processes, Spatial local linear estimation of the L₁-conditional quantiles for functional regressors, Minimum distance estimation in linear regression with strong mixing errors, Estimation of the trend function for spatio-temporal models, Moment method estimation of first-order continuous-time bilinear processes, Limit theorems for the alloy-type random energy model, On large deviations for sums of discrete m-dependent random variables, On the rate of convergence in the invariance principle for weakly dependent random variables, Aggregation of network traffic and anisotropic scaling of random fields, A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains, Posterior consistency for the spectral density of non‐Gaussian stationary time series, B-spline method for spatio-temporal inverse model, On mixing conditions in proving the asymptotical normality for harmonic crystals, Gaussian structure in coalescing stochastic flows, Local limit theorems without assuming finite third moment, Spatial clustering of time series via mixture of autoregressions models and Markov random fields, Image Denoising: The Deep Learning Revolution and Beyond—A Survey Paper, The random Weierstrass zeta function. I: Existence, uniqueness, fluctuations, Large deviations, moment estimates and almost sure invariance principles for skew products with mixing base maps and expanding-on-average fibers, Explicit conditions for the CLT and related results for non-uniformly partially expanding random dynamical systems via effective RPF rates, Richter's local limit theorem, its refinement, and related results, Almost sure central limit theorems for the maxima of randomly chosen random variables, Stabilization of the statistical solutions for large times for a harmonic lattice coupled to a Klein-Gordon field, Wetting on a wall and wetting in a well: overview of equilibrium properties, A phase transition in block-weighted random maps, Ergodic estimators of double exponential Ornstein-Uhlenbeck processes, CONVERGENCE RATES OF SUMS OF α-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES, Peaks, gaps, and time‐reversibility of economic time series, Unnamed Item, Fractional Edgeworth expansions for one-dimensional heavy-tailed random variables and applications, One-dependent colorings of the star graph, Convergence in law for the capacity of the range of a critical branching random walk, Central limit theorem in uniform metrics for generalized Kac equations, Limit theorems for functionals of long memory linear processes with infinite variance, Limit spectral measures of matrix distributions of metric triples, Inheritance of strong mixing and weak dependence under renewal sampling, Asymptotic shape of the concave majorant of a Lévy process, On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model, QUANTILOGRAMS UNDER STRONG DEPENDENCE, Scaling limits of directed polymers in spatial-correlated environment, Central limit theorems for time series regression, Asymptotic behavior of the prediction error for stationary sequences, Decorated stable trees, Bootstrap rank tests for trend in time series, Asymptotics of Symmetric Compound Poisson Population Models, UNIFORM CONVERGENCE RATES OVER MAXIMAL DOMAINS IN STRUCTURAL NONPARAMETRIC COINTEGRATING REGRESSION, Properties of the sample functions of the completely asymmetric stable process, Change-Point Detection Under Dependence Based on Two-Sample U-Statistics, Limit theorems for some time-dependent expanding dynamical systems, Properties of convex hull generated by inhomogeneous Poisson point process, Estimation of the limit variance for sums under a new weak dependence condition, ON THE CENTRAL AND LOCAL LIMIT THEOREM FOR MARTINGALE DIFFERENCE SEQUENCES, Asymptotic properties of an empiricalK-function for inhomogeneous spatial point processes, Long range dependence of heavy-tailed random functions, Variations of the elephant random walk, The averaging principle for stochastic difference equations, The averaging principle for stochastic difference equations, A regeneration proof of the central limit theorem for uniformly ergodic Markov chains, Limit Distributions of the Number of Vertices of a Given Degree in a Configuration Graph with Bounded Number of Edges, Average regression surface for dependent data, On a ‘Replicating Character String’ Model, Survival function and density estimation for truncated dependent data, Interval Estimation for the Sortino Ratio and the Omega Ratio, Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals, Method of moment estimation in the COGARCH(1,1) model, Empirical likelihood confidence intervals for the mean of a long‐range dependent process, On the asymptotic behaviour of the integral \(\int_0^\infty e^{itx}\left(\frac{1}{x^\alpha}-\frac{1}{[x^\alpha+1}\right)dx (t\to 0)\) and rates of convergence to \(\alpha\)-stable limit laws], Marches aléatoires récurrentes totalement dissymétriques et domaine d⊃attraction des lois stables, Estimating a distribution function for censored time series data, Renormalization group and probability theory, Spectral properties of trinomial trees, Gibbs states on the symbolic space over an infinite alphabet, Normal approximation for quasi-associated random fields, Consistent estimation of the bispectral density function of a harmonizable process, Nonconventional limit theorems, Central limit theorems for long range dependent spatial linear processes, Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error, Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes, Randomized Fixed Design Regression under Long-Range-Dependent Errors, Structural changes estimation for strongly dependent processes, Empirical likelihood methods for discretely observed Gaussian moving averages, ON THE REPLICATOR DYNAMICS BEHAVIOR UNDER STRATONOVICH TYPE RANDOM PERTURBATIONS, Population Dynamics with Moderate Tails of the Underlying Random Walk, On a simple estimate of correlations of stationary random sequences, Lattice dynamics in the half-space. Energy transport equation, Limit Theorems and Phase Transitions for Two Models of Summation of Independent Identically Distributed Random Variables with a Parameter, Global limit theorems on the convergence of multidimensional random walks to stable processes, NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS, Nonparametric multidimensional fixed effects panel data models, Local Linear Estimation for Spatiotemporal Models Based on Least Absolute Deviation, About the rate of normal approximation for the distribution of the number of repetitions in a stationary discrete random sequence, The Self-normalized Asymptotic Results for Linear Processes, Ildar Abdullovich Ibragimov (on his ninetieth birthday), Large deviation local limit theorems and limits of biconditioned planar maps, Dynamical random walk on the integers with a drift, Asymptotic behaviour of the first positions of uniform parking functions, Classical and almost sure local limit theorems, On the Asymptotic Behaviour of Superexponential Lévy Processes, Unnamed Item, Limit theorems for the convex hull of random points in higher dimensions, Unimodality and Dominance For Symmetric Random Vectors, Lokale Grenzwertsätze für gewichtete summen, Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts, REGRESSION, AUTOREGRESSION MODELS, Testing Hypotheses About Contours in Images, STABLE LIMITS FOR PROBABILITY PRESERVING MAPS WITH INDIFFERENT FIXED POINTS, Model selection tests for nonlinear dynamic models, Generalized Pareto processes and fund liquidity risk, STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE, Stable Processes With Drift on the Line, On the role played by extreme summands when a sum of independent and identically distributed random vectors is asymptotically α-stable, Fourier transforms of stationary processes, Summability methods and negatively associated random variables, Asymptotics of the sample mean and sample covariance of long-range-dependent series, LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE, Estimation of the location and exponent of the spectral singularity of a long memory process, Unnamed Item, On Tails and Domains of Attraction of Stable Measures in Banach Spaces, Reduction of deterministic coupled atmosphere–ocean models to stochastic ocean models: a numerical case study of the Lorenz–Maas system, On the convergence to statistical equilibrium for harmonic crystals, Ergodic Theory for Markov Fibred Systems and Parabolic Rational Maps, Markov Extensions, Zeta Functions, and Fredholm Theory for Piecewise Invertible Dynamical Systems, Convergence of stochastic flows connected with stochastic ordinary differential equations, Moment inequalities for mixing sequences of random variables, On the local limit theorems for psi-mixing Markov chains, Automatic Block-Length Selection for the Dependent Bootstrap, THE NUMBER OF PEAKS IN A STATIONARY SAMPLE AND ORTHANT PROBABILITIES, A method for the derivation of limit theorems for sums of weakly dependent random variables:a survey, Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection, Asymptotic distribution of local medians, Lindeberg theorem for Gibbs–Markov dynamics, On the central limit theorem for stationary processes, On roots of random polynomials, Probabilistic and Deterministic Averaging, Unnamed Item, Fat tail distributions and local thin tail alternatives, A note on the behaviour of the stable distributions for small index ?, Weak convergence of multidimensional empirical processes for strong mixing sequences of stochastic vectors, On two–block–factor sequences and one–dependence, Kernel density estimation for random fields: TheL₁Theory, Some remarks on a probability limit theorem for continued fractions, Occupation times of discrete-time fractional Brownian motion, RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS, A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test, Erdős–Rényi law of large numbers in the averaging setup, On the Existence of Conformal Measures, Limit theorems for random transformations and processes in random environments, The critical measure diffusion process, Clustering in coagulation-fragmentation processes, random combinatorial structures and additive number systems: Asymptotic formulae and limiting laws, Convergence rates of the strong law for stationary mixing sequences, Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations, On discrete time ergodic filters with wrong initial data, 2, A bootstrap procedure in linear regression with nonstationary errors, Some aspects of queueing theory, A LOCAL LIMIT THEOREM FOR CONTINUED FRACTIONS, Probability inequalities for sums of absolutely regular processes and their applications, Testing that marginal sequences of data are not independent via self-normalization, A note on limit theorems in percolation, Statistical properties for nonhyperbolic maps with finite range structure, Some Large Deviations Limit Theorems in Conditional Nonparametric Statistics, A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares, Pointwise convergence of Birkhoff averages for global observables, On moderate deviations, Convergence controls for MCMC algorithms, with applications to hidden markov chains, On the rate of convergence in the central limit theorem for distributions with regularly varying tails, Some limit theorems for partial sums of quadratic forms in stationary Gaussian variables, Estimation of slowly time-varying trend function in long memory regression models, Poisson statistics of eigenvalues in the hierarchical Dyson model, Limit theorems for partially hyperbolic systems, On distribution functions of class L, A note on strongly mixing lattices of random variables, Non-central limit theorems for non-linear functional of Gaussian fields, Sequential Detection of Change-Points in Linear Models, Symmetric fixed points of a smoothing transformation, [https://portal.mardi4nfdi.de/wiki/Publication:3896292 �ber notwendige und hinreichende Bedingungen f�r Konvergenzgeschwindigkeitsaussagen im Falle einer stabilen Grenzverteilung], L² Diffusion Approximation for Slow Motion in Averaging, Two-sided bounds on the rate of convergence to a stable law, Nonparametric Estimation of Probability Density Functions for Irregularly Observed Spatial Data, Moment bounds for stationary mixing sequences, Almost sure relative stability of the maximum of a stationary sequence, On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes, Unnamed Item, Higher order asymptotics for large deviations – Part I, Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models, Strong approximation of very weak Bernoulli processes, On U-statistics and v. mise? statistics for weakly dependent processes, [https://portal.mardi4nfdi.de/wiki/Publication:3933699 The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains], Fast rates of convergence in the central limit theorem, Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite rth moments, Almost sure invariance principle for random dynamical systems via Gouëzel's approach, Indirect inference for time series using the empirical characteristic function and control variates, A local limit theorem for linear random fields, Risk processes perturbed by α-stable Lévy motion, On Some Limit Theorems for Continued Fractions, Harmonic renewal measures and bivariate domains of attraction in fluctuation theory, The invariance principle for ϕ-mixing sequences, On the multiple stable integral, CLT and other limit theorems for functionals of Gaussian processes