scientific article; zbMATH DE number 3374705
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- Nonparameteric estimation in mixing sequences of random variables
- The generalized Trotter operator and weak convergence of dependent random variables in different probability metrics
- Recurrent random walks and invariant measures on semigroups of \(n\times n\) matrices
- Ergodic and mixing random walks on locally compact groups
- Refinements of the central limit theorem for a homogeneous Markov chain
- Convergence in distribution of products of \(d\times{}d\) random matrices
- On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient
- On large deviations for uniformly strong mixing sequences
- Random difference equations and renewal theory for products of random matrices
- Random walks on compact groups and the existence of cocycles
- Dilations of positive operators: construction and ergodic theory
- Absolut stetige Maße auf lokalkompakten Halbgruppen
- On random walks with continuous components
- Products of random variables depending on a random walk
- Green's functions for the Schrödinger operator with periodic potential
- Stochastic gradient algorithm with random truncations
- Singular stationary measures are not always fractal
- Population models with environmental stochasticity
- Regeneration for chains with infinite memory
- Convergence of representation averages and of convolution powers
- Oscillating random walk with a moving boundary
- Diskrete, mittelbare Gruppen
- Poissonmasse auf lokalkompakten Halbgruppen
- Krengel--Lin decomposition for probability measures on hypergroups.
- Nonlinear impulse response functions
- Turbulent diffusion in Markovian flows
- Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations
- A restricted dichotomy of equivalence classes for some measures of dependence
- Shift ergodicity for stationary Markov processes
- Analysis of random walks in dynamic random environments via \(L^2\)-perturbations
- Abrupt change in mean using block bootstrap and avoiding variance estimation
- Defining fitness in an uncertain world
- Pricing growth-rate risk
- Nonparametric estimation of scalar diffusions based on low frequency data
- The one-dimensional diffusion process and unitary representations of R^ 1.
- Subshifts of finite type and sofic systems
- Multidimensional dependency measures
- Lyapunov exponents of Poisson shot-noise velocity fields.
- A mixed random walk on nonnegative matrices: A law of large numbers
- Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses
- Extensions of the strong law of large numbers of Marcinkiewicz and Zygmund for dependent variables
- Central limit theorem for triangular arrays of non-homogeneous Markov chains
- Multidimensional renewal theory in the non-centered case: application to strongly ergodic Markov chains
- Application of the Monte-Carlo method to solving some problems of analysis
- Almost everywhere convergence of convolution powers on compact Abelian groups
- Martingale approximation and optimality of some conditions for the central limit theorem
- Phase diagram for turbulent transport: Sampling drift, eddy diffusivity and variational principles
- Every ``lower psi-mixing Markov chain is ``interlaced rho-mixing
- The evolution of Walrasian behavior in oligopolies
- Stable limits for Markov chains via the principle of conditioning
- High dimensional generalized linear models for temporal dependent data
- Dynamical maps beyond Markovian regime
- Infinite convolutions of probability measures on Polish semigroups
- The stochastic \(\theta\) method for stationary distribution of stochastic differential equations with Markovian switching
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- A new CLT for additive functionals of Markov chains
- Changepoint in dependent and non-stationary panels
- B-regularity of a homogeneous Markov chain
- Einstein relation for random walk in a one-dimensional percolation model
- The almost sure invariance principle for beta-mixing measures
- Existence of the zero range process and a deposition model with superlinear growth rates
- Berry-Esseen estimates for regenerative processes under weak moment assumptions
- A theory of Fisher's reproductive value
- Replicated INAR(1) processes
- A vector-valued almost sure invariance principle for Sinai billiards with random scatterers
- Collapsing of non-homogeneous Markov chains
- Mott law as lower bound for a random walk in a random environment
- An almost sure invariance principle for random walks in a space-time random environment
- Nonlinearity and temporal dependence
- Convergence to stationary distributions in two-species stochastic competition models
- Upper packing dimension of a measure and the limit distribution of products of i.i.d. Stochastic matrices
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes
- Quantifying deviations from separability in space-time functional processes
- Asymptotics for weakly dependent errors-in-variables
- Entropy of probability kernels from the backward tail boundary
- Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
- The Nagaev-Guivarc'h method via the Keller-Liverani theorem
- Limit theorems for some continuous-time random walks
- Convergence in distribution of products of random matrices
- Ein Null-Zwei-Gesetz auf lokalkompakten abelschen Halbgruppen
- The Berry-Esseen theorem for functionals of discrete Markov chains
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes
- The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains
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