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- An invariance principle for the law of the iterated logarithm
- Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
- Distances of Probability Measures and Random Variables
- Estimation of the mode
- Limit Theorems for Markov Renewal Processes
- Limit theorems for random walks, birth and death processes, and diffusion processes
- Markov Renewal Programs with Small Interest Rates
- On Convergence of Stochastic Processes
- On Markov chains with rewards
- On continuous-time Markov chains with rewards. I.
- On the Construction of Almost Uniformly Convergent Random Variables with Given Weakly Convergent Image Laws
- On the weak convergence of stochastic processes without discontinuities of the second kind
- Some Invariance Principles for Functionals of a Markov Chain
- Some convergence results for weighted sums of independent random variables
- The Discounted Central Limit Theorem and its Berry-Esseen Analogue
- The Equivalence of Functional Central Limit Theorems for Counting Processes and Associated Partial Sums
- Verteilungs-invarianzprinzipien f�r das starke gesetz der gro\en zahl
- Weak Convergence of Conditioned Sums of Independent Random Vectors
- Weak Convergence of Stochastic Processes Defined on Semi-Infinite Time Intervals
- Weak Convergence of a Two-sample Empirical Process and a New Approach to Chernoff-Savage Theorems
- Weak convergence of first passage time processes
- Weak convergence of the average of flag processes
Cited in
(20)- The Discounted Berry-Esséen Analogue for Autoregressive Processes
- A quantitative discounted central limit theorem using the Fourier metric
- Weak convergence inapplied probability
- Limit theorems for methods of summation of independent random variables. I
- Large deviation asymptotics for busy periods
- Approximations for the distribution of perpetuities with small discount rates
- Queues with service times and interarrival times depending linearly and randomly upon waiting times
- Second order limit theorems for the Markov branching process in random environments
- A central-limit-theorem version of L= W
- Some invariance principles for stochastic processes and their inverse and supremum processes
- Ruin problems with compounding assets
- On the weak convergence of alternating processes
- On the weak convergence of U-statistic processes, and of the empirical process
- Functional limit theorems for random Lebesgue-Stieltjes convolutions
- Stochastic random walk summability
- Functional large deviation principle and functional laws of iterated logarithm for random Dirichlet series
- Approximation for Abel sums of independent, identically distributed random variables
- Limit theorems for discounted convergent perpetuities
- Synchronization and functional central limit theorems for interacting reinforced random walks
- On invariance principles with limit processes satisfying strong laws
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