scientific article; zbMATH DE number 3065414
From MaRDI portal
Publication:5804555
zbMath0042.37602MaRDI QIDQ5804555
Publication date: 1951
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
On the rate of convergence in the invariance principle for weakly dependent random variables ⋮ A Bayesian Approach to Modeling Biological Pattern Formation with Limited Data ⋮ Spectral design of anomalous diffusion ⋮ With or without replacement? Sampling uncertainty in Shepp’s urn scheme ⋮ Power Brownian motion ⋮ A stroll around the critical Potts model ⋮ General diffusion processes as limit of time-space Markov chains ⋮ Before thy throne I slip in gently, hoping nobody will notice: A memorial to Robin Hudson (1940–2021) ⋮ Selfsimilar diffusions ⋮ From discrete to continuous monotone C*-algebras via quantum central limit theorems ⋮ Central limit theorems for stochastic processes under random entropy conditions ⋮ Decomposition of an autoregressive process into first order processes ⋮ Understanding spurious regressions in econometrics ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:5556859 Verteilungs-invarianzprinzipien f�r das starke gesetz der gro\en zahl] ⋮ Statistical approach for parameter identification by Turing patterns ⋮ Block bootstrapping for a panel mean break test ⋮ Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis ⋮ Donsker's theorem and Dirichlet forms. ⋮ The invariance principle for \(p\)-\(\vec\theta\) chain ⋮ On rates of convergence for the invariance principle ⋮ Strong Markov approximation of Lévy processes and their generalizations in a scheme of series ⋮ Invariance principle via orthomartingale approximation ⋮ Limit theorems for sampling from finite populations ⋮ Continuous Markov processes and stochastic equations ⋮ Exponential convergence rates for the kernel bivariate distribution function estimator under NSD assumption with application to hydrology data ⋮ An invariance principle for conditioned recurrent random walk attracted to a stable law ⋮ Stochastic limit-cycle oscillations of a nonlinear system under random perturbations ⋮ Laws of the iterated logarithm for partial sum processes indexed by functions ⋮ Central limit theorems under alternatives for a broad class of nonparametric statistics ⋮ Strong Embeddings for Transitory Queueing Models ⋮ Gaussian measures on linear spaces ⋮ Strong convergence to two-dimensional alternating Brownian motion processes ⋮ P(𝜙)1-process for the spin-boson model and a functional central limit theorem for associated additive functionals ⋮ Stein's method for multivariate Brownian approximations of sums under dependence ⋮ On detecting alternatives by one-parametric recursive residuals ⋮ Functional central limit theorems and \(P(\phi )_1\)-processes for the relativistic and non-relativistic Nelson models ⋮ Asymptotics for multisample statistics ⋮ Hölderian weak invariance principle under a Hannan type condition ⋮ Recurrence properties of a special type of heavy-tailed random walk ⋮ Large time behaviors of upwind schemes and $B$-schemes for Fokker-Planck equations on $\mathbb {R}$ by jump processes ⋮ Asymptotic properties of false discovery rate controlling procedures under independence ⋮ An invariance principle of Donsker type in the class of Besov-Orlicz spaces ⋮ Scaling limit for stochastic control problems in population dynamics ⋮ A quenched invariance principle for non-elliptic random walk in i.i.d. balanced random environment ⋮ On the Convergence of Sequences of Stochastic Processes ⋮ Asymptotic properties of eigenmatrices of a large sample covariance matrix ⋮ An invariance principle related to a process which generalizes the \(N\)-dimensional Brownian motion ⋮ Convergence to the maximum process of a fractional Brownian motion with shot noise ⋮ A new class of probability limit theorems ⋮ Hölder regularity and dimension bounds for random curves ⋮ Markov chain approximations for one dimensional diffusions ⋮ OPTION PRICING IN MARKETS WITH INFORMED TRADERS ⋮ Markov chain approximations for symmetric jump processes ⋮ Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation ⋮ Prokhorov Distance with Rates of Convergence under Sublinear Expectations ⋮ Convergence in law of partial sum processes in \(p\)-variation norm ⋮ From tick data to semimartingales ⋮ A local limit theorem and loss of rotational symmetry of planar symmetric simple random walk ⋮ On the maximum of conditioned random walks and tightness for pinning models ⋮ Holderian weak invariance principle for stationary mixing sequences ⋮ Some asymptotic results for a broad class of nonparametric statistics ⋮ Relative complexity of random walks in random sceneries ⋮ Reinforced weak convergence of stochastic processes ⋮ Weak convergence inapplied probability ⋮ Ein verallgemeinertes Spiegelungsprinzip für den Proze\ der Brownschen Bewegung ⋮ The Brownian web: characterization and convergence ⋮ Renormalisation of parabolic stochastic PDEs ⋮ First-passage time asymptotics over moving boundaries for random walk bridges ⋮ On Borovkov's estimate in the invariance principle ⋮ On a non-classical invariance principle ⋮ On the invariance principle for signed-rank statistics ⋮ Some random paths with angle constraints ⋮ On Convergence of Stochastic Processes ⋮ Generalized runs tests for the IID hypothesis ⋮ A quantum-mechanical functional central limit theorem ⋮ On the central limit theorem in Banach spaces ⋮ The principle of large deviations for almost everywhere central limit theorem ⋮ Functional limit theorem for occupation time processes of intermittent maps ⋮ Sticky Brownian Motion and Its Numerical Solution ⋮ A glimpse of the impact of pál erdős on probability and statistics ⋮ Orthomartingale-coboundary decomposition for stationary random fields ⋮ Donsker's fuzzy invariance principle under the Lindeberg condition ⋮ Convergence of two functionals of asymptotically normal sums of independent random variables ⋮ Rate of convergence in the weak invariance principle for deterministic systems ⋮ Rough invariance principle for delayed regenerative processes ⋮ André Dabrowski's work on limit theorems and weak dependence ⋮ On the theory of order statistics ⋮ The size of the primes obstructing the existence of rational points ⋮ The Invariance Principle for Dependent Random Variables ⋮ Distributed networked learning with correlated data ⋮ The invariance principle for Banach space valued random variables ⋮ Stein's method for rough paths ⋮ Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments) ⋮ Some implications of renormalization group theoretical ideas to statistics ⋮ Some results on the generalized Brownian bridge ⋮ A weak limit theorem for Galton-Watson processes in varying environments ⋮ Kahane-Khintchine inequalities and functional central limit theorem for stationary random fields. ⋮ Asymptotics of regressions with stationary and nonstationary residuals. ⋮ Alternative forms of fractional Brownian motion ⋮ The diffusion limit for reversible jump processes on \(Z^ m\) with ergodic random bond conductivities ⋮ What is Standard Brownian Motion? ⋮ Ratio tests under limiting normality ⋮ Central limit theorems under special relativity ⋮ The accuracy of strong Gaussian approximation for sums of independent random vectors ⋮ Diffusion models for chemotaxis: A statistical analysis of noninteractive unicellular movement ⋮ Morphological Analysis of Brownian Motion for Physical Measurements ⋮ On a functional contraction method ⋮ Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm ⋮ Estimation of a two-dimensional distribution function under association
This page was built for publication: