scientific article; zbMATH DE number 3090543
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Publication:5829358
zbMath0056.36001MaRDI QIDQ5829358
A. N. Kolmogorov, B. V. Gnedenko
Publication date: 1954
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I, The central limit theorem in Lipschitz domains, Strict limit types for monotone convolution, Probabilistic analysis of a differential equation for linear programming, On the central limit theorem along subsequences of sums of i.i.d. random variables, On the rate of convergence of the St. Petersburg game, Local well-posedness and blow-up in the energy space for a class of \(L^2\) critical dispersion generalized Benjamin-Ono equations, The bounds of heavy-tailed return distributions in evolving complex networks, Recurrence and transience criteria for two cases of stable-like Markov chains, Boris Vladimirovich Gnedenko: a classical scholar in probability, statistics, queueing, and reliability, The dynamic power law model, Stochastic flow cascades, Higher dimensional quasi-power theorem and Berry-Esseen inequality, Modeling of financial processes with a space-time fractional diffusion equation of varying order, Relative weak compactness of sums of pair-wise independent random variables, Entropy inequalities for stable densities and strengthened central limit theorems, A refined version of the integro-local Stone theorem, General combinatorial schemas: Gaussian limit distributions and exponential tails, Tails of polynomials of random variables and stable limits for nonconventional sums, How random is a random vector?, A functional limit theorem for dependent sequences with infinite variance stable limits, A geometric theory for Lévy distributions, Power-law connections: from Zipf to Heaps and beyond, A note on asymptotics of linear combinations of IID random variables, The bicompletion of fuzzy quasi-metric spaces, Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem, Asymptotic formula for a partition function of reversible coagulation-fragmentation processes, Local asymptotics for the time of first return to the origin of transient random walk, Law of iterated logarithm and almost sure limit points for random sums, Tractable stochastic analysis in high dimensions via robust optimization, Analytic continuations of Fourier and Stieltjes transforms and generalized moments of probability measures, Extreme value limit laws in the nonidentically distributed case, Stable limits for sums of dependent infinite variance random variables, Anomalous is ubiquitous, Confidence bounds for the extremal value of a target function, Fractional motions, A LIL and limit distributions for trimmed sums of random vectors attracted to operator semi-stable laws, Semi-discrete semi-linear parabolic SPDEs, A probabilistic approach to domains of partial attraction, Limit theorems for sums of asymptotically independent random variables, A type of convergence to moments of a Poisson law for sums of randomly many independent random variables, Limit theorems for probability measures on simply connected nilpotent Lie groups, On the position of a theorem of Kubilius in probabilistic number theory, Random, nonuniform distribution of line segments on a circle, Multidimensional central limit criterion in the case of bounded variances, Central convergence criterion in the multidimensional case, Kolmogorov-Smirnov test in life test, Application of a trace model to the retention of information in a recognition task, A note on the normal approximation to the sum of independent random variables, Harmonizing two approaches to fuzzy random variables, A decorated tree approach to random permutations in substitution-closed classes, A new look at Bergström's theorem on convergence in distribution for sums of dependent random variables, Zones of attraction of self-similar multiple integrals, A central limit theorem for numbers satisfying a class of triangular arrays, Distributions of class \(L_{\alpha}\), Connection between the law of large numbers for squares and the law of the iterated logarithm, Strong law and central limit theorem for a process between maxima and sums, A limit theorem for triangle functions, Central limit theorem and convergence to stable laws in Mallows distance, Perfect measurable spaces, A uniform condition of local asymptotic normality, The asymptotic number of acyclic digraphs. I, Self-intersections of 1-dimensional random walks, A generalization of the Esseen inequality for the concentration function, The central limit theorem under the absence of extremal absolute order statistics, Multivariate splines: a probabilistic perspective, Products of independent, normally attracted random variables, A note on preservation of self-decomposability under geometric compounding, On the rate of convergence to bivariate stable laws, Moments of distributions attracted to operator-stable laws, Limit theorems for sums of partial quotients of continued fractions, Gnedenko-Raikov's theorem, central limit theory, and the weak law of large numbers, Some properties of distributions in K. Urbanik's algebras, Asymptotic expansions for large deviation probabilities in the strong law of large numbers, Bayesian approach to thermostatistics, Asymptotic expansions for first passage times, Regular variation and probability: The early years, A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables, Semi-stable distributions in free probability theory, Critical Bellman-Harris branching processes starting with a large number of particles, A rate of convergence bound in the central limit theorem for weakly dependent homogeneous random fields, Local limit theorems for sums of independent random vectors, Wavelet-based estimation for univariate stable laws, Limit theorems arising from sequences of multinomial random vectors, The asymptotic behavior over a small parameter of a series of large deviation probabilities weighted with the Dirichlet divisors function, The weak convergence of step processes to a homogeneous Poisson process with independent increments, Limit theorems with refinements for random processes, A note on the accuracy of bootstrap percentile method confidence intervals for a quantile, Limit distributions of the number of vertices of a given out-degree in a random forest, On the eigenvectors of large dimensional sample covariance matrices, Integro-local theorems for sums of independent random vectors in the series scheme, Randomly trapped random walks, Vague convergence of sums of independent random variables, Maxima of branching random walks vs. independent random walks, Asymptotic analysis of average case approximation complexity of Hilbert space valued random elements, Convergence of superpositions of integer-valued random measures, A characterization of Levy probability distribution functions on Euclidean spaces, Extension of Edgeworth type expansion of the distribution of the sums of i.i.d. random variables in non-regular cases, Spatially homogeneous random evolutions, Approximation by operators of probabilistic type, Asymptotic distribution of least squares estimator and a test statistic in linear regression models, On normal variance-mean mixtures as limit laws for statistics with random sample sizes, Time automorphisms on \(C^*\)-algebras, Equilibrium states for a plane incompressible perfect fluid, Statistical properties of Lorentz gas with periodic configuration of scatterers, Time asymptotics for some degenerate models of evolution of systems with an infinite number of particles, Asymptotic behavior of infinitely divisible laws, The influence of sequential extremal processes on the partial sum process, Spatial growth of solutions of a non-linear equation, Fourier analysis and limit theorems for convolution semigroups on a locally compact group, The central limit theorem for the supercritical branching random walk, and related results, Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics, On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\)., Divisible statistics, Absolute regularity and functions of Markov chains, Central limit theorem and the law of large numbers, Paretian Poisson processes, The stochastic nature of complexity evolution in the fractional systems, Some fundamental aspects of Lévy flights, Edgeworth expansions in operator form, Simulation of the continuous time random walk of the space-fractional diffusion equations, On the compatibility of Dyson's conditions, Uniqueness of embedding into a Gaussian semigroup and a Poisson semigroup with determinate jump law on a simply connected nilpotent Lie group, Strong convergence rate of estimators of change point and its application, The role of the central limit theorem in discovering sharp rates of convergence to equilibrium for the solution of the Kac equation, Successive normalization of rectangular arrays, Generalized Fokker-Planck equation: derivation and exact solutions, A real-coded 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multiindex random variables, On stability of sums of nonnegative random variables, Merging asymptotic expansions for semistable random variables, Stability properties of solutions of linear second order differential equations with random coefficients, Weak laws of large numbers for cooperative gamblers, Functional asymptotic confidence intervals for the slope in linear error-in-variables models, Convergence of point processes with weakly dependent points, Hausdorff dimension and hierarchical system dynamics, Fractal random walks, Hincin spaces and unimodal probability measures, Asymptotics of distributions of martingales, Unimodality of differences, The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend, Stochastic processes in neurophysiology: Transformation from point to continuous processes, Random walks on amalgams, Approximation of distributions of local times, Asymptotic expansions for probability distributions. II, Infinitely divisible distribution functions of class L and the Lee-Yang theorem, Symmetric polynomials of random variables attracted to an infinitely divisible law, Noncommutative analogs of probabilistic notions and results, Size of the largest cluster under zero-range invariant measures, Harmonic statistics, Asymptotic analysis in multivariate average case approximation with Gaussian kernels, Fast parallel \(\alpha \)-stable distribution function evaluation and parameter estimation using OpenCL in GPGPUs, Entropy inequalities and the central limit theorem., On relative stability and weighted laws of large numbers, Limit distributions of Studentized means., Black swans, extreme risks, and the e-pile model of self-organized criticality, Compound Poisson approximation, Lindeberg's central limit theorem à la Hausdorff, Optimality in mono- and multisensory map formation, Uniqueness of the embedding continuous convolution semigroup of a Gaussian probability measure on the affine group and an application in mathematical finance, Entropy-based test for generalised Gaussian distributions, An approximation to infinitely divisible laws, Why intervals? A simple limit theorem that is similar to limit theorems from statistics, Universal Poisson-process limits for general random walks, Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation, On the convergence in the law of sums and maxima of independent random variables with random parameters, Stability of decomposition into components of a discontinuous distribution function in uniform metric, Wasserstein and total variation distance between marginals of Lévy processes, Sample function behavior of increasing processes of class \(L\), Convergence in distribution norms in the CLT for non identical distributed random variables, A central limit theorem for sets of probability measures, Lévy noise effects on Josephson junctions, On the number of hyperforests, Weak convergence of random sums under nonrandom centering, Domains of attraction of stable semigroups on simply connected nilpotent Lie groups, Uniformly valid confidence intervals post-model-selection, Why does deep and cheap learning work so well?, Score functions, generalized relative Fisher information and applications, Asymptotic expansions in the approximation by the Poisson law, A central limit theorem for Ramanujan's tau function, Bootstrap confidence intervals for isotonic estimators in a stereological problem, From micro-correlations to macro-correlations, Influence of Boris V. 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Gyires, On the functional central limit theorem for martingales, II, CHARACTERIZATIONS OF THE CLASS OF FREE SELF-DECOMPOSABLE DISTRIBUTIONS AND ITS SUBCLASSES, A log log law for Abel's sum, Wiener’s test for space-time random walks and its applications, Isomorphism and Symmetries in Random Phylogenetic Trees, On invariance principles with limit processes satisfying strong laws, Characterizations of semantic domains for randomized algorithms, Unnamed Item, REVISITING THE DERIVATION OF THE FRACTIONAL DIFFUSION EQUATION, Biased random walks on random graphs, Unnamed Item, Strongly correlated random fields as observed by a random walker, Two-sided bounds for nonuniform rates of convergence in the central limit theorem, Fast rates of convergence in the central limit theorem, Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight, SCALING BEHAVIOR AND COMPLEXITY OF THE PORTEVIN-LE CHATELIER EFFECT, On the limit behaviour of weighted sums of random variables, On robust estimation in certainty equivalence control, Asymptotic independence and individual ratio limit theorems, Approximations for the probability of ruin within finite time, Maxima of branching random walks, A new method to prove strassen type laws of invariance principle. 1, On a condition satisfied by certain random walks, Limit theorems on the self-normalized range for weakly and strongly dependent processes, On Necessary and Sufficient Conditions for the Convergence of the Renewal Density, Examples of Non-Gaussian Quasi-Invariant Distributions in Hilbert Space, Semi - α - laplace distributions, The Life, Work, and Legacy of P. L. Chebyshev, Stable Random Variables with Complex Stability Index, II, Hazard-selfsimilarity of diffusions’ first passage times, Exponential bounds of ruin probabilities for non-homogeneous risk models, Stable Random Variables with Complex Stability Index, I, Scaling limits of branching random walks and branching-stable processes, Finite-energy Lévy-type motion through heterogeneous ensemble of Brownian particles, Non-asymptotic control of the cumulative distribution function of Lévy processes, First passage time moments of asymmetric Lévy flights, 1/f noise and anomalous scaling in Lévy noise-driven on–off intermittency, SIMPLE OBSERVATIONS CONCERNING BLACK HOLES AND PROBABILITY, Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process with Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts, Doob: A Half-Century on, On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem, Background Driving Distribution Functions and Series Representations for Log-Gamma Self-Decomposable Random Variables, On Senatov Moments in Asymptotic Expansions in the Central Limit Theorem, Poisson Approximation in a Poisson Limit Theorem Inspired by Coupon Collecting, Fractional dynamics of allometry, On joint weak convergence of partial sum and maxima processes, Über die Verteilung des Ruinzeitpunktes bei beschränkter Risikoreserve, Tree convolution for probability distributions with unbounded support, A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains, On weak convergence of quasi-infinitely divisible laws, High order asymptotic expansion for Wiener functionals, Large‐scale simultaneous inference under dependence, Some definite integrals arising from selfdecomposable characteristic functions, Some results on convergence and distributions of fuzzy random variables, Graphon convergence of random cographs, A Weak Law of Large Numbers for Dependent Random Variables, Stein's method for conditional central limit theorem, Deep stable neural networks: large-width asymptotics and convergence rates, Local Limit Theorems for Smoothed Bernoulli and Other Convolutions, On Boolean selfdecomposable distributions, A criterion and a Cramér-Wold device for quasi-infinite divisibility for discrete multivariate probability laws, Asymptotic expansion of an estimator for the Hurst coefficient, On some aspects of evolution of generalized allocation schemes, Which Urbanik class \(L_k\), do the hyperbolic and the generalized logistic characteristic functions belong to?, Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models, Application of the Hausdorff metric in model problems with discontinuous functions in boundary conditions, Asymptotic expansions in the CLT containing the last known moment in the main part, Classical and almost sure local limit theorems, Another normality is possible. Distributive transformations and emergent Gaussianity, A Sharp Uniform Bound for the Distribution of Sums of Bernoulli Trials, Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws, An application of the Bernoulli part to local limit theorems for moving averages on stationary sequences, On spectral properties of a family of transfer operators and convergence to stable laws for affine random walks, Oscillations for order statistics of some discrete processes, FOURIER AND CAUCHY–STIELTJES TRANSFORMS OF POWER LAWS INCLUDING STABLE DISTRIBUTIONS, Die Annäherung guter Strategien bei einer gewissen Klasse von Spielen, Convergence of stochastic processes, Non-Gaussian fluctuations of randomly trapped random walks, Domain of attraction of a stable law for the group of motions of Euclidean space, On Lusin probability spaces, Domain of attraction of a stable law for the group of motions of Euclidean space, Asymptotics of trees with a prescribed degree sequence and applications, On a theorem of F. L. Spitzer and C. J. Stone, The fractional Fick's law for non-local transport processes, Projective loop quantum gravity. II. Searching for semi-classical states, Die Annäherung guter Strategien bei einer gewissen Klasse von Spielen, Reexamination of Gibbs' theorem and nonuniqueness of canonical ensemble theory, On the quality of poisson approximations, Combining micro and macro unemployment duration data, The Kalman-Lévy filter, Cauchy problems of fractional order and stable processes, Limit theorems for sums of general functions of m-spacings, Relative stability for strictly stationary sequences, Truncated Lévy process with scale-invariant behavior, Non-extensive statistical mechanics approach to fully developed hydrodynamic turbulence, Statistical mechanical foundations for systems with nonexponential distributions, A direct approach to the stable distributions, Dynamic versus thermodynamic approach to non-canonical equilibrium, The random walk's guide to anomalous diffusion: A fractional dynamics approach, Asymptotic stochastic dominance rules for sums of i.i.d. random variables, A mixed SOC-turbulence model for nonlocal transport and Lévy-fractional Fokker-Planck equation, The weak law of large numbers for nonnegative summands, Discrete and continuous random walk models for space-time fractional diffusion, Critical branching processes in random environment and Cauchy domain of attraction, Approximation of sums of random variables with multiindexes, Discrete and continuous random walk models for space-time fractional diffusion, Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models, Occupation Times for Markov and Semi-Markov Chains, Unnamed Item, An optimal Berry-Esseen type theorem for integrals of smooth functions, A Construction of the Stable Web, Visitations of Ruled Sums, Unnamed Item, Generalization of symmetric α-stable Lévy distributions for q>1, Replica theory for Levy spin glasses, Limit Theorems for Measures on Nonmetrizable Locally Compact Abelian Groups, STABLE AND SEMISTABLE PROBABILITY MEASURES ON CONVEX CONE, Monotone increment processes, classical Markov processes, and Loewner chains, Two Properties of Vectors of Quadratic Forms in Gaussian Random Variables, Weighted Laws of Large Numbers for a class of independent summands, Elucidation of Chaotic Market Hypothesis Based on Ergodic Theory, Refined central limit theorem and infinite density tail of the Lorentz gas from Lévy walk, First-passage properties of asymmetric Lévy flights, Distribution and pressure of active Lévy swimmers under confinement, Twisted convolution quantum information channels, one-parameter semigroups and their generators, The Fractional Hamilton-Jacobi-Bellman Equation, In the folds of the central limit theorem: Lévy walks, large deviations and higher-order anomalous diffusion, Infinitely divisible stochastic processes, On the weak convergence of stochastic processes without discontinuities of the second kind, An expansion related to the central limit theorem, Near-optimal non-linear filtering using quasi-moment functions†, A Law of the Iterated Logarithm for Stable Summands, Limit Theorems for Semi-Markov Processes, The Martin Boundary for Random Walk, On probabilities of large deviations, Limit theorems for regenerative phenomena, recurrent events and renewal theory, An invariance principle for conditioned recurrent random walk attracted to a stable law, On necessary and sufficient conditions for an infinitely divisible distribution to be normal or degenerate, Normal approximation and large deviations for the Robbins-Monro Process, On the influence of moments on approximations by portion of a Chebyshev series in central limit convergence, A Note on Limit Theorems for Markov Branching Processes, Convergence in Measure and Related Results in Finite Rings of Operators, On a Necessary and Sufficient Condition That an Infinitely Divisible Distribution be Absolutely Continuous, Application de l'étude de certaines formes linéaires aléatoires au plongement d'espaces de Banach dans des espaces $L^p$, Renewal sets and random cutouts, Stochastic metrics, On a Certain Class of Limit Distributions and their Domain of Attraction, Unnamed Item, Maxima of sums of random variables and suprema of stable processes, Asymptotic behaviour of hitting probabilities for recurrent random walks, A Note Concerning Behaviour of Iterated Logarithm Type, A representation theorem for symmetric stable processes and stable measures on H, Note on the asymptotic normality of a stochastic process with independent increments, On the uniform metric in the context of convergence to normality, On the lower bound of the number of real roots of a random algebraic equation with infinite variance. II, Symmetric Random Walk, Unnamed Item, On extreme values in stationary sequences, The structure of bivariate Poisson distribution, On the Convergence of Sequences of Stochastic Processes, On An Analytical Decomposition of the Poisson Law, Upcrossing Probabilities for Stationary Gaussian Processes, On the Lower Bound of the Number of Real Roots of a Random Algebraic Equation with Infinite Variance, On the Lower Bound of the Number of Real Roots of a Random Algebraic Equation with Infinite Variance, Unnamed Item, Unnamed Item, On transition of distributions of sums of independent identically distributed random variables from one lattice to another in the generalised allocation scheme, Unnamed Item, Unnamed Item, Unnamed Item, Probabilistic Investigations on the Explosion of Solutions of the KAC Equation with Infinite Energy Initial Distribution, Partitions into large unequal parts from a general sequence, Approximation of sums of independent random variables by normal random variables, On first hitting times of some recurrent two-dimensional random walks, On the uniform continuity of the probabilistic distance, A converse to the law of the iterated logarithm, On the distribution of the time to first emptiness of a store with stochastic input, Convergence of types in k-space, Strong ratio limits, R-recurrence and mixing properties of discrete parameter Markov processes, A contribution to the theory of large deviations for sums of independent random variables, [https://portal.mardi4nfdi.de/wiki/Publication:5543115 �ber straffe Funktionale], Crude Monte Carlo quadrature in infinite variance case and the Central Limit Theorem, On products of experiments, Asymptotical independence of the lengths of subintervals of a randomly partitioned interval; a sample from S. Ikeda's work
