Real Analysis and Probability
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- Measure theory and probability theory.
- Measure Theory and Probability Theory
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(only showing first 100 items - show all)- Information is not about measurability.
- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
- Stability estimation of some Markov controlled processes
- Univariate fuzzy-random neural network approximation operators
- Adaptive preferences: an evolutionary model of non-expected utility and ambiguity aversion
- Couplings and matchings: combinatorial notes on Strassen's theorem
- On the random conjugate spaces of a random locally convex module
- Strong mixing and operator self-decomposability
- A short proof of Lévy's continuity theorem without using tightness
- Mean and variance optimization of non-linear systems and worst-case analysis
- Measure transformation and efficient quadrature in reduced-dimensional stochastic modeling of coupled problems
- A justification of conditional confidence intervals
- A unified stability theory for classical and monotone Markov chains
- The limit of the empirical measure of the product of two independent Mallows permutations
- A theorem of the maximin and applications to Bayesian zero-sum games
- Examples of \(L^2\)-complete and boundedly-complete distributions
- Landscape complexity beyond invariance and the elastic manifold
- Limit theorems for functionals of long memory linear processes with infinite variance
- Compound estimation of a monotone sequence.
- The Augustin capacity and center
- The central limit theorem for random dynamical systems
- Correspondence between lifetime minimum wealth and utility of consumption
- Copulas with continuous, strictly increasing singular conditional distribution functions
- Estimation of conditional L₁-median from dependent observations
- Extended Laplace principle for empirical measures of a Markov chain
- Stein's method on Wiener chaos
- Pricing American options using a nonparametric entropy approach
- Identification and identification failure for treatment effects using structural systems
- Causality, conditional independence, and graphical separation in settable systems
- Probabilities on sentences in an expressive logic
- Geometry and analysis of Dirichlet forms. II
- Asymptotic identity in min-plus algebra: a report on CPNS
- A Unifying Tutorial on Approximate Message Passing
- Unsupervised group matching with application to cross-lingual topic matching without alignment information
- Limits and rates of convergence for the distribution of search cost under the move-to-front rule
- Generalization bounds for non-stationary mixing processes
- Dynamics of the nonlinear stochastic heat equation with singular perturbation
- Behavioral perfect equilibrium in Bayesian games
- Robustness to incorrect models and data-driven learning in average-cost optimal stochastic control
- Tangent fields, intrinsic stationarity, and self similarity
- A simple specification test for models with many conditional moment inequalities
- Averaging principle on infinite intervals for stochastic ordinary differential equations with Lévy noise
- A two-player zero-sum game where only one player observes a Brownian motion
- Instability of martingale optimal transport in dimension \(\mathrm{d}\ge 2\)
- Discrete choice and complex dynamics in deterministic optimization problems
- Fundamental sets of fractal functions
- A topologically valid definition of depth for functional data
- Large deviations for the Navier-Stokes equations driven by a white-in-time noise
- Stability results for martingale representations: the general case
- Higher-order, polar and Sz.-Nagy's generalized derivatives of random polynomials with independent and identically distributed zeros on the unit circle
- Another look at halfspace depth: flag halfspaces with applications
- Measurability of functions mapping a charge space into a uniform space
- 3D stochastic Landau-Lifshitz-Gilbert equations coupled with Maxwell's equations with full energy
- Bounded complexity, mean equicontinuity and discrete spectrum
- On the optimal estimation of probability measures in weak and strong topologies
- Orientation maps in V1 and non-Euclidean geometry
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
- A continuous Gaussian approximation to a nonparametric regression in two dimensions
- Measures and Dirichlet forms under the Gelfand transform
- Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes
- A note on the almost sure central limit theorem
- Existence, uniqueness and an ODE approach to the L^1-Karcher mean
- Generalized quantiles as risk measures
- Subjective information choice processes
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
- Approximation of rectangular beta-Laguerre ensembles and large deviations
- A clustering technique for the identification of piecewise affine systems
- Bootstrap model selection for possibly dependent and heterogeneous data
- Consistency of modularity clustering on random geometric graphs
- Uniform rates of the Glivenko-Cantelli convergence and their use in approximating Bayesian inferences
- Fatou closedness under model uncertainty
- The structures of Hausdorff metric in non-Archimedean spaces
- Off-critical SLE(2) and SLE(4): a field theory approach
- Combinatorial Lévy processes
- Optimal transport from Lebesgue to Poisson
- Lyapunov's second method for random dynamical systems.
- On sums of indicator functions in dynamical systems
- Asymptotics of one-dimensional Lévy approximations
- Synchronized traffic plans and stability of optima
- The mixed Lipschitz space and its dual for tree metrics
- Noncommutative valuation of options
- Correction to: ``Measures under the flat norm as ordered normed vector space
- Measures under the flat norm as ordered normed vector space
- A simple relaxation approach to duality for optimal transport problems in completely regular spaces
- On asymptotic proximity of distributions
- Stein's method and normal approximation of Poisson functionals
- Semi-infinite probabilistic optimization: first-order stochastic dominance constrain
- Generalized couplings and convergence of transition probabilities
- Quantum metric spaces and the Gromov-Hausdorff propinquity
- Localized upper bounds of heat kernels for diffusions via a multiple Dynkin-Hunt formula
- A hierarchical version of the de Finetti and Aldous-Hoover representations
- Risk excess measures induced by hemi-metrics
- A unified approach to the monotone convergence theorem for nonlinear integrals
- Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations
- Bisimulation for Markov decision processes through families of functional expressions
- Distinguishability of quantum states under restricted families of measurements with an application to quantum data hiding
- A unified stability property in spin glasses
- The tail process and tail measure of continuous time regularly varying stochastic processes
- Testing equality of correlation coefficients in two populations via permutation methods
- Empirical distributions of Laplacian matrices of large dilute random graphs
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