Real Analysis and Probability
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(only showing first 100 items - show all)- Uniform \(L_{1}\) posterior consistency in compact Gaussian shift experiments
- Concentration inequalities for random fields via coupling
- Bootstrap and permutation tests of independence for point processes
- An optimal Berry-Esseen type theorem for integrals of smooth functions
- Weak law of large numbers for iterates of random-valued functions
- Asymptotic stability of empirical processes and related functionals
- Optimal approximation of piecewise smooth functions using deep ReLU neural networks
- Minimax estimation of kernel mean embeddings
- Multi-transitivity of semigroup actions
- \(p\)-variation of strong Markov processes.
- Large deviations in relay-augmented wireless networks
- Hidden-Markov program algebra with iteration
- \(V\)-variable fractals: Fractals with partial self similarity
- On fractional random differential equations with delay
- Local continuity of log-concave projection, with applications to estimation under model misspecification
- The linear conditional expectation in Hilbert space
- A CLT for linear spectral statistics of large random information-plus-noise matrices
- A new proof of central limit theorem for i.i.d. random variables
- A new take on random interval homeomorphisms
- Strong diffusion approximation in averaging and value computation in Dynkin's games
- A phase transition in block-weighted random maps
- Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria
- Domain Generalization by Functional Regression
- The sphere packing bound for memoryless channels
- Simple halfspace depth
- Signature-based validation of real-world economic scenarios
- A survey of average contractive iterated function systems
- Exponential mixing for a class of dissipative PDEs with bounded degenerate noise
- Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations
- Weak Feller property of non-linear filters
- High-dimensional nonparametric density estimation via symmetry and shape constraints
- Estimation and inference of seller's expected revenue in first-price auctions
- Frequent hypercyclicity of random holomorphic functions for Taylor shifts and optimal growth
- Stochastic Analysis for Poisson Processes
- THE EXTENDED VARIATIONAL PRINCIPLE FOR MEAN-FIELD, CLASSICAL SPIN SYSTEMS
- Stability estimation of transient Markov decision processes
- Data-driven non-Markovian closure models
- Limiting spectral distribution of sample autocovariance matrices
- The robust selection of rationalizability
- An application of functional equations for generating \(\varepsilon\)-invariant measures
- Optimal entropy-transport problems and a new Hellinger-Kantorovich distance between positive measures
- A simple Fourier analytic proof of the AKT optimal matching theorem
- A structure theorem for rationalizability in the normal form of dynamic games
- Strong modified transportation cost inequalities on \(k\)-concave probability measures with heavy tails
- A probabilistic take on isoperimetric-type inequalities
- Augmented Gaussian random field: theory and computation
- Brillinger mixing of determinantal point processes and statistical applications
- High-frequency asymptotics for Lipschitz-Killing curvatures of excursion sets on the sphere
- Dual representation of convex sets of probability measures on totally bounded spaces
- Eulerian limit for 2D Navier-Stokes equation and damped/driven KdV equation as its model
- Convergence in measure and in category, similarities and differences
- On Lipschitzian solutions to an inhomogeneous linear iterative equation
- Continuous-time limit of dynamic games with incomplete information and a more informed player
- Favard separation method for almost periodic stochastic differential equations
- The genericity of beliefs-determine-preferences models revisited
- Team optimization problems with Lipschitz continuous strategies
- The exact packing measure of Lévy trees
- LERW as an example of off-critical SLEs
- The universal Glivenko-Cantelli property
- Well-posedness and large time behaviour for the non-cutoff Kac equation with a Gaussian thermostat
- Models from the nineteenth century used for visualizing optical phenomena and line geometry
- A note on the distributions of \((\log n) \bmod 1\)
- Robust sample average approximation
- Ergodic theorems for dynamic imprecise probability kinematics
- Coupling distances between Lévy measures and applications to noise sensitivity of SDE
- Continuous dependence of the weak limit of iterates of some random-valued vector functions
- First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function
- Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise
- The quantum Gromov-Hausdorff propinquity
- Measure concentration and the weak Pinsker property
- Theory of generalized risk attitudes
- Continuity and estimates of the Liouville heat kernel with applications to spectral dimensions
- Quasi-stationary distributions for subcritical superprocesses
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
- A contour line of the continuum Gaussian free field
- Markov decision processes with incomplete information and semiuniform Feller transition probabilities
- Construction of 𝑝-energy and associated energy measures on Sierpiński carpets
- Convergence of a stochastic collocation finite volume method for the compressible Navier-Stokes system
- Lévy processes and their subordination in matrix Lie groups
- The generic possibility of full surplus extraction in models with large type spaces
- Uniform asymptotic normality of self-normalized weighted sums of random variables
- Central limit theorems for double Poisson integrals
- Discrete-time dynamics of structured populations via Feller kernels
- Continuous implementation with payoff knowledge
- Knightian games and robustness to ambiguity
- Group action and shift-compactness
- Gromov-Wasserstein distances and the metric approach to object matching
- On some refinements of Jensen's inequality
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- Bootstrapping a change-point Cox model for survival data
- The geometric rate of convergence of random iteration in the Hutchinson distance
- Data depth for measurable noisy random functions
- On the empirical estimation of integral probability metrics
- Controllability implies mixing. I: Convergence in the total variation metric
- Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation
- Measure and integral with purely ordinal scales.
- The Stein effect for Fréchet means
- Stochastic approximation of quasi-stationary distributions on compact spaces and applications
- Statistical depth in abstract metric spaces
- Hypercontractivity for log-subharmonic functions
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