Real Analysis and Probability
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- Measure theory and probability theory.
- Measure Theory and Probability Theory
Cited in
(only showing first 100 items - show all)- Central limit theorems for double Poisson integrals
- Sequential contracting with multiple principals
- Probabilistic study of the speed of approach to equilibrium for an inelastic Kac model
- On asymptotic proximity of distributions
- Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
- Strongly consistent model selection for densities
- Differentiability of \(t\)-functionals of location and scatter
- On the fluctuations about the Vlasov limit for \(N\)-particle systems with mean-field interactions
- Nearest neighbor conditional estimation for Harris recurrent Markov chains
- Distinguishability of quantum states under restricted families of measurements with an application to quantum data hiding
- Stochastically stable globally coupled maps with bistable thermodynamic limit
- Hierarchies of conditional beliefs and interactive epistemology in dynamic games
- Moment problems and their applications to the stability of queueing models
- Shape preserving properties of some positive linear operators on unbounded intervals
- On some refinements of Jensen's inequality
- Topology-free typology of beliefs
- Estimated stochastic programs with chance constraints
- On robustness properties of bootstrap approximations
- Bayes compound and empirical Bayes estimation of the mean of a Gaussian distribution on a Hilbert space
- Approximation and learning of convex superpositions
- New characterization of Marshall-Olkin-type distributions via bivariate random summation scheme
- A model of temporary search market equilibrium
- Continuous stochastic logic characterizes bisimulation of continuous-time Markov processes.
- Coupling approach to white-forced nonlinear PDEs
- Strong rules for detecting the number of breaks in a time series
- On the consistency of stationary Markov equilibria with an exogenous distribution.
- Lipschitz continuous processes for given marginals.
- Information is not about measurability.
- Measure and integral with purely ordinal scales.
- The representative Nash solution for two-sided bargaining problems
- Hypercontractivity of Hamilton-Jacobi equations.
- Estimation of conditional L₁-median from dependent observations
- Consistency of modularity clustering on random geometric graphs
- Stochastic approximation of quasi-stationary distributions on compact spaces and applications
- Characterization of a class of weak transport-entropy inequalities on the line
- Fatou closedness under model uncertainty
- The mean field analysis of the Kuramoto model on graphs. I: The mean field equation and transition point formulas
- Conic support measures
- Tail measure and spectral tail process of regularly varying time series
- The enhanced Sanov theorem and propagation of chaos
- Generalized couplings and convergence of transition probabilities
- A two-player zero-sum game where only one player observes a Brownian motion
- Large deviations in relay-augmented wireless networks
- Stochastic reaction-diffusion equations driven by jump processes
- Concentration for Coulomb gases and Coulomb transport inequalities
- Data-driven non-Markovian closure models
- Pointwise convergence in probability of general smoothing splines
- The bottom of the spectrum of time-changed processes and the maximum principle of Schrödinger operators
- Inference for differential equation models using relaxation via dynamical systems
- Some periodic type solutions for stochastic reaction-diffusion equation with cubic nonlinearities
- On the rejectability of the subjective expected utility theory
- Weak convergence of nonadditive measures based on nonlinear integral functionals
- On the convergence rate issues of general Markov search for global minimum
- A new framework for the statistical analysis of set-valued random elements
- Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification
- On the centennial anniversary of Gini's theory of statistical relations
- Optimal entropy-transport problems and a new Hellinger-Kantorovich distance between positive measures
- Downscaling data assimilation algorithm with applications to statistical solutions of the Navier-Stokes equations
- Measure concentration and the weak Pinsker property
- On pathwise quadratic variation for càdlàg functions
- Strong modified transportation cost inequalities on \(k\)-concave probability measures with heavy tails
- Recent progress in log-concave density estimation
- The geometric rate of convergence of random iteration in the Hutchinson distance
- Data depth for measurable noisy random functions
- Weak law of large numbers for iterates of random-valued functions
- Efficient solution selection for two-stage stochastic programs
- Unsupervised group matching with application to cross-lingual topic matching without alignment information
- The mixed Lipschitz space and its dual for tree metrics
- Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations
- Continuity and representation of valuations on star bodies
- Noncommutative valuation of options
- Distributed kernel-based gradient descent algorithms
- Measures under the flat norm as ordered normed vector space
- Correction to: ``Measures under the flat norm as ordered normed vector space
- Law of large numbers in CAT(1)-spaces of small radii
- Combinatorial Lévy processes
- Bootstrap inference for misspecified moment condition models
- Viscosity limit and deviations principles for a grade-two fluid driven by multiplicative noise
- Poisson S^2-almost automorphy for stochastic processes and its applications to SPDEs driven by Lévy noise
- Convex functionals of probability measures and nonlinear diffusions on manifolds
- Univariate fuzzy-random neural network approximation operators
- Chains with complete connections: general theory, uniqueness, loss of memory and mixing properties
- Robust sample average approximation
- A topologically valid definition of depth for functional data
- Uniform confidence bands in deconvolution with unknown error distribution
- Additive nonparametric models with time variable and both stationary and nonstationary regressors
- Conditional expectiles, time consistency and mixture convexity properties
- A note on p-metrics on \(M_ p(S)\)
- Extension of valuations on locally compact sober spaces
- A clustering technique for the identification of piecewise affine systems
- Compound estimation of a monotone sequence.
- \(p\)-variation of strong Markov processes.
- The nonexistence of symmetric equilibria in anonymous games with compact action spaces
- Strong convexity in stochastic programs with complete recourse
- Sensitivity with respect to the underlying information in stochastic programs
- Generalized flows satisfying spatial boundary conditions
- Fluid models of many-server queues with abandonment
- Unifying exotic option closed formulas
- Equilibrium problems for vector potentials with semidefinite interaction matrices and constrained masses
- Test of random versus fixed effects with small within variation
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