Regularity Properties of Certain Families of Chance Variables
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Cites work
- scientific article; zbMATH DE number 3010031 (Why is no real title available?)
- scientific article; zbMATH DE number 3016608 (Why is no real title available?)
- scientific article; zbMATH DE number 3025555 (Why is no real title available?)
- scientific article; zbMATH DE number 3034028 (Why is no real title available?)
- Stochastic Processes Depending on a Continuous Parameter
- The ergodic theorem
Cited in
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- Models from the nineteenth century used for visualizing optical phenomena and line geometry
- Interview with Myfanwy E. Evans: entanglements on and models of periodic minimal surfaces
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
- Interview with Andreas Daniel Matt: real-time mathematics
- Time-uniform Chernoff bounds via nonnegative supermartingales
- On the Application of the Individual Ergodic Theorem to Discrete Stochastic Processes
- On conditional expectations
- On Two Theorems of Jessen
- Some Sharp Inequalities for Martingale Transforms
- Étude de la continuité des fonctions aléatoires de Markov
- The Lebesgue Integral as the Almost Sure Limit of Random Riemann Sums
- Martingales and function spaces
- Optimizing Weighted Ensemble Sampling of Steady States
- Obituary: Joseph Leonard Doob
- Probability in function space
- Measure Extensions and the Martingale Convergence Theorem
- The Dawn of Martingale Convergence: Jessen’s Theorem and Lévy’s Lemma
- Doob at Lyon: Bringing Martingales Back to France
- Stochastic Processes in the Decades after 1950
- Analysis or Probability? Eight Letters Between Børge Jessen and Paul Lévy
- A composite generalization of Ville's martingale theorem using e-processes
- Randomized and exchangeable improvements of Markov's, Chebyshev's and Chernoff's inequalities
- Time-uniform self-normalized concentration for vector-valued processes
- Successive normalization of rectangular arrays
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