Some Useful Functions for Functional Limit Theorems
From MaRDI portal
Cited in
(only showing first 100 items - show all)- Weak convergence of the tail empirical process for dependent sequences
- Heavy-traffic limits for waiting times in many-server queues with abandonment
- Queues with superposition arrival processes in heavy traffic
- Weighted sums of i.i.d. random variables attracted to integrals of stable processes
- Finite source blocking systems with multi-level active and idle periods
- Equivalence of functional limit theorems for stationary point processes and their Palm distributions
- A central-limit-theorem version of L= W
- Blocking of finite source inputs which require simultaneous servers with general think and holding times
- Some invariance principles for stochastic processes and their inverse and supremum processes
- Weak convergence for generalized semi-Markov processes
- The Brownian approximation for rate-control throttles and the \(G/G/1/C\) queue
- Asymptotic minimax results for stochastic process families with critical points
- Transformations in functional iterated logarithm laws and regular variation
- Treelike queueing networks: Asymptotic stationarity and heavy traffic
- On maximum likelihood estimators for a threshold autoregression
- Diffusion approximations for Kumar-Seidman network under a priority service discipline
- Towards better multi-class parametric-decomposition approximations for open queueing networks
- Fluid limits and diffusion approximations for networks of multi-server queues in heavy traffic
- Relating the waiting time in a heavy-traffic queueing system to the queue length
- Large deviations behavior of counting processes and their inverses
- Diffusion approximations for re-entrant lines with a first-buffer-first-served priority discipline
- Stable Lévy motion approximation in collective risk theory
- Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes
- Central limit theorems for \(k\)-nearest neighbour distances
- Stable windings at the origin
- Zooming in on a Lévy process at its supremum
- Stochastic reaction-diffusion equations driven by jump processes
- Limit theorems for mixed max-sum processes with renewal stopping
- Networks of infinite-server queues with nonstationary Poisson input
- Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues
- Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\)
- Sample-path analysis of processes with imbedded point processes
- Limits for queues as the waiting room grows
- Change point estimation by local linear smoothing
- Fluid and heavy traffic diffusion limits for a generalized processor sharing model
- Strong approximations for multiclass feedforward queueing networks.
- Limit theorems for coupled continuous time random walks.
- Local asymptotic quadraticity of stochastic process models based on stopping times
- Many multivariate records
- Sample path large deviations and intree networks
- Large deviation analysis of the single server queue
- Heavy-traffic extreme-value limits for queues
- A multiclass closed queueing network with unconventional heavy traffic behavior
- Functional limit theorems for the Bouchaud trap model with slowly varying traps
- On discrete-time semi-Markov processes
- Limit theorems for Lévy flights on a 1D Lévy random medium
- Limits of multiplicative inhomogeneous random graphs and Lévy trees: limit theorems
- The tail process and tail measure of continuous time regularly varying stochastic processes
- Extremes of censored and uncensored lifetimes in survival data
- Tail measures and regular variation
- Stable Lévy motion with values in the Skorokhod space: construction and approximation
- Leaves on the line and in the plane
- Sample path large deviations for Lévy processes and random walks with regularly varying increments
- An alternative approach to heavy-traffic limits for finite-pool queues
- Approximation of fractional local times: zero energy and derivatives
- The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise
- The wild bootstrap for multivariate Nelson-Aalen estimators
- Coalescences in continuous-state branching processes
- Heavy traffic limit for the workload plateau process in a tandem queue with identical service times
- Univariate log-concave density estimation with symmetry or modal constraints
- Global solutions to stochastic Volterra equations driven by Lévy noise
- Extremes of random variables observed in renewal times
- Diffusion approximations for open queueing networks with service interruptions
- Limit theorems for random walks
- Height and contour processes of Crump-Mode-Jagers forests. II: the Bellman-Harris universality class
- A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process
- Asymptotic optimality of the round-robin policy in multipath routing with resequencing
- Central limit theorems for sequences of multiple stochastic integrals
- On Whitt's conjecture for queues in which service times and interarrival times depend linearly and randomly upon waiting times
- A large deviations principle for infinite-server queues in a random environment
- Asymptotics of M-estimators in two-phase linear regression models.
- Limit theorems for sums of heavy-tailed variables with random dependent weights
- The Gorin-Shkolnikov identity and its random tree generalization
- Integral functionals and the bootstrap for the tail empirical process
- Functional limit theorems for random walks perturbed by positive alpha-stable jumps
- Ergodicity of stochastic shell models driven by pure jump noise
- Detection of stationary errors in multiple regressions with integrated regressors and cointegration
- Windings of planar stable processes
- A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion
- RATE OF CONVERGENCE OF FLUID APPROXIMATION FOR RE-ENTRANT LINES UNDER FBFS DISCIPLINE
- Modeling total expenditure on warranty claims
- A unified approach to diffusion analysis of queues with general patience-time distributions
- Mixed Poisson process with Pareto mixing variable and its risk applications
- Asymptotics for random functions moderated by dependent noise
- Asymptotic Behaviour of an Integrated Video-Data Network
- Storage-Limited Queues in Heavy Traffic
- Cumulative record times in a Poisson process
- A surveillance procedure for random walks based on local linear estimation
- Diffusion approximations for open Jackson networks with reneging
- Approximations for the probability of ruin within finite time
- Clustering of Markov chain exceedances
- A Lamperti-type representation of continuous-state branching processes with immigration
- Scaling limits via excursion theory: interplay between Crump-Mode-Jagers branching processes and processor-sharing queues
- On invariance principles with limit processes satisfying strong laws
- Dynamical attraction to stable processes
- Langevin picture of Lévy walks and their extensions
- Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem
- Heavy-traffic approximations for a layered network with limited resources
- Limit theorems for continuous-time random walks with infinite mean waiting times
- Central limit theorem for hitting times of functionals of Markov jump processes
This page was built for publication: Some Useful Functions for Functional Limit Theorems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3865192)
