The following pages link to Victor H. de la Peña (Q335659):
Displaying 50 items.
- On an approach to boundary crossing by stochastic processes (Q335661) (← links)
- Wald's equation for a class of denormalized \(U\)-statistics (Q686789) (← links)
- (Q958932) (redirect page) (← links)
- Inverse problems for random walks on trees: network tomography (Q958933) (← links)
- (Q980765) (redirect page) (← links)
- Pseudo-maximization and self-normalized processes (Q980766) (← links)
- Exponential inequalities for self-normalized processes with applications (Q1038978) (← links)
- Theory and applications of multivariate self-normalized processes (Q1045798) (← links)
- A note on second moment of a randomly stopped sum of independent variables (Q1195574) (← links)
- Decoupling and Khintchine's inequalities for \(U\)-statistics (Q1203659) (← links)
- Inequalities for tails of adapted processes with an application to Wald's lemma (Q1210341) (← links)
- A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement (Q1325080) (← links)
- Order-of-magnitude bounds for expectations involving quadratic forms (Q1336577) (← links)
- (Q1381577) (redirect page) (← links)
- Moments of randomly stopped \(U\)-statistics (Q1381578) (← links)
- On extremal distributions and sharp \(L_p\)-bounds for sums of multilinear forms (Q1394522) (← links)
- Decoupling and domination inequalities with application to Wald's identity for martingales (Q1613060) (← links)
- A general class of exponential inequalities for martingales and ratios (Q1807186) (← links)
- On sharp Burkholder-Rosenthal-type inequalities for infinite-degree \(U\)-statistics (Q1863431) (← links)
- Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws. (Q1879810) (← links)
- Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics (Q1897163) (← links)
- Correction to: A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement (Q1901161) (← links)
- Contraction and decoupling inequalities for multilinear forms and \(U\)-statistics (Q1904479) (← links)
- Bounding the first passage time on an average (Q2568319) (← links)
- Inequalities and Extremal Problems in Probability and Statistics (Q2833249) (← links)
- (Q3139482) (← links)
- Self-Normalized Processes (Q3528116) (← links)
- Hitting Time and Inverse Problems for Markov Chains (Q3535627) (← links)
- (Q3838652) (← links)
- (Q4217842) (← links)
- (Q4227575) (← links)
- (Q4247394) (← links)
- Bounds on the tail probability of 𝑈-statistics and quadratic forms (Q4310802) (← links)
- Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics (Q4333030) (← links)
- Exponential Burkholder Davis Gundy Inequalities (Q4342133) (← links)
- (Q4387150) (← links)
- (Q4524731) (← links)
- Taylor's law, via ratios, for some distributions with infinite mean (Q4684879) (← links)
- Bounds on the Expectation of Functions of Martingales and Sums of Positive RV's in Terms of Norms of Sums of Independent Random Variables (Q4731907) (← links)
- Diffusions, exit time moments and Weierstrass theorems (Q4813661) (← links)
- Option bounds (Q4822458) (← links)
- A Dynamic Taylor’s law (Q5087010) (← links)
- On the bias and variance of odds ratio, relative risk and false discovery proportion (Q5104493) (← links)
- From Decoupling and Self-Normalization to Machine Learning (Q5207393) (← links)
- (Q5326859) (← links)
- FROM BOUNDARY CROSSING OF NON-RANDOM FUNCTIONS TO BOUNDARY CROSSING OF STOCHASTIC PROCESSES (Q5358044) (← links)
- AN INTEGRAL EQUATION FOR THE DISTRIBUTION OF THE FIRST EXIT TIME OF A REFLECTED BROWNIAN MOTION (Q5850999) (← links)
- The price of independence in a model with unknown dependence (Q6173739) (← links)
- Sharp Concentration Results for Heavy-Tailed Distributions (Q6337720) (← links)
- Kernel-based measures of association (Q6602185) (← links)
