The following pages link to (Q3995021):
Displaying 50 items.
- A monotone Sinai theorem (Q272941) (← links)
- Yamada-Watanabe results for stochastic differential equations with jumps (Q274849) (← links)
- A fixed-point approach to barycenters in Wasserstein space (Q276829) (← links)
- Reminiscences, and some explorations about the bootstrap (Q335633) (← links)
- Stochastic CGL equations without linear dispersion in any space dimension (Q378030) (← links)
- Domain adaptation and sample bias correction theory and algorithm for regression (Q391745) (← links)
- Nonparametric estimation of multivariate elliptic densities via finite mixture sieves (Q391911) (← links)
- Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions (Q409209) (← links)
- On the relation between gradient flows and the large-deviation principle, with applications to Markov chains and diffusion (Q471066) (← links)
- A locally deterministic, detector-based model of quantum measurement (Q474893) (← links)
- On summability, multipliability, product integrability, and parallel translation (Q499174) (← links)
- Qualitative robustness of estimators on stochastic processes (Q504178) (← links)
- Integrated depth for measurable functions and sets (Q511575) (← links)
- On the existence of Nash equilibria in large games (Q532742) (← links)
- Correlated equilibrium existence for infinite games with type-dependent strategies (Q533098) (← links)
- Balance and discontinuities in infinite games with type-dependent strategies (Q533099) (← links)
- On qualitative robustness of support vector machines (Q538179) (← links)
- Rates of convergence in the central limit theorem for linear statistics of martingale differences (Q544503) (← links)
- Nonparametric estimation for Lévy processes from low-frequency observations (Q605855) (← links)
- Stein's method and Poisson process approximation for a class of Wasserstein metrics (Q605875) (← links)
- Concentration of empirical distribution functions with applications to non-i.i.d. models (Q627308) (← links)
- On the scaling limits of planar percolation (Q651004) (← links)
- Sklar's theorem obtained via regularization techniques (Q651148) (← links)
- On the Kantorovich-Rubinstein theorem (Q654959) (← links)
- Conservation of total vorticity for a 2D stochastic Navier-Stokes equation (Q666338) (← links)
- Loop-erased random walk and Poisson kernel on planar graphs (Q717878) (← links)
- Invariant Palm and related disintegrations via skew factorization (Q718870) (← links)
- Small-time behavior of beta coalescents (Q731663) (← links)
- On mean central limit theorems for stationary sequences (Q731693) (← links)
- Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales (Q756232) (← links)
- Metrics on sets of interval partitions with diversity (Q782827) (← links)
- Uniform and universal Glivenko-Cantelli classes (Q808518) (← links)
- The automorphism group of the Gaussian measure cannot act pointwise (Q814160) (← links)
- Central limit theorem and convergence to stable laws in Mallows distance (Q817972) (← links)
- Monte Carlo sampling processes and incentive compatible allocations in large economies (Q825168) (← links)
- Estimating the intensity of a cyclic Poisson process in the presence of linear trend (Q841017) (← links)
- Hypothesis testing for families of ergodic processes (Q850744) (← links)
- Coalescent process with fluctuating population size and its effective size (Q851336) (← links)
- Directed polymers in random environment are diffusive at weak disorder (Q858980) (← links)
- Chernoff's theorem and discrete time approximations of Brownian motion on manifolds (Q867113) (← links)
- Deviations bounds and conditional principles for thin sets (Q867848) (← links)
- Large deviations for symmetrised empirical measures (Q927254) (← links)
- Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case (Q929356) (← links)
- Multivariate stochastic Korovkin theory given quantitatively (Q949570) (← links)
- A general formulation for standardization of rates as a method to control confounding by measured and unmeasured disease risk factors (Q958335) (← links)
- Dispersion and collapse in stochastic velocity fields on a cylinder (Q963302) (← links)
- Asymptotic normality of two symmetry test statistics based on the \(L_1\)-error (Q963871) (← links)
- A characterization of dimension free concentration in terms of transportation inequalities (Q971948) (← links)
- On asymptotic proximity of distributions (Q1014059) (← links)
- Scenario tree modeling for multistage stochastic programs (Q1016127) (← links)
