Pages that link to "Item:Q4999831"
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The following pages link to Probability and Mathematical Statistics (Q4999831):
Displaying 50 items.
- Transition density estimates for relativistic alpha-stable processes on metric spaces (Q4999832) (← links)
- On Mixtures of Gamma distributions, distributions with hyperbolically monotone densities and Generalized Gamma Convolutions (GGC) (Q5013228) (← links)
- Energy of taut strings accompanying random walk (Q5013230) (← links)
- On th exact asymptotics of exit time from a cone of an isotropic alpha-self-similar Markov process with a skew-product structure (Q5013231) (← links)
- A class of weighted rank correlation measures (Q5013233) (← links)
- Weighted Laws of Large Numbers for a class of independent summands (Q5013234) (← links)
- Scaled Fisher consistency of partial likelihood estimator in the Cox model with arbitrary frailty (Q5013235) (← links)
- Weighted maximal inequalities for martingale transforms (Q5013236) (← links)
- Link functions for parameters of sequential order statistics and curved exponential families (Q5013237) (← links)
- Borell and Landau-Shepp inequalities for Cauchy-type measures (Q5013238) (← links)
- On strongly orthogonal martingales in UMD Banach spaces (Q5013239) (← links)
- JH-singularity and JH-regularity of multivariate stationary processes over LCA groups (Q5013240) (← links)
- A time-changed stochastic control problem and its maximum principle theory (Q5029380) (← links)
- Exponential bounds of ruin probabilities for non-homogeneous risk models (Q5029381) (← links)
- On optimal matching of Gaussian samples III (Q5029382) (← links)
- Unusual limit theorems for the two tailed Pareto distribution (Q5029383) (← links)
- Wick calculus for vector-valued Gaussian white noise unctionals (Q5029384) (← links)
- On the Besov regularity of the bifractional Brownian motion (Q5029386) (← links)
- On tails of symmetric and totally asymmetric alpha-stable distributions (Q5029387) (← links)
- On a conjecture about the comparability of parallel systems with respect to the convex transform order (Q5029388) (← links)
- Borell and Landau-Shepp inequalities for Cauchy-type measures (Q5029389) (← links)
- Complete f-moment convergence of moving average process and its application to nonparametric regression models (Q5029390) (← links)
- In Memoriam: Wojbor Andrzej Woyczyński (1943-2021) (Q5043613) (← links)
- Exponential bounds of ruin probabilities for non-homogeneous risk models (Q5043614) (← links)
- Expansions for moments of logarithmic skew-normal extremes (Q5043615) (← links)
- Poisson Approximation to the Convolution of Power Series Distributions (Q5043616) (← links)
- On the Semi-Mittag-Leffler Distributions (Q5043617) (← links)
- No cutoff for circulants: an elementary proof (Q5043618) (← links)
- Lévy Processes, Generalized Moments and Uniform Integrability (Q5043619) (← links)
- On the monotonicity of tail probabilities (Q5043620) (← links)
- Limit behavior of the invariant measure for Langevin dynamics (Q5043621) (← links)
- Ehrhard-type inequality for isotropic Cauchy distribution on the plane (Q5043622) (← links)
- Cauchy–Stieltjes families with polynomial variance functions and generalized orthogonality (Q5109843) (← links)
- Embedded Markov chain approximations in Skorokhod topologies (Q5109844) (← links)
- Karhunen–Loève decomposition of Gaussian measures on Banach spaces (Q5109845) (← links)
- On the exact dimension of Mandelbrot measure (Q5109846) (← links)
- On the distribution and q-variation of the solution to the heat equation with fractional Laplacian (Q5109847) (← links)
- Wishart laws and variance function on homogeneous cones (Q5109848) (← links)
- Admissible and minimax estimation of the parameters of the selected normal population in two-stage adaptive designs under reflected normal loss function (Q5109850) (← links)
- Asymptotic behavior for quadratic variations of non-Gaussian multiparameter Hermite random fields (Q5109851) (← links)
- Stationarity as a path property (Q5109852) (← links)
- Estimates of the transition densities for the reflected Brownian motion on simple nested fractals (Q5109853) (← links)
- A two-parameter extension of Urbanik’s product convolution semigroup (Q5109854) (← links)
- On the carrying dimension of occupation measures for self-affine random fields (Q5109855) (← links)
- On potential theory of hyperbolic Brownian motion with drift (Q5122734) (← links)
- Lower bound estimates for discrete approximations to sums of weakly dependent random variables (Q5122735) (← links)
- A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift (Q5122736) (← links)
- Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process (Q5122737) (← links)
- Moderate deviation and large deviation for Wegman-Davies recursive density estimator (Q5122739) (← links)
- On Lin's condition for products of random variables with singular joint distribution (Q5122740) (← links)
