The following pages link to (Q5342183):
Displaying 50 items.
- Expected utility theory and inner and outer measures of loss aversion (Q268600) (← links)
- Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations (Q311994) (← links)
- The Hurst phenomenon and the rescaled range statistic (Q335652) (← links)
- Minimax interpolation of sequences with stationary increments and cointegrated sequences (Q340812) (← links)
- Inequalities and principles of large deviations for the trajectories of processes with independent increments (Q350842) (← links)
- Decomposable statistics and random placement of particles over a countable set of cells (Q354864) (← links)
- Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure (Q378540) (← links)
- Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions (Q380023) (← links)
- Some new perspectives in best approximation and interpolation of random data (Q382735) (← links)
- Asymptotic analysis of the mathematical expectation of the total energy of a harmonic oscillator under random pulse perturbation (Q386580) (← links)
- A scaling analysis of a cat and mouse Markov chain (Q417084) (← links)
- Analysis of the distribution of a random process with differential semi-Markov walk with delaying screen at zero (Q465972) (← links)
- Mean exit time for a chain of \(N=2,3,4\) oscillators (Q469098) (← links)
- On finite-dimensional distributions of a random element conditioned by the sum of random elements (Q488086) (← links)
- Convergence of insurance payout stochastic processes to generalized Poisson process (Q493862) (← links)
- Local Hölder regularity for set-indexed processes (Q502988) (← links)
- A scalar-valued infinitely divisible random field with Pólya autocorrelation (Q504477) (← links)
- A new sufficient condition in the invariance principle for the partial sum processes of moving averages (Q542174) (← links)
- A note on weak convergence of random step processes (Q625974) (← links)
- Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes (Q629527) (← links)
- Statistical modeling of inhomogeneous random functions on the basis of Poisson point fields (Q630231) (← links)
- Fractional pure birth processes (Q637084) (← links)
- The functional limit theorem for the canonical \(U\)-processes defined on dependent trials (Q642072) (← links)
- Optimal model matching problem for stochastic signals with an unknown fast decreasing spectral density (Q656263) (← links)
- A natural order in dynamical systems based on Conley-Markov matrices (Q665978) (← links)
- On the limiting behavior of the characteristic function of the ergodic distribution of the semi-Markov walk with two boundaries (Q679864) (← links)
- Estimation of a linear functional and extrapolation of a random field (Q684663) (← links)
- On Chiang's explicit solutions for the Kolmogorov differential equations (Q689557) (← links)
- Relative complexity of random walks in random sceneries (Q693714) (← links)
- On a non-classical invariance principle (Q730706) (← links)
- Representation of solutions to evolution equations with Vladimirov operator in terms of Feynman path integrals (Q735849) (← links)
- Generalization of an approximation inequality (Q751003) (← links)
- Invariance principle for the sum of random variables defined on a homogeneous Markov chain (Q751029) (← links)
- Limit theorems for one-dimensional nonhomogeneous stochastic diffusion equations under irregular dependence of the coefficients on a parameter (Q751725) (← links)
- Admissible shifts of the Cauchy measure (Q762823) (← links)
- Invariance principle for functions of stationarily connected Gaussian variables (Q788390) (← links)
- Additive functionals and a time change which preserves the semi-Markov property of the process (Q788404) (← links)
- A local invariance principle. I (Q789090) (← links)
- Problem of accuracy of approximation in the central limit theorem for empirical measures (Q794333) (← links)
- Asymptotic normality of solutions of boundary-value problems with random coefficients (Q798893) (← links)
- A local invariance principle. II (Q800027) (← links)
- Analysis of dyadic stationary processes using the generalized Walsh functions (Q801386) (← links)
- The large-time asymptotics of some Wiener integrals and the interband light absorption coefficient in the deep fluctuation spectrum (Q803681) (← links)
- Minimax filtration of linear transformations of stationary sequences (Q803702) (← links)
- Limit theorem for Markov processes with finite number of states (Q804093) (← links)
- Portfolio optimization in a semi-Markov modulated market (Q843965) (← links)
- A commutative model of a representation of the group \(O(n, 1)^{X}\) and a generalized Lebesgue measure in the space of distributions (Q883607) (← links)
- Statistical estimation in hierarchical hidden Markov model (Q891107) (← links)
- Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient (Q892731) (← links)
- The structure of the positive discrete spectrum of the evolution operator arising in branching random walks (Q892740) (← links)
