The following pages link to (Q5563135):
Displayed 50 items.
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective (Q556406) (← links)
- A two-phase heuristic for strip packing: Algorithm and probabilistic analysis (Q579140) (← links)
- On the laws of large numbers for nonnegative random variables (Q584824) (← links)
- The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance (Q594514) (← links)
- Rates of convergence to Brownian local time (Q689459) (← links)
- A preference foundation for log mean-variance criteria in portfolio choice problems (Q690178) (← links)
- Testing for changes using permutations of U-statistics (Q707047) (← links)
- Multivariate data-driven k-NN function estimation (Q749100) (← links)
- On the construction of classes of variance stabilizing transformations (Q753332) (← links)
- A Monte Carlo method for Poisson's equation (Q753456) (← links)
- Random evolutions with underlying semi-Markov processes (Q754560) (← links)
- First-fit allocation of queues: Tight probabilistic bounds on wasted space (Q756295) (← links)
- An approach to consensus and certainty with increasing evidence (Q756831) (← links)
- On moment conditions for normed sums of independent variables and martingale differences (Q760093) (← links)
- Remarks on the stochastic process corresponding to \((1/\phi^ 2)_ 1\) interaction (Q786462) (← links)
- On mean recurrence times of stationary one-dimensional diffusion processes (Q797227) (← links)
- Consistency in least-squares estimation: A Bayesian approach (Q799637) (← links)
- Product formulas for solutions of initial value partial differential equations. I (Q802207) (← links)
- Rate of convergence in the central limit theorem for empirical processes (Q810995) (← links)
- Engen's extended negative binomial model revisited (Q816382) (← links)
- Generalized skew-elliptical distributions and their quadratic forms (Q816384) (← links)
- Influence diagrams with super value nodes involving imprecise information (Q858429) (← links)
- Regular variation and probability: The early years (Q859895) (← links)
- Translated Poisson approximation for Markov chains (Q867091) (← links)
- Microsatellite evolution: Markov transition functions for a suite of models (Q885382) (← links)
- On an interval splitting problem (Q919701) (← links)
- Modelling dependence (Q939341) (← links)
- Continuity of the \(M/G/c\) queue (Q943990) (← links)
- A variance component test for mixed hidden Markov models (Q947195) (← links)
- A singular control model with application to the goodwill problem (Q952745) (← links)
- On moments of recurrence times for positive recurrent renewal sequences (Q956399) (← links)
- Complete corrected diffusion approximations for the maximum of a random walk (Q997958) (← links)
- Selection from a stable box (Q1002578) (← links)
- On some probabilistic properties of double periodic AR models (Q1003807) (← links)
- Mott law as upper bound for a random walk in a random environment (Q1006865) (← links)
- An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
- Some properties of extreme stable laws and related infinitely divisible random variables (Q1007459) (← links)
- Periodic stationarity of random coefficient periodic autoregressions (Q1012233) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- A local central limit theorem on the Laguerre hypergroup (Q1018320) (← links)
- Optimal dividends in the Brownian motion risk model with interest (Q1023316) (← links)
- Entrance laws for Feller diffusions on (0,infinity) and Doob's h-path transformation (Q1054085) (← links)
- A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model (Q1054101) (← links)
- Repeated insurance contracts and moral hazard (Q1054250) (← links)
- Asymptotic distributions of smoothed histograms (Q1054405) (← links)
- Levy's stochastic area formula in higher dimensions (Q1056147) (← links)
- A duality relation for entrance and exit laws for Markov processes (Q1056466) (← links)
- A necessary and sufficient condition for noncertain extinction of a branching process in a random environment (BPRE) (Q1056472) (← links)
- Some remarks on dilating semigroups of completely positive mappings (Q1058714) (← links)
- A pairwise independent stationary stochastic process (Q1060770) (← links)