Pages that link to "Item:Q5603665"
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The following pages link to Weak Convergence of Probability Measures on the Function Space $C\lbrack 0, \infty)$ (Q5603665):
Displaying 50 items.
- Asymptotics of stationary measure under scaling in stochastic exchange processes (Q355336) (← links)
- Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (Q508104) (← links)
- Fluctuation results for Hastings-Levitov planar growth (Q510272) (← links)
- On the value distribution and moments of the Epstein zeta function to the right of the critical strip (Q533810) (← links)
- Approach theory meets probability theory (Q536034) (← links)
- Distances on probability measures and random variables (Q607299) (← links)
- Mosco-convergence and Wiener measures for conductive thin boundaries (Q719588) (← links)
- Existence and explicit determination of optimal stopping times (Q755258) (← links)
- Busemann functions on the Wasserstein space (Q829419) (← links)
- Change point estimators by local polynomial fits under a dependence assumption (Q957317) (← links)
- Cut points and diffusions in random environment (Q1047154) (← links)
- Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators (Q1070698) (← links)
- Approximation theory for the simulation of continuous Gaussian processes (Q1077812) (← links)
- Weak convergence of probability measures in spaces of smooth functions (Q1086899) (← links)
- On the optimality of differentiated SPR tests of composite hypotheses (Q1088351) (← links)
- The limit distribution of Sinai's random walk in random environment (Q1116545) (← links)
- Random environments and stochastic calculus (Q1145083) (← links)
- A non-Markovian model for cell population growth: speed of convergence and central limit theorem (Q1198603) (← links)
- Weak convergence inapplied probability (Q1215215) (← links)
- Functional limits of empirical distributions in crossing theory (Q1240961) (← links)
- A limit theorem for turbulent diffusion (Q1254780) (← links)
- On the uniqueness of maximizers of Markov-Gaussian processes (Q1805961) (← links)
- Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\) (Q1823561) (← links)
- Bootstrapping the mode (Q1825565) (← links)
- Error distributions for random grid approximations of multidimensional stochastic integrals (Q1948705) (← links)
- Nonparametric inference on structural breaks (Q1973431) (← links)
- Invariance principles and log-distance of F-KPP fronts in a random medium (Q2112015) (← links)
- Limit theorems for cylindrical martingale problems associated with Lévy generators (Q2181617) (← links)
- Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices (Q2216952) (← links)
- Univariate log-concave density estimation with symmetry or modal constraints (Q2316606) (← links)
- Almost automorphy and various extensions for stochastic processes (Q2347434) (← links)
- Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation (Q2515860) (← links)
- Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846) (← links)
- Brownian motion conditioned to spend limited time below a barrier (Q2668505) (← links)
- Diffusion approximations for insurance risk processes (Q2803403) (← links)
- Queue-Based Random-Access Algorithms: Fluid Limits and Stability Issues (Q2921185) (← links)
- A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion (Q2976122) (← links)
- Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: Formulas driven by the minimal solution matrix of a Riccati equation (Q3186007) (← links)
- Diffusivity in multiple scattering systems (Q3448982) (← links)
- The morphing of fluid queues into Markov-modulated Brownian motion (Q3466704) (← links)
- Discrete-Time Risk Processes with After-Effects and Association (Q3562371) (← links)
- CENTRAL LIMIT THEORMS IN C[0,1] FOR A CLASS OF ESTIMATORS OF A DISTRIBUTION FUNCTION (Q3711483) (← links)
- Fibonacci numbers, Lucas numbers and integrals of certain Gaussian processes (Q3837630) (← links)
- On the weak convergence of alternating processes (Q3900746) (← links)
- The function space D([O, ∞)ρ, E) (Q3920349) (← links)
- Confidence bands for the laplace distribution (Q3940643) (← links)
- Induced weak convergence and random measures (Q4094177) (← links)
- Non-parametric sequential tests for symmetry (Q4181125) (← links)
- (Q4636983) (← links)
- Slowing time: Markov-modulated Brownian motions with a sticky boundary (Q4976519) (← links)
