The following pages link to (Q4001807):
Displaying 50 items.
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
- Asymptotics of small deviations of the Bogoliubov processes with respect to a quadratic norm (Q2276502) (← links)
- Return probability and recurrence for the random walk driven by two-dimensional Gaussian free field (Q2288111) (← links)
- On intermediate level sets of two-dimensional discrete Gaussian free field (Q2291962) (← links)
- Learning semiparametric regression with missing covariates using Gaussian process models (Q2297240) (← links)
- The Tutte embedding of the Poisson-Voronoi tessellation of the Brownian disk converges to \(\sqrt{8/3}\)-Liouville quantum gravity (Q2304959) (← links)
- Maximum likelihood estimation for Gaussian processes under inequality constraints (Q2323946) (← links)
- Heat kernel for Liouville Brownian motion and Liouville graph distance (Q2330516) (← links)
- Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties (Q2334556) (← links)
- Conditional stochastic simulations of flow and transport with Karhunen-Loève expansions, stochastic collocation, and sequential Gaussian simulation (Q2336619) (← links)
- Wavelet thresholding in fixed design regression for Gaussian random fields (Q2338566) (← links)
- Front fluctuations for the stochastic Cahn-Hilliard equation (Q2349048) (← links)
- Gaussian limits of empirical multiparameter \(K\)-functions of homogeneous Poisson processes and tests for complete spatial randomness (Q2355526) (← links)
- The realization problem for tail correlation functions (Q2363664) (← links)
- Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval (Q2393662) (← links)
- Homogenization of an advection equation with locally stationary random coefficients (Q2415298) (← links)
- Liouville first passage percolation: geodesic length exponent is strictly larger than 1 at high temperatures (Q2416553) (← links)
- Sensitivity of boundary crossing probabilities of the Brownian motion (Q2417979) (← links)
- Extreme-strike asymptotics for general Gaussian stochastic volatility models (Q2422124) (← links)
- Posterior consistency of logistic Gaussian process priors in density estimation (Q2433812) (← links)
- Bayesian nonparametric regression with varying residual density (Q2434133) (← links)
- Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions (Q2434498) (← links)
- Comparison inequalities on Wiener space (Q2436789) (← links)
- \(K\)-sample problem using strong approximations of empirical copula processes (Q2437992) (← links)
- Distribution of maximum loss of fractional Brownian motion with drift (Q2439647) (← links)
- Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes (Q2444668) (← links)
- A heavy traffic approach to modeling large life insurance portfolios (Q2446005) (← links)
- Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval (Q2447697) (← links)
- On the tail asymptotics of the area swept under the Brownian storage graph (Q2448698) (← links)
- Sample path properties of the local time of multifractional Brownian motion (Q2469655) (← links)
- Tandem Brownian queues (Q2472190) (← links)
- Modified likelihood ratio test for homogeneity in a mixture of von Mises distributions (Q2475748) (← links)
- Flocking in noisy environments (Q2481499) (← links)
- Conditional limit theorems for queues with Gaussian input, a weak convergence approach (Q2485854) (← links)
- On quadratic functionals of the Brownian sheet and related processes (Q2490073) (← links)
- Lyapunov exponent for the parabolic Anderson model in \(\mathbf R^{d}\) (Q2495360) (← links)
- Non-Gaussian positive-definite matrix-valued random fields for elliptic stochastic partial differential operators (Q2495556) (← links)
- Sharp estimation of the almost-sure Lyapunov exponent for the Anderson model in continuous space (Q2498925) (← links)
- Upper tail probabilities of integrated Brownian motions (Q2516919) (← links)
- Persistence probabilities in centered, stationary, Gaussian processes in discrete time (Q2520134) (← links)
- Minima of \(H\)-valued Gaussian processes (Q2563933) (← links)
- The set-indexed Itô integral (Q2565878) (← links)
- Validity of the expected Euler characteristic heuristic (Q2569222) (← links)
- White-noise and geometrical optics limits of Wigner-Moyal equation for wave beams in turbulent media (Q2571120) (← links)
- Regularity of the sample paths of a class of second-order SPDE's (Q2573423) (← links)
- On the most visited sites of symmetric Markov processes. (Q2574511) (← links)
- Concentration results for a Brownian directed percolation problem. (Q2574525) (← links)
- Invariant measures for passive tracer dynamics in Ornstein-Uhlenbeck flows. (Q2574567) (← links)
- Strong approximations of additive functionals of a planar Brownian motion. (Q2574627) (← links)
- Functional limit theorems for \(C\)-\(R\) increments of \(l^p\)-valued Wiener processes in the Hölder norm (Q2581174) (← links)
