The following pages link to (Q4001807):
Displaying 50 items.
- Extremal behavior of the heat random field (Q881408) (← links)
- A variational principle for KPP front speeds in temporally random shear flows (Q883013) (← links)
- Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors (Q893967) (← links)
- Exact results for a toy model exhibiting dynamic criticality (Q896505) (← links)
- On degeneracy and invariances of random fields paths with applications in Gaussian process modelling (Q899361) (← links)
- Some superconcentration inequalities for extrema of stationary Gaussian processes (Q900564) (← links)
- A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail (Q939394) (← links)
- Propagation of singularities in the semi-fractional Brownian sheet (Q939399) (← links)
- Sharp asymptotics for the partition function of some continuous-time directed polymers (Q944295) (← links)
- Almost sure exponential behavior of a directed polymer in a fractional Brownian environment (Q960550) (← links)
- Extremal properties for weakly correlated random variables arising in speckle patterns (Q967625) (← links)
- Scan clustering: A false discovery approach (Q996986) (← links)
- A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables (Q999848) (← links)
- Transient characteristics of Gaussian queues (Q1034822) (← links)
- Stein block thresholding for image denoising (Q1045710) (← links)
- Conditional limit theorems for regulated fractional Brownian motion (Q1049559) (← links)
- Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space (Q1193403) (← links)
- Unpredictability of an exit time (Q1272153) (← links)
- Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence (Q1272158) (← links)
- Poisson and Gaussian approximation of weighted local empirical processes (Q1275952) (← links)
- Uniform quadratic variation for Gaussian processes (Q1312310) (← links)
- Local field Brownian motion (Q1322506) (← links)
- Conditional tail probabilities in continuous-time martingale LLN with application to parameter estimation in diffusions (Q1332319) (← links)
- On almost sure limit inferior for \(B\)-valued stochastic processes and applications (Q1332562) (← links)
- On nonparametric tests for symmetry in \(R^ m\) (Q1335381) (← links)
- Some strong limit theorems for M-estimators (Q1343580) (← links)
- High excursions for nonstationary generalized chi-square processes (Q1343584) (← links)
- A nonparametric test for the regression function: Asymptotic theory (Q1347131) (← links)
- A martingale characterization of the set-indexed Brownian motion (Q1356612) (← links)
- Testing exponentiality against \(L\)-distributions (Q1378815) (← links)
- Euler characteristics for Gaussian fields on manifolds (Q1394517) (← links)
- Random point fields associated with certain Fredholm determinants. I: Fermion, Poisson and Boson point processes. (Q1421852) (← links)
- Multivariate extensions of the Anderson--Darling process. (Q1423166) (← links)
- Tail behaviour of Gaussian processes with applications to the Brownian pillow. (Q1426355) (← links)
- On excursion sets, tube formulas and maxima of random fields. (Q1578619) (← links)
- Random fractals generated by oscillations of the uniform empirical process (Q1591167) (← links)
- Concepts of quantum non-markovianity: a hierarchy (Q1632529) (← links)
- Extreme value estimation for discretely sampled continuous processes (Q1633432) (← links)
- A macroscopic multifractal analysis of parabolic stochastic PDEs (Q1637291) (← links)
- On covariance functions with slowly or regularly varying modulo of continuity (Q1642272) (← links)
- Full extremal process, cluster law and freezing for the two-dimensional discrete Gaussian free field (Q1644975) (← links)
- Non-universality for first passage percolation on the exponential of log-correlated Gaussian fields (Q1656548) (← links)
- On the asymptotics of supremum distribution for some iterated processes (Q1675710) (← links)
- Kinetic limit for a harmonic chain with a conservative Ornstein-Uhlenbeck stochastic perturbation (Q1715928) (← links)
- Negative moments for Gaussian multiplicative chaos on fractal sets (Q1725492) (← links)
- Karhunen-Loève expansion for a generalization of Wiener bridge (Q1728108) (← links)
- Regularity of Gaussian processes on Dirichlet spaces (Q1745366) (← links)
- Covariance of stochastic integrals with respect to fractional Brownian motion (Q1747791) (← links)
- Functional central limit theorem in an infinite urn scheme for distributions with superheavy tails (Q1750777) (← links)
- Modified likelihood ratio test in finite mixture models with a structural parameter (Q1765651) (← links)
