Measure Theory and Probability Theory
From MaRDI portal
Publication:5491545
DOI10.1007/978-0-387-35434-7zbMath1125.60001OpenAlexW227597898MaRDI QIDQ5491545
Krishna B. Athreya, Soumendra Nath Lahiri
Publication date: 6 October 2006
Published in: Springer Texts in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-0-387-35434-7
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to measure and integration (28-01)
Related Items
The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds, Quantum tomographic Aubry–Mather theory, Matrix completion under complex survey sampling, The Moran forest, Stieltjes analytic functions and higher order linear differential equations, Limit theorems for deviation means of independent and identically distributed random variables, Compactness criteria for Stieltjes function spaces and applications, Measurability of functions mapping a charge space into a uniform space, Results in Q-measure, On the central limit theorem for linear eigenvalue statistics on random surfaces of large genus, Study of ideal gases in curved spacetimes, Dimension-independent spectral gap of polar slice sampling, Unnamed Item, Central limit theorems for long range dependent spatial linear processes, Estimation of the parameters in an expanding dynamic network model, Statistical inference for the mean outcome under a possibly non-unique optimal treatment strategy, Weighted kappa statistic for clustered matched-pair ordinal data, ANALYTICAL RESULTS ON THE SERVICE PERFORMANCE OF STOCHASTIC CLEARING SYSTEMS, Thresholding least-squares inference in high-dimensional regression models, Edgeworth expansions for Studentized statistics under weak dependence, Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion, Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods, Weak intermittency of stochastic heat equation under discretizations, A Projection Pursuit Forest Algorithm for Supervised Classification, Optimal vaccination strategies and rational behaviour in seasonal epidemics, A new variance-based global sensitivity analysis technique, Strong consistency of Lasso estimators, Nonparametric tests for multistate processes with clustered data, Unnamed Item, Kappa statistic for clustered physician-patients polytomous data, Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model, Partial sum processes and continued fractions, Estimation of parameters of component lifetime distribution in a coherent system, A characterization of multivariate normality through univariate projections, Gene expression dynamics in randomly varying environments, Revisiting comparisons of income inequality when Lorenz curves intersect, Direct probability integral method for stochastic response analysis of static and dynamic structural systems, Goodness-of-fit test for stochastic volatility models, Spliced sequences and summability with a rate, Extrema of Luroth Digits and a zeta function limit relation, Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures, CLT for approximating ergodic limit of SPDEs via a full discretization, On scale-mixture Birnbaum-Saunders distributions, Information criteria for latent factor models: a study on factor pervasiveness and adaptivity, Large firms and within firm occupational reallocation, Controllability and controller-observer design for a class of linear time-varying systems, On some random densities for random maps, Active Learning in Multi-armed Bandits, The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model, When is a Markov chain regenerative?, Performance of power systems under sustained random perturbations, Some new maximum VC classes, A review of empirical likelihood methods for time series, Sensitivity of risk measures with respect to the normal approximation of total claim distributions, Convergence and stability of a micro-macro acceleration method: linear slow-fast stochastic differential equations with additive noise, Spatially structured networks of pulse-coupled phase oscillators on metric spaces, Convolved subsampling estimation with applications to block bootstrap, Monte Carlo methods for improper target distributions, Precise asymptotics on the Birkhoff sums for dynamical systems, A semiparametric latent factor model for large scale temporal data with heteroscedasticity, Growth rates for pure birth Markov chains, On optimal investment with processes of long or negative memory, New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates, Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling, Growth of preferential attachment random graphs via continuous-time branching processes, A more powerful test of equality of high-dimensional two-sample means, The Elements of Multi-Variate Analysis for Data Science, Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk, Minimax estimation of covariance and precision matrices for high-dimensional time series with long-memory, Asymptotic theory in model diagnostic for general multivariate spatial regression, Doob's type inequality and strong law of large numbers for demimartingales, A decomposition for additive functionals of Lévy processes, Markov chain Monte Carlo sampling using a reservoir method, A New Two-Urn Model, Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint, Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints, Separation properties of \((n,m)\)-IFS attractors, Sufficient forecasting using factor models, On computing the distribution function for the Poisson binomial distribution, Large Covariance Estimation by Thresholding Principal Orthogonal Complements, Asymptotics of theLp-Norms of Density Estimators in the Nonlinear Autoregressive Models, Negative entropy, zero temperature and Markov chains on the interval, Active learning in heteroscedastic noise, Vector autoregressive models with measurement errors for testing Granger causality, Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems, On generalized versions of central limit theorems for IF-events, Asymptotic properties of the residual bootstrap for Lasso estimators, Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions, A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion, Sensitivity equations for measure-valued solutions to transport equations, A penalized empirical likelihood method in high dimensions, Exact Hausdorff and packing measures for random self-similar code-trees with necks, Projected estimation for large-dimensional matrix factor models, Existence and uniqueness of solution for Stieltjes differential equations with several derivators, Central Limit Theorem in high dimensions: The optimal bound on dimension growth rate, Confidence interval procedures for system reliability and applications to competing risks models, Discrete Approximation and Quantification in Distributionally Robust Optimization, Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse, Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates, Nonparametric tests for transition probabilities in nonhomogeneous Markov processes, Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints, Simulating Markov Random Fields With a Conclique-Based Gibbs Sampler, Modelling cellular interactions and dynamics during kidney morphogenesis, Ancestral inference for branching processes in random environments and an application to polymerase chain reaction, Toroidal \(b\)-divisors and Monge-Ampère measures, A Glivenko-Cantelli Bootstrap Theorem for the Foster-Greer-Thorbecke Poverty Index, Equivalent descriptions of the Loewner energy, System identification with binary-valued observations under both denial-of-service attacks and data tampering attacks: defense scheme and its optimality, A Massive Data Framework for M-Estimators with Cubic-Rate, What is Standard Brownian Motion?, Limit theorems for the estimation of \(L^1\) integrals using the Brownian motion, Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion, Fractal properties of MV-algebra pastings., Quantitative stability analysis for minimax distributionally robust risk optimization