Pages that link to "Item:Q5842847"

The following pages link to On certain limit theorems of the theory of probability (Q5842847):

Displaying 50 items.

• Testing multivariate distributions in GARCH models (Q291099) (← links)
• The limit theorem for maximum of partial sums of exchangeable random variables (Q334084) (← links)
• Convex hulls of random walks and their scaling limits (Q491191) (← links)
• Sharp probability estimates for random walks with barriers (Q839420) (← links)
• The entropic Erdős-Kac limit theorem (Q904709) (← links)
• Convergence in law of partial sum processes in \(p\)-variation norm (Q946145) (← links)
• On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables (Q968474) (← links)
• A class of limit distributions for maximum cumulative sum (Q1053344) (← links)
• Understanding spurious regressions in econometrics (Q1082027) (← links)
• Saturated chains of subsets and a random walk (Q1114686) (← links)
• The likelihood ratio test for the change point problem for exponentially distributed random variables (Q1119304) (← links)
• On the asymptotic distribution of the maximum of sums of a random number of i.i.d. random variables (Q1137319) (← links)
• Limit theorems for time of first passage across a step bound (Q1139323) (← links)
• Maximum of cumulative sums for the Cauchy distribution (Q1166824) (← links)
• Polygonal-path approximations on the path spaces of quantum-mechanical systems (Q1169581) (← links)
• Limit theorems for the time of first passage through a barrier (Q1245525) (← links)
• On the central limit theorem in Banach spaces (Q1256782) (← links)
• On the invariance principle for sums of independent identically distributed random variables (Q1258555) (← links)
• Convergence of two functionals of asymptotically normal sums of independent random variables (Q1273373) (← links)
• Application of the Feynman-Kac path integral method in finding the ground state of quantum systems (Q1301533) (← links)
• Donsker's theorem for self-normalized partial sums processes (Q1431485) (← links)
• Exploring functional CLT confidence intervals for a population mean in the domain of attraction of the normal law (Q1677500) (← links)
• On the estimates in the Lindeberg-Feller's limit theorem (Q1699874) (← links)
• Limit theorems in probability, statistics and number theory. In honor of Friedrich Götze on the occasion of his 60th birthday. Selected papers based on the presentations at the workshop, Bielefeld, Germany, August 4--6, 2011 (Q1947256) (← links)
• A non-Wiener random walk in a two-dimensional Bernoulli environment. (Q1963550) (← links)
• Self-switching Markov chains: emerging dominance phenomena (Q2059693) (← links)
• Uniform calibration tests for forecasting systems with small lead time (Q2103980) (← links)
• Universal order statistics for random walks \& Lévy flights (Q2107263) (← links)
• A note on Erdős and Kac's identity: boundary crossing probabilities of Brownian motion over constant boundaries. A finite Markov chain imbedding approach (Q2176388) (← links)
• Extreme value distributions for two kinds of path sums of Markov chain (Q2176396) (← links)
• Exact long time behavior of some regime switching stochastic processes (Q2203615) (← links)
• On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal process (Q2227042) (← links)
• Approximation of fractional local times: zero energy and derivatives (Q2240878) (← links)
• Mixing time of an unaligned Gibbs sampler on the square (Q2274312) (← links)
• Limit theorems for the maximum of sums of independent random processes (Q2274542) (← links)
• Almost invariance of distributions for random walks on groups (Q2416555) (← links)
• Limit theorems in free probability theory II (Q2425568) (← links)
• Komlós-Major-Tusnády approximation under dependence (Q2447341) (← links)
• On certain systems of almost independent functions (Q2534496) (← links)
• Mixing limit theorems of maximum of absolute sums and their convergence rates (Q2576800) (← links)
• Diffusion and Einstein relation for a massive particle in a one- dimensional free gas: Numerical evidence (Q2639464) (← links)
• Continuous Markov processes and stochastic equations (Q2651517) (← links)
• Lack-of-fit Tests Based On Partial Sums of Residuals (Q2792281) (← links)
• The accuracy of strong Gaussian approximation for sums of independent random vectors (Q2868458) (← links)
• Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (Q3086360) (← links)
• Boundary crossing probabilities for high-dimensional Brownian motion (Q3188586) (← links)
• On a Generalization of the Poisson Formula for the Solution of the Heat Flow Equation (Q3237408) (← links)
• The Maximum of Sums of Stable Random Variables (Q3239636) (← links)
• The Invariance Principle for Dependent Random Variables (Q3240542) (← links)
• Nonlinear Volterra Functional Equations and Linear Parabolic Differential Systems (Q3274327) (← links)