Probability and Mathematical Statistics, 39, z. 1, 2019, ss.236

Dynamic reliability estimation in a rank-based design

DOI: http://dx.doi.org/10.19195/0208-4147.39.1.1

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Covariate information, judgment ranking, stress-strength model

Strong laws of large numbers for the sequence of the maximum of partial sums of i.i.d. random variables

DOI: http://dx.doi.org/10.19195/0208-4147.39.1.2

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Theorem of Mikosch, i.i.d. real-valued random variables, maximum of partial sums, strong law of large numbers

Tanaka formula for strictly stable processes

DOI: http://dx.doi.org/10.19195/0208-4147.39.1.3

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Local time, stable process, Itô’s stochastic calculus

On a limit structure of the Galton–Watson branching processes with regularly varying generating functions

DOI: http://dx.doi.org/10.19195/0208-4147.39.1.4

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Galton–Watson branching processes, regularly varying functions, transition functions, invariant measures, limit theorems, Q-processes.

Finiteness of entropy for granular media equations

DOI: http://dx.doi.org/10.19195/0208-4147.39.1.5

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Granular media equation, McKean–Vlasov diffusion, Wasserstein distance, functional inequalities, entropy

Asymmetrically tempered stable distributions with applications to finance

DOI: http://dx.doi.org/10.19195/0208-4147.39.1.6

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Tempered stable distributions, exponential Lévy model

Occupation time problem for multifractional Brownian motion

DOI: http://dx.doi.org/10.19195/0208-4147.39.1.7

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Local time, local asymptotic self-similarity, limit theorem, fractional Brownian motion, multifractional Brownian motion, fractional derivative

Data driven efficient score tests for Poissonity

DOI: http://dx.doi.org/10.19195/0208-4147.39.1.8

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Goodness-of-fit test, Poisson distribution, data driven test, model selection, Monte Carlo study

Complete consistency for recursive probability density estimator of widely orthant dependent samples

DOI: http://dx.doi.org/10.19195/0208-4147.39.1.9

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Complete consistency, complete convergence rate, recursive density estimator, widely orthant dependent random variable

Averaging for some simple constrained Markov processes

DOI: http://dx.doi.org/10.19195/0208-4147.39.1.10

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Piecewise deterministic Markov process, averaging, constrained Markov process

Large deviations for generalized conditioned Gaussian processes and their bridges

DOI: http://dx.doi.org/10.19195/0208-4147.39.1.11

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Conditioned Gaussian processes, Gaussian bridge, large deviations

bm-Central Limit Theorems associated with non-symmetric positive cones

DOI: http://dx.doi.org/10.19195/0208-4147.39.1.12

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Noncommutative probability, central limit theorem, bm-independence, non-symmetric positive cones, Vinberg cone, circular cone

Reflected BSDEs with general filtration and two completely separated barriers

DOI: http://dx.doi.org/10.19195/0208-4147.39.1.13

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Reflected BSDE, general filtration, completely separated barriers, L^1 data

Stochastic complex integrals associated with homogeneous independently scattered random measures on the line

DOI: http://dx.doi.org/10.19195/0208-4147.39.1.14

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Stochastic integral, infinitely divisible distribution, Lévy process, complex integral

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