Arras, Benjamin; Houdré, Christian Covariance representations, \(L^p\)-Poincaré inequalities, Stein’s kernels, and high-dimensional CLTs. (English) Zbl 07814319 Adamczak, Radosław (ed.) et al., High dimensional probability IX. The ethereal volume. Selected papers based on the presentations at the 9th conference, virtual, June 15–19, 2020. Cham: Springer. Prog. Probab. 80, 3-73 (2023). MSC: 26D10 35R11 47D07 60E07 60F05 PDFBibTeX XMLCite \textit{B. Arras} and \textit{C. Houdré}, Prog. Probab. 80, 3--73 (2023; Zbl 07814319) Full Text: DOI arXiv
Alexeev, Ivan; Khartov, Alexey A criterion and a Cramér-Wold device for quasi-infinite divisibility for discrete multivariate probability laws. (English) Zbl 07790267 Electron. J. Probab. 28, Paper No. 130, 17 p. (2023). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60E05 60E07 60E10 PDFBibTeX XMLCite \textit{I. Alexeev} and \textit{A. Khartov}, Electron. J. Probab. 28, Paper No. 130, 17 p. (2023; Zbl 07790267) Full Text: DOI arXiv
Khartov, Alexey On weak convergence of quasi-infinitely divisible laws. (English) Zbl 1514.60029 Pac. J. Math. 322, No. 2, 341-367 (2023). MSC: 60E07 60E10 60F05 PDFBibTeX XMLCite \textit{A. Khartov}, Pac. J. Math. 322, No. 2, 341--367 (2023; Zbl 1514.60029) Full Text: DOI arXiv
Alexeev, I. A. Stable random variables with complex stability index. II. (English. Russian original) Zbl 1507.60034 Theory Probab. Appl. 67, No. 4, 499-515 (2023); translation from Teor. Veroyatn. Primen. 67, No. 4, 499-515 (2022). MSC: 60E07 60F15 60G50 60G52 PDFBibTeX XMLCite \textit{I. A. Alexeev}, Theory Probab. Appl. 67, No. 4, 499--515 (2023; Zbl 1507.60034); translation from Teor. Veroyatn. Primen. 67, No. 4, 499--515 (2022) Full Text: DOI
Alexeev, Ivan; Khartov, Alexey Spectral representations of characteristic functions of discrete probability laws. (English) Zbl 1511.60031 Bernoulli 29, No. 2, 1392-1409 (2023). Reviewer: Carlo Sempi (Lecce) MSC: 60E07 60B10 PDFBibTeX XMLCite \textit{I. Alexeev} and \textit{A. Khartov}, Bernoulli 29, No. 2, 1392--1409 (2023; Zbl 1511.60031) Full Text: DOI arXiv Link
Sabino, Piergiacomo; Petroni, Nicola Cufaro Fast simulation of tempered stable Ornstein-Uhlenbeck processes. (English) Zbl 1505.62349 Comput. Stat. 37, No. 5, 2517-2551 (2022). MSC: 62-08 60E07 60G51 62P05 91G20 PDFBibTeX XMLCite \textit{P. Sabino} and \textit{N. C. Petroni}, Comput. Stat. 37, No. 5, 2517--2551 (2022; Zbl 1505.62349) Full Text: DOI
Alexeev, I. A. Stable random variables with complex stability index. I. (English. Russian original) Zbl 1498.60069 Theory Probab. Appl. 67, No. 3, 335-351 (2022); translation from Teor. Veroyatn. Primen. 67, No. 3, 421-442 (2022). MSC: 60E07 60E10 PDFBibTeX XMLCite \textit{I. A. Alexeev}, Theory Probab. Appl. 67, No. 3, 335--351 (2022; Zbl 1498.60069); translation from Teor. Veroyatn. Primen. 67, No. 3, 421--442 (2022) Full Text: DOI
Merlevède, Florence; Peligrad, Magda; Peligrad, Costel On the local limit theorems for lower psi-mixing Markov chains. (English) Zbl 1497.60026 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 1103-1121 (2022). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60J05 60E07 PDFBibTeX XMLCite \textit{F. Merlevède} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 1103--1121 (2022; Zbl 1497.60026) Full Text: arXiv Link
Niang, Aladji Babacar; Lo, Gane Samb; Traoré, Cherif Mamadou Moctar; Ball, Amadou \(\ell^{\infty}\) Poisson invariance principles from two classical Poisson limit theorems and extension to non-stationary independent sequences. (English. French summary) Zbl 1494.60019 Afr. Stat. 17, No. 1, 3125-3143 (2022). MSC: 60E07 60F17 PDFBibTeX XMLCite \textit{A. B. Niang} et al., Afr. Stat. 17, No. 1, 3125--3143 (2022; Zbl 1494.60019) Full Text: DOI arXiv Link
Lember, Jüri; Krutto, Annika Estimating the logarithm of characteristic function and stability parameter for symmetric stable laws. (English) Zbl 1493.60040 Methodol. Comput. Appl. Probab. 24, No. 3, 2149-2167 (2022). MSC: 60E07 62F25 62F10 PDFBibTeX XMLCite \textit{J. Lember} and \textit{A. Krutto}, Methodol. Comput. Appl. Probab. 24, No. 3, 2149--2167 (2022; Zbl 1493.60040) Full Text: DOI arXiv
Khartov, A. A. A criterion of quasi-infinite divisibility for discrete laws. (English) Zbl 1486.60027 Stat. Probab. Lett. 185, Article ID 109436, 4 p. (2022). MSC: 60E05 60E07 60E10 PDFBibTeX XMLCite \textit{A. A. Khartov}, Stat. Probab. Lett. 185, Article ID 109436, 4 p. (2022; Zbl 1486.60027) Full Text: DOI arXiv
Zhou, Cong Limit laws for \(R\)-diagonal variables in a tracial probability space. (English) Zbl 1496.46065 Integral Equations Oper. Theory 94, No. 1, Paper No. 9, 14 p. (2022). MSC: 46L53 60E07 60E10 PDFBibTeX XMLCite \textit{C. Zhou}, Integral Equations Oper. Theory 94, No. 1, Paper No. 9, 14 p. (2022; Zbl 1496.46065) Full Text: DOI
Pakes, Anthony G. Structural properties of generalised Planck distributions. (English) Zbl 1486.60028 J. Stat. Distrib. Appl. 8, Paper No. 12, 33 p. (2021). MSC: 60E05 62E10 60E07 60J60 92D10 PDFBibTeX XMLCite \textit{A. G. Pakes}, J. Stat. Distrib. Appl. 8, Paper No. 12, 33 p. (2021; Zbl 1486.60028) Full Text: DOI
Kawai, Reiichiro A general approach to sample path generation of infinitely divisible processes via shot noise representation. (English) Zbl 1476.60036 Stat. Probab. Lett. 174, Article ID 109091, 12 p. (2021). MSC: 60E07 60G52 60G51 60F05 65C05 PDFBibTeX XMLCite \textit{R. Kawai}, Stat. Probab. Lett. 174, Article ID 109091, 12 p. (2021; Zbl 1476.60036) Full Text: DOI arXiv
Yuan, Sida; Kawai, Reiichiro Numerical aspects of shot noise representation of infinitely divisible laws and related processes. (English) Zbl 1469.60063 Probab. Surv. 18, 201-271 (2021). MSC: 60E07 60G51 60G55 65C05 65C30 PDFBibTeX XMLCite \textit{S. Yuan} and \textit{R. Kawai}, Probab. Surv. 18, 201--271 (2021; Zbl 1469.60063) Full Text: DOI arXiv
Fotopoulos, Stergios B.; Jandhyala, Venkata K.; Paparas, Alex Some properties of the multivariate generalized hyperbolic laws. (English) Zbl 1459.60041 Sankhyā, Ser. A 83, No. 1, 187-205 (2021). MSC: 60E10 60E07 62H05 60G15 60F05 PDFBibTeX XMLCite \textit{S. B. Fotopoulos} et al., Sankhyā, Ser. A 83, No. 1, 187--205 (2021; Zbl 1459.60041) Full Text: DOI
El Machkouri, Mohamed; Jakubowski, Adam; Volný, Dalibor Stable limits for Markov chains via the principle of conditioning. (English) Zbl 1434.60070 Stochastic Processes Appl. 130, No. 4, 1853-1878 (2020). MSC: 60F05 60F17 60E07 60J05 60J35 PDFBibTeX XMLCite \textit{M. El Machkouri} et al., Stochastic Processes Appl. 130, No. 4, 1853--1878 (2020; Zbl 1434.60070) Full Text: DOI arXiv
Pakes, Anthony G. Self-decomposable laws from continuous branching processes. (English) Zbl 1461.60015 J. Theor. Probab. 33, No. 1, 361-395 (2020). Reviewer: Bastien Mallein (Paris) MSC: 60E07 60J80 44A10 60E10 62E10 PDFBibTeX XMLCite \textit{A. G. Pakes}, J. Theor. Probab. 33, No. 1, 361--395 (2020; Zbl 1461.60015) Full Text: DOI
Hung, Tran Loc; Kien, Phan Tri On the rates of convergence to symmetric stable laws for distributions of normalized geometric random sums. (English) Zbl 1499.60140 Filomat 33, No. 10, 3073-3084 (2019). MSC: 60G50 60F05 60E07 PDFBibTeX XMLCite \textit{T. L. Hung} and \textit{P. T. Kien}, Filomat 33, No. 10, 3073--3084 (2019; Zbl 1499.60140) Full Text: DOI
Jakubowski, Adam Stable limits for associated regularly varying sequences. (English) Zbl 1448.60056 Lith. Math. J. 59, No. 4, 535-544 (2019). MSC: 60F05 60E07 60F17 PDFBibTeX XMLCite \textit{A. Jakubowski}, Lith. Math. J. 59, No. 4, 535--544 (2019; Zbl 1448.60056) Full Text: DOI arXiv
Arras, Benjamin; Houdré, Christian On Stein’s method for multivariate self-decomposable laws. (English) Zbl 1435.60017 Electron. J. Probab. 24, Paper No. 128, 63 p. (2019). Reviewer: Peter Kern (Düsseldorf) MSC: 60E07 60E10 60F05 PDFBibTeX XMLCite \textit{B. Arras} and \textit{C. Houdré}, Electron. J. Probab. 24, Paper No. 128, 63 p. (2019; Zbl 1435.60017) Full Text: DOI arXiv Euclid
Kasahara, Yuji A note on the product of independent random variables with regularly varying tails. (English) Zbl 1419.60014 Tsukuba J. Math. 42, No. 2, 295-308 (2018). MSC: 60E05 60E07 PDFBibTeX XMLCite \textit{Y. Kasahara}, Tsukuba J. Math. 42, No. 2, 295--308 (2018; Zbl 1419.60014) Full Text: DOI Euclid
Xu, Meiping; Zhang, Bo A new estimator of skewness parameter in stable distribution. (Chinese. English summary) Zbl 1499.62106 Sci. Sin., Math. 47, No. 3, 423-434 (2017). MSC: 62F12 60E07 PDFBibTeX XMLCite \textit{M. Xu} and \textit{B. Zhang}, Sci. Sin., Math. 47, No. 3, 423--434 (2017; Zbl 1499.62106) Full Text: DOI
Achcar, Jorge A.; Lopes, Sílvia R. C. Linear and non-linear regression models assuminga stable distribution. (English) Zbl 1435.62102 Rev. Colomb. Estad. 39, No. 1, 109-128 (2016). MSC: 62F15 60E07 62J05 62J02 PDFBibTeX XMLCite \textit{J. A. Achcar} and \textit{S. R. C. Lopes}, Rev. Colomb. Estad. 39, No. 1, 109--128 (2016; Zbl 1435.62102) Full Text: Link
Ostaszewski, Adam J. Stable laws and Beurling kernels. (English) Zbl 1426.60019 Adv. Appl. Probab. 48, No. A, 239-248 (2016). MSC: 60E07 26A03 39B22 39A20 PDFBibTeX XMLCite \textit{A. J. Ostaszewski}, Adv. Appl. Probab. 48, No. A, 239--248 (2016; Zbl 1426.60019) Full Text: DOI arXiv Link
Arakelyan, A. H. On uniform convergence for distribution functions generated by stable laws. (English) Zbl 1376.60038 Acta Comment. Univ. Tartu. Math. 20, No. 1, 3-14 (2016). MSC: 60E07 PDFBibTeX XMLCite \textit{A. H. Arakelyan}, Acta Comment. Univ. Tartu. Math. 20, No. 1, 3--14 (2016; Zbl 1376.60038) Full Text: DOI
Korolev, V. Yu.; Kurmangazieva, Lily; Zeifman, A. I. On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws. (English) Zbl 1381.60051 J. Korean Stat. Soc. 45, No. 2, 238-249 (2016). MSC: 60E07 60F99 PDFBibTeX XMLCite \textit{V. Yu. Korolev} et al., J. Korean Stat. Soc. 45, No. 2, 238--249 (2016; Zbl 1381.60051) Full Text: DOI arXiv
Peng, Zuoxiang; Jiang, Qin; Nadarajah, Saralees A unified representation of \(p\)-max stable distributions. (English) Zbl 1374.62064 Math. Rep., Buchar. 17(67), No. 3, 277-293 (2015). MSC: 62G32 60E07 60F99 PDFBibTeX XMLCite \textit{Z. Peng} et al., Math. Rep., Buchar. 17(67), No. 3, 277--293 (2015; Zbl 1374.62064)
Gonçalves, Esmeralda; Mendes Lopes, Nazaré; Silva, Filipa A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model. (English) Zbl 1320.62200 Lith. Math. J. 55, No. 2, 231-242 (2015). MSC: 62M10 60G10 60G12 PDFBibTeX XMLCite \textit{E. Gonçalves} et al., Lith. Math. J. 55, No. 2, 231--242 (2015; Zbl 1320.62200) Full Text: DOI Link
Gonçalves, E.; Mendes-Lopes, N.; Silva, F. Infinitely divisible distributions in integer-valued GARCH models. (English) Zbl 1325.62165 J. Time Ser. Anal. 36, No. 4, 503-527 (2015). MSC: 62M10 PDFBibTeX XMLCite \textit{E. Gonçalves} et al., J. Time Ser. Anal. 36, No. 4, 503--527 (2015; Zbl 1325.62165) Full Text: DOI Link
Gao, Zhiqiang; Guivarc’h, Yves; Le Page, Émile Stable laws and spectral gap properties for affine random walks. (English. French summary) Zbl 1330.60016 Ann. Inst. Henri Poincaré, Probab. Stat. 51, No. 1, 319-348 (2015). Reviewer: Carlos F. Lardizabal (Porto Alegre) MSC: 60B20 60E07 60F05 PDFBibTeX XMLCite \textit{Z. Gao} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 51, No. 1, 319--348 (2015; Zbl 1330.60016) Full Text: DOI arXiv Euclid
Pakes, Anthony G. On generalized stable and related laws. (English) Zbl 1349.60020 J. Math. Anal. Appl. 411, No. 1, 201-222 (2014). MSC: 60E07 60E10 PDFBibTeX XMLCite \textit{A. G. Pakes}, J. Math. Anal. Appl. 411, No. 1, 201--222 (2014; Zbl 1349.60020) Full Text: DOI
Syulyukin, A. V. On asymptotic expansions for convolution of distributions which belong to stable laws. (English. Russian original) Zbl 1328.60071 Theory Probab. Appl. 58, No. 3, 518-524 (2014); translation from Teor. Veroyatn. Primen. 58, No. 3, 608-614 (2013). MSC: 60F05 60E07 PDFBibTeX XMLCite \textit{A. V. Syulyukin}, Theory Probab. Appl. 58, No. 3, 518--524 (2014; Zbl 1328.60071); translation from Teor. Veroyatn. Primen. 58, No. 3, 608--614 (2013) Full Text: DOI
Maddipatla, Sreehari Limit laws for maxima of functions of independent non-identically distributed random variables. (English) Zbl 1333.60104 ProbStat Forum 7, Article No. 04, 26-38 (2014). MSC: 60G70 60E07 PDFBibTeX XMLCite \textit{S. Maddipatla}, ProbStat Forum 7, Article No. 04, 26--38 (2014; Zbl 1333.60104) Full Text: Link
Ercolani, Nicholas M.; Jansen, Sabine; Ueltschi, Daniel Random partitions in statistical mechanics. (English) Zbl 1323.60128 Electron. J. Probab. 19, Paper No. 82, 37 p. (2014). MSC: 60K35 60E07 60F05 82B05 PDFBibTeX XMLCite \textit{N. M. Ercolani} et al., Electron. J. Probab. 19, Paper No. 82, 37 p. (2014; Zbl 1323.60128) Full Text: DOI arXiv
Michelitsch, Thomas; Maugin, Gérard; Nowakowski, Andrzej; Nicolleau, Franck; Rahman, Mujibur The fractional Laplacian as a limiting case of a self-similar spring model and applications to \(n\)-dimensional anomalous diffusion. (English) Zbl 1314.35209 Fract. Calc. Appl. Anal. 16, No. 4, 827-859 (2013). MSC: 35R11 28A80 35Q84 60E07 82C31 60G18 60J60 PDFBibTeX XMLCite \textit{T. Michelitsch} et al., Fract. Calc. Appl. Anal. 16, No. 4, 827--859 (2013; Zbl 1314.35209) Full Text: DOI
Del Barrio, Eustasio; Janssen, Arnold; Pauly, Markus The \(m(n)\) out of \(k(n)\) bootstrap for partial sums of St. Petersburg type games. (English) Zbl 1339.60016 Electron. Commun. Probab. 18, Paper No. 91, 10 p. (2013). MSC: 60F05 62F40 60E07 60G50 60G51 91A15 PDFBibTeX XMLCite \textit{E. Del Barrio} et al., Electron. Commun. Probab. 18, Paper No. 91, 10 p. (2013; Zbl 1339.60016) Full Text: DOI
Basse-O’Connor, Andreas; Rosiński, Jan Characterization of the finite variation property for a class of stationary increment infinitely divisible processes. (English) Zbl 1297.60021 Stochastic Processes Appl. 123, No. 6, 1871-1890 (2013). MSC: 60G10 60E07 60F20 60G48 60H05 60G51 60G17 PDFBibTeX XMLCite \textit{A. Basse-O'Connor} and \textit{J. Rosiński}, Stochastic Processes Appl. 123, No. 6, 1871--1890 (2013; Zbl 1297.60021) Full Text: DOI arXiv
Pakes, Anthony G. Limit laws for UGROW random graphs. (English) Zbl 1284.05245 Stat. Probab. Lett. 83, No. 12, 2607-2614 (2013). MSC: 05C80 60E05 60E07 PDFBibTeX XMLCite \textit{A. G. Pakes}, Stat. Probab. Lett. 83, No. 12, 2607--2614 (2013; Zbl 1284.05245) Full Text: DOI
Barndorff-Nielsen, Ole E.; Pérez-Abreu, Victor; Thorbjørnsen, Steen Lévy mixing. (English) Zbl 1288.60020 ALEA, Lat. Am. J. Probab. Math. Stat. 10, No. 2, 1013-1062 (2013). MSC: 60E07 60H05 PDFBibTeX XMLCite \textit{O. E. Barndorff-Nielsen} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 10, No. 2, 1013--1062 (2013; Zbl 1288.60020)
Bassetti, Federico; Perversi, Eleonora Speed of convergence to equilibrium in Wasserstein metrics for Kac-like kinetic equations. (English) Zbl 1408.60005 Electron. J. Probab. 18, Paper No. 6, 35 p. (2013). MSC: 60B10 82C40 60E07 60F05 PDFBibTeX XMLCite \textit{F. Bassetti} and \textit{E. Perversi}, Electron. J. Probab. 18, Paper No. 6, 35 p. (2013; Zbl 1408.60005) Full Text: DOI arXiv
Vinogradov, Vladimir; Paris, Richard B.; Yanushkevichiene, Olga New properties and representations for members of the power-variance family. II. (English) Zbl 1277.60036 Lith. Math. J. 53, No. 1, 103-120 (2013); erratum ibid. 54, No. 2, 229 (2014). MSC: 60E07 60E10 60F10 62E10 62E20 33C10 33C15 33E20 41A60 PDFBibTeX XMLCite \textit{V. Vinogradov} et al., Lith. Math. J. 53, No. 1, 103--120 (2013; Zbl 1277.60036) Full Text: DOI Link
Damek, Ewa; Mentemeier, Sebastian; Mirek, Mariusz; Zienkiewicz, Jacek Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices. (English) Zbl 1266.60041 Potential Anal. 38, No. 3, 683-697 (2013). MSC: 60F05 60J05 60E07 60H25 PDFBibTeX XMLCite \textit{E. Damek} et al., Potential Anal. 38, No. 3, 683--697 (2013; Zbl 1266.60041) Full Text: DOI arXiv
Gao, Zhiqiang; Guivarc’h, Yves; Le Page, Émile Affine stochastic recursions and stable laws. (Relations de récurrence à coefficients aléatoires et lois stables.) (French. English summary) Zbl 1271.60036 C. R., Math., Acad. Sci. Paris 351, No. 1-2, 69-72 (2013). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F05 60E07 PDFBibTeX XMLCite \textit{Z. Gao} et al., C. R., Math., Acad. Sci. Paris 351, No. 1--2, 69--72 (2013; Zbl 1271.60036) Full Text: DOI
Vinogradov, Vladimir; Paris, Richard B.; Yanushkevichiene, Olga New properties and representations for members of the power-variance family. I. (English) Zbl 1284.60040 Lith. Math. J. 52, No. 4, 444-461 (2012). Reviewer: Rudolf Gorenflo (Berlin) MSC: 60E07 60E10 60F10 62E10 62E20 33C10 33C15 33E20 41A60 PDFBibTeX XMLCite \textit{V. Vinogradov} et al., Lith. Math. J. 52, No. 4, 444--461 (2012; Zbl 1284.60040) Full Text: DOI Link
Ravi, Sreenivasan; Saeb, Ali A note on entropies of l-max stable, p-max stable, generalized Pareto and generalized log-Pareto distributions. (English) Zbl 1258.60021 ProbStat Forum 5, Article No. 08, 62-79 (2012). MSC: 60E07 60E05 94A17 PDFBibTeX XMLCite \textit{S. Ravi} and \textit{A. Saeb}, ProbStat Forum 5, Article No. 08, 62--79 (2012; Zbl 1258.60021) Full Text: arXiv Link
Jakubowski, Adam Principle of conditioning revisited. (English) Zbl 1260.60036 Demonstr. Math. 45, No. 2, 325-336 (2012). MSC: 60F05 60E07 PDFBibTeX XMLCite \textit{A. Jakubowski}, Demonstr. Math. 45, No. 2, 325--336 (2012; Zbl 1260.60036)
Doney, Ronald A.; Jones, Elinor Mair Large deviation results for random walks conditioned to stay positive. (English) Zbl 1252.60041 Electron. Commun. Probab. 17, Paper No. 38, 11 p. (2012). MSC: 60G50 60F10 60G52 60E07 PDFBibTeX XMLCite \textit{R. A. Doney} and \textit{E. M. Jones}, Electron. Commun. Probab. 17, Paper No. 38, 11 p. (2012; Zbl 1252.60041) Full Text: DOI
Dani, S. G.; Guivarc’h, Yves; Shah, Riddhi On the embeddability of certain infinitely divisible probability measures on Lie groups. (English) Zbl 1261.60007 Math. Z. 272, No. 1-2, 361-379 (2012). Reviewer: Wilfried Hazod (Dortmund) MSC: 60B15 43A05 22E30 60E07 PDFBibTeX XMLCite \textit{S. G. Dani} et al., Math. Z. 272, No. 1--2, 361--379 (2012; Zbl 1261.60007) Full Text: DOI arXiv
Lluis Solé, Josép The world of random variables without finite moments of all orders: from the Saint Petersburg paradox to Lévy processes. (El món de les variables sense moments finits de tots els ordres: de la paradoxa de Sant Petersburg als processos de Lévy.) (Catalan. English summary) Zbl 1262.60001 Butll. Soc. Catalana Mat. 27, No. 1, 63-113 (2012). MSC: 60-01 60G51 60G52 PDFBibTeX XMLCite \textit{J. Lluis Solé}, Butll. Soc. Catalana Mat. 27, No. 1, 63--113 (2012; Zbl 1262.60001) Full Text: DOI
Doney, R. A. Local behaviour of first passage probabilities. (English) Zbl 1237.60036 Probab. Theory Relat. Fields 152, No. 3-4, 559-588 (2012). MSC: 60G50 60G52 60E07 PDFBibTeX XMLCite \textit{R. A. Doney}, Probab. Theory Relat. Fields 152, No. 3--4, 559--588 (2012; Zbl 1237.60036) Full Text: DOI arXiv
Dorea, C. C. Y.; Ferreira, D. B. Conditions for equivalence between Mallows distance and convergence to stable laws. (English) Zbl 1265.60014 Acta Math. Hung. 134, No. 1-2, 1-11 (2012). Reviewer: Ludwig Paditz (Dresden) MSC: 60E07 60F05 PDFBibTeX XMLCite \textit{C. C. Y. Dorea} and \textit{D. B. Ferreira}, Acta Math. Hung. 134, No. 1--2, 1--11 (2012; Zbl 1265.60014) Full Text: DOI
Meerschaert, Mark M.; Sikorskii, Alla Stochastic models for fractional calculus. (English) Zbl 1247.60003 de Gruyter Studies in Mathematics 43. Berlin: de Gruyter (ISBN 978-3-11-025869-1/hbk; 978-3-11-025816-5/ebook). x, 291 p. (2012). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60-02 60G22 60J60 60E07 60F05 60H30 26A33 82C31 PDFBibTeX XMLCite \textit{M. M. Meerschaert} and \textit{A. Sikorskii}, Stochastic models for fractional calculus. Berlin: de Gruyter (2012; Zbl 1247.60003) Full Text: DOI
James, Lancelot F.; Zhang, Zhiyuan Quantile clocks. (English) Zbl 1246.60027 Ann. Appl. Probab. 21, No. 5, 1627-1662 (2011). Reviewer: Aleksander Iksanov (Kiev) MSC: 60E07 60G51 60G09 91G80 PDFBibTeX XMLCite \textit{L. F. James} and \textit{Z. Zhang}, Ann. Appl. Probab. 21, No. 5, 1627--1662 (2011; Zbl 1246.60027) Full Text: DOI arXiv
Demni, Nizar Kanter random variable and positive free stable distributions. (English) Zbl 1225.60029 Electron. Commun. Probab. 16, 137-149 (2011). MSC: 60E07 33E12 60B20 60F05 PDFBibTeX XMLCite \textit{N. Demni}, Electron. Commun. Probab. 16, 137--149 (2011; Zbl 1225.60029) Full Text: DOI EMIS
Pakes, Anthony G. Lambert’s \(W\), infinite divisibility and Poisson mixtures. (English) Zbl 1223.60016 J. Math. Anal. Appl. 378, No. 2, 480-492 (2011). Reviewer: F. W. Steutel (Eindhoven) MSC: 60E07 60E10 60G50 PDFBibTeX XMLCite \textit{A. G. Pakes}, J. Math. Anal. Appl. 378, No. 2, 480--492 (2011; Zbl 1223.60016) Full Text: DOI
Carasso, Alfred S. Bochner subordination, logarithmic diffusion equations, and blind deconvolution of Hubble space telescope imagery and other scientific data. (English) Zbl 1207.35281 SIAM J. Imaging Sci. 3, No. 4, 954-980 (2010). MSC: 35R30 35R25 35B60 60E07 68U10 85A15 78A10 PDFBibTeX XMLCite \textit{A. S. Carasso}, SIAM J. Imaging Sci. 3, No. 4, 954--980 (2010; Zbl 1207.35281) Full Text: DOI Link
Łuczak, Andrzej Centering problems for probability measures on finite-dimensional vector spaces. (English) Zbl 1205.60038 J. Theor. Probab. 23, No. 3, 770-791 (2010). MSC: 60E07 60B11 PDFBibTeX XMLCite \textit{A. Łuczak}, J. Theor. Probab. 23, No. 3, 770--791 (2010; Zbl 1205.60038) Full Text: DOI arXiv
Buraczewski, Dariusz; Damek, Ewa; Guivarc’h, Yves Convergence to stable laws for a class of multidimensional stochastic recursions. (English) Zbl 1206.60025 Probab. Theory Relat. Fields 148, No. 3-4, 333-402 (2010). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F05 60E07 60B15 PDFBibTeX XMLCite \textit{D. Buraczewski} et al., Probab. Theory Relat. Fields 148, No. 3--4, 333--402 (2010; Zbl 1206.60025) Full Text: DOI arXiv
Benaych-Georges, Florent On a surprising relation between the Marchenko-Pastur law, rectangular and square free convolutions. (English) Zbl 1206.46055 Ann. Inst. Henri Poincaré, Probab. Stat. 46, No. 3, 644-652 (2010). MSC: 46L54 15B52 60B20 PDFBibTeX XMLCite \textit{F. Benaych-Georges}, Ann. Inst. Henri Poincaré, Probab. Stat. 46, No. 3, 644--652 (2010; Zbl 1206.46055) Full Text: DOI arXiv EuDML
Barbosa, Euro G.; Dorea, Chang C. Y. Convergence to stable laws in Mallows distance for mixing sequences of random variables. (English) Zbl 1197.60022 Braz. J. Probab. Stat. 24, No. 2, 128-136 (2010). MSC: 60F05 60E07 PDFBibTeX XMLCite \textit{E. G. Barbosa} and \textit{C. C. Y. Dorea}, Braz. J. Probab. Stat. 24, No. 2, 128--136 (2010; Zbl 1197.60022) Full Text: DOI
Janßen, Anja Limit laws for power sums and norms of i.i.d. samples. (English) Zbl 1191.60026 Probab. Theory Relat. Fields 146, No. 3-4, 515-533 (2010). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60F05 60G70 60E07 60G50 PDFBibTeX XMLCite \textit{A. Janßen}, Probab. Theory Relat. Fields 146, No. 3--4, 515--533 (2010; Zbl 1191.60026) Full Text: DOI
Sreehari, M.; Ravi, S. On extremes of mixtures of distributions. (English) Zbl 1181.60017 Metrika 71, No. 1, 117-123 (2010). MSC: 60E05 60E07 PDFBibTeX XMLCite \textit{M. Sreehari} and \textit{S. Ravi}, Metrika 71, No. 1, 117--123 (2010; Zbl 1181.60017) Full Text: DOI
Del Barrio, Eustasio; Janssen, Arnold; Matrán, Carlos On the low intensity bootstrap for triangular arrays of independent identically distributed random variables. (English) Zbl 1203.62032 Test 18, No. 2, 283-301 (2009). MSC: 62F40 60E07 60G51 PDFBibTeX XMLCite \textit{E. Del Barrio} et al., Test 18, No. 2, 283--301 (2009; Zbl 1203.62032) Full Text: DOI
Enriquez, Nathanaël; Sabot, Christophe; Zindy, Olivier Limit laws for transient random walks in random environment on \(\mathbb Z\). (English) Zbl 1200.60093 Ann. Inst. Fourier 59, No. 6, 2469-2508 (2009). Reviewer: Alexander V. Bulinski (Moskva) MSC: 60K37 60F05 60F17 60E07 60E10 PDFBibTeX XMLCite \textit{N. Enriquez} et al., Ann. Inst. Fourier 59, No. 6, 2469--2508 (2009; Zbl 1200.60093) Full Text: DOI arXiv EuDML
Paulauskas, V. On the rate of convergence to bivariate stable laws. (English) Zbl 1181.62015 Lith. Math. J. 49, No. 4, 426-445 (2009). MSC: 62E20 60E07 62H10 60F05 PDFBibTeX XMLCite \textit{V. Paulauskas}, Lith. Math. J. 49, No. 4, 426--445 (2009; Zbl 1181.62015) Full Text: DOI
Czyżewska-Jankowska, Agnieszka; Jurek, Zbigniew J. A note on a composition of two random integral mappings \(\mathcal J^{\beta }\) and some examples. (English) Zbl 1189.60049 Stochastic Anal. Appl. 27, No. 6, 1212-1222 (2009). Reviewer: Wolfgang Freudenberg (Cottbus) MSC: 60F05 60E07 60B11 60H05 60B10 PDFBibTeX XMLCite \textit{A. Czyżewska-Jankowska} and \textit{Z. J. Jurek}, Stochastic Anal. Appl. 27, No. 6, 1212--1222 (2009; Zbl 1189.60049) Full Text: DOI arXiv
Kevei, Péter; Csörgő, Sándor Merging of linear combinations to semistable laws. (English) Zbl 1173.60306 J. Theor. Probab. 22, No. 3, 772-790 (2009). MSC: 60E07 60E05 60E10 60F05 PDFBibTeX XMLCite \textit{P. Kevei} and \textit{S. Csörgő}, J. Theor. Probab. 22, No. 3, 772--790 (2009; Zbl 1173.60306) Full Text: DOI
Soltani, A. R.; Shirvani, A.; Alqallaf, F. A class of discrete distributions induced by stable laws. (English) Zbl 1169.60303 Stat. Probab. Lett. 79, No. 14, 1608-1614 (2009). MSC: 60E05 60E10 60E07 62E10 PDFBibTeX XMLCite \textit{A. R. Soltani} et al., Stat. Probab. Lett. 79, No. 14, 1608--1614 (2009; Zbl 1169.60303) Full Text: DOI
Radhakrishna Rao, C.; Shanbhag, Damodar N.; Sapatinas, Theofanis; Bhaskara Rao, M. Some properties of extreme stable laws and related infinitely divisible random variables. (English) Zbl 1158.60313 J. Stat. Plann. Inference 139, No. 3, 802-813 (2009). MSC: 60E07 60E05 62E10 PDFBibTeX XMLCite \textit{C. Radhakrishna Rao} et al., J. Stat. Plann. Inference 139, No. 3, 802--813 (2009; Zbl 1158.60313) Full Text: DOI
Vatutin, Vladimir A.; Wachtel, Vitali Local probabilities for random walks conditioned to stay positive. (English) Zbl 1158.60014 Probab. Theory Relat. Fields 143, No. 1-2, 177-217 (2009). Reviewer: Rudolf Gorenflo (Berlin) MSC: 60G50 60G52 60E07 PDFBibTeX XMLCite \textit{V. A. Vatutin} and \textit{V. Wachtel}, Probab. Theory Relat. Fields 143, No. 1--2, 177--217 (2009; Zbl 1158.60014) Full Text: DOI arXiv
Barndorff-Nielsen, Ole E.; Rosinski, Jan; Thorbjørnsen, Steen General \(\Upsilon\)-transformations. (English) Zbl 1168.60007 ALEA, Lat. Am. J. Probab. Math. Stat. 4, 131-165 (2008). Reviewer: Aleksander Iksanov (Kiev) MSC: 60E07 60H05 PDFBibTeX XMLCite \textit{O. E. Barndorff-Nielsen} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 4, 131--165 (2008; Zbl 1168.60007)
Houdré, Christian; Marchal, Philippe; Reynaud-Bouret, Patricia Concentration for norms of infinitely divisible vectors with independent components. (English) Zbl 1158.60311 Bernoulli 14, No. 4, 926-948 (2008). MSC: 60E07 PDFBibTeX XMLCite \textit{C. Houdré} et al., Bernoulli 14, No. 4, 926--948 (2008; Zbl 1158.60311) Full Text: DOI arXiv
Farbod, Davood The asymptotic properties of some discrete distributions generated by Levy’s law. (English) Zbl 1158.60003 Far East J. Theor. Stat. 26, No. 1, 121-128 (2008). MSC: 60E07 62F10 62F12 PDFBibTeX XMLCite \textit{D. Farbod}, Far East J. Theor. Stat. 26, No. 1, 121--128 (2008; Zbl 1158.60003) Full Text: Link
Hennion, H.; Hervé, L. Stable laws and products of positive random matrices. (English) Zbl 1154.60014 J. Theor. Probab. 21, No. 4, 966-981 (2008). MSC: 60E07 15B52 47N30 PDFBibTeX XMLCite \textit{H. Hennion} and \textit{L. Hervé}, J. Theor. Probab. 21, No. 4, 966--981 (2008; Zbl 1154.60014) Full Text: DOI arXiv
Kozubowski, Tomasz J.; Podgórski, Krzysztof Skew Laplace distributions. II.: Divisibility properties and extensions to stochastic processes. (English) Zbl 1167.62015 Math. Sci. 33, No. 1, 35-48 (2008). Reviewer: V. Paulauskas (Vilnius) MSC: 62E10 60E07 62M10 60E05 60G10 PDFBibTeX XMLCite \textit{T. J. Kozubowski} and \textit{K. Podgórski}, Math. Sci. 33, No. 1, 35--48 (2008; Zbl 1167.62015)
Sandhya, E.; Satheesh, S. Geometric generalized gamma distributions and related processes. (English) Zbl 1146.60304 Appl. Math. Sci., Ruse 2, No. 1-4, 63-71 (2008). MSC: 60E05 60E07 60G07 62M10 PDFBibTeX XMLCite \textit{E. Sandhya} and \textit{S. Satheesh}, Appl. Math. Sci., Ruse 2, No. 1--4, 63--71 (2008; Zbl 1146.60304)
Abdennadher, Ali; Neel, Marie-Christine Fractional flux and non-normal diffusion. (English) Zbl 1131.26003 Electron. J. Differ. Equ. 2007, Conf. 16, 1-13 (2007). MSC: 26A33 45K05 60E07 60J60 60J75 83C40 PDFBibTeX XMLCite \textit{A. Abdennadher} and \textit{M.-C. Neel}, Electron. J. Differ. Equ. 2007, 1--13 (2007; Zbl 1131.26003) Full Text: EuDML EMIS
Alaya, M. Ben; Huillet, T.; Porzio, A. On an extension of min-semistable distributions. (English) Zbl 1135.60011 Probab. Math. Stat. 27, No. 2, 303-323 (2007). MSC: 60E07 60E05 PDFBibTeX XMLCite \textit{M. B. Alaya} et al., Probab. Math. Stat. 27, No. 2, 303--323 (2007; Zbl 1135.60011)
Cerquetti, Annalisa A note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models. (English) Zbl 1129.62046 Stat. Probab. Lett. 77, No. 18, 1705-1711 (2007). MSC: 62G99 62F15 60G57 60E07 PDFBibTeX XMLCite \textit{A. Cerquetti}, Stat. Probab. Lett. 77, No. 18, 1705--1711 (2007; Zbl 1129.62046) Full Text: DOI arXiv
Bogachev, Leonid V. Extreme value theory for random exponentials. (English) Zbl 1134.60035 Dawson, Donald A. (ed.) et al., Probability and mathematical physics. A volume in honor of Stanislav Molchanov. Proceedings of a conference in honor of Stanislav Molchanov’s 65th birthday, Montreal, Canada, June 27–July 1, 2005. Providence, RI: American Mathematical Society (AMS) (ISBN 978-0-8218-4089-4/pbk). CRM Proceedings and Lecture Notes 42, 41-64 (2007). Reviewer: Gheorghe Oprişan (Bucureşti) MSC: 60G70 60G50 60E07 60F05 PDFBibTeX XMLCite \textit{L. V. Bogachev}, in: Probability and mathematical physics. A volume in honor of Stanislav Molchanov. Proceedings of a conference in honor of Stanislav Molchanov's 65th birthday, Montreal, Canada, June 27--July 1, 2005. Providence, RI: American Mathematical Society (AMS). 41--64 (2007; Zbl 1134.60035)
Becker-Kern, P. Almost sure limit theorems of mantissa type for semistable domains of attraction. (English) Zbl 1127.60025 Acta Math. Hung. 114, No. 4, 301-336 (2007). Reviewer: Tadeusz Inglot (Wroclaw) MSC: 60F15 60F05 60B10 60E07 PDFBibTeX XMLCite \textit{P. Becker-Kern}, Acta Math. Hung. 114, No. 4, 301--336 (2007; Zbl 1127.60025) Full Text: DOI
Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. Precise asymptotics over a small parameter for a series of large deviation probabilities. (English) Zbl 1152.60018 Theory Stoch. Process. 13, No. 29, Part 1-2, 44-56 (2007). Reviewer: A. D. Borisenko (Kyïv) MSC: 60E07 60F05 PDFBibTeX XMLCite \textit{V. V. Buldygin} et al., Theory Stoch. Process. 13(29), No. 1--2, 44--56 (2007; Zbl 1152.60018)
Breton, Jean-Christophe; Houdré, Christian; Privault, Nicolas Dimension free and infinite variance tail estimates on Poisson space. (English) Zbl 1123.60020 Acta Appl. Math. 95, No. 3, 151-203 (2007). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60F99 60E07 60G57 PDFBibTeX XMLCite \textit{J.-C. Breton} et al., Acta Appl. Math. 95, No. 3, 151--203 (2007; Zbl 1123.60020) Full Text: DOI arXiv
Antoniadis, Anestis; Feuerverger, Andrey; Gonçalves, Paulo Wavelet-based estimation for univariate stable laws. (English) Zbl 1106.62023 Ann. Inst. Stat. Math. 58, No. 4, 779-807 (2006). MSC: 62F10 42C40 60E07 65C60 62G08 PDFBibTeX XMLCite \textit{A. Antoniadis} et al., Ann. Inst. Stat. Math. 58, No. 4, 779--807 (2006; Zbl 1106.62023) Full Text: DOI
Bogachev, Leonid Limit laws for norms of IID samples with Weibull tails. (English) Zbl 1128.60016 J. Theor. Probab. 19, No. 4, 849-873 (2006). Reviewer: Michael Drmota (Wien) MSC: 60F05 60G50 60E07 PDFBibTeX XMLCite \textit{L. Bogachev}, J. Theor. Probab. 19, No. 4, 849--873 (2006; Zbl 1128.60016) Full Text: DOI
Gupta, Arjun K.; Jagannathan, Keshav; Nguyen, Truc T.; Shanbhag, Damodar N. Characterizations of stable laws via functional equations. (English) Zbl 1087.62013 Math. Nachr. 279, No. 5-6, 571-580 (2006). MSC: 62E10 60E07 PDFBibTeX XMLCite \textit{A. K. Gupta} et al., Math. Nachr. 279, No. 5--6, 571--580 (2006; Zbl 1087.62013) Full Text: DOI
Ben Alaya, Mohamed; Huillet, Thierry On a functional equation generalizing the class of semistable distributions. (English) Zbl 1098.60023 Ann. Inst. Stat. Math. 57, No. 4, 817-831 (2005). MSC: 60E07 PDFBibTeX XMLCite \textit{M. Ben Alaya} and \textit{T. Huillet}, Ann. Inst. Stat. Math. 57, No. 4, 817--831 (2005; Zbl 1098.60023) Full Text: DOI
Zeev, Vladimir Volkovich; Zeev, Barzily; Soreanu, Peter The Levy-Khintchine representations and functional algebras of test functions. (English) Zbl 1095.60009 Int. J. Pure Appl. Math. 25, No. 1, 103-121 (2005). Reviewer: Michael Voit (Dortmund) MSC: 60E07 60B15 62E10 42A99 PDFBibTeX XMLCite \textit{V. V. Zeev} et al., Int. J. Pure Appl. Math. 25, No. 1, 103--121 (2005; Zbl 1095.60009)
Menges, Sonja Functional limit theorems for probability measures on hypergroups. (English) Zbl 1092.43009 Probab. Math. Stat. 25, No. 1, 155-171 (2005). Reviewer: Liliana Pavel (Bucharest) MSC: 43A62 60B10 60B15 60G51 PDFBibTeX XMLCite \textit{S. Menges}, Probab. Math. Stat. 25, No. 1, 155--171 (2005; Zbl 1092.43009)
Csörgő, Sándor A probabilistic proof of Kruglov’s theorem on the tails of infinitely divisible distributions. (English) Zbl 1094.60007 Acta Sci. Math. 71, No. 1-2, 405-415 (2005). Reviewer: Wilfried Hazod (Dortmund) MSC: 60E07 62E10 PDFBibTeX XMLCite \textit{S. Csörgő}, Acta Sci. Math. 71, No. 1--2, 405--415 (2005; Zbl 1094.60007)
Chen, Pingyan; Scheffler, Hans-Peter Limiting behaviour of weighted sums of heavy-tailed random vectors. (English) Zbl 1074.60037 Publ. Math. Debr. 66, No. 1-2, 137-151 (2005). Reviewer: Zdzisław Rychlik (Lublin) MSC: 60F15 60F10 60E07 PDFBibTeX XMLCite \textit{P. Chen} and \textit{H.-P. Scheffler}, Publ. Math. Debr. 66, No. 1--2, 137--151 (2005; Zbl 1074.60037)
Beghin, L.; Orsingher, E. The distribution of the local time for “pseudoprocesses” and its connection with fractional diffusion equations. (English) Zbl 1073.60076 Stochastic Processes Appl. 115, No. 6, 1017-1040 (2005). Reviewer: Dominique Lepingle (Orléans) MSC: 60J55 60E07 PDFBibTeX XMLCite \textit{L. Beghin} and \textit{E. Orsingher}, Stochastic Processes Appl. 115, No. 6, 1017--1040 (2005; Zbl 1073.60076) Full Text: DOI
Roynette, Bernard; Yor, Marc Infinitely divisible Wald’s couples. Examples linked with the Euler gamma and the Riemann zeta functions. (Couples de Wald indéfiniment divisibles. Exemples liés à la fonction gamma d’Euler et à la fonction zeta de Riemann.) (French) Zbl 1083.60012 Ann. Inst. Fourier 55, No. 4, 1219-1283 (2005). Reviewer: Wilfried Hazod (Dortmund) MSC: 60E07 60E05 60E10 60G51 PDFBibTeX XMLCite \textit{B. Roynette} and \textit{M. Yor}, Ann. Inst. Fourier 55, No. 4, 1219--1283 (2005; Zbl 1083.60012) Full Text: DOI Numdam EuDML
Franz, Uwe; Privault, Nicolas; Schott, René Non-Gaussian Malliavin calculus on real Lie algebras. (English) Zbl 1064.60125 J. Funct. Anal. 218, No. 2, 347-371 (2005). Reviewer: Christian-Oliver Ewald (Leeds) MSC: 60H07 60E07 43A80 22E70 PDFBibTeX XMLCite \textit{U. Franz} et al., J. Funct. Anal. 218, No. 2, 347--371 (2005; Zbl 1064.60125) Full Text: DOI
Ben Arous, Gérard; Bogachev, Leonid Limit laws for sums of random exponentials. (English) Zbl 1077.60022 Albeverio, Sergio (ed.) et al., Recent developments in stochastic analysis and related topics. Proceedings of the first Sino-German conference on stochastic analysis (a satellite conference of ICM 2002), Beijing, China, 29 August – 3 September 2002. River Edge, NJ: World Scientific (ISBN 981-256-104-8/hbk). 45-65 (2004). MSC: 60F05 60G50 60E07 PDFBibTeX XMLCite \textit{G. Ben Arous} and \textit{L. Bogachev}, in: Recent developments in stochastic analysis and related topics. Proceedings of the first Sino-German conference on stochastic analysis (a satellite conference of ICM 2002), Beijing, China, 29 August -- 3 September 2002. River Edge, NJ: World Scientific. 45--65 (2004; Zbl 1077.60022)
Su, Chun; Lou, Jianxiong; Wei, Gang On the classes of asymptotic distributions for the sums of record values. I. (English) Zbl 1070.62012 J. Math. Sci., New York 121, No. 5, 2698-2708 (2004). Reviewer: Janos Galambos (Philadelphia) MSC: 62E20 60E07 62G32 PDFBibTeX XMLCite \textit{C. Su} et al., J. Math. Sci., New York 121, No. 5, 2698--2708 (2004; Zbl 1070.62012) Full Text: DOI
Kozubowski, T. J.; Meerschaert, M. M.; Scheffler, H.-P. The operator \(\nu\)-stable laws. (English) Zbl 1059.60019 Publ. Math. Debr. 63, No. 4, 569-585 (2003). Reviewer: Wilfried Hazod (Dortmund) MSC: 60E07 60F05 PDFBibTeX XMLCite \textit{T. J. Kozubowski} et al., Publ. Math. Debr. 63, No. 4, 569--585 (2003; Zbl 1059.60019)
Qi, Yongcheng Limit distributions for products of sums. (English) Zbl 1101.62311 Stat. Probab. Lett. 62, No. 1, 93-100 (2003). MSC: 62E20 60F05 60E07 PDFBibTeX XMLCite \textit{Y. Qi}, Stat. Probab. Lett. 62, No. 1, 93--100 (2003; Zbl 1101.62311) Full Text: DOI
Frolov, Andrei N. On asymptotics of the maximal gain without losses. (English) Zbl 1116.60332 Stat. Probab. Lett. 63, No. 1, 13-23 (2003). MSC: 60G50 60E07 60F15 PDFBibTeX XMLCite \textit{A. N. Frolov}, Stat. Probab. Lett. 63, No. 1, 13--23 (2003; Zbl 1116.60332) Full Text: DOI