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Found 3,492 Documents (Results 1–100)

Functional weak convergence of stochastic integrals for moving averages and continuous-time random walks. arXiv:2401.13543

Preprint, arXiv:2401.13543 [math.PR] (2024).
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Lévy measures of infinitely divisible positive processes: examples and distributional identities. (English) Zbl 07814330

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, 297-324 (2023).
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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).
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New monotonicity and infinite divisibility properties for the Mittag-Leffler function and for the stable distributions. arXiv:2310.00695

Preprint, arXiv:2310.00695 [math.PR] (2023).
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Fast exact simulation of the first passage of a tempered stable subordinator across a non-increasing function. arXiv:2303.11964

Preprint, arXiv:2303.11964 [math.PR] (2023).
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Quasi-infinite divisibility and three-point probability laws. (English. Russian original) Zbl 1508.60022

J. Math. Sci., New York 268, No. 5, 731-738 (2022); translation from Zap. Nauchn. Semin. POMI 495, 305-316 (2020).
MSC:  60E07 60E10
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Some limit theorems for large deviations of sums of independent random variables with common distribution function from the domain of normal attraction of a stable distribution. (English. Russian original) Zbl 1510.60022

J. Math. Sci., New York 268, No. 5, 693-703 (2022); translation from Zap. Nauchn. Semin. POMI 495, 250-266 (2020).
MSC:  60F10 60E07
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On the stability of mixtures of probability distributions to perturbations of mixing distributions. (English. Russian original) Zbl 1507.60032

J. Math. Sci., New York 267, No. 1, 68-80 (2022); translation from Statisticheskie Metody Otsenivaniya i Proverki Gipotez 22, 154-172 (2010).
MSC:  60E05 60E07
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