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Found 620 Documents (Results 1–100)

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Bru, Bernard; Eid, Salah

Counterexamples to abstract probability: ten letters by Jessen, Doob and Dieudonné. (English) Zbl 1523.60016

Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 361-373 (2022).
MSC:  60B11 60-03 01A60
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\textit{B. Bru} and \textit{S. Eid}, in: The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. 361--373 (2022; Zbl 1523.60016)
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Bogachev, V. I.; Kosov, E. D.; Popova, S. N.

Densities of distributions of homogeneous functions of Gaussian random vectors. (English. Russian original) Zbl 1492.60009

Dokl. Math. 102, No. 3, 460-463 (2020); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 495, 17-21 (2020).
Reviewer: B. L. S. Prakasa Rao (Hyderabad)
MSC:  60B11 28A20
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\textit{V. I. Bogachev} et al., Dokl. Math. 102, No. 3, 460--463 (2020; Zbl 1492.60009); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 495, 17--21 (2020)
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Giorgobiani, George; Kvaratskhelia, Vakhtang; Tarieladze, Vaja

Notes on sub-Gaussian random elements. (English) Zbl 1469.60015

Jaiani, George (ed.) et al., Applications of mathematics and informatics in natural sciences and engineering, AMINSE 2019. Selected papers based on the presentations at the 4th conference, Tbilisi, Georgia, September 23–26, 2019. Cham: Springer. Springer Proc. Math. Stat. 334, 197-203 (2020).
MSC:  60B11
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\textit{G. Giorgobiani} et al., Springer Proc. Math. Stat. 334, 197--203 (2020; Zbl 1469.60015)
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Smirnov, S. N.

A Feller transition kernel with measure supports given by a set-valued mapping. (English. Russian original) Zbl 1448.60011

Proc. Steklov Inst. Math. 308, Suppl. 1, 188-195 (2020); translation from Tr. Inst. Mat. Mekh. (Ekaterinburg) 25, No. 1, 219-228 (2019).
Reviewer: Małgorzata Terepeta (Łódź)
MSC:  60B11 54C60
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\textit{S. N. Smirnov}, Proc. Steklov Inst. Math. 308, 188--195 (2020; Zbl 1448.60011); translation from Tr. Inst. Mat. Mekh. (Ekaterinburg) 25, No. 1, 219--228 (2019)
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Gagné, Nicolas; Panangaden, Prakash

A categorical characterization of relative entropy on standard Borel spaces. (English) Zbl 1525.60011

Silva, Alexandra (ed.), Proceedings of the 33rd conference on the mathematical foundations of programming semantics (MFPS XXXIII), Ljubljana, Slovenia, June 12–15, 2017. Amsterdam: Elsevier. Electron. Notes Theor. Comput. Sci. 336, 135-153 (2018).
MSC:  60B11 18C99 94A17
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\textit{N. Gagné} and \textit{P. Panangaden}, Electron. Notes Theor. Comput. Sci. 336, 135--153 (2018; Zbl 1525.60011)
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Bessam, Diogo

Large deviations in a Gaussian setting: the role of the Cameron-Martin space. (English) Zbl 1315.60003

Gonçalves, Patrícia (ed.) et al., From particle systems to partial differential equations II. Proceedings of the conference “Particle systems and partial differential equations, PS-PDEs II”, Braga, Portugal, December 12–13, 2013. Cham: Springer (ISBN 978-3-319-16636-0/hbk; 978-3-319-16637-7/ebook). Springer Proceedings in Mathematics & Statistics 129, 135-152 (2015).
MSC:  60B11 60F10 60G15 46E22
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\textit{D. Bessam}, Springer Proc. Math. Stat. 129, 135--152 (2015; Zbl 1315.60003)
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Sato, Yoshiharu

Joint Gaussian measure on multivariate random functions and conditional expectation. (English) Zbl 1430.60009

Bongiorno, Enea G. (ed.) et al., Contributions in infinite-dimensional statistics and related topics. Selected papers from the 3rd international workshop on functional and operatorial statistics (IWFOS’2014), Stresa, Italy, June 19–21, 2014. Bologna: Società Editrice Esculapio. 245-250 (2014).
MSC:  60B11 60G15
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\textit{Y. Sato}, in: Contributions in infinite-dimensional statistics and related topics. Selected papers from the 3rd international workshop on functional and operatorial statistics (IWFOS'2014), Stresa, Italy, June 19--21, 2014. Bologna: Società Editrice Esculapio. 245--250 (2014; Zbl 1430.60009)
Virág, Bálint

Operator limits of random matrices. (English) Zbl 1373.60010

Jang, Sun Young (ed.) et al., Proceedings of the International Congress of Mathematicians (ICM 2014), Seoul, Korea, August 13–21, 2014. Vol. IV: Invited lectures. Seoul: KM Kyung Moon Sa (ISBN 978-89-6105-807-0/hbk; 978-89-6105-803-2/set). 247-271 (2014).
MSC:  60B11 62H12 60B20
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\textit{B. Virág}, in: Proceedings of the international congress of mathematicians (ICM 2014), Seoul, Korea, August 13--21, 2014. Vol. IV: Invited lectures. Seoul: KM Kyung Moon Sa. 247--271 (2014; Zbl 1373.60010)
Full Text: arXiv
Kvaratskhelia, V. V.

Unconditional convergence of functional series in problems of probability theory. (English. Russian original) Zbl 1358.60006

J. Math. Sci., New York 200, No. 2, 143-294 (2014); translation from Sovrem. Mat. Prilozh. 86 (2013).
Reviewer: Vladimir Kadets (Kharkiv)
MSC:  60B11 46B15 46B07 47B10 60G15
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\textit{V. V. Kvaratskhelia}, J. Math. Sci., New York 200, No. 2, 143--294 (2014; Zbl 1358.60006); translation from Sovrem. Mat. Prilozh. 86 (2013)
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Arutyunyan, L. M.; Kosov, E. D.; Yaroslavtsev, I. S.

On some properties of polynomials measurable with respect to a Gaussian measure. (English. Russian original) Zbl 1332.60025

Dokl. Math. 90, No. 1, 419-423 (2014); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 457, No. 2, 131-135 (2014).
Reviewer: Vakhtang V. Kvaratskhelia (Tbilisi)
MSC:  60B11 28A12
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\textit{L. M. Arutyunyan} et al., Dokl. Math. 90, No. 1, 419--423 (2014; Zbl 1332.60025); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 457, No. 2, 131--135 (2014)
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Fatalov, V. R.

On the Laplace method for Gaussian measures in a Banach space. (English) Zbl 1316.60014

Theory Probab. Appl. 58, No. 2, 216-241 (2014); translation from Teor. Veroyatn. Primen. 58, No. 2, 325-354 (2013); erratum ibid. 59, No. 2, 357-358 (2015).
MSC:  60B11 60B12 60F10 60G15 60J65
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\textit{V. R. Fatalov}, Theory Probab. Appl. 58, No. 2, 216--241 (2014; Zbl 1316.60014); translation from Teor. Veroyatn. Primen. 58, No. 2, 325--354 (2013); erratum ibid. 59, No. 2, 357--358 (2013)
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Massart, Pascal; Rossignol, Raphaël

Around Nemirovski’s inequality. (English) Zbl 1355.60010

Banerjee, M. (ed.) et al., From probability to statistics and back: high-dimensional models and processes. A Festschrift in honor of Jon A. Wellner. Including papers from the conference, Seattle, WA, USA, July 28–31, 2010. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-83-6). Institute of Mathematical Statistics Collections 9, 254-265 (2013).
Reviewer: Mohsen Kian (University of Bojnord)
MSC:  60B11 60E15
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\textit{P. Massart} and \textit{R. Rossignol}, Inst. Math. Stat. Collect. 9, 254--265 (2013; Zbl 1355.60010)
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Guivarc’h, Yves; Le Page, Émile

Homogeneity at infinity of stationary solutions of multivariate affine stochastic recursions. (English) Zbl 1328.60011

Alsmeyer, Gerold (ed.) et al., Random matrices and iterated random functions. Selected papers based on the presentations at the workshop, Münster, Germany, October 4–7, 2011. Berlin: Springer (ISBN 978-3-642-38805-7/hbk; 978-3-642-38806-4/ebook). Springer Proceedings in Mathematics & Statistics 53, 119-135 (2013).
Reviewer: Vakhtang V. Kvaratskhelia (Tbilisi)
MSC:  60B11 37C85
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\textit{Y. Guivarc'h} and \textit{É. Le Page}, Springer Proc. Math. Stat. 53, 119--135 (2013; Zbl 1328.60011)
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