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Found 1,501 Documents (Results 1–100)

The Kolmogorov inequality for the maximum of the sum of random variables and its martingale analogues. (English. Russian original) Zbl 07764859

Theory Probab. Appl. 68, No. 3, 457-472 (2023); translation from Teor. Veroyatn. Primen. 68, No. 3, 565-585 (2023).
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Dynamics of the box-ball system with random initial conditions via Pitman’s transformation. (English) Zbl 1510.37002

Memoirs of the American Mathematical Society 1398. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-5633-7/pbk; 978-1-4704-7399-0/ebook). vii, 99 p. (2023).
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Extreme points of the Vandermonde determinant and Wishart ensemble on symmetric cones. (English) Zbl 07819632

Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 625-649 (2022).
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Limit theorems of Baxter type for generalized random Gaussian processes with independent values. (English) Zbl 07819615

Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 197-210 (2022).
MSC:  60G15
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Analysis or probability? Eight letters between Børge Jessen and Paul Lévy. (English) Zbl 1523.60005

Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 337-360 (2022).
MSC:  60-03 01A60
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Martingales in survival analysis. (English) Zbl 1523.60073

Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 295-320 (2022).
MSC:  60G42 60G44 62N02
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Stochastic processes in the decades after 1950. (English) Zbl 1523.60013

Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 169-202 (2022).
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Doob at Lyon: bringing martingales back to France. (English) Zbl 1523.60009

Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 147-166 (2022).
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Paul Lévy’s perspective on Jean Ville and martingales. (English) Zbl 1523.60011

Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 123-145 (2022).
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The dawn of martingale convergence: Jessen’s theorem and Lévy’s lemma. (English) Zbl 1523.60075

Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 67-104 (2022).
MSC:  60G42 60G44 01A60
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