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Found 485 Documents (Results 1–100)

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High excursions of Bessel process and other processes of Bessel type. (English. Russian original) Zbl 1427.60063

Dokl. Math. 100, No. 1, 346-348 (2019); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 487, No. 3, 238-241 (2019).
MSC:  60G15 60G60
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Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for \(L^p\)-functionals. (English. Russian original) Zbl 1404.60045

Izv. Math. 82, No. 2, 377-406 (2018); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 82, No. 2, 140-171 (2018).
MSC:  60F25 60J25
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Convergence of the sequence of the Pearson statistics values to the normalized square of the Bessel process. (English. Russian original) Zbl 1388.62238

Discrete Math. Appl. 27, No. 6, 405-411 (2017); translation from Diskretn. Mat. 28, No. 3, 49-58 (2016).
MSC:  62L10 60G10
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Squared Bessel process with delay. (English) Zbl 1415.60070

Budzban, Gregory (ed.) et al., Probability on algebraic and geometric structures. International research conference in honor of Philip Feinsilver, Salah-Eldin A. Mohammed, and Arunava Mukherjea, Southern Illinois University, Carbondale, IL, USA, June 5–7, 2014. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 668, 199-206 (2016).
MSC:  60H10
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Infinite determinantal measures and the ergodic decomposition of infinite Pickrell measures. III: The infinite Bessel process as the limit of the radial parts of finite-dimensional projections of infinite Pickrell measures. (English. Russian original) Zbl 1361.22006

Izv. Math. 80, No. 6, 1035-1056 (2016); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 80, No. 6, 43-64 (2016).
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