Kou, Jiyao; Walther, Guenther Large-scale inference with block structure. (English) Zbl 07547941 Ann. Stat. 50, No. 3, 1541-1572 (2022). MSC: 62G10 62G32 62H15 PDF BibTeX XML Cite \textit{J. Kou} and \textit{G. Walther}, Ann. Stat. 50, No. 3, 1541--1572 (2022; Zbl 07547941) Full Text: DOI OpenURL
Li, Zenghu; Zhu, Yaping Survival probability for super-Brownian motion with absorption. (English) Zbl 07535865 Stat. Probab. Lett. 186, Article ID 109460, 9 p. (2022). MSC: 60J68 60J80 60J65 PDF BibTeX XML Cite \textit{Z. Li} and \textit{Y. Zhu}, Stat. Probab. Lett. 186, Article ID 109460, 9 p. (2022; Zbl 07535865) Full Text: DOI OpenURL
Tonaki, Yozo; Kaino, Yusuke; Uchida, Masayuki Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations. (English) Zbl 07535468 Stat. Inference Stoch. Process. 25, No. 2, 397-430 (2022). MSC: 62Mxx PDF BibTeX XML Cite \textit{Y. Tonaki} et al., Stat. Inference Stoch. Process. 25, No. 2, 397--430 (2022; Zbl 07535468) Full Text: DOI OpenURL
Macrina, Andrea; Sekine, Jun Stochastic modelling with randomized Markov bridges. (English) Zbl 07516350 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 307-333 (2022). MSC: 60G35 60J25 60J70 91G20 PDF BibTeX XML Cite \textit{A. Macrina} and \textit{J. Sekine}, in: Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 307--333 (2022; Zbl 07516350) Full Text: DOI OpenURL
Brody, Dorje C.; Hughston, Lane P.; Macrina, Andrea Information-based asset pricing. (English) Zbl 07516338 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 29-64 (2022). MSC: 91G30 91G20 60J70 PDF BibTeX XML Cite \textit{D. C. Brody} et al., in: Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 29--64 (2022; Zbl 07516338) Full Text: DOI OpenURL
Brody, Dorje C.; Hughston, Lane P.; Macrina, Andrea Beyond hazard rates: a new framework for credit-risk modelling. (English) Zbl 07516337 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 1-27 (2022). MSC: 91G40 91G20 PDF BibTeX XML Cite \textit{D. C. Brody} et al., in: Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 1--27 (2022; Zbl 07516337) Full Text: DOI OpenURL
Shi, Xuesheng; Gallagher, Colin; Lund, Robert; Killick, Rebecca A comparison of single and multiple changepoint techniques for time series data. (English) Zbl 07512627 Comput. Stat. Data Anal. 170, Article ID 107433, 19 p. (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{X. Shi} et al., Comput. Stat. Data Anal. 170, Article ID 107433, 19 p. (2022; Zbl 07512627) Full Text: DOI OpenURL
Gravner, Janko; Liu, Xiaochen One-dimensional cellular automata with random rules: longest temporal period of a periodic solution. (English) Zbl 07500283 Electron. J. Probab. 27, Paper No. 25, 23 p. (2022). MSC: 60K35 37B15 68Q80 PDF BibTeX XML Cite \textit{J. Gravner} and \textit{X. Liu}, Electron. J. Probab. 27, Paper No. 25, 23 p. (2022; Zbl 07500283) Full Text: DOI OpenURL
Franke, Jürgen; Hefter, Mario; Herzwurm, André; Ritter, Klaus; Schwaar, Stefanie Adaptive quantile computation for Brownian bridge in change-point analysis. (English) Zbl 07464469 Comput. Stat. Data Anal. 167, Article ID 107375, 13 p. (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Franke} et al., Comput. Stat. Data Anal. 167, Article ID 107375, 13 p. (2022; Zbl 07464469) Full Text: DOI arXiv OpenURL
Wang, Jiangyan; Gu, Lijie; Yang, Lijian Oracle-efficient estimation for functional data error distribution with simultaneous confidence band. (English) Zbl 07464461 Comput. Stat. Data Anal. 167, Article ID 107363, 38 p. (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Wang} et al., Comput. Stat. Data Anal. 167, Article ID 107363, 38 p. (2022; Zbl 07464461) Full Text: DOI OpenURL
Lyu, Yangyang Spatial asymptotics for the Feynman-Kac formulas driven by time-dependent and space-fractional rough Gaussian fields with the measure-valued initial data. (English) Zbl 1480.60192 Stochastic Processes Appl. 143, 106-159 (2022). MSC: 60H30 60F10 60G15 60H40 PDF BibTeX XML Cite \textit{Y. Lyu}, Stochastic Processes Appl. 143, 106--159 (2022; Zbl 1480.60192) Full Text: DOI arXiv OpenURL
Hosseini, Reyhaneh; Zarepour, Mahmoud A consistent Bayesian bootstrap for chi-squared goodness-of-fit test using a Dirichlet prior. (English) Zbl 07530935 Commun. Stat., Theory Methods 50, No. 8, 1756-1773 (2021). MSC: 62G20 62G10 62-XX PDF BibTeX XML Cite \textit{R. Hosseini} and \textit{M. Zarepour}, Commun. Stat., Theory Methods 50, No. 8, 1756--1773 (2021; Zbl 07530935) Full Text: DOI OpenURL
Es-Sebaiy, Khalifa; Moustaaid, Jabrane Optimal Berry-Esséen bound for maximum likelihood estimation of the drift parameter in \(\alpha \)-Brownian bridge. (English) Zbl 07514900 J. Korean Stat. Soc. 50, No. 2, 403-418 (2021). MSC: 60F05 60H07 62F12 60J76 PDF BibTeX XML Cite \textit{K. Es-Sebaiy} and \textit{J. Moustaaid}, J. Korean Stat. Soc. 50, No. 2, 403--418 (2021; Zbl 07514900) Full Text: DOI OpenURL
Jensen, Mathias Højgaard; Joshi, Sarang; Sommer, Stefan Bridge simulation and metric estimation on Lie groups. (English) Zbl 07495242 Nielsen, Frank (ed.) et al., Geometric science of information. 5th international conference, GSI 2021, Paris, France, July 21–23, 2021. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 12829, 430-438 (2021). MSC: 60G22 22E70 58J65 60J65 PDF BibTeX XML Cite \textit{M. H. Jensen} et al., Lect. Notes Comput. Sci. 12829, 430--438 (2021; Zbl 07495242) Full Text: DOI OpenURL
Ling, Jin; Li, Xiao-qin; Yang, Wen-zhi; Jiao, Jian-ling The CUSUM statistic of change point under NA sequences. (English) Zbl 07478773 Appl. Math., Ser. B (Engl. Ed.) 36, No. 4, 512-520 (2021). MSC: 62F12 PDF BibTeX XML Cite \textit{J. Ling} et al., Appl. Math., Ser. B (Engl. Ed.) 36, No. 4, 512--520 (2021; Zbl 07478773) Full Text: DOI OpenURL
Panzo, Hugo Independent factorization of the last zero arcsine law for Bessel processes with drift. (English) Zbl 07453017 Electron. Commun. Probab. 26, Paper No. 36, 11 p. (2021). MSC: 60G17 60J60 60J65 PDF BibTeX XML Cite \textit{H. Panzo}, Electron. Commun. Probab. 26, Paper No. 36, 11 p. (2021; Zbl 07453017) Full Text: DOI arXiv OpenURL
Bailleul, Ismäel; Mesnager, Laurent; Norris, James Small-time fluctuations for the bridge of a sub-Riemannian diffusion. (English. French summary) Zbl 07452919 Ann. Sci. Éc. Norm. Supér. (4) 54, No. 3, 549-586 (2021). Reviewer: Robert Neel (Bethlehem) MSC: 58J65 53C17 60F05 60H07 PDF BibTeX XML Cite \textit{I. Bailleul} et al., Ann. Sci. Éc. Norm. Supér. (4) 54, No. 3, 549--586 (2021; Zbl 07452919) Full Text: DOI arXiv OpenURL
Mojirsheibani, Majid A note on the performance of bootstrap kernel density estimation with small re-sample sizes. (English) Zbl 1478.62086 Stat. Probab. Lett. 178, Article ID 109189, 10 p. (2021). MSC: 62G07 62G09 62R07 PDF BibTeX XML Cite \textit{M. Mojirsheibani}, Stat. Probab. Lett. 178, Article ID 109189, 10 p. (2021; Zbl 1478.62086) Full Text: DOI OpenURL
Muszkieta, Monika; Janczura, Joanna; Weron, Aleksander Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach. (English) Zbl 07422811 Appl. Math. Comput. 396, Article ID 125902, 17 p. (2021). MSC: 82Cxx PDF BibTeX XML Cite \textit{M. Muszkieta} et al., Appl. Math. Comput. 396, Article ID 125902, 17 p. (2021; Zbl 07422811) Full Text: DOI OpenURL
Wang, Yihan Least squares estimator for fractional Brownian bridges of the second kind. (English) Zbl 07404374 Math. Appl. 34, No. 3, 733-748 (2021). MSC: 60G22 PDF BibTeX XML Cite \textit{Y. Wang}, Math. Appl. 34, No. 3, 733--748 (2021; Zbl 07404374) OpenURL
González Cázares, Jorge; Ivanovs, Jevgenijs Recovering Brownian and jump parts from high-frequency observations of a Lévy process. (English) Zbl 1469.60145 Bernoulli 27, No. 4, 2413-2436 (2021). MSC: 60G51 62G05 PDF BibTeX XML Cite \textit{J. González Cázares} and \textit{J. Ivanovs}, Bernoulli 27, No. 4, 2413--2436 (2021; Zbl 1469.60145) Full Text: DOI arXiv OpenURL
Khanfir, Robin Time and place of the maximum for one-dimensional diffusion bridges and meanders. (English) Zbl 1480.60238 Probab. Surv. 18, 1-43 (2021). MSC: 60J60 60J65 PDF BibTeX XML Cite \textit{R. Khanfir}, Probab. Surv. 18, 1--43 (2021; Zbl 1480.60238) Full Text: DOI arXiv OpenURL
Chen, May-Ru; Yen, Ju-Yi On excursions inside an excursion. (English) Zbl 1469.60254 Stochastic Processes Appl. 138, 96-116 (2021). MSC: 60J65 60G55 60E05 PDF BibTeX XML Cite \textit{M.-R. Chen} and \textit{J.-Y. Yen}, Stochastic Processes Appl. 138, 96--116 (2021; Zbl 1469.60254) Full Text: DOI OpenURL
Peralta, Liliana Distribution function of the blow up time of the solution of an anticipating random fatigue equation. (English) Zbl 1480.60169 Acta Math. Sin., Engl. Ser. 37, No. 4, 551-564 (2021). MSC: 60H10 91B70 60H05 60J65 PDF BibTeX XML Cite \textit{L. Peralta}, Acta Math. Sin., Engl. Ser. 37, No. 4, 551--564 (2021; Zbl 1480.60169) Full Text: DOI arXiv OpenURL
Huang, Chunfeng; Li, Ao On Lévy’s Brownian motion and white noise space on the circle. (English) Zbl 1477.60060 Stat. Probab. Lett. 171, Article ID 109041, 6 p. (2021). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G10 60J65 60G65 PDF BibTeX XML Cite \textit{C. Huang} and \textit{A. Li}, Stat. Probab. Lett. 171, Article ID 109041, 6 p. (2021; Zbl 1477.60060) Full Text: DOI OpenURL
Frey, Jesse Refined asymptotic Kolmogorov-Smirnov tests for the case of finite support. (English) Zbl 07529986 Commun. Stat., Theory Methods 49, No. 23, 5829-5841 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Frey}, Commun. Stat., Theory Methods 49, No. 23, 5829--5841 (2020; Zbl 07529986) Full Text: DOI OpenURL
Ma, Changfu; Xu, Wei; Yuan, George Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree. (English) Zbl 1471.91580 Quant. Finance 20, No. 12, 2037-2053 (2020). MSC: 91G20 91G30 PDF BibTeX XML Cite \textit{C. Ma} et al., Quant. Finance 20, No. 12, 2037--2053 (2020; Zbl 1471.91580) Full Text: DOI OpenURL
McGill, Paul Absolute continuity of diffusion bridges. (English) Zbl 1459.60171 Sankhyā, Ser. B 82, No. 2, 240-246 (2020). MSC: 60J65 60H10 PDF BibTeX XML Cite \textit{P. McGill}, Sankhyā, Ser. B 82, No. 2, 240--246 (2020; Zbl 1459.60171) Full Text: DOI OpenURL
Dorogovtsev, A. A.; Vovchanskii, N. B. Representations of the finite-dimensional point densities in Arratia flows with drift. (English) Zbl 1474.60147 Theory Stoch. Process. 25, No. 1, 25-36 (2020). MSC: 60H10 60G55 PDF BibTeX XML Cite \textit{A. A. Dorogovtsev} and \textit{N. B. Vovchanskii}, Theory Stoch. Process. 25, No. 1, 25--36 (2020; Zbl 1474.60147) Full Text: arXiv Link OpenURL
Rybakov, Konstantin Aleksandrovich Modeling linear nonstationary stochastic systems by spectral method. (Russian. English summary) Zbl 1459.93169 Differ. Uravn. Protsessy Upr. 2020, No. 3, 98-128 (2020). MSC: 93E03 60J70 93C05 PDF BibTeX XML Cite \textit{K. A. Rybakov}, Differ. Uravn. Protsessy Upr. 2020, No. 3, 98--128 (2020; Zbl 1459.93169) Full Text: Link OpenURL
Dubey, Paromita; Müller, Hans-Georg Fréchet change-point detection. (English) Zbl 1461.62243 Ann. Stat. 48, No. 6, 3312-3335 (2020). MSC: 62R20 62M10 62H20 62G10 62P10 PDF BibTeX XML Cite \textit{P. Dubey} and \textit{H.-G. Müller}, Ann. Stat. 48, No. 6, 3312--3335 (2020; Zbl 1461.62243) Full Text: DOI arXiv Euclid OpenURL
Jang, Hanbyeol; Kim, Hyundong; Jo, Subeom; Kim, Hanrim; Lee, Seri; Lee, Juwon; Kim, Junseok Fast Android implementation of Monte Carlo simulation for pricing equity-linked securities. (English) Zbl 1458.91227 J. Korean Soc. Ind. Appl. Math. 24, No. 1, 79-84 (2020). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65C05 91G20 PDF BibTeX XML Cite \textit{H. Jang} et al., J. Korean Soc. Ind. Appl. Math. 24, No. 1, 79--84 (2020; Zbl 1458.91227) Full Text: DOI OpenURL
Bayer, Christian; Ben Hammouda, Chiheb; Tempone, Raúl Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model. (English) Zbl 1454.91359 Quant. Finance 20, No. 9, 1457-1473 (2020). MSC: 91G60 91G20 65C05 65D30 65D32 PDF BibTeX XML Cite \textit{C. Bayer} et al., Quant. Finance 20, No. 9, 1457--1473 (2020; Zbl 1454.91359) Full Text: DOI arXiv Link OpenURL
Elsworth, Steven; Güttel, Stefan ABBA: adaptive Brownian bridge-based symbolic aggregation of time series. (English) Zbl 1478.62250 Data Min. Knowl. Discov. 34, No. 4, 1175-1200 (2020). MSC: 62M10 62-04 62H30 PDF BibTeX XML Cite \textit{S. Elsworth} and \textit{S. Güttel}, Data Min. Knowl. Discov. 34, No. 4, 1175--1200 (2020; Zbl 1478.62250) Full Text: DOI arXiv OpenURL
Angoshtari, Bahman; Leung, Tim Optimal trading of a basket of futures contracts. (English) Zbl 1443.91282 Ann. Finance 16, No. 2, 253-280 (2020). MSC: 91G20 49L12 PDF BibTeX XML Cite \textit{B. Angoshtari} and \textit{T. Leung}, Ann. Finance 16, No. 2, 253--280 (2020; Zbl 1443.91282) Full Text: DOI arXiv OpenURL
Hildebrandt, Florian; Rœlly, Sylvie Pinned diffusions and Markov bridges. (English) Zbl 1456.60085 J. Theor. Probab. 33, No. 2, 906-917 (2020). MSC: 60G15 60H10 60J60 PDF BibTeX XML Cite \textit{F. Hildebrandt} and \textit{S. Rœlly}, J. Theor. Probab. 33, No. 2, 906--917 (2020; Zbl 1456.60085) Full Text: DOI arXiv OpenURL
De Angelis, Tiziano; Milazzo, Alessandro Optimal stopping for the exponential of a Brownian bridge. (English) Zbl 1434.60120 J. Appl. Probab. 57, No. 1, 361-384 (2020). MSC: 60G40 60J65 35R35 PDF BibTeX XML Cite \textit{T. De Angelis} and \textit{A. Milazzo}, J. Appl. Probab. 57, No. 1, 361--384 (2020; Zbl 1434.60120) Full Text: DOI arXiv Link OpenURL
Zhao, Shoujiang; Liu, Qiaojing A large deviation result for maximum likelihood estimator of non-homogeneous Ornstein-Uhlenbeck processes. (English) Zbl 1437.60017 Stat. Probab. Lett. 162, Article ID 108753, 8 p. (2020). MSC: 60F10 62M05 PDF BibTeX XML Cite \textit{S. Zhao} and \textit{Q. Liu}, Stat. Probab. Lett. 162, Article ID 108753, 8 p. (2020; Zbl 1437.60017) Full Text: DOI OpenURL
Ekström, Erik; Vaicenavicius, Juozas Optimal stopping of a Brownian bridge with an unknown pinning point. (English) Zbl 1441.60034 Stochastic Processes Appl. 130, No. 2, 806-823 (2020). MSC: 60G40 60G35 60J25 PDF BibTeX XML Cite \textit{E. Ekström} and \textit{J. Vaicenavicius}, Stochastic Processes Appl. 130, No. 2, 806--823 (2020; Zbl 1441.60034) Full Text: DOI arXiv OpenURL
Zhao, Wenzhi; Xia, Zhiming Weighted-residual based detection methods for gradual structure-changes in linear models. (Chinese. English summary) Zbl 1449.62041 Chin. J. Eng. Math. 36, No. 6, 637-646 (2019). MSC: 62F05 62F12 62J05 PDF BibTeX XML Cite \textit{W. Zhao} and \textit{Z. Xia}, Chin. J. Eng. Math. 36, No. 6, 637--646 (2019; Zbl 1449.62041) Full Text: DOI OpenURL
McGill, Paul Brownian representation of a Floquet basis. (English) Zbl 1444.60076 Markov Process. Relat. Fields 25, No. 5, 797-820 (2019). MSC: 60J65 34C25 28C20 PDF BibTeX XML Cite \textit{P. McGill}, Markov Process. Relat. Fields 25, No. 5, 797--820 (2019; Zbl 1444.60076) OpenURL
Jang, Hanbyeol; Wang, Jian; Kim, Junseok Equity-linked security pricing and greeks at arbitrary intermediate times using Brownian bridge. (English) Zbl 1432.91138 Monte Carlo Methods Appl. 25, No. 4, 291-305 (2019). MSC: 91G60 65C05 91G20 60J70 PDF BibTeX XML Cite \textit{H. Jang} et al., Monte Carlo Methods Appl. 25, No. 4, 291--305 (2019; Zbl 1432.91138) Full Text: DOI OpenURL
Gautié, Tristan; Le Doussal, Pierre; Majumdar, Satya N.; Schehr, Grégory Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary. (English) Zbl 1439.60076 J. Stat. Phys. 177, No. 5, 752-805 (2019). MSC: 60J65 82B41 60K35 60B20 PDF BibTeX XML Cite \textit{T. Gautié} et al., J. Stat. Phys. 177, No. 5, 752--805 (2019; Zbl 1439.60076) Full Text: DOI arXiv OpenURL
Angoshtari, Bahman; Leung, Tim Optimal dynamic basis trading. (English) Zbl 1426.91260 Ann. Finance 15, No. 3, 307-335 (2019). MSC: 91G20 PDF BibTeX XML Cite \textit{B. Angoshtari} and \textit{T. Leung}, Ann. Finance 15, No. 3, 307--335 (2019; Zbl 1426.91260) Full Text: DOI arXiv OpenURL
Lei, Tao Scaling limit of random forests with prescribed degree sequences. (English) Zbl 1431.62263 Bernoulli 25, No. 4A, 2409-2438 (2019). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H30 60J65 60F17 PDF BibTeX XML Cite \textit{T. Lei}, Bernoulli 25, No. 4A, 2409--2438 (2019; Zbl 1431.62263) Full Text: DOI arXiv Euclid OpenURL
Ji, Lanpeng; Liu, Peng; Robert, Stephan Tail asymptotic behavior of the supremum of a class of chi-square processes. (English) Zbl 1458.60042 Stat. Probab. Lett. 154, Article ID 108551, 11 p. (2019). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{L. Ji} et al., Stat. Probab. Lett. 154, Article ID 108551, 11 p. (2019; Zbl 1458.60042) Full Text: DOI arXiv Link OpenURL
Lagnoux, Agnès; Mercier, Sabine; Vallois, Pierre Probability density function of the local score position. (English) Zbl 1422.60062 Stochastic Processes Appl. 129, No. 10, 3664-3689 (2019). MSC: 60G17 60J25 60J65 PDF BibTeX XML Cite \textit{A. Lagnoux} et al., Stochastic Processes Appl. 129, No. 10, 3664--3689 (2019; Zbl 1422.60062) Full Text: DOI HAL OpenURL
Kaushansky, Vadim; Reisinger, Christoph Simulation of a simple particle system interacting through hitting times. (English) Zbl 07098998 Discrete Contin. Dyn. Syst., Ser. B 24, No. 10, 5481-5502 (2019). MSC: 65C35 60K35 PDF BibTeX XML Cite \textit{V. Kaushansky} and \textit{C. Reisinger}, Discrete Contin. Dyn. Syst., Ser. B 24, No. 10, 5481--5502 (2019; Zbl 07098998) Full Text: DOI arXiv OpenURL
Gu, Lijie; Wang, Suojin; Yang, Lijian Simultaneous confidence bands for the distribution function of a finite population in stratified sampling. (English) Zbl 1426.62121 Ann. Inst. Stat. Math. 71, No. 4, 983-1005 (2019). MSC: 62G08 62G05 62G07 62D05 62G15 PDF BibTeX XML Cite \textit{L. Gu} et al., Ann. Inst. Stat. Math. 71, No. 4, 983--1005 (2019; Zbl 1426.62121) Full Text: DOI OpenURL
Kuznetsov, Alexander; Shishkina, Elina; Sitnik, Sergey Probabilistic properties of near-optimal trajectories of an agent moving over a lattice. (English) Zbl 1421.49018 J. Optim. Theory Appl. 182, No. 2, 768-784 (2019). MSC: 49J55 49M30 37B15 PDF BibTeX XML Cite \textit{A. Kuznetsov} et al., J. Optim. Theory Appl. 182, No. 2, 768--784 (2019; Zbl 1421.49018) Full Text: DOI OpenURL
Pacchiarotti, Barbara Large deviations for generalized conditioned Gaussian processes and their bridges. (English) Zbl 1484.60034 Probab. Math. Stat. 39, No. 1, 159-181 (2019). Reviewer: Hanspeter Schmidli (Köln) MSC: 60F10 60G15 65C05 60G22 PDF BibTeX XML Cite \textit{B. Pacchiarotti}, Probab. Math. Stat. 39, No. 1, 159--181 (2019; Zbl 1484.60034) Full Text: DOI OpenURL
Conforti, Giovanni A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost. (English) Zbl 1481.60152 Probab. Theory Relat. Fields 174, No. 1-2, 1-47 (2019). MSC: 60J60 49Q22 39B62 60F10 46N10 47D07 28A50 PDF BibTeX XML Cite \textit{G. Conforti}, Probab. Theory Relat. Fields 174, No. 1--2, 1--47 (2019; Zbl 1481.60152) Full Text: DOI arXiv OpenURL
Barrieu, Pauline (ed.) [Norberg, Ragnar] Risk and stochastics. Ragnar Norberg. With an autobiography by Ragnar Norberg. (English) Zbl 1453.91004 Hackensack, NJ: World Scientific (ISBN 978-1-78634-194-5/hbk; 978-1-78634-196-9/ebook). cxxxvii, 180 p. (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91-06 60-06 91G05 91G45 91G70 62P05 60H10 60J70 60G40 00B15 00B30 PDF BibTeX XML Cite \textit{P. Barrieu} (ed.), Risk and stochastics. Ragnar Norberg. With an autobiography by Ragnar Norberg. Hackensack, NJ: World Scientific (2019; Zbl 1453.91004) Full Text: DOI OpenURL
Lisovskii, D. I. Bayesian sequential testing problem for a Brownian bridge. (English. Russian original) Zbl 1442.62183 Theory Probab. Appl. 63, No. 4, 556-579 (2019); translation from Teor. Veroyatn. Primen. 63, No. 4, 683-712 (2018). MSC: 62L10 62L15 62F03 60G40 PDF BibTeX XML Cite \textit{D. I. Lisovskii}, Theory Probab. Appl. 63, No. 4, 556--579 (2019; Zbl 1442.62183); translation from Teor. Veroyatn. Primen. 63, No. 4, 683--712 (2018) Full Text: DOI OpenURL
Güneysu, Batu On the semimartingale property of Brownian bridges on complete manifolds. (English) Zbl 1407.82051 ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 1, 15-31 (2019). MSC: 82C44 60K35 60G70 PDF BibTeX XML Cite \textit{B. Güneysu}, ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 1, 15--31 (2019; Zbl 1407.82051) Full Text: arXiv Link OpenURL
Akahori, Jiro; Song, Xiaoming; Wang, Tai-Ho Bridge representation and modal-path approximation. (English) Zbl 1403.60033 Stochastic Processes Appl. 129, No. 1, 174-204 (2019). MSC: 60G22 60G15 60H07 PDF BibTeX XML Cite \textit{J. Akahori} et al., Stochastic Processes Appl. 129, No. 1, 174--204 (2019; Zbl 1403.60033) Full Text: DOI arXiv OpenURL
Peñuñuri, F.; Montoya, J. A.; Carvente, O. Density profiles of granular gases studied by molecular dynamics and Brownian bridges. (English) Zbl 07546964 Physica A 492, 2103-2110 (2018). MSC: 82-XX PDF BibTeX XML Cite \textit{F. Peñuñuri} et al., Physica A 492, 2103--2110 (2018; Zbl 07546964) Full Text: DOI OpenURL
Banerjee, Buddhananda; Pradhan, Biswabrata Kolmogorov-Smirnov test for life test data with hybrid censoring. (English) Zbl 07416399 Commun. Stat., Theory Methods 47, No. 11, 2590-2604 (2018). MSC: 62-XX PDF BibTeX XML Cite \textit{B. Banerjee} and \textit{B. Pradhan}, Commun. Stat., Theory Methods 47, No. 11, 2590--2604 (2018; Zbl 07416399) Full Text: DOI OpenURL
McGill, Paul On drifting Brownian motion made periodic. (English) Zbl 1454.60126 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLIX. Cham: Springer. Lect. Notes Math. 2215, 363-373 (2018). MSC: 60J65 60H10 28C20 PDF BibTeX XML Cite \textit{P. McGill}, Lect. Notes Math. 2215, 363--373 (2018; Zbl 1454.60126) Full Text: DOI OpenURL
Schäfer, Helge The cycle structure of random permutations without macroscopic cycles. (English) Zbl 1423.60003 Darmstadt: TU Darmstadt, Fachbereich Mathematik (Diss.). 124 p. (2018). MSC: 60-02 60B15 60C05 60F05 PDF BibTeX XML Cite \textit{H. Schäfer}, The cycle structure of random permutations without macroscopic cycles. Darmstadt: TU Darmstadt, Fachbereich Mathematik (Diss.) (2018; Zbl 1423.60003) Full Text: Link OpenURL
Alvarez-Andrade, Sergio; Bouzebda, Salim; Lachal, Aimé Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests. (English) Zbl 1420.62218 Test 27, No. 4, 826-849 (2018). MSC: 62G30 62G20 60F17 62F03 62F12 60F15 PDF BibTeX XML Cite \textit{S. Alvarez-Andrade} et al., Test 27, No. 4, 826--849 (2018; Zbl 1420.62218) Full Text: DOI arXiv OpenURL
Oh, Haejune; Lee, Sangyeol On score vector- and residual-based CUSUM tests in ARMA-GARCH models. (English) Zbl 1427.62104 Stat. Methods Appl. 27, No. 3, 385-406 (2018). MSC: 62M10 62L10 60J65 PDF BibTeX XML Cite \textit{H. Oh} and \textit{S. Lee}, Stat. Methods Appl. 27, No. 3, 385--406 (2018; Zbl 1427.62104) Full Text: DOI OpenURL
Grothaus, Martin; Vosshall, Robert Integration by parts on the law of the modulus of the Brownian bridge. (English) Zbl 1426.60063 Stoch. Partial Differ. Equ., Anal. Comput. 6, No. 3, 335-363 (2018). MSC: 60H07 60H40 46F25 31C25 PDF BibTeX XML Cite \textit{M. Grothaus} and \textit{R. Vosshall}, Stoch. Partial Differ. Equ., Anal. Comput. 6, No. 3, 335--363 (2018; Zbl 1426.60063) Full Text: DOI arXiv OpenURL
Sun, Xiaoxia Fractional Brownian bridge measures and their integration by parts formula. (English) Zbl 1424.60055 J. Math. Res. Appl. 38, No. 4, 418-426 (2018). MSC: 60G22 60G57 60H30 PDF BibTeX XML Cite \textit{X. Sun}, J. Math. Res. Appl. 38, No. 4, 418--426 (2018; Zbl 1424.60055) Full Text: DOI OpenURL
Dong, Yanqi; Huang, Rong; Liu, Yongping Average error of optimal quadrature formulae on the integral Brownian bridge measure. (Chinese. English summary) Zbl 1424.41053 J. Beijing Norm. Univ., Nat. Sci. 54, No. 5, 567-571 (2018). MSC: 41A55 65D30 PDF BibTeX XML Cite \textit{Y. Dong} et al., J. Beijing Norm. Univ., Nat. Sci. 54, No. 5, 567--571 (2018; Zbl 1424.41053) Full Text: DOI OpenURL
Flores, S.; Govindan, T. E. An alternative to Itô’s formula to solve linear financial stochastic differential equations. (English) Zbl 1414.60041 Dyn. Contin. Discrete Impuls. Syst., Ser. A, Math. Anal. 25, No. 6, 419-434 (2018). MSC: 60H10 PDF BibTeX XML Cite \textit{S. Flores} and \textit{T. E. Govindan}, Dyn. Contin. Discrete Impuls. Syst., Ser. A, Math. Anal. 25, No. 6, 419--434 (2018; Zbl 1414.60041) Full Text: Link OpenURL
Alabert, Aureli; Caballero, Ricard On the minimum of a conditioned Brownian bridge. (English) Zbl 1416.90036 Stoch. Models 34, No. 3, 269-291 (2018). MSC: 90C26 60J65 65C05 PDF BibTeX XML Cite \textit{A. Alabert} and \textit{R. Caballero}, Stoch. Models 34, No. 3, 269--291 (2018; Zbl 1416.90036) Full Text: DOI arXiv OpenURL
Thompson, James Brownian bridges to submanifolds. (English) Zbl 1406.58021 Potential Anal. 49, No. 4, 555-581 (2018). Reviewer: René L. Schilling (Dresden) MSC: 58J65 53B21 60J55 PDF BibTeX XML Cite \textit{J. Thompson}, Potential Anal. 49, No. 4, 555--581 (2018; Zbl 1406.58021) Full Text: DOI arXiv OpenURL
Kuang, Nenghui; Liu, Bingquan Least squares estimator for \(\alpha\)-sub-fractional bridges. (English) Zbl 1401.62132 Stat. Pap. 59, No. 3, 893-912 (2018). MSC: 62M05 62F12 60G22 60H05 PDF BibTeX XML Cite \textit{N. Kuang} and \textit{B. Liu}, Stat. Pap. 59, No. 3, 893--912 (2018; Zbl 1401.62132) Full Text: DOI OpenURL
Gorin, Vadim; Shkolnikov, Mykhaylo Stochastic Airy semigroup through tridiagonal matrices. (English) Zbl 1430.60011 Ann. Probab. 46, No. 4, 2287-2344 (2018). MSC: 60B20 15B52 60H25 47D08 60J55 PDF BibTeX XML Cite \textit{V. Gorin} and \textit{M. Shkolnikov}, Ann. Probab. 46, No. 4, 2287--2344 (2018; Zbl 1430.60011) Full Text: DOI arXiv Euclid OpenURL
Velilla, Santiago; Thu, Huong Nguyen A goodness-of-fit test for VARMA\((p, q)\) models. (English) Zbl 1392.62279 J. Stat. Plann. Inference 197, 126-140 (2018). MSC: 62M10 62G10 PDF BibTeX XML Cite \textit{S. Velilla} and \textit{H. N. Thu}, J. Stat. Plann. Inference 197, 126--140 (2018; Zbl 1392.62279) Full Text: DOI OpenURL
Zhao, Shoujiang; Liu, Qiaojing; Chen, Ting On the large deviation principle for maximum likelihood estimator of \(\alpha\)-Brownian bridge. (English) Zbl 1391.60050 Stat. Probab. Lett. 138, 143-150 (2018). MSC: 60F10 62M05 PDF BibTeX XML Cite \textit{S. Zhao} et al., Stat. Probab. Lett. 138, 143--150 (2018; Zbl 1391.60050) Full Text: DOI OpenURL
Alvarez-Andrade, Sergio; Bouzebda, Salim Almost sure central limit theorem for the hybrid process. (English) Zbl 1391.60040 Statistics 52, No. 3, 519-532 (2018). MSC: 60F05 60F15 PDF BibTeX XML Cite \textit{S. Alvarez-Andrade} and \textit{S. Bouzebda}, Statistics 52, No. 3, 519--532 (2018; Zbl 1391.60040) Full Text: DOI OpenURL
Pagès, Gilles Numerical probability. An introduction with applications to finance. (English) Zbl 1418.91016 Universitext. Cham: Springer (ISBN 978-3-319-90274-6/pbk; 978-3-319-90276-0/ebook). xxi, 579 p. (2018). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91-02 91G60 65C05 91G20 62P05 60G40 65C10 60J65 60H30 PDF BibTeX XML Cite \textit{G. Pagès}, Numerical probability. An introduction with applications to finance. Cham: Springer (2018; Zbl 1418.91016) Full Text: DOI OpenURL
Uchiyama, Kôhei The Brownian hitting distributions in space-time of bounded sets and the expected volume of the Wiener sausage for a Brownian bridge. (English) Zbl 1391.60204 Proc. Lond. Math. Soc. (3) 116, No. 3, 575-628 (2018). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J65 60J45 35K20 PDF BibTeX XML Cite \textit{K. Uchiyama}, Proc. Lond. Math. Soc. (3) 116, No. 3, 575--628 (2018; Zbl 1391.60204) Full Text: DOI arXiv OpenURL
Ferger, Dietmar On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics. (English) Zbl 1428.60116 Stat. Probab. Lett. 134, 63-69 (2018). MSC: 60J65 60F17 62G10 PDF BibTeX XML Cite \textit{D. Ferger}, Stat. Probab. Lett. 134, 63--69 (2018; Zbl 1428.60116) Full Text: DOI OpenURL
Gontscharuk, Veronika; Finner, Helmut On the asymptotics of a normal beta-transformed empirical process. (English) Zbl 1377.60045 J. Stat. Plann. Inference 193, 103-108 (2018). MSC: 60F15 62E20 62G30 PDF BibTeX XML Cite \textit{V. Gontscharuk} and \textit{H. Finner}, J. Stat. Plann. Inference 193, 103--108 (2018; Zbl 1377.60045) Full Text: DOI OpenURL
Bedini, Matteo Ludovico; Buckdahn, Rainer; Engelbert, Hans-Jürgen On the compensator of the default process in an information-based model. (English) Zbl 1444.60034 Probab. Uncertain. Quant. Risk 2, Paper No. 10, 21 p. (2017). MSC: 60G44 91B24 PDF BibTeX XML Cite \textit{M. L. Bedini} et al., Probab. Uncertain. Quant. Risk 2, Paper No. 10, 21 p. (2017; Zbl 1444.60034) Full Text: DOI arXiv OpenURL
Singham, Dashi I.; Atkinson, Michael P. Boundary crossing probabilities for the cumulative sample mean. (English) Zbl 1411.60048 Probab. Eng. Inf. Sci. 32, No. 2, 275-295 (2018). MSC: 60F17 60K10 62E20 62G15 PDF BibTeX XML Cite \textit{D. I. Singham} and \textit{M. P. Atkinson}, Probab. Eng. Inf. Sci. 32, No. 2, 275--295 (2017; Zbl 1411.60048) Full Text: DOI OpenURL
Ishitani, Kensuke Computation of first-order greeks for barrier options using chain rules for Wiener path integrals. (English) Zbl 1419.91619 JSIAM Lett. 9, 13-16 (2017). MSC: 91G20 91G60 PDF BibTeX XML Cite \textit{K. Ishitani}, JSIAM Lett. 9, 13--16 (2017; Zbl 1419.91619) Full Text: DOI arXiv OpenURL
Wang, Jing Conformal transforms and Doob’s \(h\)-processes on Heisenberg groups. (English) Zbl 1412.60121 Baudoin, Fabrice (ed.) et al., Stochastic analysis and related topics. A festschrift in honor of Rodrigo Bañuelos, Purdue University, West Lafayette, IN, USA, May 20–22, 2015. Cham: Birkhäuser. Prog. Probab. 72, 165-177 (2017). MSC: 60J65 30C20 35H20 35R03 PDF BibTeX XML Cite \textit{J. Wang}, Prog. Probab. 72, 165--177 (2017; Zbl 1412.60121) Full Text: DOI arXiv OpenURL
Swanepoel, Jan W. H. A note on Brownian areas and arcsine laws. (English) Zbl 1397.60112 S. Afr. Stat. J. 51, No. 1, 127-138 (2017). MSC: 60J65 PDF BibTeX XML Cite \textit{J. W. H. Swanepoel}, S. Afr. Stat. J. 51, No. 1, 127--138 (2017; Zbl 1397.60112) Full Text: Link OpenURL
Yanovich, Leonid; Khudyakov, Andrei Construction of approximate formulas for functionals of the Wiener and some other processes and also numerical examples. (English) Zbl 1388.60083 Nonlinear Phenom. Complex Syst., Minsk 20, No. 3, 258-266 (2017). MSC: 60G15 60G55 PDF BibTeX XML Cite \textit{L. Yanovich} and \textit{A. Khudyakov}, Nonlinear Phenom. Complex Syst., Minsk 20, No. 3, 258--266 (2017; Zbl 1388.60083) Full Text: Link OpenURL
Ng, Pin; Wong, Wing-Keung; Xiao, Zhijie Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency. (English) Zbl 1403.62072 Eur. J. Oper. Res. 261, No. 2, 666-678 (2017). MSC: 62G10 60E15 62G08 62P05 91G10 PDF BibTeX XML Cite \textit{P. Ng} et al., Eur. J. Oper. Res. 261, No. 2, 666--678 (2017; Zbl 1403.62072) Full Text: DOI OpenURL
Sinha, Kalyan B. Brownian bridge in quantum probability. (English) Zbl 1387.81252 Indian J. Pure Appl. Math. 48, No. 4, 551-560 (2017). MSC: 81S22 60J65 30H20 PDF BibTeX XML Cite \textit{K. B. Sinha}, Indian J. Pure Appl. Math. 48, No. 4, 551--560 (2017; Zbl 1387.81252) Full Text: DOI OpenURL
Huang, Jingyu; Lê, Khoa; Nualart, David Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. (English) Zbl 1387.60064 Stoch. Partial Differ. Equ., Anal. Comput. 5, No. 4, 614-651 (2017). MSC: 60G15 60H07 60H15 60F10 65C30 PDF BibTeX XML Cite \textit{J. Huang} et al., Stoch. Partial Differ. Equ., Anal. Comput. 5, No. 4, 614--651 (2017; Zbl 1387.60064) Full Text: DOI arXiv OpenURL
Yin, Gang; Bui, Trang Stochastic systems arising from Markov modulated empirical measures. (English) Zbl 1380.93242 J. Syst. Sci. Complex. 30, No. 5, 999-1011 (2017). MSC: 93E03 60J10 93C65 93A30 PDF BibTeX XML Cite \textit{G. Yin} and \textit{T. Bui}, J. Syst. Sci. Complex. 30, No. 5, 999--1011 (2017; Zbl 1380.93242) Full Text: DOI OpenURL
Tang, Chuan-Fa; Wang, Dewei; Tebbs, Joshua M. Nonparametric goodness-of-fit tests for uniform stochastic ordering. (English) Zbl 1388.62134 Ann. Stat. 45, No. 6, 2565-2589 (2017). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62G10 60E15 62F30 62P10 PDF BibTeX XML Cite \textit{C.-F. Tang} et al., Ann. Stat. 45, No. 6, 2565--2589 (2017; Zbl 1388.62134) Full Text: DOI Euclid OpenURL
Chen, Xinxin; Miermont, Grégory Long Brownian bridges in hyperbolic spaces converge to Brownian trees. (English) Zbl 1386.60121 Electron. J. Probab. 22, Paper No. 58, 15 p. (2017). MSC: 60F17 58J65 PDF BibTeX XML Cite \textit{X. Chen} and \textit{G. Miermont}, Electron. J. Probab. 22, Paper No. 58, 15 p. (2017; Zbl 1386.60121) Full Text: DOI arXiv Euclid OpenURL
Katchekpele, Edoh; Gneyou, Kossi Essona; Diongue, Abdou Kâ On change-point detection in volatile series using GARCH models. (English. French summary) Zbl 1373.62428 Afr. Stat. 12, No. 2, 1333-1346 (2017). MSC: 62M02 62L10 62M10 62F03 62F05 62P05 PDF BibTeX XML Cite \textit{E. Katchekpele} et al., Afr. Stat. 12, No. 2, 1333--1346 (2017; Zbl 1373.62428) Full Text: Euclid Link OpenURL
Zhao, Shoujiang; Chen, Ting Large deviation expansion for maximum-likelihood estimator of \(\alpha\)-Brownian bridge. (English) Zbl 1376.62048 Commun. Stat., Theory Methods 46, No. 15, 7313-7326 (2017). MSC: 62M05 60F10 60J65 PDF BibTeX XML Cite \textit{S. Zhao} and \textit{T. Chen}, Commun. Stat., Theory Methods 46, No. 15, 7313--7326 (2017; Zbl 1376.62048) Full Text: DOI OpenURL
Cárcamo, Javier Integrated empirical processes in \(L^{p}\) with applications to estimate probability metrics. (English) Zbl 1407.60045 Bernoulli 23, No. 4B, 3412-3436 (2017). MSC: 60F25 60B10 60F17 PDF BibTeX XML Cite \textit{J. Cárcamo}, Bernoulli 23, No. 4B, 3412--3436 (2017; Zbl 1407.60045) Full Text: DOI Euclid OpenURL
Huang, Jingyu; Lê, Khoa; Nualart, David Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise. (English. French summary) Zbl 1372.60092 Ann. Inst. Henri Poincaré, Probab. Stat. 53, No. 3, 1305-1340 (2017). MSC: 60H15 60G15 60H07 60F10 PDF BibTeX XML Cite \textit{J. Huang} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 53, No. 3, 1305--1340 (2017; Zbl 1372.60092) Full Text: DOI arXiv OpenURL
Alvarez-Andrade, Sergio; Bouzebda, Salim; Lachal, Aimé Some asymptotic results for the integrated empirical process with applications to statistical tests. (English) Zbl 1368.62121 Commun. Stat., Theory Methods 46, No. 7, 3365-3392 (2017). MSC: 62G30 62G10 62G20 60F17 62F03 62F12 60F15 PDF BibTeX XML Cite \textit{S. Alvarez-Andrade} et al., Commun. Stat., Theory Methods 46, No. 7, 3365--3392 (2017; Zbl 1368.62121) Full Text: DOI arXiv OpenURL
Mojirsheibani, Majid; Pouliot, William Weighted bootstrapped kernel density estimators in two-sample problems. (English) Zbl 1364.62085 J. Nonparametric Stat. 29, No. 1, 61-84 (2017). MSC: 62G07 62G08 62G09 PDF BibTeX XML Cite \textit{M. Mojirsheibani} and \textit{W. Pouliot}, J. Nonparametric Stat. 29, No. 1, 61--84 (2017; Zbl 1364.62085) Full Text: DOI Link OpenURL
Godrèche, Claude Longest interval between zeros of the tied-down random walk, the Brownian bridge and related renewal processes. (English) Zbl 1371.60075 J. Phys. A, Math. Theor. 50, No. 19, Article ID 195003, 28 p. (2017). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G50 60K05 60J65 60G18 60G52 60G70 PDF BibTeX XML Cite \textit{C. Godrèche}, J. Phys. A, Math. Theor. 50, No. 19, Article ID 195003, 28 p. (2017; Zbl 1371.60075) Full Text: DOI arXiv OpenURL
Kim, Jaehee; Lee, Geung-Hee Local Fourier tests for structural change based on residuals. (English) Zbl 1360.62130 Commun. Stat., Theory Methods 46, No. 1, 133-147 (2017). MSC: 62G05 62G20 62E17 62P05 62P20 91B72 91G70 PDF BibTeX XML Cite \textit{J. Kim} and \textit{G.-H. Lee}, Commun. Stat., Theory Methods 46, No. 1, 133--147 (2017; Zbl 1360.62130) Full Text: DOI OpenURL
Covo, Shai; Elalouf, Amir A new stochastic model and its diffusion approximation. (English) Zbl 1380.60085 Braz. J. Probab. Stat. 31, No. 1, 62-86 (2017). MSC: 60K25 90B22 60F17 68M20 PDF BibTeX XML Cite \textit{S. Covo} and \textit{A. Elalouf}, Braz. J. Probab. Stat. 31, No. 1, 62--86 (2017; Zbl 1380.60085) Full Text: DOI Euclid OpenURL
Van Nieuland, Steffie; Baetens, Jan M.; De Meyer, Hans; De Baets, Bernard An analytical description of the time-integrated Brownian bridge. (English) Zbl 1362.92092 Comput. Appl. Math. 36, No. 1, 627-645 (2017). MSC: 92D50 60J65 PDF BibTeX XML Cite \textit{S. Van Nieuland} et al., Comput. Appl. Math. 36, No. 1, 627--645 (2017; Zbl 1362.92092) Full Text: DOI OpenURL
Bedini, Matteo L.; Buckdahn, Rainer; Engelbert, Hans-Jürgen Brownian bridges on random intervals. (English. Russian original) Zbl 1358.91105 Theory Probab. Appl. 61, No. 1, 15-39 (2017); translation from Teor. Veroyatn. Primen. 61, No. 1, 129-157 (2016). MSC: 91G40 60J65 60H30 PDF BibTeX XML Cite \textit{M. L. Bedini} et al., Theory Probab. Appl. 61, No. 1, 15--39 (2017; Zbl 1358.91105); translation from Teor. Veroyatn. Primen. 61, No. 1, 129--157 (2016) Full Text: DOI arXiv OpenURL