## Found 254 Documents (Results 1–100)

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### Some strong limit theorems for weighted sums of measurable operators. (English)Zbl 07484154

MSC:  46L53 60F15 60G46
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### Generalized integrated Cauchy functional equation with applications to probability models. (English)Zbl 1481.60006

MSC:  60B05 60B15 62E10
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### Gaussian fluctuations for the directed polymer partition function in dimension $$d\ge 3$$ and in the whole $$L^2$$-region. (English. French summary)Zbl 1484.60112

MSC:  60K37 60F05
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MSC:  68T05
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### Statistical convergence of martingale difference sequence via deferred weighted mean and Korovkin-type theorems. (English)Zbl 1474.40012

MSC:  40A35 40G15 41A36
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### Quenched invariance principles for the discrete Fourier transforms of a stationary process. (English)Zbl 1429.60032

MSC:  60F17 60G10 60G42
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### Second and third orders asymptotic expansions for the distribution of particles in a branching random walk with a random environment in time. (English)Zbl 1393.60095

MSC:  60J80 60K37 60F05
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### Almost sure stability with general decay rate of neutral stochastic delayed hybrid systems with Lévy noise. (English)Zbl 1380.34120

MSC:  34K50 34K20 34K40
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### Recursive least squares algorithm for nonlinear dual-rate systems using missing-output estimation model. (English)Zbl 1370.93331

MSC:  93E24 93E10 93C10
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### Convergence analysis of the hierarchical least squares algorithm for bilinear-in-parameter systems. (English)Zbl 1366.93685

MSC:  93E12 93E24 93C35
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### Stable convergence and stable limit theorems. (English)Zbl 1356.60004

Probability Theory and Stochastic Modelling 74. Cham: Springer (ISBN 978-3-319-18328-2/hbk; 978-3-319-18329-9/ebook). x, 228 p. (2015).
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### The rate of convergence of option prices when general martingale discrete-time scheme approximates the Black-Scholes model. (English)Zbl 1338.60072

Palczewski, Andrzej (ed.) et al., Advances in mathematics of finance. Selected papers of the 6th general AMaMeF and Banach Center Conference, Warsaw, Poland, June 10–15, 2013. Warszawa: Polish Academy of Sciences, Institute of Mathematics (ISBN 978-83-86806-27-0). Banach Center Publications 104, 151-165 (2015).
MSC:  60F05 60F17 60G42 91B24 91B25
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MSC:  65C30
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### Algorithmic randomness for Doob’s martingale convergence theorem in continuous time. (English)Zbl 1325.03051

MSC:  03D32 60J65 60G44
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### Convergence rates in the law of large numbers for arrays of martingale differences. (English)Zbl 1309.60026

MSC:  60F15 60G42
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### Lipschitz equivalence of self-similar sets with touching structures. (English)Zbl 1294.28012

MSC:  28A80 26A16
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MSC:  60F15
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### Correction to: “Successive normalization of rectangular arrays”. (English)Zbl 1283.62136

MSC:  62H99 60F15 60G46 62H05 65C60
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### A limit theorem for partial sums of stochastic adapted sequences and its applications. (Chinese. English summary)Zbl 1299.60050

MSC:  60F15 60B12

### On convergence of Fourier series of Besicovitch almost periodic functions. (English)Zbl 1279.42006

MSC:  42A75 42A20 60G42
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### Pointwise convergence of vector-valued Fourier series. (English)Zbl 1285.42005

MSC:  42A20 42A50 46E40
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### Unsupervised classification and analysis of objects described by nonparametric probability distributions. (English)Zbl 07260337

MSC:  62-XX 68-XX
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### A sequential allocation scheme for estimating the difference of two means. (English)Zbl 1408.62142

MSC:  62L12 62F12 62F15

### Principle of conditioning revisited. (English)Zbl 1260.60036

MSC:  60F05 60E07

### Almost sure convergence and asymptotic stability of systems of linear stochastic difference equations in $$\mathbb R^d$$ driven by $$L^2$$-martingales. (English)Zbl 1258.39011

Reviewer: Fei Xue (Hartford)
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### The asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching and with polynomial growth. (English)Zbl 1238.93118

MSC:  93E15 60H10 93D20
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### Lévy’s zero-one law in game-theoretic probability. (English)Zbl 1245.60003

MSC:  60A05 60F20 60G42
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### Levy’s theorem and strong convergence of martingales in a dual space. (English)Zbl 1265.60007

MSC:  60B11 60B12 60G48

### Nonsynchronous covariation process and limit theorems. (English)Zbl 1233.60014

MSC:  60F05 60G48
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### Convergence rates in the SLLN for some classes of dependent random fields. (English)Zbl 1218.60024

MSC:  60F15 60G60
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### Central limit theorems for a supercritical branching process in a random environment. (English)Zbl 1210.60095

MSC:  60J80 60F05 60K37
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### Some strong deviation theorems for Markov chains on a kind of non-homogeneous tree. (Chinese. English summary)Zbl 1240.60047

MSC:  60F10 60F15 60J10

### Non-exponential stability and decay rates in nonlinear stochastic homogeneous difference equations. (English)Zbl 1217.39027

Elaydi, Saber (ed.) et al., Discrete dynamics and difference equations. Proceedings of the twelfth international conference on difference equations and applications (ICDEA), Lisbon, Portugal, July 23–27, 2007. Hackensack, NJ: World Scientific (ISBN 978-981-4287-64-7/hbk). 155-162 (2010).
MSC:  39A50 39A30 37H10

### Alternative proof for the recurrence and transience of random walks in random environment with bounded jumps. (Chinese. English summary)Zbl 1224.60249

MSC:  60K37 60G50

### An almost-sure renewal theorem for branching random walks on the line. (English)Zbl 1252.60088

MSC:  60J80 60K05
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### Successive normalization of rectangular arrays. (English)Zbl 1189.62109

Ann. Stat. 38, No. 3, 1638-1664 (2010); correction ibid. 41, No. 5, 2700-2702 (2013).
MSC:  62H99 60F15 60G46 62H05 65C60
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MSC:  60F15
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### Strong limit theorems for Markov chains in bi-infinite environments. (Chinese. English summary)Zbl 1199.60263

MSC:  60J10 60F05

### Measure free martingales and martingale measures. (English)Zbl 1190.60033

MSC:  60G42 28A05
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### A note on the conditional expectation of IF-observables. (English)Zbl 1246.60008

Di Gesù, Vito (ed.) et al., Fuzzy logic and applications. 8th international workshop, WILF 2009, Palermo, Italy, June 9–12, 2009. Proceedings. Berlin: Springer (ISBN 978-3-642-02281-4/pbk). Lecture Notes in Computer Science 5571. Lecture Notes in Artificial Intelligence, 85-92 (2009).
MSC:  60A86 60G48
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### On the almost sure central limit theorem for vector martingales: Convergence of moments and statistical applications. (English)Zbl 1175.60009

MSC:  60B12 46N30
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### On mean central limit theorems for stationary sequences. (English)Zbl 1187.60015

Reviewer: Bero Roos (Trier)
MSC:  60F05
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### Limit theorems of functionals of Markov chains in bi-infinite environments. (Chinese. English summary)Zbl 1174.60447

MSC:  60K37 60F17

MSC:  60G46

### Convergence dynamics of stochastic reaction-diffusion recurrent neural networks with continuously distributed delays. (English)Zbl 1154.35385

MSC:  35K57 92B20 60H15
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### Performance analysis of stochastic gradient algorithms under weak conditions. (English)Zbl 1145.93050

MSC:  93E12 93E10 93E25
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### The application of martingale in ruin probability of the compound negative binomial risk model. (English)Zbl 1145.91359

Gao, Hongwei (ed.) et al., Proceedings of the second international conference on game theory and applications, Qingdao, China, September 17–19, 2007. Liverpool: World Academic Union (World Academic Press) (ISBN 978-1-84626-166-4/hbk). 209-213 (2007).
MSC:  91B30 60G40

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MSC:  60F05
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MSC:  60K05
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### Auxiliary model-based least-squares identification methods for Hammerstein output-error systems. (English)Zbl 1130.93055

MSC:  93E12 93E24
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MSC:  60F15
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### Asymptotic stabilities of stochastic functional differential equations. (English)Zbl 1231.60053

MSC:  60H10 34K20 39B82
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### Exponential stability of stochastic differential equation with time-varying delay. (Chinese. English summary)Zbl 1126.60049

MSC:  60H10 93E15

### Recursive estimation of GARCH models. (English)Zbl 1105.62081

MSC:  62M10 62F12 62P05
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### Gradient-based identification methods for Hammerstein nonlinear ARMAX models. (English)Zbl 1134.93321

MSC:  93B30 93E03 93C23 93E25
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### Almost sure convergence of solutions to non-homogeneous stochastic difference equation. (English)Zbl 1099.39002

MSC:  39A11 39A10 37H10 60H25
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MSC:  60F15

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### Convergence dynamics of stochastic reaction-diffusion Hopfield neural networks with continuously distributed delays. (English)Zbl 1089.60512

MSC:  60H15 86A05 34D35

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### Convergence results on multitype, multivariate branching random walks. (English)Zbl 1076.60072

MSC:  60J80 15B48 60F10
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### On the rate of convergence in the central limit theorem for martingale difference sequences. (English)Zbl 1063.60060

MSC:  60G42 60F05
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### Asymptotic log-likelihood ratio and some studies on Chung’s strong law of large numbers. (English)Zbl 1063.60036

MSC:  60F15 60F99

### Indeterminacy of equilibrium in stochastic OLG models. (English)Zbl 1093.91048

Aliprantis, Charalambos D. (ed.) et al., Assets, beliefs, and equilibria in economic dynamics. Essays in honor of Mordecai Kurz. Collected papers of a conference, August 2–3, 2002. Berlin: Springer (ISBN 3-540-00911-6/hbk). Stud. Econ. Theory 18, 249-268 (2004).
MSC:  91B70

### Choosing sample size for a clinical trial using decision analysis. (English)Zbl 1436.62523

MSC:  62P10 62C10
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MSC:  91B70
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### An application of Edgeworth expansion in Bayesian inferences: Optimal sample sizes in clinical trials. (English)Zbl 1016.62090

MSC:  62L05 62P10 62C10
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### Limit theorems for stochastic processes. 2nd ed. (English)Zbl 1018.60002

Grundlehren der Mathematischen Wissenschaften. 288. Berlin: Springer. xx, 661 p. (2003).

MSC:  60B12

### On the Kolmogorov theorem. (English)Zbl 0998.60040

MSC:  60G42 60F25
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### On the conditional expectation on probability MV-algebras with product. (English)Zbl 1003.60010

MSC:  60B99 28A25 06D35
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