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Found 120 Documents (Results 1–100)

The distribution of the supremum of \(\Theta\)-pre-Gaussian shot noise processes. (Ukrainian, English) Zbl 1224.60077

Teor. Jmovirn. Mat. Stat. 80, 76-90 (2009); translation in Theory Probab. Math. Stat. 80, 85-100 (2010).
MSC:  60G20 60G60
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\(\varphi\)-sub-Gaussian random processes. (\(\варпхи\)-субгауссові випадкові процеси.) (Ukrainian) Zbl 1224.60070

Kyïv: Vydavnycho-Poligrafichnyĭ Tsentr, Kyïvskyĭ Universytet (ISBN 978-966-439-051-1). 231 p. (2008).
MSC:  60G07 60-02 60G17
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The invariance principle for the Ornstein-Uhlenbeck process with fast Poisson time: an estimate for the rate of convergence. (Ukrainian, English) Zbl 1199.60099

Teor. Jmovirn. Mat. Stat. 76, 14-22 (2007); translation in Theory Probab. Math. Stat. 76, 15-22 (2008).
MSC:  60F17 60H10 60E15
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Marshall’s lemma for convex density estimation. (English) Zbl 1176.62029

Cator, Eric A. (ed.) et al., Asymptotics: particles, processes and inverse problems. Festschrift for Piet Groeneboom. Papers based on the presentations at the workshop, Delft, The Netherland, July 10–14, 2006. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-71-3/pbk). Institute of Mathematical Statistics Lecture Notes - Monograph Series 55, 101-107 (2007).
MSC:  62G07 62G20 62G30
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Modelling of stochastic processes and fields. (Моделювания випадкових процесів та полів.) (Ukrainian) Zbl 1199.60003

Kyïv: Zadruga (ISBN 978-966-432-021-1). 230 p. (2007).
MSC:  60-02 60G07 60G15
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An estimate of the probability that the queue length exceeds the maximum for a queue that is a generalized Ornstein-Uhlenbeck stochastic process. (Ukrainian, English) Zbl 1118.60076

Teor. Jmovirn. Mat. Stat. 73, 161-172 (2005); translation in Theory Probab. Math. Stat., Vol 73, 181-194 (2006).
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Sample paths continuity and estimates of distributions of increments of separable stochastic processes from the class \(V(\varphi,\psi)\) defined on a compact set. (Ukrainian. English summary) Zbl 1064.60057

MSC:  60G07 60G17
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Stochastic processes of the classes \(V(\varphi,\psi)\). (English. Ukrainian original) Zbl 0990.60036

Theory Probab. Math. Stat. 63, 109-121 (2001); translation from Teor. Jmovirn. Mat. Stat. 63, 100-111 (2000).
MSC:  60G07 60G70
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On the distribution of the supremum of a random walk when the characteristic equation has roots. (English. Russian original) Zbl 0954.60041

Theory Probab. Appl. 43, No. 2, 322-329 (1998); translation from Teor. Veroyatn. Primen. 43, No. 2, 383-390 (1998).
MSC:  60G50 60E10
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Tail estimates for empirical characteristic functions, with applications to random arrays. (English) Zbl 0796.60039

Dudley, Richard M. (ed.) et al., Probability in Banach spaces, 8: Proceedings of the eighth international conference, held at Bowdoin College in summer of 1991. Boston, MA: Birkhäuser. Prog. Probab. 30, 469-478 (1992).
MSC:  60F99
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On logarithmically concave measures and their applications to random processes linearly generated by independent values. (English. Russian original) Zbl 0830.60004

J. Math. Sci., New York 75, No. 5, 1889 (1995); translation from Zap. Nauchn. Semin. POMI 194, 28-29 (1992).
MSC:  60B11 60G15 60G17
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Some maximal moment-inequalities for martingales. (English) Zbl 0818.60015

Kasprzak, Wacław (ed.) et al., Proceedings of the 1989 COSMEX meeting on stochastic methods in experimental sciences, held in Szklarska Poreba, Poland, 8-14 September, 1989. Singapore: World Scientific. 136-147 (1990).
MSC:  60E15 60G42 60G44
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