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Author ID: klass.michael-j Recent zbMATH articles by "Klass, Michael J."
Published as: Klass, Michael J.; Klass, M. J.; Klass, Michael
Documents Indexed: 73 Publications since 1972
Co-Authors: 34 Co-Authors with 51 Joint Publications
805 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

55 Publications have been cited 480 times in 384 Documents Cited by Year
A representation of independent increment processes without Gaussian components. Zbl 0254.60050
Ferguson, Thomas S.; Klass, Michael J.
91
1972
A diffusion model for optimal portfolio selection in the presence of brokerage fees. Zbl 0850.93886
Taksar, Michael; Klass, Michael J.; Assaf, David
51
1988
Iterated logarithm laws for asymmetric random variables barely with or without finite mean. Zbl 0372.60042
Klass, Michael; Teicher, Henry
27
1977
Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws. Zbl 1075.60014
de la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
26
2004
Toward a universal law of the iterated logarithm. I. Zbl 0319.60019
Klass, M. J.
20
1976
Matrix normalization of sums of random vectors in the domain of attraction of the multivariate normal. Zbl 0428.60032
Hahn, Marjorie G.; Klass, Michael J.
18
1980
The Robbins-Siegmund series criterion for partial maxima. Zbl 0576.60023
Klass, Michael J.
17
1985
Toward a universal law of the iterated logarithm. II. Zbl 0387.60033
Klass, Michael J.
17
1977
The minimal growth rate of partial maxima. Zbl 0536.60038
Klass, Michael J.
13
1984
A best possible improvement of Wald’s equation. Zbl 0648.60050
Klass, Michael J.
13
1988
A method of approximating expectations of functions of sums of independent random variables. Zbl 0463.60023
Klass, Michael J.
12
1981
The generalized domain of attraction of spherically symmetric stable laws on \(R^ n\). Zbl 0457.60007
Hahn, Marjorie G.; Klass, Michael J.
12
1980
The central limit theorem for exchangeable random variables without moments. Zbl 0619.60024
Klass, Michael; Teicher, Henry
12
1987
Affine normability of partial sums of i.i.d. random vectors: A characterization. Zbl 0547.60027
Hahn, Marjorie G.; Klass, Michael J.
11
1985
On stopping rules and the expected supremum of \(S_n/a_n\) and \(| S_n|/a_n\). Zbl 0325.60043
Klass, Michael J.
11
1974
Pseudo-maximization and self-normalized processes. Zbl 1189.60057
De La Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
10
2007
Properties of optimal extended-valued stopping rules for S\(_n\)/n. Zbl 0281.62085
Klass, Michael J.
10
1973
Uniform lower bounds for randomly stopped Banach space valued random sums. Zbl 0706.60046
Klass, Michael J.
9
1990
Sample-continuity of square-integrable processes. Zbl 0388.60044
Hahn, Marjorie G.; Klass, Michael J.
8
1977
The multidimensional central limit theorem for arrays normed by affine transformations. Zbl 0465.60030
Hahn, Marjorie G.; Klass, Michael J.
5
1981
Pointwise translation of the Radon transform and the general central limit problem. Zbl 0514.60025
Hahn, Marjorie G.; Hahn, Peter; Klass, Michael J.
5
1983
Order of magnitude bounds for expectations of \(\Delta_2\)-functions of nonnegative random bilinear forms and generalized \(U\)-statistics. Zbl 0895.60018
Klass, Michael J.; Nowicki, Krzysztof
5
1997
The Grossman and Zhou investment strategy is not always optimal. Zbl 1102.91050
Klass, Michael J.; Nowicki, Krzysztof
4
2005
Precision bounds for the relative error in the approximation of \(E|S_n|\) and extensions. Zbl 0428.60058
Klass, Michael J.
4
1980
The finite mean LIL bounds are sharp. Zbl 0546.60029
Klass, Michael J.
4
1984
Which i.i.d. sums are recurrently dominated by their maximal terms? Zbl 0777.60066
Klass, Michael J.; Wittmann, Rainer
4
1993
On the number of crossings of empirical distribution functions. Zbl 0593.60047
Nair, Vijayan N.; Shepp, Lawrence A.; Klass, Michael J.
4
1986
An optimal bound on the tail distribution of the number of recurrences of an event in product spaces. Zbl 1020.60009
Klass, Michael J.; Nowicki, Krzysztof
4
2003
Order-of-magnitude bounds for expectations involving quadratic forms. Zbl 0810.60012
de la Peña, Victor H.; Klass, Michael J.
4
1994
On the Studentisation of random vectors. Zbl 0863.62053
Vu, H. T. V.; Maller, R. A.; Klass, M. J.
4
1996
Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound. Zbl 0891.62007
Hahn, Marjorie G.; Klass, Michael J.
4
1997
On the almost sure minimal growth rate of partial sum maxima. Zbl 0857.60023
Klass, Michael J.; Zhang, Cun-Hui
4
1994
Theory and applications of multivariate self-normalized processes. Zbl 1190.60017
De la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
4
2009
Moment bounds for self-normalized martingales. Zbl 0967.60052
de la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
3
2000
A generalization of Burnside’s combinatorial lemma. Zbl 0382.05005
Klass, Michael J.
3
1976
Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences. Zbl 0880.60017
Choi, K. P.; Klass, Michael J.
2
1997
House-hunting without second moments. Zbl 1200.62094
Ferguson, Thomas S.; Klass, Michael J.
2
2010
Maximizing \(E\max _{1\leq k\leq n}S^+_ k/ES^+_ n:\) A prophet inequality for sums of i.i.d. mean zero variates. Zbl 0684.60032
Klass, Michael J.
2
1989
An interpretation of the finite mean LIL norming constants. Zbl 0601.60031
Klass, M. J.
2
1985
A symmetrization-desymmetrization procedure for uniformly good approximation of expectations involving arbitrary sums of generalized \(U\)-statistics. Zbl 1110.60300
Klass, Michael J.; Nowicki, Krzysztof
2
2000
An improvement of Hoffmann-Jørgensen’s inequality. Zbl 1044.60010
Klass, Michael J.; Nowicki, Krzysztof
2
2000
Uniformly accurate quantile bounds via the truncated moment generating function: the symmetric case. Zbl 1127.60043
Klass, Michael J.; Nowicki, Krzysztof
2
2007
On an approach to boundary crossing by stochastic processes. Zbl 1375.60082
Brown, Mark; de la Peña, Victor H.; Klass, Michael J.; Sit, Tony
1
2016
Uniformly accurate quantile bounds for sums of arbitrary independent random variables. Zbl 1210.60045
Klass, Michael J.; Nowicki, Krzysztof
1
2010
A survey of generalized domains of attraction and operator norming methods. Zbl 0455.60010
Hahn, Marjorie G.; Klass, Michael J.
1
1981
On the maximum of a random walk with small negative drift. Zbl 0514.60069
Klass, Michael J.
1
1983
On the limiting behavior of normed sums of independent random variables. Zbl 0552.60026
Klass, M. J.; Tomkins, R. J.
1
1984
Design criteria for noncoherent Gaussian channels with MFSK signaling and coding. Zbl 0344.94002
Butman, Stanley A.; Bar-David, Israel; Levitt, Barry K.; Lyon, Richard F.; Klass, Michael J.
1
1976
A survey of the \(S_n/n\) problem. Zbl 0354.60020
Klass, Michael J.
1
1975
The law of the iterated logarithm in the \(\ell ^ p\) spaces. Zbl 0573.60011
Klass, Michael; Kuelbs, James
1
1985
Order of magnitude bounds for expectations of \(\Delta_2\)-functions of generalized random bilinear forms. Zbl 0932.60019
Klass, Michael J.; Nowicki, Krzysztof
1
1998
A series criterion for the almost-sure growth rate of the generalized diameter of an increasing sequence of random points. Zbl 0926.60018
Appel, Martin J. B.; Klass, Michael J.; Russo, Ralph P.
1
1999
Uniform local probability approximations: Improvements on Berry-Esseen. Zbl 0831.60048
Hahn, Marjorie G.; Klass, Michael J.
1
1995
Ratio prophet inequalities for convex functions of partial sums. Zbl 0777.60038
Klass, Michael J.
1
1993
Maximal inequalities for additive processes. Zbl 1268.60059
Klass, Michael J.; Yang, Ming
1
2012
On an approach to boundary crossing by stochastic processes. Zbl 1375.60082
Brown, Mark; de la Peña, Victor H.; Klass, Michael J.; Sit, Tony
1
2016
Maximal inequalities for additive processes. Zbl 1268.60059
Klass, Michael J.; Yang, Ming
1
2012
House-hunting without second moments. Zbl 1200.62094
Ferguson, Thomas S.; Klass, Michael J.
2
2010
Uniformly accurate quantile bounds for sums of arbitrary independent random variables. Zbl 1210.60045
Klass, Michael J.; Nowicki, Krzysztof
1
2010
Theory and applications of multivariate self-normalized processes. Zbl 1190.60017
De la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
4
2009
Pseudo-maximization and self-normalized processes. Zbl 1189.60057
De La Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
10
2007
Uniformly accurate quantile bounds via the truncated moment generating function: the symmetric case. Zbl 1127.60043
Klass, Michael J.; Nowicki, Krzysztof
2
2007
The Grossman and Zhou investment strategy is not always optimal. Zbl 1102.91050
Klass, Michael J.; Nowicki, Krzysztof
4
2005
Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws. Zbl 1075.60014
de la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
26
2004
An optimal bound on the tail distribution of the number of recurrences of an event in product spaces. Zbl 1020.60009
Klass, Michael J.; Nowicki, Krzysztof
4
2003
Moment bounds for self-normalized martingales. Zbl 0967.60052
de la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
3
2000
A symmetrization-desymmetrization procedure for uniformly good approximation of expectations involving arbitrary sums of generalized \(U\)-statistics. Zbl 1110.60300
Klass, Michael J.; Nowicki, Krzysztof
2
2000
An improvement of Hoffmann-Jørgensen’s inequality. Zbl 1044.60010
Klass, Michael J.; Nowicki, Krzysztof
2
2000
A series criterion for the almost-sure growth rate of the generalized diameter of an increasing sequence of random points. Zbl 0926.60018
Appel, Martin J. B.; Klass, Michael J.; Russo, Ralph P.
1
1999
Order of magnitude bounds for expectations of \(\Delta_2\)-functions of generalized random bilinear forms. Zbl 0932.60019
Klass, Michael J.; Nowicki, Krzysztof
1
1998
Order of magnitude bounds for expectations of \(\Delta_2\)-functions of nonnegative random bilinear forms and generalized \(U\)-statistics. Zbl 0895.60018
Klass, Michael J.; Nowicki, Krzysztof
5
1997
Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound. Zbl 0891.62007
Hahn, Marjorie G.; Klass, Michael J.
4
1997
Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences. Zbl 0880.60017
Choi, K. P.; Klass, Michael J.
2
1997
On the Studentisation of random vectors. Zbl 0863.62053
Vu, H. T. V.; Maller, R. A.; Klass, M. J.
4
1996
Uniform local probability approximations: Improvements on Berry-Esseen. Zbl 0831.60048
Hahn, Marjorie G.; Klass, Michael J.
1
1995
Order-of-magnitude bounds for expectations involving quadratic forms. Zbl 0810.60012
de la Peña, Victor H.; Klass, Michael J.
4
1994
On the almost sure minimal growth rate of partial sum maxima. Zbl 0857.60023
Klass, Michael J.; Zhang, Cun-Hui
4
1994
Which i.i.d. sums are recurrently dominated by their maximal terms? Zbl 0777.60066
Klass, Michael J.; Wittmann, Rainer
4
1993
Ratio prophet inequalities for convex functions of partial sums. Zbl 0777.60038
Klass, Michael J.
1
1993
Uniform lower bounds for randomly stopped Banach space valued random sums. Zbl 0706.60046
Klass, Michael J.
9
1990
Maximizing \(E\max _{1\leq k\leq n}S^+_ k/ES^+_ n:\) A prophet inequality for sums of i.i.d. mean zero variates. Zbl 0684.60032
Klass, Michael J.
2
1989
A diffusion model for optimal portfolio selection in the presence of brokerage fees. Zbl 0850.93886
Taksar, Michael; Klass, Michael J.; Assaf, David
51
1988
A best possible improvement of Wald’s equation. Zbl 0648.60050
Klass, Michael J.
13
1988
The central limit theorem for exchangeable random variables without moments. Zbl 0619.60024
Klass, Michael; Teicher, Henry
12
1987
On the number of crossings of empirical distribution functions. Zbl 0593.60047
Nair, Vijayan N.; Shepp, Lawrence A.; Klass, Michael J.
4
1986
The Robbins-Siegmund series criterion for partial maxima. Zbl 0576.60023
Klass, Michael J.
17
1985
Affine normability of partial sums of i.i.d. random vectors: A characterization. Zbl 0547.60027
Hahn, Marjorie G.; Klass, Michael J.
11
1985
An interpretation of the finite mean LIL norming constants. Zbl 0601.60031
Klass, M. J.
2
1985
The law of the iterated logarithm in the \(\ell ^ p\) spaces. Zbl 0573.60011
Klass, Michael; Kuelbs, James
1
1985
The minimal growth rate of partial maxima. Zbl 0536.60038
Klass, Michael J.
13
1984
The finite mean LIL bounds are sharp. Zbl 0546.60029
Klass, Michael J.
4
1984
On the limiting behavior of normed sums of independent random variables. Zbl 0552.60026
Klass, M. J.; Tomkins, R. J.
1
1984
Pointwise translation of the Radon transform and the general central limit problem. Zbl 0514.60025
Hahn, Marjorie G.; Hahn, Peter; Klass, Michael J.
5
1983
On the maximum of a random walk with small negative drift. Zbl 0514.60069
Klass, Michael J.
1
1983
A method of approximating expectations of functions of sums of independent random variables. Zbl 0463.60023
Klass, Michael J.
12
1981
The multidimensional central limit theorem for arrays normed by affine transformations. Zbl 0465.60030
Hahn, Marjorie G.; Klass, Michael J.
5
1981
A survey of generalized domains of attraction and operator norming methods. Zbl 0455.60010
Hahn, Marjorie G.; Klass, Michael J.
1
1981
Matrix normalization of sums of random vectors in the domain of attraction of the multivariate normal. Zbl 0428.60032
Hahn, Marjorie G.; Klass, Michael J.
18
1980
The generalized domain of attraction of spherically symmetric stable laws on \(R^ n\). Zbl 0457.60007
Hahn, Marjorie G.; Klass, Michael J.
12
1980
Precision bounds for the relative error in the approximation of \(E|S_n|\) and extensions. Zbl 0428.60058
Klass, Michael J.
4
1980
Iterated logarithm laws for asymmetric random variables barely with or without finite mean. Zbl 0372.60042
Klass, Michael; Teicher, Henry
27
1977
Toward a universal law of the iterated logarithm. II. Zbl 0387.60033
Klass, Michael J.
17
1977
Sample-continuity of square-integrable processes. Zbl 0388.60044
Hahn, Marjorie G.; Klass, Michael J.
8
1977
Toward a universal law of the iterated logarithm. I. Zbl 0319.60019
Klass, M. J.
20
1976
A generalization of Burnside’s combinatorial lemma. Zbl 0382.05005
Klass, Michael J.
3
1976
Design criteria for noncoherent Gaussian channels with MFSK signaling and coding. Zbl 0344.94002
Butman, Stanley A.; Bar-David, Israel; Levitt, Barry K.; Lyon, Richard F.; Klass, Michael J.
1
1976
A survey of the \(S_n/n\) problem. Zbl 0354.60020
Klass, Michael J.
1
1975
On stopping rules and the expected supremum of \(S_n/a_n\) and \(| S_n|/a_n\). Zbl 0325.60043
Klass, Michael J.
11
1974
Properties of optimal extended-valued stopping rules for S\(_n\)/n. Zbl 0281.62085
Klass, Michael J.
10
1973
A representation of independent increment processes without Gaussian components. Zbl 0254.60050
Ferguson, Thomas S.; Klass, Michael J.
91
1972
all top 5

Cited by 453 Authors

19 Klass, Michael J.
14 Maller, Ross Arthur
14 Prünster, Igor
11 Adler, André Bruce
11 Hahn, Marjorie Green
11 Lijoi, Antonio
10 de la Peña, Victor H.
8 Li, Deli
8 Zarepour, Mahmoud
7 Lai, Tze Leung
7 Muhle-Karbe, Johannes
7 Nieto-Barajas, Luis E.
6 Einmahl, Uwe
6 Kawai, Reiichiro
6 Matsak, Ivan K.
6 Meerschaert, Mark Marvin
6 Nowicki, Krzysztof
6 Rosalsky, Andrew
5 Al-Labadi, Luai
5 Griffin, Jim E.
5 Guasoni, Paolo
5 Le Guével, Ronan
4 Arbel, Julyan
4 Boukhari, Fakhreddine
4 Camerlenghi, Federico
4 Favaro, Stefano
4 Hitczenko, Paweł
4 Ramdas, Aaditya K.
4 Schachermayer, Walter
4 Tomkins, R. James
4 Walker, Stephen Grahm
3 Bercu, Bernard
3 Doney, Ronald Arthur
3 Gerhold, Stefan
3 Irle, Albrecht
3 Jiang, Xinxin
3 Kallenberg, Olav
3 Kesten, Harry
3 Mason, David Michael
3 Matuła, Przemysław
3 Muliere, Pietro
3 Mulvey, John M.
3 Russo, Ralph P.
3 Savov, Mladen Svetoslavov
3 Sepanski, Steven J.
3 Veeh, Jerry Alan
3 Weiner, Daniel Charles
2 Alsmeyer, Gerold
2 Arcones, Miguel A.
2 Argiento, Raffaele
2 Bobkov, Sergey Germanovich
2 Broderick, Tamara
2 Campbell, Trevor
2 Caron, François
2 Coppini, Fabio
2 Csáki, Endre
2 Csörgő, Miklós
2 Cuzick, Jack
2 Dassios, Angelos
2 Ferguson, Thomas S.
2 Földes, Antónia
2 Fu, Ke’ang
2 Giné-Masdéu, Evarist
2 Godsill, Simon J.
2 Griffin, Philip S.
2 Guglielmi, Alessandra
2 Gut, Allan
2 Howard, Steven R.
2 Hu, Zhishui
2 Hudson, William N.
2 Imai, Junichi
2 Ipsen, Yuguang F.
2 Ishwaran, Hemant
2 James, Lancelot F.
2 Janssen, Arnold
2 Kallsen, Jan
2 Khoshnevisan, Davar
2 Kındap, Yaman
2 Koolen, Wouter M.
2 Kuelbs, James D.
2 Larsson, Martin
2 Louhichi, Sana
2 Martsynyuk, Yuliya V.
2 Mayerhofer, Eberhard
2 Mcauliffe, Jon D.
2 Mena, Ramsés H.
2 Miao, Yu
2 Montgomery-Smith, Stephen J.
2 Müller, Peter
2 Muthuraman, Kumar
2 Paulauskas, Vygantas Ionovič
2 Quintana, Fernando Andrés
2 Resnick, Sidney Ira
2 Rothmann, Mark D.
2 Sass, Jörn
2 Scheffler, Hans-Peter
2 Sekhon, Jasjeet S.
2 Steel, Mark F. J.
2 Stoica, George
2 Sukochev, Fedor Anatol’evich
...and 353 more Authors
all top 5

Cited in 118 Serials

27 Journal of Theoretical Probability
25 Statistics & Probability Letters
24 Stochastic Processes and their Applications
17 The Annals of Probability
17 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
10 The Annals of Applied Probability
9 Journal of Multivariate Analysis
8 Stochastic Analysis and Applications
8 Mathematical Finance
8 Statistics and Computing
7 The Annals of Statistics
7 Probability Theory and Related Fields
7 Bernoulli
6 Advances in Applied Probability
6 Lithuanian Mathematical Journal
6 Journal of Statistical Planning and Inference
6 Transactions of the American Mathematical Society
6 Statistical Science
6 Journal of Economic Dynamics & Control
5 Communications in Statistics. Theory and Methods
5 Electronic Journal of Probability
5 Finance and Stochastics
5 Stochastics
5 Electronic Journal of Statistics
4 Proceedings of the American Mathematical Society
4 Statistics
4 Computational Statistics and Data Analysis
3 Scandinavian Journal of Statistics
3 Journal of Applied Probability
3 Journal of Econometrics
3 Probability and Mathematical Statistics
3 European Journal of Operational Research
3 International Journal of Theoretical and Applied Finance
3 Methodology and Computing in Applied Probability
3 Quantitative Finance
3 Sankhyā. Series A
2 Bulletin of the Australian Mathematical Society
2 The Canadian Journal of Statistics
2 Israel Journal of Mathematics
2 Journal of Mathematical Analysis and Applications
2 Metrika
2 Annals of the Institute of Statistical Mathematics
2 Journal of the American Statistical Association
2 Journal of Computational and Applied Mathematics
2 Journal of Functional Analysis
2 Acta Mathematica Hungarica
2 Journal of Statistical Computation and Simulation
2 Proceedings of the Indian Academy of Sciences. Mathematical Sciences
2 Computational Economics
2 Theory of Probability and Mathematical Statistics
2 Journal of Mathematical Sciences (New York)
2 Probability in the Engineering and Informational Sciences
2 Statistical Methods and Applications
2 Probability Surveys
1 Acta Mathematica Academiae Scientiarum Hungaricae
1 Computers & Mathematics with Applications
1 Discrete Applied Mathematics
1 Discrete Mathematics
1 Journal d’Analyse Mathématique
1 Journal of Mathematical Physics
1 Mathematical Proceedings of the Cambridge Philosophical Society
1 Psychometrika
1 Ukrainian Mathematical Journal
1 Mathematics Magazine
1 Theory of Probability and its Applications
1 Glasgow Mathematical Journal
1 Information Sciences
1 Journal of Combinatorial Theory. Series A
1 Journal of Economic Theory
1 Journal of Mathematical Economics
1 Journal of Optimization Theory and Applications
1 Journal of Soviet Mathematics
1 Mathematics and Computers in Simulation
1 Numerische Mathematik
1 Proceedings of the Japan Academy. Series A
1 Proceedings of the London Mathematical Society. Third Series
1 Results in Mathematics
1 Tôhoku Mathematical Journal. Second Series
1 Mathematical Social Sciences
1 Insurance Mathematics & Economics
1 Acta Applicandae Mathematicae
1 Physica D
1 Acta Mathematicae Applicatae Sinica. English Series
1 Optimization
1 Sequential Analysis
1 International Journal of Approximate Reasoning
1 Applied Mathematics Letters
1 Asymptotic Analysis
1 Science in China. Series A
1 Differential Geometry and its Applications
1 Computer Science in Economics and Management
1 Computational Statistics
1 Statistische Hefte
1 SIAM Journal on Scientific Computing
1 Applied Mathematical Finance
1 Lifetime Data Analysis
1 Electronic Communications in Probability
1 Australian & New Zealand Journal of Statistics
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Extremes
...and 18 more Serials

Citations by Year