Keywords: 60F15; 60F17; 60G17; Semi-stable laws; Domain of partial attraction; Law of iterated logarithm; Almost sure limit function;
مقالات ISI (ترجمه نشده)
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Keywords: primary; 62G30; 60F17; Dependence function; Uniform consistency; Copula representation; Kernel-type-estimator; Uniform in bandwidth; Empirical process;
Keywords: primary; 60F17; secondary; 60J80; Extremal process; Functional limit theorem; Galton-Watson process with immigration; Perpetuity;
Keywords: 60F17; 60G22; Anomalous diffusion; Continuous Time Random Walk; Fractional derivative; Variable order; Stochastic process limit; Lévy process;
Keywords: primary; 60F17; secondary; 60G99; Integration by parts; Bounded variation; Empirical processes; Stationary distributions; Weak convergence;
Keywords: 60F17; 60G57; 68M20; Measure-valued processes; Measure-valued Skorohod map; Many-server transport equation; Fluid limits; Earliest-deadline-first; Least-patient-first; Many-server queues;
Keywords: 60F17; Lorentz model; External field; Invariance principles;
Keywords: 60H10; 34F05; 60F17; 82C31; 92B25; Stochastic differential equations; Stable hyperbolic limit cycles; Isochrons; Small noise limit; Long time dynamics;
Keywords: primary; 60F17; secondary; 62E20; Brownian motion; Linear process; Long memory; Strong approximation; Quadratic form; Trace;
Keywords: primary; 15B52; 60F15; 62E20; secondary; 60F17; Central limit theorem; Quaternion matrix; β-ensemble; Large dimension; Linear spectral statistics; Random matrix theory;
Keywords: 60F17; 60G51; 62G10; Lévy measure; Jump compensator; Transition kernel; Empirical processes; Weak convergence; Gradual changes;
Kac's representation for empirical copula process from an asymptotic viewpoint
Keywords: primary; 60F17; secondary; 62G20; 62H10; 60F15; Multivariate empirical copula processes; Gaussian processes; Kac's representation;
Weak convergence of multivariate partial maxima processes
Keywords: 60F17; 60G52; 60G70; Functional limit theorem; Regular variation; Weak M1 topology; Extremal process; Weak convergence; Multivariate GARCH;
Remarks on limit theorems for reversible Markov processes and their applications
Keywords: 60F05; 60G10; 60F17; 60G05; Markov chains; Central limit theorem; Stationary linear processes; Reversible processes; Forward-backward martingale decomposition;
Monitoring multivariate time series
Keywords: primary; 60F17; 62L10; secondary; 60J65; 62P05; Online-monitoring; CUSUM; Change points; Invariance principle; Ratio-type detector;
Finite dimensional Fokker-Planck equations for continuous time random walk limits
Keywords: 60G50; 60F17; 82C31; Continuous time random walk limits; Fractional Fokker-Planck equation; Anomalous diffusion;
Fractionally integrated inverse stable subordinators
Keywords: primary; 60F17; 60G17; secondary; 60G18; Hölder continuity; Inverse stable subordinator; Lamperti representation; Law of iterated logarithm; Renewal shot noise process; Self-similarity; Weak convergence in the Skorokhod space;
Keywords: Piecewise deterministic Markov process; Metapopulation; Lyapunov exponent; 60J27; 60F17;
Keywords: 60F17; 62G30; 62G32; 62P05; Extreme value index; Heavy-tails; Kernel estimation; Product-limit estimator; Random truncation;
Keywords: 60F17; 60J50; 60J55Reflecting Brownian motion; Local time; Invariance principle
Keywords: 60F15; 60F17; 62E20; 62F12; 62G20; Grenander; Monotone density; Law of iterated logarithm; Limit set; Strassen; Switching; Strong invariance theorem; Limsup; Liminf; Local empirical process;
Keywords: 60B20; 60F05; 60F15; 60F17; 62H10; CLT; Large-dimensional asymptotics; Moore-Penrose inverse; Random matrix theory;
Keywords: 62G30; 60F17; 60F10Empirical processes; Functional limit theorems; Extreme value theory
Keywords: 60F17; 60G50; 60J05; 60J60; Piecewise Deterministic Markov Process; Coupling; Long time behavior; Telegraph process; Chemotaxis models; Total variation distance;
Keywords: 60K35; 60K37; 60F17; Edwards-Wilkinson fluctuations; Howitt-Warren flows; Sticky Brownian motions; Quenched invariance principle;
Keywords: 60G70; 60F17; 60G55; 60F05; Extreme value theory; Random number of random variables; Point process; Renewal process; Renewal stopping; Extremal process;
Keywords: 60G70; 60F17; 62G30; Bivariate extremes; Extreme values; Random truncation; Tail dependence;
Keywords: 60F17; 60G18; 60G17Continuous time random walk; Hermite process; Strictly stable process; Waiting time process; Self-similarity; Scaling limit
Keywords: primary; 60G50; 60D05; secondary; 60J65; 60F05; 60F17; Convex hull; Random walk; Brownian motion; Variance asymptotics; Scaling limits;
Keywords: 60G50; 60F17; 60G17; Random walk; Hitting time; Limit theorem; Conditional limit theorem; Harmonic function; Killed random walk; Largest gap; Maximal spacing; Number of non-visited sites;
Keywords: 60K15; 60K20; 60K05; 82B27; 60K35; 60F17; Scaling limits for physical systems; Fluctuation theory for random walks; Markov renewal theory;
Keywords: 60F10; 60F17; 60G50Large deviations; Sample paths; Product of sums of random variables
Keywords: 60G50; 60K40; 60F17; Operator semistable law; Domain of attraction; Invariance principle; Affine normalized partial sum; Operator Lévy motion;
Keywords: 60B12; 60F17; 60G18Linear process; Long memory; Self-similar process; Functional central limit theorem
Keywords: primary; 60K25; 60F17; 90B22; secondary; 60G57; 60H20; 60J65; Many-server queues; Fluid limits; Measure-valued processes; L1-valued processes; Reneging; Abandonment;
Keywords: primary; 60F17; secondary; 11M41; Characteristic function; Quasi-infinite divisibility;
Keywords: 60F17; 60F25; 62G10; Weak invariance principle; Weakly dependent functionals;
Keywords: primary; 60F05; 60F15; 60F17; secondary; 60G48; 60H05; Brownian semi-stationary processes; High frequency data; Limit theorems; Stable convergence; Turbulence;
Keywords: 60G50; 62G30; 60F17; 60G17Random walk; Random scenery; Empirical process
On stochastic calculus with respect to q-Brownian motion
Keywords: 46L53; 60H05; 60F17; Non-commutative stochastic calculus; q-Brownian motion; Rough paths theory;
On the Komlós, Major and Tusnády strong approximation for some classes of random iterates
Keywords: 60F17; 60G10; 60J05; Strong invariance principle; KMT approximation; Random iterates; Markov chains; Left random walk on GLd(R);
Analysis of random walks in dynamic random environments via L2-perturbations
Keywords: 60K37; 60F17; 82C22; Perturbations of Markov processes; Poincaré inequality; Dyson-Phillips expansion; Random walk in dynamic random environment; Asymptotic velocity; Invariance principle;
Functional limit theorems for the number of occupied boxes in the Bernoulli sieve
Keywords: primary; 60F17; secondary; 60C05; Bernoulli sieve; Infinite urn model; Perturbed random walk; Renewal theory;
Weak convergence of the empirical truncated distribution function of the Lévy measure of an ItÅ semimartingale
Keywords: primary; 60F17; 60G51; secondary; 62G99; 62M99; Empirical distribution function; High-frequency statistics; ItÅ semimartingale; Lévy measure; Weak convergence;
Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing
Keywords: primary; 60G51; 60F15; 60F17; 60F05; secondary; 60J65; 60J75; Lévy process; Variance-Gamma; Multivariate subordination; Generalised Gamma convolutions; Thorin measure; Esscher transformation; Esscher invariance; Superposition; Option pricing;
Finite sampling inequalities: An application to two-sample Kolmogorov-Smirnov statistics
Keywords: 60F15; 60F17; 62E20; 62F12; 62G20; Bennett inequality; Finite sampling; Hoeffding inequality; Hypergeometric distribution; Two-samples; Kolmogorov-Smirnov statistics; Exponential bounds;
Detecting and estimating intensity of jumps for discretely observed ARMAD(1,1) processes
Keywords: primary; 62M; 60F17; Functional linear processes; ARMAD(1,1) processes; Jumps; Estimation of intensity; Discrete data;
Sample paths of a Lévy process leading to first passage over high levels in finite time
Keywords: 60G51; 60F17; 91B30; 62P05Lévy processes; First passage within finite time; Asymptotic; Subexponential; Convolution equivalent; Semi-heavy tails; Insurance risk
On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients
Keywords: 60H20; 60H99; 60F17; Stochastic differential equation; Reflecting boundary condition; Skorokhod problem;
On the almost sure invariance principle for dependent Bernoulli random variables
Keywords: 60F05; 60F17; 60G15Dependent Bernoulli random variables; Martingales; Central limit theorem; Almost sure invariance principle