From the master equation to mean field game limit theory: Large deviations and concentration of measure

JOURNAL ARTICLE published 1 January 2020 in The Annals of Probability

Authors: François Delarue | Daniel Lacker | Kavita Ramanan

A Maximal Inequality and Dependent Marcinkiewicz-Zygmund Strong Laws

JOURNAL ARTICLE published 1 April 1995 in The Annals of Probability

Authors: Emmanuel Rio

Unstable Collectives and Envelopes of Probability Measures

JOURNAL ARTICLE published 1 April 1991 in The Annals of Probability

Authors: Adrian Papamarcou | Terrence L. Fine

Allocations of Probability

JOURNAL ARTICLE published 1 October 1979 in The Annals of Probability

Authors: Glenn Shafer

Extreme Values for Stationary and Markov Sequences

JOURNAL ARTICLE published 1 January 1987 in The Annals of Probability

Authors: George L. O'Brien

An $L_p$ Bound for the Remainder in a Combinatorial Central Limit Theorem

JOURNAL ARTICLE published 1 April 1978 in The Annals of Probability

Authors: Soo-Thong Ho | Louis H. Y. Chen

The Stable Manifold Theorem for Stochastic Differential Equations

JOURNAL ARTICLE published 1 April 1999 in The Annals of Probability

Authors: Salah-Eldin A. Mohammed | Michael K. R. Scheutzow

A Necessary Condition for Making Money from Fair Games

JOURNAL ARTICLE published 1 April 1992 in The Annals of Probability

Authors: Harry Kesten | Gregory F. Lawler

Strong Laws for Small Increments of Renewal Processes

JOURNAL ARTICLE published 1 October 1991 in The Annals of Probability

Authors: Josef Steinebach

On the Shape of a Random String

JOURNAL ARTICLE published 1 December 1979 in The Annals of Probability

Authors: Richard Durrett

Markov Systems and Their Additive Functionals

JOURNAL ARTICLE published 1 October 1977 in The Annals of Probability

Authors: E. B. Dynkin

Some Comments on the Erdos-Renyi Law and a Theorem of Shepp

JOURNAL ARTICLE published 1 August 1983 in The Annals of Probability

Authors: James Lynch

Generalisation and Application of Some Results of Ibragimov on Convergence to Normality

JOURNAL ARTICLE published 1 October 1975 in The Annals of Probability

Authors: Julian Leslie

The Tail $sigma$-Field of Time-Homogeneous One-Dimensional Diffussion Process

JOURNAL ARTICLE published 1 October 1979 in The Annals of Probability

Authors: Uwe Rosler

The Adjoint Process of Killed Reflected Brownian Motion in a Cone and Applications

JOURNAL ARTICLE published 1 October 1999 in The Annals of Probability

Authors: R. Dante DeBlassie

Sectorial convergence of U-statistics

JOURNAL ARTICLE published 1 March 2005 in The Annals of Probability

Authors: Anda Gadidov

Backward Limits

JOURNAL ARTICLE published 1 April 1988 in The Annals of Probability

Authors: Hermann Thorisson

Correction: The Influence of Mark Kac on Probability Theory

JOURNAL ARTICLE published 1 July 1987 in The Annals of Probability

Authors: Harry Kesten

Volume Information

JOURNAL ARTICLE published 1 October 1987 in The Annals of Probability

An Asymptotic Expression for the Probability of Ruin within Finite Time

JOURNAL ARTICLE published 1 January 1990 in The Annals of Probability

Authors: Thomas Hoglund