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Stochastic Comparisons of Weighted Sums of Random Variables BOOK CHAPTER published 2022 in Stochastic Comparisons with Applications |
On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient JOURNAL ARTICLE published September 1992 in Stochastic Processes and their Applications |
The Strong Law of Large Numbers for Negatively Dependent Generalized Gaussian Random Variables JOURNAL ARTICLE published January 2004 in Stochastic Analysis and Applications |
Existence of Moments of Suprema of Multi-Indexed Sums and the Strong Law of Large Numbers BOOK CHAPTER published 2014 in Limit Theorems for Multi-Indexed Sums of Random Variables |
The Law of Large Numbers for Multi-Indexed Sums of Independent Random Variables BOOK CHAPTER published 2014 in Limit Theorems for Multi-Indexed Sums of Random Variables |
Strong Limit Theorems for Sums of Random Variables Defined on a Finite Markov Chain BOOK CHAPTER published 1987 in Advances in the Statistical Sciences: Applied Probability, Stochastic Processes, and Sampling Theory |
5. Central limit theorems for dependent random variables BOOK CHAPTER published 26 September 2016 in Weak Convergence of Stochastic Processes |
Laws of large numbers, uncorrelation, and convergence of weighted sums of random variables BOOK CHAPTER published 1978 in Lecture Notes in Mathematics |
A strong law of large numbers for arrays of rowwise negatively dependent random variables JOURNAL ARTICLE published 1 January 2002 in Stochastic Analysis and Applications |
Central limit theorems for sums of α-mixing random variables JOURNAL ARTICLE published November 1996 in Stochastics and Stochastic Reports |
Rate of escape and central limit theorem for the supercritical Lamperti problem JOURNAL ARTICLE published September 2010 in Stochastic Processes and their Applications |
Ergodic theorems for extended real-valued random variables JOURNAL ARTICLE published September 2010 in Stochastic Processes and their Applications |
On the Strong Rates of Convergence for Arrays of Rowwise Negatively Dependent Random Variables JOURNAL ARTICLE published 20 April 2011 in Stochastic Analysis and Applications |
Three Elementary Proofs of the Central Limit Theorem with Applications to Random Sums BOOK CHAPTER published 1998 in Stochastic Processes and Related Topics |
Strong approximation and a central limit theorem for St. Petersburg sums JOURNAL ARTICLE published November 2019 in Stochastic Processes and their Applications Research funded by Nemzeti Kutatási Fejlesztési és Innovációs Hivatal (K 125569) |
Remarks on the central limit theorem for weakly dependent random variables BOOK CHAPTER published 1986 in Stochastic Processes — Mathematics and Physics |
Some Remarks on the Theory of Limit Theorems for Multi-Indexed Sums BOOK CHAPTER published 2014 in Limit Theorems for Multi-Indexed Sums of Random Variables |
Boundedness of Multi-Indexed Series of Independent Random Variables BOOK CHAPTER published 2014 in Limit Theorems for Multi-Indexed Sums of Random Variables |
Lim sup behavior of sums of geometrically weighted i.i.d. random variables JOURNAL ARTICLE published August 1981 in Stochastic Processes and their Applications |
The central limit theorem for sums of trimmed variables with heavy tails JOURNAL ARTICLE published February 2012 in Stochastic Processes and their Applications Research funded by FWF (S9603-N23) | OTKA (K67961,K81928) | NSF (DMS 0905400) |