Found 22 Documents (Results 1–22)
The correct asymptotic variance for the sample mean of a homogeneous Poisson marked point process. (English) Zbl 1274.60064
Conditional limit theorems for the terms of a random walk revisited. (English) Zbl 1284.60049
Reviewer: Allan Gut (Uppsala)
Stochastic comparisons of residual lifetimes and inactivity times of coherent systems. (English) Zbl 1273.90062
On multiply monotone distributions, continuous or discrete, with applications. (English) Zbl 1293.62028
On stochastic predictions of failure processes under population heterogeneity. (English) Zbl 1274.60261
A note on asymptotic exponential arbitrage with exponentially decaying failure probability. (English) Zbl 1286.91124
Reviewer: Anatoliy Swishchuk (Calgary)
A construction of a \(\beta \)-coalescent via the pruning of binary trees. (English) Zbl 1285.60078
Reviewer: Ove Frank (Stockholm)
Central limit theorem for nonlinear Hawkes processes. (English) Zbl 1306.60015
Reviewer: B. P. Harlamov (St. Peterburg)
Predecessors and successors in random mappings with exchangeable in-degrees. (English) Zbl 1304.60016
Reviewer: Nikolaos Fountoulakis (Edgbaston)
Efficient simulation of large deviation events for sums of random vectors using saddle-point representations. (English) Zbl 1282.65025
Reviewer: Cyril Fischer (Praha)
A risk model with delayed claims. (English) Zbl 1278.91084
Reviewer: Anatoliy Swishchuk (Calgary)
On the dynamics of semimartingales with two reflecting barriers. (English) Zbl 1282.60047
Reviewer: Oliver Janke (Berlin)
Factorization identities for reflected processes, with applications. (English) Zbl 1284.60161
Reviewer: Oleg K. Zakusilo (Kyïv)
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