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How Experimental Methods Shaped Views on Human Competence and Rationality

Psychological bulletin, 2021-06, Vol.147 (6), p.535-564

2021

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Strong Invariance Principles with Rate for “Reverse” Martingale Differences and Applications

Journal of theoretical probability, 2015-03, Vol.28 (1), p.137-183

2015

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On the Propagation of the Weak Representation Property in Independently Enlarged Filtrations: The General Case

Journal of theoretical probability, 2022-12, Vol.35 (4), p.2194-2216

Di Tella, Paolo

2022

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On the Rate of Convergence in the Invariance Principle for Weakly Dependent Random Variables

Ukrainian mathematical journal, 2023-02, Vol.74 (9), p.1386-1403

Mukhamedov, A. K.

2023

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Embrechts–Goldie’s Problem on the Class of Lattice Convolution Equivalent Distributions

Journal of theoretical probability, 2022-12, Vol.35 (4), p.2622-2642

Watanabe, Toshiro

2022

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Using Semi-Markov Chains to Solve Semi-Markov Processes

Methodology and computing in applied probability, 2021-12, Vol.23 (4), p.1419-1431

2021

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An estimator of the stable tail dependence function based on the empirical beta copula

Extremes (Boston), 2018-12, Vol.21 (4), p.581-600

2018

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A Functional Central Limit Theorem for a Markov-Modulated Infinite-Server Queue

Methodology and computing in applied probability, 2016-03, Vol.18 (1), p.153-168

2016

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Multivariate subexponential distributions and their applications

Extremes (Boston), 2016-06, Vol.19 (2), p.171-196

2016

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Exact simulation of Brown-Resnick random fields at a finite number of locations

Extremes (Boston), 2015-06, Vol.18 (2), p.301-314

2015

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Lévy Processes and Infinitely Divisible Measures in the Dual of a Nuclear Space

Journal of theoretical probability, 2020-06, Vol.33 (2), p.649-691

Fonseca-Mora, C. A.

2020

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Fractional Poisson Process Time-Changed by Lévy Subordinator and Its Inverse

Journal of theoretical probability, 2019-09, Vol.32 (3), p.1278-1305

2019

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Wavelet-Based Priors Accelerate Maximum-a-Posteriori Optimization in Bayesian Inverse Problems

Methodology and computing in applied probability, 2020-09, Vol.22 (3), p.853-879

2020

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The tail process and tail measure of continuous time regularly varying stochastic processes

Extremes (Boston), 2022-03, Vol.25 (1), p.107-173

Soulier, Philippe

2022

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On relative stability and weighted laws of large numbers

Extremes (Boston), 2017-03, Vol.20 (1), p.1-31

2017

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Convergence Rates of Attractive-Repulsive MCMC Algorithms

Methodology and computing in applied probability, 2022-09, Vol.24 (3), p.2029-2054

2022

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The Oscillating Random Walk on Z

Journal of theoretical probability, 2023-12, Vol.36 (4), p.2426-2447

Vo, Tran Duy

2023

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Inhomogeneous higher-order summary statistics for point processes on linear networks

Statistics and computing, 2020, Vol.30 (5), p.1221-1239

2020

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Laws of Large Numbers for Non-Homogeneous Markov Systems

Methodology and computing in applied probability, 2020-12, Vol.22 (4), p.1631-1658

Vassiliou, P.-C. G.

2020

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Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces

Journal of theoretical probability, 2023-12, Vol.36 (4), p.2403-2425

2023

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Multiscale stochastic optimization: modeling aspects and scenario generation

Computational optimization and applications, 2020, Vol.75 (1), p.1-34

2020

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Cylindrical Martingale Problems Associated with Lévy Generators

Journal of theoretical probability, 2019-09, Vol.32 (3), p.1306-1359

Criens, David

2019

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On an Upper Bound of the Euler Characteristic of the Wiener Sausage

Methodology and computing in applied probability, 2014-06, Vol.16 (2), p.331-353

Honzl, Ondřej

2014

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Sup-norm convergence rates for Lévy density estimation

Extremes (Boston), 2016-09, Vol.19 (3), p.371-403

2016

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Extreme values of linear processes with heavy-tailed innovations and missing observations

Extremes (Boston), 2020-12, Vol.23 (4), p.547-567

2020

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How Experimental Methods Shaped Views on Human Competence and Rationality

Strong Invariance Principles with Rate for “Reverse” Martingale Differences and Applications

On the Propagation of the Weak Representation Property in Independently Enlarged Filtrations: The General Case

On the Rate of Convergence in the Invariance Principle for Weakly Dependent Random Variables

Embrechts–Goldie’s Problem on the Class of Lattice Convolution Equivalent Distributions

Using Semi-Markov Chains to Solve Semi-Markov Processes

An estimator of the stable tail dependence function based on the empirical beta copula

A Functional Central Limit Theorem for a Markov-Modulated Infinite-Server Queue

Multivariate subexponential distributions and their applications

Exact simulation of Brown-Resnick random fields at a finite number of locations

Lévy Processes and Infinitely Divisible Measures in the Dual of a Nuclear Space

Fractional Poisson Process Time-Changed by Lévy Subordinator and Its Inverse

Wavelet-Based Priors Accelerate Maximum-a-Posteriori Optimization in Bayesian Inverse Problems

The tail process and tail measure of continuous time regularly varying stochastic processes

On relative stability and weighted laws of large numbers

Convergence Rates of Attractive-Repulsive MCMC Algorithms

The Oscillating Random Walk on Z

Inhomogeneous higher-order summary statistics for point processes on linear networks

Laws of Large Numbers for Non-Homogeneous Markov Systems

Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces

Multiscale stochastic optimization: modeling aspects and scenario generation

Cylindrical Martingale Problems Associated with Lévy Generators

On an Upper Bound of the Euler Characteristic of the Wiener Sausage

Sup-norm convergence rates for Lévy density estimation

Extreme values of linear processes with heavy-tailed innovations and missing observations

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