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Probability and conditional expectation: fundamentals for the empirical sciences

1, 2017

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A Strong Representation for Linear Combinations of Order Statistics with Application to Fixed-Width Confidence Intervals for Location and Scale Parameters

Scandinavian journal of statistics, 1983-01, Vol.10 (2), p.97-115

1983

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Evaluating Correlation with Proper Bounds

Biometrics, 1992-12, Vol.48 (4), p.1207-1213

1992

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Poisson process Fock space representation, chaos expansion and covariance inequalities

Probability theory and related fields, 2011-08, Vol.150 (3-4), p.663-690

2011

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A stochastic gradient type algorithm for closed-loop problems

Mathematical programming, 2009-06, Vol.119 (1), p.51-78

2009

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Central limit theorems for solutions of the Kac equation: speed of approach to equilibrium in weak metrics

Probability theory and related fields, 2010-03, Vol.146 (3-4), p.451-480, Article 451

2010

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Large deviations for sums indexed by the generations of a Galton–Watson process

Probability theory and related fields, 2008-07, Vol.141 (3-4), p.445-470

2008

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On Bernoulli decompositions for random variables, concentration bounds, and spectral localization

Probability theory and related fields, 2009-01, Vol.143 (1-2), p.219-238

2009

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On a robust version of the integral representation formula of nonlinear filtering

Probability theory and related fields, 2005-09, Vol.133 (1), p.43-56

2005

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A local limit theorem for random walks conditioned to stay positive

Probability theory and related fields, 2005-12, Vol.133 (4), p.508-530

CARAVENNA, Francesco

2005

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Estimating the intensity of a random measure by histogram type estimators

Probability theory and related fields, 2009, Vol.143 (1-2), p.239-284

2009

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Scaling limits of equilibrium wetting models in (1+1)-dimension

Probability theory and related fields, 2005-07, Vol.132 (4), p.471-500

2005

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Invariance principles for paced record times and applications

Extremes (Boston), 1999-06, Vol.2 (2), p.201-217

ENNADIFI, G

1999

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Noncausality in Continuous Time

Econometrica, 1996-09, Vol.64 (5), p.1195-1212

1996

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Moderate Deviations for Bayes Posteriors

Scandinavian journal of statistics, 2002-03, Vol.29 (1), p.153-167

2002

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Exceptional times and invariance for dynamical random walks

Probability theory and related fields, 2006-03, Vol.134 (3), p.383-416

2006

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Zero-sum semi-Markov games

SIAM journal on control and optimization, 2002-01, Vol.41 (3), p.723-739

JASKIEWICZ, Anna

2002

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Exact packing dimension in random recursive constructions

Probability theory and related fields, 2003-08, Vol.126 (4), p.477-496

BERLINKOV, Artemi

2003

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Cumulants are universal homomorphisms into Hausdorff groups

Probability theory and related fields, 2004-10, Vol.130 (2), p.151-166

MATTNER, Lutz

2004

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Limiting discounted-cost control of partially observable stochastic systems

SIAM journal on control and optimization, 2001-01, Vol.40 (2), p.348-369

2001

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The fluctuations of the overlap in the Hopfield model with finitely many patterns at the critical temperature

Probability theory and related fields, 1999-10, Vol.115 (3), p.357-381

1999

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Pinning class of the Wiener measure by a functional: Related martingales and invariance properties

Probability theory and related fields, 2003-09, Vol.127 (1), p.1-36

2003

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An extension of the basic Palm measure correspondence

Probability theory and related fields, 2000-05, Vol.117 (1), p.113-131

KALLENBERG, O

2000

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Large deviation probabilities for square-Gaussian stochastic processes

Extremes (Boston), 1999-09, Vol.2 (3), p.269-293

1999

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Convergence in distribution for best-fit decreasing

SIAM journal on computing, 1996-08, Vol.25 (4), p.894-906

1996

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Probability and conditional expectation: fundamentals for the empirical sciences

A Strong Representation for Linear Combinations of Order Statistics with Application to Fixed-Width Confidence Intervals for Location and Scale Parameters

Evaluating Correlation with Proper Bounds

Poisson process Fock space representation, chaos expansion and covariance inequalities

A stochastic gradient type algorithm for closed-loop problems

Central limit theorems for solutions of the Kac equation: speed of approach to equilibrium in weak metrics

Large deviations for sums indexed by the generations of a Galton–Watson process

On Bernoulli decompositions for random variables, concentration bounds, and spectral localization

On a robust version of the integral representation formula of nonlinear filtering

A local limit theorem for random walks conditioned to stay positive

Estimating the intensity of a random measure by histogram type estimators

Scaling limits of equilibrium wetting models in (1+1)-dimension

Invariance principles for paced record times and applications

Noncausality in Continuous Time

Moderate Deviations for Bayes Posteriors

Exceptional times and invariance for dynamical random walks

Zero-sum semi-Markov games

Exact packing dimension in random recursive constructions

Cumulants are universal homomorphisms into Hausdorff groups

Limiting discounted-cost control of partially observable stochastic systems

The fluctuations of the overlap in the Hopfield model with finitely many patterns at the critical temperature

Pinning class of the Wiener measure by a functional: Related martingales and invariance properties

An extension of the basic Palm measure correspondence

Large deviation probabilities for square-Gaussian stochastic processes

Convergence in distribution for best-fit decreasing

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