Probability and Mathematical Statistics

37, z. 2, 2017

2018

Liczba stron: 320

Spis treści
( )

On the joint distribution of tax payments and capital injections for a Lévy...
(Hansjörg Albrechter, Jevgienijs Ivanovs)

The SI and SIR epidemics on general networks
(David Aldous)

Tail asymptotics of light-tailed Weibull-like sums
(Søren Asmussen, Enkelejd Hashorva, Patrick J. Laub, Thomas Taimre)

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37, z. 1, 2017

2018

Liczba stron: 216

Spis treści
( )

In memoriam: Czesław Ryll-Nardzewski’s contributions to probability theory
(Tomasz Rolski, Wojbor A. Woyczyński)

Tangential existence and comparison, with applications to single and multip...
(Olav Kallenberg)

Intrinsic compound kernel estimates for the transition probability density ...
(Victoria Knopova, Aleksei Kulik)

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31, 2011, z. 2

2011

Unbiased estimates for linear regression with roundoff error
(Christopher S. Withers, Saralees Nadarajah)

Upper and lower class separating sequences for Brownian motion with random ...
(Christoph Aistleitner, Siegfried Hörmann)

Quantum Lapalacians on generalized operators on boson Fock space
(Luigi Accardi, Abdessatar Barhoumi, Un Cig Ji)

Weak-type inequality for the martingale square function and a related chara...
(Adam Osękowski)

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31, 2011, z. 1

2011

Denseness of certain smooth Lévy functionals in D1,2
(Christel Geiss, Eija Laukkarinen)

On a random number of disorders
(Krzysztof Szajowski)

Nonlinearity of ARCH and stochastic and volatility models and Bartlett's fo...
(Piotr S. Kokoszka, Dimitris N. Politis)

Path regularity of Gaussian processes via small deviations
(Frank Aurzada)

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30, 2010, z. 2

2010

Improved bounds on Bell numbers and on moments of sums of random variables
(Daniel Berend, Tamir Tassa)

q-analogs of order statistics
(Wojciech Kordecki, Anna Łyczkowska-Hanćkowiak)

A central limit theorem for multivariate strongly mixing random fields
(Cristina Tone)

Computing VaR and AVaR in infinitely divisible distributions
(Young Shin Kim, Svetlozar T. Rachev, Michel Leonardo Bianchi, Frank J. Fabozzi)

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