2009, ISBN 0521884276, Volume 9780521884273, xiv, 196

Randomized algorithms have become a central part of the algorithms curriculum, based on their increasingly widespread use in modern applications. This book...

Distribution (Probability theory) | Algorithms | Random variables | Limit theorems (Probability theory)

Distribution (Probability theory) | Algorithms | Random variables | Limit theorems (Probability theory)

Book

2009, 1. Aufl., ISBN 9780470772690, viii, 268

In a probabilistic model, a rare event is an event with a very small probability of occurrence. The forecasting of rare events is a formidable task but is...

Monte Carlo method | Data processing | System analysis | Digital computer simulation | Limit theorems (Probability theory)

Monte Carlo method | Data processing | System analysis | Digital computer simulation | Limit theorems (Probability theory)

Book

2016, Courant lecture notes in mathematics, ISBN 9780821840863, Volume 27, vii, 104 pages

Book

2011, Contemporary mathematics, ISBN 9780821868980, Volume 552, viii, 224

Book

2015, Graduate studies in mathematics, ISBN 9780821875780, Volume 162, xiv, 318

Book

2015, Proceedings of symposia in pure mathematics, ISBN 9781470411121, Volume 89, viii, 339

Book

The Annals of probability, ISSN 0091-1798, 9/2010, Volume 38, Issue 5, pp. 1947 - 1985

We compute explicit bounds in the normal and chi-square approximations of multilinear homogenous sums (of arbitrary order) of general centered independent...

Integers | Approximation | Mathematical theorems | Central limit theorem | Chaos theory | Mathematical vectors | Random variables | Universality | Covariance matrices | Chaos | Wiener chaos | Homogeneous sums | Central limit theorems | Stein's method | Malliavin calculus | Lindeberg principle | Chi-square limit theorems | Statistics & Probability | Physical Sciences | Mathematics | Science & Technology | Studies | Mathematical models | Normal distribution | Mathematics - Probability | Probability | universality | homogeneous sums | Stein’s method | chaos | chi-square limit theorems | 60H07 | 60F17 | 60F05 | 60G15

Integers | Approximation | Mathematical theorems | Central limit theorem | Chaos theory | Mathematical vectors | Random variables | Universality | Covariance matrices | Chaos | Wiener chaos | Homogeneous sums | Central limit theorems | Stein's method | Malliavin calculus | Lindeberg principle | Chi-square limit theorems | Statistics & Probability | Physical Sciences | Mathematics | Science & Technology | Studies | Mathematical models | Normal distribution | Mathematics - Probability | Probability | universality | homogeneous sums | Stein’s method | chaos | chi-square limit theorems | 60H07 | 60F17 | 60F05 | 60G15

Journal Article

Discrete Mathematics and Applications, ISSN 0924-9265, 10/2018, Volume 28, Issue 5, pp. 285 - 292

The conditions under which the nonextincting trajectories of a discrete time bounded branching
process with probability 1: either only finitely many times hit...

bounded branching process, behavior of trajectories, limit theorems | limit theorems | behavior of trajectories | bounded branching process

bounded branching process, behavior of trajectories, limit theorems | limit theorems | behavior of trajectories | bounded branching process

Journal Article

1980, Probability and mathematical statistics, ISBN 9780123193506, xii, 308 p. --

Book

1987, Wissenschaft Theorie und Praxis., 184

Book

1985, Trudy Instituta matematiki, Volume t. 5, 175

Book

1982, Trudy Instituta matematiki, Volume t. 1, 207

Book

1971, Regional conference series in applied mathematics, Volume 4, 42

Book

2013, Mathematical surveys and monographs, ISBN 9781470410490, Volume no. 194., xvi, 189

Book

2011, Mathematical surveys and monographs, ISBN 9780821852859, Volume 171, xiv, 632

Book

The Annals of applied probability, ISSN 1050-5164, 2/2016, Volume 26, Issue 1, pp. 216 - 261

We generalise the construction of multivariate Hawkes processes to a possibly infinite network of counting processes on a directed graph G. The process is...

Central limit theorem | Approximation | Infinity | Uniqueness | Law of large numbers | Scalars | Matrices | Random variables | Poisson process | Martingales | Mean-field approximations | Point processes | Stochastic differential equations | Limit theorems | Interacting particle systems | Multivariate Hawkes processes | Statistics & Probability | Physical Sciences | Mathematics | Science & Technology | Probability distribution | Stochastic models | Poisson distribution | Differential equations | Statistics | 60G57 | 60G55 | interacting particle systems | stochastic differential equations | limit theorems | multivariate Hawkes processes | mean-field approximations | 60F05

Central limit theorem | Approximation | Infinity | Uniqueness | Law of large numbers | Scalars | Matrices | Random variables | Poisson process | Martingales | Mean-field approximations | Point processes | Stochastic differential equations | Limit theorems | Interacting particle systems | Multivariate Hawkes processes | Statistics & Probability | Physical Sciences | Mathematics | Science & Technology | Probability distribution | Stochastic models | Poisson distribution | Differential equations | Statistics | 60G57 | 60G55 | interacting particle systems | stochastic differential equations | limit theorems | multivariate Hawkes processes | mean-field approximations | 60F05

Journal Article

2015, 2015, Probability theory and stochastic modelling, ISBN 3319183281, Volume 74., x, 228

Book

Stochastic processes and their applications, ISSN 0304-4149, 04/2008, Volume 118, Issue 4, pp. 614 - 628

We give a new characterization for the convergence in distribution to a standard normal law of a sequence of multiple stochastic integrals of a fixed order...

Weak convergence | Limit theorems | Multiple stochastic integrals | Malliavin calculus | Gaussian processes | Statistics & Probability | Physical Sciences | Mathematics | Science & Technology | Multiple stochastic integrals Limit theorems Gaussian processes Malliavin calculus Weak convergence

Weak convergence | Limit theorems | Multiple stochastic integrals | Malliavin calculus | Gaussian processes | Statistics & Probability | Physical Sciences | Mathematics | Science & Technology | Multiple stochastic integrals Limit theorems Gaussian processes Malliavin calculus Weak convergence

Journal Article

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