On the variances of a spatial unit root model*
Sándor Baran
págs. 122-140
Measurements of interdependence
Ron Blei
págs. 141-154
A note on Hamiltonicity of uniform random intersection graphs
Mindaugas Bloznelis, Irmantas Radavicius
págs. 155-161
Note on nonuniform estimate for compound poisson approximations to 2-runs
Vydas Cekanavicius, Jurate Petrauskiene
págs. 162-170
On convex hull of Gaussian samples
Youri Davydov
págs. 171-179
Practices and issues in operational risk modeling under Basel II
Paul Embrechts, Marius Hofert
págs. 180-193
Bronius Grigelionis
págs. 194-206
Finite-horizon ruin probability asymptotics in the compound discrete-time risk model
Remigijus Leipus, Jonas Siaulys
págs. 207-219
A limit theorem for additive functions defined on the symmetric group
Eugenijus Manstavicius
págs. 220-232
Rates of convergence in the CLT for linear random fields
Edgaras Mielkaitis, Vygantas Paulauskas
págs. 233-250
Functional central limit theorems for self-normalized partial sums of linear processes
Alfredas Rackauskas, Charles Suquet
págs. 251-259
Some estimates of the normal approximation for f-mixing random variables
Jonas Kazys Sunklodas
págs. 260-273
Rough paths in idealized financial markets
Vladimir Vovk
págs. 274-285
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