Theory of Probability and Its Applications
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Published By Society For Industrial And Applied Mathematics

1095-7219, 0040-585x
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Local Limit Theorems for Compound Discrete Distributions

2021 ◽  
Vol 66 (3) ◽  
pp. 474-481
Author(s):  
A. N. Timashev
Keyword(s):  
Limit Theorems ◽  
Local Limit ◽  
Discrete Distributions ◽  
Local Limit Theorems

On Pathwise Uniqueness of Solutions for Multidimensional McKean--Vlasov Equation

2021 ◽  
Vol 66 (3) ◽  
pp. 469-473
Author(s):  
A. Yu. Veretennikov
Keyword(s):  
Vlasov Equation ◽  
Pathwise Uniqueness ◽  
Uniqueness Of Solutions

Two-Stage Chi-Square Test and Two-Dimensional Distributions of a Bessel Process

2021 ◽  
Vol 65 (4) ◽  
pp. 665-672
Author(s):  
M. P. Savelov
Keyword(s):  
Bessel Process ◽  
Two Dimensional ◽  
Two Stage ◽  
Chi Square ◽  
Chi Square Test

Convergence of Certain Classes of Random Flights in the Kantorovich Metric

2021 ◽  
Vol 65 (4) ◽  
pp. 656-664
Author(s):  
V. D. Konakov ◽  
A. R. Falaleev
Keyword(s):  
Random Flights ◽  
Kantorovich Metric

The Joint Law of a Max-Continuous Local Submartingale and Its Maximum

2021 ◽  
Vol 65 (4) ◽  
pp. 545-557
Author(s):  
A. A. Gushchin

scholarly journals Prokhorov Distance with Rates of Convergence under Sublinear Expectations

2021 ◽  
Vol 65 (4) ◽  
pp. 616-638
Author(s):  
Q. Zhou ◽  
A. I. Sakhanenko ◽  
J. Guo
Keyword(s):  
Rates Of Convergence

scholarly journals On the Distribution of the Last Exit Time over a Slowly Growing Linear Boundary for a Gaussian Process

2021 ◽  
Vol 66 (3) ◽  
pp. 337-347
Author(s):  
N. A. Karagodin ◽  
M. A. Lifshits
Keyword(s):  
Gaussian Process ◽  
Exit Time ◽  
Linear Boundary ◽  
Last Exit Time
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