Subdiagonal and almost uniform distributions.
Summen von Produkten gemeinsam normalverteilter Zufallsvariablen.
Sur certains polynômes d'un vecteur gaussien
Sur le passage de certaines marches aléatoires planes au-dessus d'une hyperbole équilatère
Sur les solutions d'une équation fonctionnelle non linéaire de B. Mandelbrot
Sur une généralisation du problème de l'ajustement d'une mesure à des marges
Tail asymptotics for exponential functionals of Lévy processes: The convolution equivalent case
We determine the rate of decrease of the right tail distribution of the exponential functional of a Lévy process with a convolution equivalent Lévy measure. Our main result establishes that it decreases as the right tail of the image under the exponential function of the Lévy measure of the underlying Lévy process. The method of proof relies on fluctuation theory of Lévy processes and an explicit pathwise representation of the exponential functional as the exponential functional of a bivariate subordinator....
The Difference Between the Product and the Convolution Product of Distribution Functions in
The distribution of unbounded random sets and the multivalued strong law of large numbers in nonreflexive Banach spaces.
The product-decomposability of probability measures on Abelian metrizable groups [Book]
The role of functional equations in stochastic model building.
The space of distribution functions is separable.
The space of distribution functions endowed with the metric introduced in [5] is separable.
Über die Approximation von Wahrscheinlichkeitsverteilungen durch Grenzverteilungen.
Un problème de probabilité maximale.
Une mesure d'information caractérisant la loi de Poisson
Variance of periodic measure of bounded set with random position
The principal term in the asymptotic expansion of the variance of the periodic measure of a ball in under uniform random shift is proportional to the st power of the grid scaling factor. This result remains valid for a bounded set in with sufficiently smooth isotropic covariogram under a uniform random shift and an isotropic rotation, and the asymptotic term is proportional also to the -dimensional measure of the object boundary. The related coefficients are calculated for various periodic...
Vector-valued Choquet-Deny theorem, renewal equation and self-similar measures
The Choquet-Deny theorem and Deny’s theorem are extended to the vector-valued case. They are applied to give a simple nonprobabilistic proof of the vector-valued renewal theorem, which is used to study the -dimension, the -density and the Fourier transformation of vector-valued self-similar measures. The results answer some questions raised by Strichartz.
Аналитическое уточнение теоремы Хайде о линейных формах от независимых случайных величин
Асимптотика плотности функции восстановления
Банаховы алгебры мер на прямой с заданной асимптотикой распределений на бесконечности.