Limit theorems for Parrondo's paradox.
Limit theorems for random fields [Book]
Limit Theorems for Sums of Partial Quotients of Continued Fractions.
Limit theorems for the longest run.
Limit theorems for vertex-reinforced jump processes on regular trees.
Limiting behavior of a diffusion in an asymptotically stable environment
Limiting behavior of the perturbed empirical distribution functions evaluated at -statistics for strongly mixing sequences of random variables.
Limiting behaviour of moving average processes based on a sequence of mixing and negatively associated random variables.
Limiting spectral distribution of XX' matrices
The methods to establish the limiting spectral distribution (LSD) of large dimensional random matrices includes the well-known moment method which invokes the trace formula. Its success has been demonstrated in several types of matrices such as the Wigner matrix and the sample covariance matrix. In a recent article Bryc, Dembo and Jiang [Ann. Probab.34 (2006) 1–38] establish the LSD for random Toeplitz and Hankel matrices using the moment method. They perform the necessary counting of terms in the...
Local Conditional Expectations and an Application to a Central Limit Theorem on a Locally Compact Abelian Group.
Loi du logarithme itère pour certaines intégrales stochastiques
Loi du logarithme itère pour les suites de vecteurs gaussiens
Lyapunov exponents of linear stochastic functional differential equations driven by semimartingales. Part I : the multiplicative ergodic theory