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Convergence for step line processes under summation of random indicators and models of market pricing for integrals of such random processes. We use our results to study a number of models of the financial market.

On the convergence in law of almost all sums of independent random variables

Convergence of random step lines to Ornstein-Uhlenbeck-type processes

A central limit theorem for random fieldsA central limit theorem is proved for α-mixing random fields. The sets of locations where

Convergence of Insurance Payout Stochastic Processes to Generalized Poisson Process the size of a company’s insurance payouts in the case of a growing number of clients. Convergence

Strong laws of large numbers for random forestsRandom forests are studied. A moment inequality and a strong law of large numbers are obtained

Almost sure versions of limit theorems for random sums of multiindex random variablesIn this paper we obtain an almost sure version of a limit theorem for random sums of multiindex

Convergence for step line processes under summation of random indicators and models of market pricing for integrals of such random processes. We use our results to study a number of models of the financial market.

On the Maximum Value of a Cell in a Specified Set of Cells for the Nonhomogeneous Generalized Allocation Scheme generalized allocation schemes we formulate conditions under which the maximum value of a cell of the first K

Almost sure versions of some analogues of the invariance principle

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