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1
Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process
Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process
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Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process

Theory of probability and its applications, 2011-01, Vol.55 (4), p.575-610 [Peer Reviewed Journal]

Copyright © 2011 Society for Industrial and Applied Mathematics ;Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 0040-585X ;ISSN: 1095-7219 ;EISSN: 1095-7219 ;DOI: 10.1137/S0040585X97985108

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2
Superposition of Ornstein--Uhlenbeck Type Processes
Superposition of Ornstein--Uhlenbeck Type Processes
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Superposition of Ornstein--Uhlenbeck Type Processes

Theory of probability and its applications, 2001, Vol.45 (2), p.175-194 [Peer Reviewed Journal]

[Copyright] © 2001 Society for Industrial and Applied Mathematics ;ISSN: 0040-585X ;EISSN: 1095-7219 ;DOI: 10.1137/S0040585X97978166

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3
On an Application of the Student Distribution in the Theory of Probability and Mathematical Statistics
On an Application of the Student Distribution in the Theory of Probability and Mathematical Statistics
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On an Application of the Student Distribution in the Theory of Probability and Mathematical Statistics

Theory of probability and its applications, 2005, Vol.49 (3), p.377-391 [Peer Reviewed Journal]

[Copyright] © 2005 Society for Industrial and Applied Mathematics ;ISSN: 0040-585X ;EISSN: 1095-7219 ;DOI: 10.1137/S0040585X97981159

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4
On the Dvoretzky–Wald–Wolfowitz Theorem on Nonrandomized Statistical Decisions
On the Dvoretzky–Wald–Wolfowitz Theorem on Nonrandomized Statistical Decisions
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On the Dvoretzky–Wald–Wolfowitz Theorem on Nonrandomized Statistical Decisions

Theory of probability and its applications, 2006-01, Vol.50 (3), p.463-466 [Peer Reviewed Journal]

[Copyright] © 2006 Society for Industrial and Applied Mathematics ;ISSN: 0040-585X ;EISSN: 1095-7219 ;DOI: 10.1137/S0040585X97981937

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5
An Extended Version of the Dalang--Morton--Willinger Theorem under Portfolio Constraints
An Extended Version of the Dalang--Morton--Willinger Theorem under Portfolio Constraints
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An Extended Version of the Dalang--Morton--Willinger Theorem under Portfolio Constraints

Theory of probability and its applications, 2005, Vol.49 (3), p.429-443 [Peer Reviewed Journal]

[Copyright] © 2005 Society for Industrial and Applied Mathematics ;ISSN: 0040-585X ;EISSN: 1095-7219 ;DOI: 10.1137/S0040585X97981184

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6
Nonparametric Estimation of the Ruin Probability for Generalized Risk Processes
Nonparametric Estimation of the Ruin Probability for Generalized Risk Processes
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Nonparametric Estimation of the Ruin Probability for Generalized Risk Processes

Theory of probability and its applications, 2003-01, Vol.47 (1), p.1-16 [Peer Reviewed Journal]

[Copyright] © 2003 Society for Industrial and Applied Mathematics ;ISSN: 0040-585X ;EISSN: 1095-7219 ;DOI: 10.1137/S0040585X9797941X

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7
On a Lower Bound of the Rate of Convergence in the Central Limit Theorem for m -Dependent Random Fields
On a Lower Bound of the Rate of Convergence in the Central Limit Theorem for m -Dependent Random Fields
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On a Lower Bound of the Rate of Convergence in the Central Limit Theorem for m -Dependent Random Fields

Theory of probability and its applications, 1999-01, Vol.43 (1), p.162-169 [Peer Reviewed Journal]

[Copyright] © 1999 Society for Industrial and Applied Mathematics ;ISSN: 0040-585X ;EISSN: 1095-7219 ;DOI: 10.1137/S0040585X97976787

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8
Short Communication:The Almost Sure Skorokhod Representation for Subsequences in Nonmetric Spaces
Short Communication:The Almost Sure Skorokhod Representation for Subsequences in Nonmetric Spaces
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Short Communication:The Almost Sure Skorokhod Representation for Subsequences in Nonmetric Spaces

Theory of probability and its applications, 1998-01, Vol.42 (1), p.167-174 [Peer Reviewed Journal]

[Copyright] © 1998 Society for Industrial and Applied Mathematics ;ISSN: 0040-585X ;EISSN: 1095-7219 ;DOI: 10.1137/S0040585X97976052

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9
A Local Limit Theorem for Random Strict Partitions
A Local Limit Theorem for Random Strict Partitions
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A Local Limit Theorem for Random Strict Partitions

Theory of probability and its applications, 2000-01, Vol.44 (3), p.453-468 [Peer Reviewed Journal]

[Copyright] © 2000 Society for Industrial and Applied Mathematics ;ISSN: 0040-585X ;EISSN: 1095-7219 ;DOI: 10.1137/S0040585X97977719

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10
The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium
The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium
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The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium

Theory of probability and its applications, 1983-01, Vol.27 (2), p.256-268 [Peer Reviewed Journal]

[Copyright] © Society for Industrial and Applied Mathematics ;ISSN: 0040-585X ;EISSN: 1095-7219 ;DOI: 10.1137/1127028

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11
On the Estimation of Efficiency of Voting Procedures
On the Estimation of Efficiency of Voting Procedures
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On the Estimation of Efficiency of Voting Procedures

Theory of probability and its applications, 1998-01, Vol.42 (1), p.73-81 [Peer Reviewed Journal]

[Copyright] © 1998 Society for Industrial and Applied Mathematics ;ISSN: 0040-585X ;EISSN: 1095-7219 ;DOI: 10.1137/S0040585X97975940

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12
Distribution of the Linear Rank of a Random Matrix
Distribution of the Linear Rank of a Random Matrix
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Distribution of the Linear Rank of a Random Matrix

Theory of probability and its applications, 1972, Vol.17 (2), p.342-346 [Peer Reviewed Journal]

[Copyright] © 1973 Society for Industrial and Applied Mathematics ;ISSN: 0040-585X ;EISSN: 1095-7219 ;DOI: 10.1137/1117037

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13
Martingales, Tauberian Theorem, and Strategies of Gambling
Martingales, Tauberian Theorem, and Strategies of Gambling
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Martingales, Tauberian Theorem, and Strategies of Gambling

Theory of probability and its applications, 1997-01, Vol.41 (4), p.716-729 [Peer Reviewed Journal]

[Copyright] © 1997 Society for Industrial and Applied Mathematics ;ISSN: 0040-585X ;EISSN: 1095-7219 ;DOI: 10.1137/S0040585X9797571X

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14
On Shrinkage Estimation of the Parameters of an Autoregressive Gaussian Process
On Shrinkage Estimation of the Parameters of an Autoregressive Gaussian Process
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On Shrinkage Estimation of the Parameters of an Autoregressive Gaussian Process

Theory of probability and its applications, 1993-01, Vol.37 (2), p.250-260 [Peer Reviewed Journal]

[Copyright] © 1993 © Society for Industrial and Applied Mathematics ;ISSN: 0040-585X ;EISSN: 1095-7219 ;DOI: 10.1137/1137057

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15
Probabilities of large deviations on the whole axis
Probabilities of large deviations on the whole axis
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Probabilities of large deviations on the whole axis

Theory of probability and its applications, 1994-01, Vol.38 (1), p.53-79 [Peer Reviewed Journal]

1994 INIST-CNRS ;[Copyright] © Society for Industrial and Applied Mathematics ;ISSN: 0040-585X ;EISSN: 1095-7219 ;DOI: 10.1137/1138005

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16
On a Problem of Testing Hypotheses and Asymptotic Normality of Stochastic Integrals
On a Problem of Testing Hypotheses and Asymptotic Normality of Stochastic Integrals
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On a Problem of Testing Hypotheses and Asymptotic Normality of Stochastic Integrals

Theory of probability and its applications, 1975, Vol.20 (2), p.376-384 [Peer Reviewed Journal]

[Copyright] © 1976 Society for Industrial and Applied Mathematics ;ISSN: 0040-585X ;EISSN: 1095-7219 ;DOI: 10.1137/1120042

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17
On Efficient Estimation of Smooth Functionals
On Efficient Estimation of Smooth Functionals
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On Efficient Estimation of Smooth Functionals

Theory of probability and its applications, 1996-01, Vol.40 (1), p.151-156 [Peer Reviewed Journal]

[Copyright] © 1995 © Society for Industrial and Applied Mathematics ;ISSN: 0040-585X ;EISSN: 1095-7219 ;DOI: 10.1137/1140012

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18
Asymptotic Independence of Vector Components of Multivariate Extreme Order Statistics
Asymptotic Independence of Vector Components of Multivariate Extreme Order Statistics
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Asymptotic Independence of Vector Components of Multivariate Extreme Order Statistics

Theory of probability and its applications, 1974, Vol.19 (4), p.817-821 [Peer Reviewed Journal]

[Copyright] © 1975 © Society for Industrial and Applied Mathematics ;ISSN: 0040-585X ;EISSN: 1095-7219 ;DOI: 10.1137/1119091

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19
Martingale Approach in the Theory of Goodness-of-Fit Tests
Martingale Approach in the Theory of Goodness-of-Fit Tests
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Martingale Approach in the Theory of Goodness-of-Fit Tests

Theory of probability and its applications, 1982-01, Vol.26 (2), p.240-257 [Peer Reviewed Journal]

[Copyright] © Society for Industrial and Applied Mathematics ;ISSN: 0040-585X ;EISSN: 1095-7219 ;DOI: 10.1137/1126027

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20
Minimax detection of a signal in a Gaussian white noise
Minimax detection of a signal in a Gaussian white noise
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Minimax detection of a signal in a Gaussian white noise

Theory of probability and its applications, 1991-01, Vol.35 (4), p.667-679 [Peer Reviewed Journal]

1992 INIST-CNRS ;[Copyright] © Society for Industrial and Applied Mathematics ;ISSN: 0040-585X ;EISSN: 1095-7219 ;DOI: 10.1137/1135098

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