Pekalp, Mustafa Hilmi; Aydoğdu, Halil Power series expansions for the probability distribution, mean value and variance functions of a geometric process with gamma interarrival times. (English) Zbl 07305212 J. Comput. Appl. Math. 388, Article ID 113287, 11 p. (2021). MSC: 60 62 PDF BibTeX XML Cite \textit{M. H. Pekalp} and \textit{H. Aydoğdu}, J. Comput. Appl. Math. 388, Article ID 113287, 11 p. (2021; Zbl 07305212) Full Text: DOI
Radke, Jordan; Vritsiou, Beatrice-Helen On the thin-shell conjecture for the Schatten classes. (English. French summary) Zbl 07199300 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 87-119 (2020). MSC: 52A20 60D05 60E15 46B07 PDF BibTeX XML Cite \textit{J. Radke} and \textit{B.-H. Vritsiou}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 87--119 (2020; Zbl 07199300) Full Text: DOI Euclid
Sarnak, P.; Zhao, P. The quantum variance of the modular surface. (English) Zbl 07201725 Ann. Sci. Éc. Norm. Supér. (4) 52, No. 5, 1155-1200 (2019). Reviewer: Ramdin Mawia (Kolkata) MSC: 11F72 11M36 37D40 PDF BibTeX XML Cite \textit{P. Sarnak} and \textit{P. Zhao}, Ann. Sci. Éc. Norm. Supér. (4) 52, No. 5, 1155--1200 (2019; Zbl 07201725) Full Text: DOI
Beghin, Luisa; Ricciuti, Costantino Additive geometric stable processes and related pseudo-differential operators. (English) Zbl 1423.60080 Markov Process. Relat. Fields 25, No. 3, 415-444 (2019). MSC: 60G52 60G51 26A33 PDF BibTeX XML Cite \textit{L. Beghin} and \textit{C. Ricciuti}, Markov Process. Relat. Fields 25, No. 3, 415--444 (2019; Zbl 1423.60080)
Gomez, Ana Isabel; Cruz, Marcos; Cruz-Orive, Luis Manuel Variance prediction for population size estimation. (English) Zbl 1419.94006 Image Anal. Stereol. 38, No. 2, 131-139 (2019). MSC: 94A08 62P10 PDF BibTeX XML Cite \textit{A. I. Gomez} et al., Image Anal. Stereol. 38, No. 2, 131--139 (2019; Zbl 1419.94006) Full Text: DOI
Godichon-Baggioni, Antoine Online estimation of the asymptotic variance for averaged stochastic gradient algorithms. (English) Zbl 1422.62256 J. Stat. Plann. Inference 203, 1-19 (2019). MSC: 62J12 62G08 60F05 65C35 PDF BibTeX XML Cite \textit{A. Godichon-Baggioni}, J. Stat. Plann. Inference 203, 1--19 (2019; Zbl 1422.62256) Full Text: DOI arXiv
Nakajima, Hiroki; Shioya, Takashi Isoperimetric rigidity and distributions of 1-Lipschitz functions. (English) Zbl 1415.53030 Adv. Math. 349, 1198-1233 (2019). MSC: 53C23 53C20 PDF BibTeX XML Cite \textit{H. Nakajima} and \textit{T. Shioya}, Adv. Math. 349, 1198--1233 (2019; Zbl 1415.53030) Full Text: DOI arXiv
Gross, Benedict; Harris, Joe; Riehl, Emily Fat chance. Probability from 0 to 1. (English) Zbl 1423.00005 Cambridge: Cambridge University Press (ISBN 978-1-108-48296-7/hbk; 978-1-108-72818-8/pbk; 978-1-108-61027-8/ebook). xi, 200 p. (2019). Reviewer: Ludwig Paditz (Dresden) MSC: 00A09 97A80 60-01 97K50 PDF BibTeX XML Cite \textit{B. Gross} et al., Fat chance. Probability from 0 to 1. Cambridge: Cambridge University Press (2019; Zbl 1423.00005) Full Text: DOI
Abid, Rahma; Kokonendji, Célestin C.; Masmoudi, Afif Geometric dispersion models with real quadratic v-functions. (English) Zbl 1406.60021 Stat. Probab. Lett. 145, 197-204 (2019). MSC: 60E05 62E10 PDF BibTeX XML Cite \textit{R. Abid} et al., Stat. Probab. Lett. 145, 197--204 (2019; Zbl 1406.60021) Full Text: DOI
Fujimoto, Masayuki; Seo, Yuki The Schwarz inequality via operator-valued inner product and the geometric operator mean. (English) Zbl 06990600 Linear Algebra Appl. 561, 141-160 (2019). MSC: 47A63 47A64 PDF BibTeX XML Cite \textit{M. Fujimoto} and \textit{Y. Seo}, Linear Algebra Appl. 561, 141--160 (2019; Zbl 06990600) Full Text: DOI
Turchi, N.; Wespi, F. Limit theorems for random polytopes with vertices on convex surfaces. (English) Zbl 07163684 Adv. Appl. Probab. 50, No. 4, 1227-1245 (2018). MSC: 52A22 60D05 60F05 PDF BibTeX XML Cite \textit{N. Turchi} and \textit{F. Wespi}, Adv. Appl. Probab. 50, No. 4, 1227--1245 (2018; Zbl 07163684) Full Text: DOI
Govaerts, Jan Towards the quantum geometry of saturated quantum uncertainty relations: the case of the \((Q, P)\) Heisenberg observables. (English) Zbl 1425.81064 Diagana, Toka (ed.) et al., Mathematical structures and applications. In honor of Mahouton Norbert Hounkonnou. Selected papers based on the conference, Cotonou, Benin, October 29–30, 2016. Cham: Springer. STEAM-H, Sci. Technol. Eng. Agric. Math. Health, 235-273 (2018). Reviewer: Giovanni Rastelli (Vercelli) MSC: 81S05 62J10 81R30 53D50 81S10 PDF BibTeX XML Cite \textit{J. Govaerts}, in: Mathematical structures and applications. In honor of Mahouton Norbert Hounkonnou. Selected papers based on the conference, Cotonou, Benin, October 29--30, 2016. Cham: Springer. 235--273 (2018; Zbl 1425.81064) Full Text: DOI
Zhang, Qiang; Cui, Qianqian; Chen, Ping Time-consistent reinsurance-investment strategy for mean-variance insurers with defaultable security and jumps. (English) Zbl 1419.91388 Hacet. J. Math. Stat. 47, No. 3, 763-781 (2018). MSC: 91B30 93E20 60G51 PDF BibTeX XML Cite \textit{Q. Zhang} et al., Hacet. J. Math. Stat. 47, No. 3, 763--781 (2018; Zbl 1419.91388) Full Text: DOI
Fodor, Ferenc; Vígh, Viktor Variance estimates for random disc-polygons in smooth convex discs. (English) Zbl 1407.52004 J. Appl. Probab. 55, No. 4, 1143-1157 (2018). Reviewer: Joscha Prochno (Graz) MSC: 52A22 60D05 PDF BibTeX XML Cite \textit{F. Fodor} and \textit{V. Vígh}, J. Appl. Probab. 55, No. 4, 1143--1157 (2018; Zbl 1407.52004) Full Text: DOI
Baccelli, François; O’Reilly, Eliza Reach of repulsion for determinantal point processes in high dimensions. (English) Zbl 1402.60058 J. Appl. Probab. 55, No. 3, 760-788 (2018). MSC: 60G55 60D05 60F10 PDF BibTeX XML Cite \textit{F. Baccelli} and \textit{E. O'Reilly}, J. Appl. Probab. 55, No. 3, 760--788 (2018; Zbl 1402.60058) Full Text: DOI arXiv
Li, Yanjie; Wu, Xinyu; Lou, Yunjiang; Chen, Haoyao; Li, Jiangang Coupling based estimation approaches for the average reward performance potential in Markov chains. (English) Zbl 1414.60061 Automatica 93, 172-182 (2018). MSC: 60J20 93E10 PDF BibTeX XML Cite \textit{Y. Li} et al., Automatica 93, 172--182 (2018; Zbl 1414.60061) Full Text: DOI
Pekalp, Mustafa Hilmi; Aydoğdu, Halil An integral equation for the second moment function of a geometric process and its numerical solution. (English) Zbl 1394.90234 Nav. Res. Logist. 65, No. 2, 176-184 (2018). MSC: 90B25 PDF BibTeX XML Cite \textit{M. H. Pekalp} and \textit{H. Aydoğdu}, Nav. Res. Logist. 65, No. 2, 176--184 (2018; Zbl 1394.90234) Full Text: DOI
Korolev, V. Yu.; Dorofeeva, A. V. Bounds for the concentration functions of random sums under relaxed moment conditions. (English. Russian original) Zbl 1388.60047 Theory Probab. Appl. 62, No. 1, 84-97 (2018); translation from Teor. Veroyatn. Primen. 62, No. 1, 104-121 (2017). MSC: 60E05 60E15 60F05 62E17 PDF BibTeX XML Cite \textit{V. Yu. Korolev} and \textit{A. V. Dorofeeva}, Theory Probab. Appl. 62, No. 1, 84--97 (2018; Zbl 1388.60047); translation from Teor. Veroyatn. Primen. 62, No. 1, 104--121 (2017) Full Text: DOI arXiv
Buonaguidi, Bruno; Mira, Antonietta Some optimal variance stopping problems revisited with an application to the Italian Ftse-Mib stock index. (English) Zbl 1390.60154 Sequential Anal. 37, No. 1, 90-101 (2018). MSC: 60G40 62L15 90C20 PDF BibTeX XML Cite \textit{B. Buonaguidi} and \textit{A. Mira}, Sequential Anal. 37, No. 1, 90--101 (2018; Zbl 1390.60154) Full Text: DOI
Perlov, Leonid Uncertainty principle in loop quantum cosmology by Moyal formalism. (English) Zbl 1387.83135 J. Math. Phys. 59, No. 3, 032304, 7 p. (2018). MSC: 83F05 83C47 83C20 81S05 62J10 81Q70 81S30 PDF BibTeX XML Cite \textit{L. Perlov}, J. Math. Phys. 59, No. 3, 032304, 7 p. (2018; Zbl 1387.83135) Full Text: DOI
Pedersen, J. L.; Peskir, G. Constrained dynamic optimality and binomial terminal wealth. (English) Zbl 1384.60088 SIAM J. Control Optim. 56, No. 2, 1342-1357 (2018). MSC: 60H30 60J65 91G80 93E20 PDF BibTeX XML Cite \textit{J. L. Pedersen} and \textit{G. Peskir}, SIAM J. Control Optim. 56, No. 2, 1342--1357 (2018; Zbl 1384.60088) Full Text: DOI
Bárány, Imre; Thäle, Christoph Intrinsic volumes and Gaussian polytopes: the missing piece of the jigsaw. (English) Zbl 1385.60021 Doc. Math. 22, 1323-1335 (2017). Reviewer: Viktor Ohanyan (Erevan) MSC: 60D05 52A22 53C65 PDF BibTeX XML Cite \textit{I. Bárány} and \textit{C. Thäle}, Doc. Math. 22, 1323--1335 (2017; Zbl 1385.60021) Full Text: DOI
Zheng, Songfeng A refined Hoeffding’s upper tail probability bound for sum of independent random variables. (English) Zbl 1377.60038 Stat. Probab. Lett. 131, 87-92 (2017). MSC: 60E15 60G50 PDF BibTeX XML Cite \textit{S. Zheng}, Stat. Probab. Lett. 131, 87--92 (2017; Zbl 1377.60038) Full Text: DOI
Jovanović, Milan Estimation of \(P\{X<Y\}\) for geometric-exponential model based on complete and censored samples. (English) Zbl 1373.62085 Commun. Stat., Simulation Comput. 46, No. 4, 3050-3066 (2017). MSC: 62F10 62F12 62F15 62F40 62N01 62N05 PDF BibTeX XML Cite \textit{M. Jovanović}, Commun. Stat., Simulation Comput. 46, No. 4, 3050--3066 (2017; Zbl 1373.62085) Full Text: DOI
Makogin, Vitalii; Melnikov, Alexander; Mishura, Yuliya On mean-variance hedging under partial observations and terminal wealth constraints. (English) Zbl 1396.91695 Int. J. Theor. Appl. Finance 20, No. 5, Article ID 1750031, 21 p. (2017). MSC: 91G10 60G48 60G35 60J65 PDF BibTeX XML Cite \textit{V. Makogin} et al., Int. J. Theor. Appl. Finance 20, No. 5, Article ID 1750031, 21 p. (2017; Zbl 1396.91695) Full Text: DOI arXiv
Alonso-Gutiérrez, David; Bernués, Julio The variance conjecture on projections of the cube. (English) Zbl 1373.60039 J. Math. Anal. Appl. 455, No. 1, 638-649 (2017). MSC: 60E15 60D05 PDF BibTeX XML Cite \textit{D. Alonso-Gutiérrez} and \textit{J. Bernués}, J. Math. Anal. Appl. 455, No. 1, 638--649 (2017; Zbl 1373.60039) Full Text: DOI
Korolev, Victor; Dorofeeva, Alexandra Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions. (English) Zbl 1365.60018 Lith. Math. J. 57, No. 1, 38-58 (2017). MSC: 60F05 60E15 PDF BibTeX XML Cite \textit{V. Korolev} and \textit{A. Dorofeeva}, Lith. Math. J. 57, No. 1, 38--58 (2017; Zbl 1365.60018) Full Text: DOI
Wennman, Aron Discrepancy densities for planar and hyperbolic zero packing. (English) Zbl 06714272 J. Funct. Anal. 272, No. 12, 5282-5306 (2017). MSC: 30C62 30C70 30H20 PDF BibTeX XML Cite \textit{A. Wennman}, J. Funct. Anal. 272, No. 12, 5282--5306 (2017; Zbl 06714272) Full Text: DOI arXiv
Pedersen, Jesper Lund; Peskir, Goran Optimal mean-variance portfolio selection. (English) Zbl 1390.91285 Math. Financ. Econ. 11, No. 2, 137-160 (2017). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 49L20 60H30 93E20 PDF BibTeX XML Cite \textit{J. L. Pedersen} and \textit{G. Peskir}, Math. Financ. Econ. 11, No. 2, 137--160 (2017; Zbl 1390.91285) Full Text: DOI
Calka, Pierre; Yukich, J. E. Variance asymptotics and scaling limits for random polytopes. (English) Zbl 1386.60042 Adv. Math. 304, 1-55 (2017). Reviewer: Ngoc Mai Tran (Bonn) MSC: 60D05 60F17 60F05 60G55 52A20 52A23 PDF BibTeX XML Cite \textit{P. Calka} and \textit{J. E. Yukich}, Adv. Math. 304, 1--55 (2017; Zbl 1386.60042) Full Text: DOI
Aydoğdu, Halil; Altındağ, Ömer Computation of the mean value and variance functions in geometric process. (English) Zbl 07184655 J. Stat. Comput. Simulation 86, No. 5, 986-995 (2016). MSC: 62 PDF BibTeX XML Cite \textit{H. Aydoğdu} and \textit{Ö. Altındağ}, J. Stat. Comput. Simulation 86, No. 5, 986--995 (2016; Zbl 07184655) Full Text: DOI
Lee, Min-Ku Asymptotic approach to the pricing of geometric Asian options under the CEV model. (English) Zbl 1375.91226 Chaos Solitons Fractals 91, 544-548 (2016). MSC: 91G20 PDF BibTeX XML Cite \textit{M.-K. Lee}, Chaos Solitons Fractals 91, 544--548 (2016; Zbl 1375.91226) Full Text: DOI
Denisov, D. E.; Leonenko, N. N. Multifractal scenarios for products of geometric Lévy-based stationary models. (English) Zbl 1342.60075 Stochastic Anal. Appl. 34, No. 4, 610-643 (2016). MSC: 60G57 60G10 60G17 PDF BibTeX XML Cite \textit{D. E. Denisov} and \textit{N. N. Leonenko}, Stochastic Anal. Appl. 34, No. 4, 610--643 (2016; Zbl 1342.60075) Full Text: DOI
Daveloose, Catherine; Khedher, Asma; Vanmaele, Michèle Quantification of model risk in quadratic hedging in finance. (English) Zbl 1390.91296 Benth, Fred Espen (ed.) et al., Stochastics of environmental and financial economics. Centre of Advanced Study, Oslo, Norway, 2014–2015. Cham: Springer (ISBN 978-3-319-23424-3/hbk; 978-3-319-23425-0/ebook). Springer Proceedings in Mathematics & Statistics 138, 211-241 (2016). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G20 60G51 60H10 60H30 PDF BibTeX XML Cite \textit{C. Daveloose} et al., in: Stochastics of environmental and financial economics. Centre of Advanced Study, Oslo, Norway, 2014--2015. Cham: Springer. 211--241 (2016; Zbl 1390.91296) Full Text: DOI
Jasiulewicz, Helena; Kordecki, Wojciech Multiplicative parameters and estimators: applications in economics and finance. (English) Zbl 1347.62225 Ann. Oper. Res. 238, No. 1-2, 299-313 (2016). MSC: 62P05 62P20 PDF BibTeX XML Cite \textit{H. Jasiulewicz} and \textit{W. Kordecki}, Ann. Oper. Res. 238, No. 1--2, 299--313 (2016; Zbl 1347.62225) Full Text: DOI
Pedersen, J. L.; Peskir, G. Optimal mean-variance selling strategies. (English) Zbl 1334.60066 Math. Financ. Econ. 10, No. 2, 203-220 (2016). MSC: 60G40 60J65 91B06 90C30 PDF BibTeX XML Cite \textit{J. L. Pedersen} and \textit{G. Peskir}, Math. Financ. Econ. 10, No. 2, 203--220 (2016; Zbl 1334.60066) Full Text: DOI
Pulkkinen, Seppo Finding graph embeddings by incremental low-rank semidefinite programming. (English) Zbl 1332.05100 Optim. Methods Softw. 30, No. 5, 1050-1076 (2015). Reviewer: Vladimír Lacko (Košice) MSC: 05C62 05C90 90C20 90C22 90C51 PDF BibTeX XML Cite \textit{S. Pulkkinen}, Optim. Methods Softw. 30, No. 5, 1050--1076 (2015; Zbl 1332.05100) Full Text: DOI
Kousholt, Astrid; Kiderlen, Markus; Hug, Daniel Surface tensor estimation from linear sections. (English) Zbl 1331.52008 Math. Nachr. 288, No. 14-15, 1647-1672 (2015). Reviewer: Florian Pausinger (Garching) MSC: 52A22 53C65 60D05 62G05 60G55 PDF BibTeX XML Cite \textit{A. Kousholt} et al., Math. Nachr. 288, No. 14--15, 1647--1672 (2015; Zbl 1331.52008) Full Text: DOI arXiv
Yang, Peng; Lin, Xiang; Wang, Xianfeng An optimal reinsurance-investment portfolio selection under compound Poisson-geometric risk process. (Chinese. English summary) Zbl 1340.91063 Acta Math. Appl. Sin. 38, No. 1, 174-182 (2015). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{P. Yang} et al., Acta Math. Appl. Sin. 38, No. 1, 174--182 (2015; Zbl 1340.91063)
Wade, Andrew R.; Xu, Chang Convex hulls of random walks and their scaling limits. (English) Zbl 1322.60052 Stochastic Processes Appl. 125, No. 11, 4300-4320 (2015). MSC: 60G50 60D05 60F17 60F05 60J65 PDF BibTeX XML Cite \textit{A. R. Wade} and \textit{C. Xu}, Stochastic Processes Appl. 125, No. 11, 4300--4320 (2015; Zbl 1322.60052) Full Text: DOI arXiv
Andrieu, Christophe; Vihola, Matti Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms. (English) Zbl 1326.65012 Ann. Appl. Probab. 25, No. 2, 1030-1077 (2015). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C05 65C40 65C50 60J05 60J10 60G50 60J22 60F05 PDF BibTeX XML Cite \textit{C. Andrieu} and \textit{M. Vihola}, Ann. Appl. Probab. 25, No. 2, 1030--1077 (2015; Zbl 1326.65012) Full Text: DOI Euclid arXiv
Gad, Kamille Sofie Tågholt; Pedersen, Jesper Lund Variance optimal stopping for geometric Lévy processes. (English) Zbl 1310.60041 Adv. Appl. Probab. 47, No. 1, 128-145 (2015). MSC: 60G40 60G51 90C20 PDF BibTeX XML Cite \textit{K. S. T. Gad} and \textit{J. L. Pedersen}, Adv. Appl. Probab. 47, No. 1, 128--145 (2015; Zbl 1310.60041) Full Text: DOI Euclid
Yukich, J. E. Surface order scaling in stochastic geometry. (English) Zbl 1356.60041 Ann. Appl. Probab. 25, No. 1, 177-210 (2015). MSC: 60F05 60D05 60G55 PDF BibTeX XML Cite \textit{J. E. Yukich}, Ann. Appl. Probab. 25, No. 1, 177--210 (2015; Zbl 1356.60041) Full Text: DOI Euclid arXiv
Alonso-Gutiérrez, David; Bastero, Jesús Approaching the Kannan-Lovász-Simonovits and variance conjectures. (English) Zbl 1318.52001 Lecture Notes in Mathematics 2131. Cham: Springer (ISBN 978-3-319-13262-4/pbk; 978-3-319-13263-1/ebook). x, 148 p. (2015). Reviewer: Rolf Schneider (Freiburg i. Br.) MSC: 52-02 52A23 46-02 46B06 46B09 52A20 60D05 PDF BibTeX XML Cite \textit{D. Alonso-Gutiérrez} and \textit{J. Bastero}, Approaching the Kannan-Lovász-Simonovits and variance conjectures. Cham: Springer (2015; Zbl 1318.52001) Full Text: DOI
Svane, Anne Marie Asymptotic variance of grey-scale surface area estimators. (English) Zbl 1395.62183 Adv. Appl. Math. 62, 41-73 (2015). MSC: 62H35 60D05 42B10 94A08 PDF BibTeX XML Cite \textit{A. M. Svane}, Adv. Appl. Math. 62, 41--73 (2015; Zbl 1395.62183) Full Text: DOI arXiv
Guédon, Olivier Concentration phenomena in high dimensional geometry. (English. French summary) Zbl 1358.52013 ESAIM, Proc. 44, 47-60 (2014). Reviewer: Rolf Schneider (Freiburg i. Br.) MSC: 52A40 52A22 60D05 PDF BibTeX XML Cite \textit{O. Guédon}, ESAIM, Proc. 44, 47--60 (2014; Zbl 1358.52013) Full Text: DOI arXiv
Baldi, Pierre; Sadowski, Peter The dropout learning algorithm. (English) Zbl 1333.68225 Artif. Intell. 210, 78-122 (2014). MSC: 68T05 PDF BibTeX XML Cite \textit{P. Baldi} and \textit{P. Sadowski}, Artif. Intell. 210, 78--122 (2014; Zbl 1333.68225) Full Text: DOI
Markowitz, Harry Mean-variance approximations to expected utility. (English) Zbl 1304.91203 Eur. J. Oper. Res. 234, No. 2, 346-355 (2014). MSC: 91G10 91B30 91B16 PDF BibTeX XML Cite \textit{H. Markowitz}, Eur. J. Oper. Res. 234, No. 2, 346--355 (2014; Zbl 1304.91203) Full Text: DOI
Al-Sharadqah, Ali Further statistical analysis of circle fitting. (English) Zbl 1315.68214 Electron. J. Stat. 8, No. 2, 2741-2778 (2014). MSC: 68T10 62H12 62H30 62P30 65C60 68T45 PDF BibTeX XML Cite \textit{A. Al-Sharadqah}, Electron. J. Stat. 8, No. 2, 2741--2778 (2014; Zbl 1315.68214) Full Text: DOI Euclid
Pawlas, Zbyněk Self-crossing points of a line segment process. (English) Zbl 1319.60017 Methodol. Comput. Appl. Probab. 16, No. 2, 295-309 (2014). MSC: 60D05 60F05 60G55 62G20 PDF BibTeX XML Cite \textit{Z. Pawlas}, Methodol. Comput. Appl. Probab. 16, No. 2, 295--309 (2014; Zbl 1319.60017) Full Text: DOI
Lee, Anthony; Łatuszyński, Krzysztof Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation. (English) Zbl 1334.60149 Biometrika 101, No. 3, 655-671 (2014). MSC: 60J22 62F15 PDF BibTeX XML Cite \textit{A. Lee} and \textit{K. Łatuszyński}, Biometrika 101, No. 3, 655--671 (2014; Zbl 1334.60149) Full Text: DOI
Hörrmann, Julia; Hug, Daniel On the volume of the zero cell of a class of isotropic Poisson hyperplane tessellations. (English) Zbl 1319.60013 Adv. Appl. Probab. 46, No. 3, 622-642 (2014). MSC: 60D05 52A22 PDF BibTeX XML Cite \textit{J. Hörrmann} and \textit{D. Hug}, Adv. Appl. Probab. 46, No. 3, 622--642 (2014; Zbl 1319.60013) Full Text: DOI Euclid
Fujii, Jun Ichi; Fujii, Masatoshi; Seo, Yuki Operator inequalities on Hilbert \(C^{\ast}\)-modules via the Cauchy-Schwarz inequality. (English) Zbl 1295.46039 Math. Inequal. Appl. 17, No. 1, 295-315 (2014). Reviewer: Mohammad Sal Moslehian (Mashhad) MSC: 46L08 47A30 47A63 47A64 PDF BibTeX XML Cite \textit{J. I. Fujii} et al., Math. Inequal. Appl. 17, No. 1, 295--315 (2014; Zbl 1295.46039) Full Text: DOI
Jónsdóttir, Kristjana Ýr; Vedel Jensen, Eva B. Lévy-based error prediction in circular systematic sampling. (English) Zbl 1356.62016 Image Anal. Stereol. 32, No. 2, 117-125 (2013). MSC: 62D05 60D05 62J10 PDF BibTeX XML Cite \textit{K. Ý. Jónsdóttir} and \textit{E. B. Vedel Jensen}, Image Anal. Stereol. 32, No. 2, 117--125 (2013; Zbl 1356.62016) Full Text: DOI
Chen, Ping; Yam, S. C. P. Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers. (English) Zbl 1290.91079 Insur. Math. Econ. 53, No. 3, 871-883 (2013). MSC: 91B30 91G10 60J27 62H30 PDF BibTeX XML Cite \textit{P. Chen} and \textit{S. C. P. Yam}, Insur. Math. Econ. 53, No. 3, 871--883 (2013; Zbl 1290.91079) Full Text: DOI
Zeng, Yan; Li, Zhongfei; Lai, Yongzeng Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps. (English) Zbl 1284.91282 Insur. Math. Econ. 52, No. 3, 498-507 (2013). MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{Y. Zeng} et al., Insur. Math. Econ. 52, No. 3, 498--507 (2013; Zbl 1284.91282) Full Text: DOI
Łatuszyński, Krzysztof; Miasojedow, Błażej; Niemiro, Wojciech Nonasymptotic bounds on the estimation error of MCMC algorithms. (English) Zbl 1412.60110 Bernoulli 19, No. 5A, 2033-2066 (2013). MSC: 60J22 62F15 65C05 PDF BibTeX XML Cite \textit{K. Łatuszyński} et al., Bernoulli 19, No. 5A, 2033--2066 (2013; Zbl 1412.60110) Full Text: DOI arXiv
Buchta, Christian Exact formulae for variances of functionals of convex hulls. (English) Zbl 1291.60020 Adv. Appl. Probab. 45, No. 4, 917-924 (2013). Reviewer: Viktor Ohanyan (Erevan) MSC: 60D05 52A22 PDF BibTeX XML Cite \textit{C. Buchta}, Adv. Appl. Probab. 45, No. 4, 917--924 (2013; Zbl 1291.60020) Full Text: DOI
Aldaz, J. M. A monotonicity property of variances. (English) Zbl 1287.60025 Stat. Probab. Lett. 83, No. 5, 1416-1419 (2013). MSC: 60E15 PDF BibTeX XML Cite \textit{J. M. Aldaz}, Stat. Probab. Lett. 83, No. 5, 1416--1419 (2013; Zbl 1287.60025) Full Text: DOI arXiv
Wu, Huiling Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market. (English) Zbl 1280.91160 J. Optim. Theory Appl. 158, No. 3, 918-934 (2013). Reviewer: Pavel Stoynov (Sofia) MSC: 91G10 91G80 49N10 PDF BibTeX XML Cite \textit{H. Wu}, J. Optim. Theory Appl. 158, No. 3, 918--934 (2013; Zbl 1280.91160) Full Text: DOI
Yukich, Joseph Limit theorems in discrete stochastic geometry. (English) Zbl 1278.60023 Spodarev, Evgeny (ed.), Stochastic geometry, spatial statistics and random fields. Asymptotic methods. Selected papers based on the presentations at the summer academy on stochastic geometry, spatial statistics and random fields, Söllerhaus, Germany, September 13–26, 2009. Berlin: Springer (ISBN 978-3-642-33304-0/pbk; 978-3-642-33305-7/ebook). Lecture Notes in Mathematics 2068, 239-275 (2013). Reviewer: Andrew Wade (Durham) MSC: 60D05 60F05 60F15 60G55 62H30 PDF BibTeX XML Cite \textit{J. Yukich}, Lect. Notes Math. 2068, 239--275 (2013; Zbl 1278.60023) Full Text: DOI
Heinrich, Lothar; Spiess, Malte Central limit theorems for volume and surface content of stationary Poisson cylinder processes in expanding domains. (English) Zbl 1282.60012 Adv. Appl. Probab. 45, No. 2, 312-331 (2013). Reviewer: Viktor Ohanyan (Erevan) MSC: 60D05 60F05 60F10 60G55 PDF BibTeX XML Cite \textit{L. Heinrich} and \textit{M. Spiess}, Adv. Appl. Probab. 45, No. 2, 312--331 (2013; Zbl 1282.60012) Full Text: DOI Euclid
Redenbach, Claudia; Thäle, Christoph Second-order comparison of three fundamental tessellation models. (English) Zbl 1440.60013 Statistics 47, No. 2, 237-257 (2013). MSC: 60D05 52A22 60G55 62M30 PDF BibTeX XML Cite \textit{C. Redenbach} and \textit{C. Thäle}, Statistics 47, No. 2, 237--257 (2013; Zbl 1440.60013) Full Text: DOI
Borkowski, Piotr; Mielniczuk, Jan Performance of variance function estimators for autoregressive time series of order one: asymptotic normality and numerical study. (English) Zbl 1318.93086 Control Cybern. 41, No. 2, 415-441 (2012). MSC: 93E10 93C57 PDF BibTeX XML Cite \textit{P. Borkowski} and \textit{J. Mielniczuk}, Control Cybern. 41, No. 2, 415--441 (2012; Zbl 1318.93086)
Sak, Halis; Hörmann, Wolfgang Fast simulations in credit risk. (English) Zbl 1279.91186 Quant. Finance 12, No. 10, 1557-1569 (2012). MSC: 91G60 91G40 PDF BibTeX XML Cite \textit{H. Sak} and \textit{W. Hörmann}, Quant. Finance 12, No. 10, 1557--1569 (2012; Zbl 1279.91186) Full Text: DOI
Li, Siming; Li, Yong; Jin, Jiao Adaptive trimmed mean as a location estimate. (English) Zbl 1269.93114 J. Syst. Sci. Complex. 25, No. 5, 973-986 (2012). MSC: 93E10 93C40 PDF BibTeX XML Cite \textit{S. Li} et al., J. Syst. Sci. Complex. 25, No. 5, 973--986 (2012; Zbl 1269.93114) Full Text: DOI
Ohta, Shin-Ichi Barycenters in Alexandrov spaces of curvature bounded below. (English) Zbl 1276.53073 Adv. Geom. 12, No. 4, 571-587 (2012). Reviewer: Uday Chand De (Kolkata) MSC: 53C45 53C20 53C23 PDF BibTeX XML Cite \textit{S.-I. Ohta}, Adv. Geom. 12, No. 4, 571--587 (2012; Zbl 1276.53073) Full Text: DOI
Addario-Berry, L. Tail bounds for the height and width of a random tree with a given degree sequence. (English) Zbl 1250.05094 Random Struct. Algorithms 41, No. 2, 253-261 (2012). MSC: 05C80 05C05 05C10 PDF BibTeX XML Cite \textit{L. Addario-Berry}, Random Struct. Algorithms 41, No. 2, 253--261 (2012; Zbl 1250.05094) Full Text: DOI
Leonenko, N. N.; Petherick, S.; Sikorskii, A. Fractal activity time models for risky asset with dependence and generalized hyperbolic distributions. (English) Zbl 1251.91062 Stochastic Anal. Appl. 30, No. 3, 476-492 (2012). Reviewer: Rudolf Gorenflo (Berlin) MSC: 91G20 60G18 60G10 62M10 PDF BibTeX XML Cite \textit{N. N. Leonenko} et al., Stochastic Anal. Appl. 30, No. 3, 476--492 (2012; Zbl 1251.91062) Full Text: DOI
Wu, Huiling; Li, Zhongfei Continuous-time mean-variance optimal portfolio selection with regime switching when stock prices follow geometric Levy processes. (Chinese. English summary) Zbl 1249.91124 Acta Sci. Nat. Univ. Sunyatseni 50, No. 1, 31-33, 38 (2011). MSC: 91G10 62P05 91G80 90C39 PDF BibTeX XML Cite \textit{H. Wu} and \textit{Z. Li}, Acta Sci. Nat. Univ. Sunyatseni 50, No. 1, 31--33, 38 (2011; Zbl 1249.91124)
Hjalmarsson, Håkan; Mårtensson, Jonas; Rojas, Cristian R.; Söderström, Torsten On the accuracy in errors-in-variables identification compared to prediction-error identification. (English) Zbl 1235.93072 Automatica 47, No. 12, 2704-2712 (2011). MSC: 93B30 93B27 PDF BibTeX XML Cite \textit{H. Hjalmarsson} et al., Automatica 47, No. 12, 2704--2712 (2011; Zbl 1235.93072) Full Text: DOI
Mileyko, Yuriy; Mukherjee, Sayan; Harer, John Probability measures on the space of persistence diagrams. (English) Zbl 1247.68310 Inverse Probl. 27, No. 12, Article ID 124007, 22 p. (2011). Reviewer: Patrizio Frosini (Bologna) MSC: 68U05 55N35 65D18 68Q87 60D05 60B05 PDF BibTeX XML Cite \textit{Y. Mileyko} et al., Inverse Probl. 27, No. 12, Article ID 124007, 22 p. (2011; Zbl 1247.68310) Full Text: DOI
Pedersen, Jesper Lund Explicit solutions to some optimal variance stopping problems. (English) Zbl 1249.62006 Stochastics 83, No. 4-6, 505-518 (2011). Reviewer: Qihe Tang (Iowa City) MSC: 62L15 60G40 60J60 90C20 PDF BibTeX XML Cite \textit{J. L. Pedersen}, Stochastics 83, No. 4--6, 505--518 (2011; Zbl 1249.62006) Full Text: DOI
Marinucci, Domenico; Wigman, Igor The defect variance of random spherical harmonics. (English) Zbl 1232.60039 J. Phys. A, Math. Theor. 44, No. 35, Article ID 355206, 16 p. (2011). Reviewer: Guy Jumarie (Montréal) MSC: 60G60 60G15 42C10 60D05 33C55 PDF BibTeX XML Cite \textit{D. Marinucci} and \textit{I. Wigman}, J. Phys. A, Math. Theor. 44, No. 35, Article ID 355206, 16 p. (2011; Zbl 1232.60039) Full Text: DOI arXiv
Parkash, Om; Thukral, A. K. Statistical measures as measures of diversity. (English) Zbl 1342.92013 Int. J. Biomath. 3, No. 2, 173-185 (2010). MSC: 92B10 92B15 PDF BibTeX XML Cite \textit{O. Parkash} and \textit{A. K. Thukral}, Int. J. Biomath. 3, No. 2, 173--185 (2010; Zbl 1342.92013) Full Text: DOI
Čekanavičius, V.; Vellaisamy, P. Compound Poisson and signed compound Poisson approximations to the Markov binomial law. (English) Zbl 1213.60033 Bernoulli 16, No. 4, 1114-1136 (2010). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60E05 62J10 PDF BibTeX XML Cite \textit{V. Čekanavičius} and \textit{P. Vellaisamy}, Bernoulli 16, No. 4, 1114--1136 (2010; Zbl 1213.60033) Full Text: DOI arXiv
Sak, Halis Increasing the number of inner replications of multifactor portfolio credit risk simulation in the \(t\)-copula model. (English) Zbl 1203.91303 Monte Carlo Methods Appl. 16, No. 3-4, 361-377 (2010). MSC: 91G40 65C05 91G60 PDF BibTeX XML Cite \textit{H. Sak}, Monte Carlo Methods Appl. 16, No. 3--4, 361--377 (2010; Zbl 1203.91303) Full Text: DOI
Bárány, I.; Fodor, F.; Vígh, V. Intrinsic volumes of inscribed random polytopes in smooth convex bodies. (English) Zbl 1211.52005 Adv. Appl. Probab. 42, No. 3, 605-619 (2010). Reviewer: Paolo Dulio (Milano) MSC: 52A22 60D05 PDF BibTeX XML Cite \textit{I. Bárány} et al., Adv. Appl. Probab. 42, No. 3, 605--619 (2010; Zbl 1211.52005) Full Text: DOI arXiv
Bárány, Imre; Reitzner, Matthias On the variance of random polytopes. (English) Zbl 1204.52007 Adv. Math. 225, No. 4, 1986-2001 (2010). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 52A22 60D05 52A27 52B05 PDF BibTeX XML Cite \textit{I. Bárány} and \textit{M. Reitzner}, Adv. Math. 225, No. 4, 1986--2001 (2010; Zbl 1204.52007) Full Text: DOI
Pawlas, Zbyněk; Honzl, Ondřej Comparison of length-intensity estimators for segment processes. (English) Zbl 1193.60018 Stat. Probab. Lett. 80, No. 9-10, 825-833 (2010). MSC: 60D05 62G05 PDF BibTeX XML Cite \textit{Z. Pawlas} and \textit{O. Honzl}, Stat. Probab. Lett. 80, No. 9--10, 825--833 (2010; Zbl 1193.60018) Full Text: DOI
Viana, M.; Lakshminarayanan, V. Dihedral Fourier analysis in phase-space. (English) Zbl 1195.78003 J. Mod. Opt. 56, No. 21, 2318-2328 (2009). MSC: 78A05 43A25 PDF BibTeX XML Cite \textit{M. Viana} and \textit{V. Lakshminarayanan}, J. Mod. Opt. 56, No. 21, 2318--2328 (2009; Zbl 1195.78003) Full Text: DOI
Janáček, Jiří On calculation of zeta function of integral matrix. (English) Zbl 1212.33012 Math. Bohem. 134, No. 1, 49-58 (2009). MSC: 33F05 60D05 PDF BibTeX XML Cite \textit{J. Janáček}, Math. Bohem. 134, No. 1, 49--58 (2009; Zbl 1212.33012) Full Text: EMIS
Luo, Wenzhi; Rudnick, Zeév; Sarnak, Peter The variance of arithmetic measures associated to closed geodesics on the modular surface. (English) Zbl 1231.11057 J. Mod. Dyn. 3, No. 2, 271-309 (2009). MSC: 11F72 37D40 58J51 PDF BibTeX XML Cite \textit{W. Luo} et al., J. Mod. Dyn. 3, No. 2, 271--309 (2009; Zbl 1231.11057) Full Text: DOI arXiv
Hochberg, K. J.; Vinogradov, V. Structural, continuity, and asymptotic properties of a branching particle system. (English) Zbl 1189.60157 Lith. Math. J. 49, No. 3, 241-270 (2009). Reviewer: Heinrich Hering (Rockenberg) MSC: 60J80 60G17 60G51 60E07 41A60 60J60 62E20 PDF BibTeX XML Cite \textit{K. J. Hochberg} and \textit{V. Vinogradov}, Lith. Math. J. 49, No. 3, 241--270 (2009; Zbl 1189.60157) Full Text: DOI
Horowitz, Charles; Katz, Karin Usadi; Katz, Mikhail G. Loewner’s torus inequality with isosystolic defect. (English) Zbl 1193.53107 J. Geom. Anal. 19, No. 4, 796-808 (2009). Reviewer: Akihiko Morimoto (Nagoya) MSC: 53C23 30F10 35J60 PDF BibTeX XML Cite \textit{C. Horowitz} et al., J. Geom. Anal. 19, No. 4, 796--808 (2009; Zbl 1193.53107) Full Text: DOI arXiv
Voss, Florian; Cruz-Orive, Luis M. Second moment formulae for geometric sampling with test probes. (English) Zbl 1278.62022 Statistics 43, No. 4, 329-365 (2009). MSC: 62D05 52A22 62M30 PDF BibTeX XML Cite \textit{F. Voss} and \textit{L. M. Cruz-Orive}, Statistics 43, No. 4, 329--365 (2009; Zbl 1278.62022) Full Text: DOI
Heveling, Matthias; Reitzner, Matthias Poisson-Voronoi approximation. (English) Zbl 1172.60003 Ann. Appl. Probab. 19, No. 2, 719-736 (2009). Reviewer: Viktor Oganyan (Erevan) MSC: 60D05 60G55 52A22 60C05 PDF BibTeX XML Cite \textit{M. Heveling} and \textit{M. Reitzner}, Ann. Appl. Probab. 19, No. 2, 719--736 (2009; Zbl 1172.60003) Full Text: DOI arXiv
Wade, Andrew R. Asymptotic theory for the multidimensional random on-line nearest-neighbour graph. (English) Zbl 1163.60005 Stochastic Processes Appl. 119, No. 6, 1889-1911 (2009). MSC: 60D05 60F25 90B15 05C80 PDF BibTeX XML Cite \textit{A. R. Wade}, Stochastic Processes Appl. 119, No. 6, 1889--1911 (2009; Zbl 1163.60005) Full Text: DOI arXiv
Janáček, Jiří Asymptotics of variance of the lattice point count. (English) Zbl 1174.60002 Czech. Math. J. 58, No. 3, 751-758 (2008). MSC: 60D05 11H06 PDF BibTeX XML Cite \textit{J. Janáček}, Czech. Math. J. 58, No. 3, 751--758 (2008; Zbl 1174.60002) Full Text: DOI
Roberts, Gareth O.; Rosenthal, Jeffrey S. Variance bounding Markov chains. (English) Zbl 1142.60047 Ann. Appl. Probab. 18, No. 3, 1201-1214 (2008). MSC: 60J10 65C40 47A10 60J22 PDF BibTeX XML Cite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Ann. Appl. Probab. 18, No. 3, 1201--1214 (2008; Zbl 1142.60047) Full Text: DOI arXiv
Heinrich, Lothar; Muche, Lutz Second-order properties of the point process of nodes in a stationary Voronoi tessellation. (English) Zbl 1144.60007 Math. Nachr. 281, No. 3, 350-375 (2008); erratum ibid., No. 11, 1674-1676 (2010). Reviewer: Viktor Oganyan (Erevan) MSC: 60D05 60G55 62F12 60G60 PDF BibTeX XML Cite \textit{L. Heinrich} and \textit{L. Muche}, Math. Nachr. 281, No. 3, 350--375 (2008; Zbl 1144.60007) Full Text: DOI
Dimov, Ivan T. Monte Carlo methods for applied scientists. (English) Zbl 1140.65008 Hackensack, NJ: World Scientific (ISBN 978-981-02-2329-8/hbk; 978-981-277-989-2/ebook). xv, 291 p. (2008). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C05 11K36 11K45 65C10 65C20 65C30 65C40 65C50 65C60 35J25 82D37 65F05 65F15 45G10 82B80 82C80 81S30 82C40 65-02 00A06 60J22 60F05 65R20 PDF BibTeX XML Cite \textit{I. T. Dimov}, Monte Carlo methods for applied scientists. Hackensack, NJ: World Scientific (2008; Zbl 1140.65008) Full Text: DOI
Afendras, G.; Papadatos, N.; Papathanasiou, V. The discrete mohr and noll inequality with applications to variance bounds. (English) Zbl 1192.60042 Sankhyā 69, No. 2, 162-189 (2007). MSC: 60E15 PDF BibTeX XML Cite \textit{G. Afendras} et al., Sankhyā 69, No. 2, 162--189 (2007; Zbl 1192.60042) Full Text: Link
Heinrich, Lothar; Schmidt, Hendrik; Schmidt, Volker Limit theorems for functionals on the facets of stationary random tessellations. (English) Zbl 1156.60010 Bernoulli 13, No. 3, 868-891 (2007). MSC: 60D05 60F05 PDF BibTeX XML Cite \textit{L. Heinrich} et al., Bernoulli 13, No. 3, 868--891 (2007; Zbl 1156.60010) Full Text: DOI Euclid arXiv
Richardson, Ross M.; Vu, Van H.; Wu, Lei Random inscribing polytopes. (English) Zbl 1165.60008 Eur. J. Comb. 28, No. 8, 2057-2071 (2007). Reviewer: Ferenc Fodor (Szeged) MSC: 60D05 52A22 60F05 60C05 PDF BibTeX XML Cite \textit{R. M. Richardson} et al., Eur. J. Comb. 28, No. 8, 2057--2071 (2007; Zbl 1165.60008) Full Text: DOI
Hilbe, Joseph M. Negative binomial regression. (English) Zbl 1131.62068 Cambridge: Cambridge University Press (ISBN 978-0-521-85772-7/hbk). xii, 251 p. (2007). Reviewer: Yuehua Wu (Toronto) MSC: 62J99 62-02 62J12 62-01 PDF BibTeX XML Cite \textit{J. M. Hilbe}, Negative binomial regression. Cambridge: Cambridge University Press (2007; Zbl 1131.62068) Full Text: DOI
Vinogradov, Vladimir On structural and asymptotic properties of some classes of distributions. (English) Zbl 1119.60011 Acta Appl. Math. 97, No. 1-3, 335-351 (2007). MSC: 60E07 60F05 60E10 60J80 62E15 62E20 PDF BibTeX XML Cite \textit{V. Vinogradov}, Acta Appl. Math. 97, No. 1--3, 335--351 (2007; Zbl 1119.60011) Full Text: DOI
Alvarez Fariña, Pablo; Gual-Arnau, Ximo A stereological estimation of gonad volume and oocyte number in a specimen of a native clam (Venerupis pullastra). (English) Zbl 1176.62106 Image Anal. Stereol. 25, No. 2, 105-110 (2006). MSC: 62P10 60D05 PDF BibTeX XML Cite \textit{P. Alvarez Fariña} and \textit{X. Gual-Arnau}, Image Anal. Stereol. 25, No. 2, 105--110 (2006; Zbl 1176.62106) Full Text: DOI
Richardson, Ross M.; Vu, Van H.; Wu, Lei Random inscribing polytopes. (English) Zbl 1192.52017 Felsner, Stefan (ed.), 2005 European conference on combinatorics, graph theory and applications (EuroComb ’05). Extended abstracts from the conference, Technische Universität Berlin, Berlin, Germany, September 5–9, 2005. Paris: Maison de l’Informatique et des Mathématiques Discrètes (MIMD). Discrete Mathematics & Theoretical Computer Science. Proceedings. AE, 263-266, electronic only (2005). MSC: 52B05 60D05 60F05 PDF BibTeX XML Cite \textit{R. M. Richardson} et al., in: 2005 European conference on combinatorics, graph theory and applications (EuroComb '05). Extended abstracts from the conference, Technische Universität Berlin, Berlin, Germany, September 5--9, 2005. Paris: Maison de l'Informatique et des Mathématiques Discrètes (MIMD). 263--266 (2005; Zbl 1192.52017) Full Text: Link
Hug, Daniel; Reitzner, Matthias Gaussian polytopes: variances and limit theorems. (English) Zbl 1089.52003 Adv. Appl. Probab. 37, No. 2, 297-320 (2005). Reviewer: Wolfgang Weil (Karlsruhe) MSC: 52A22 60D05 60C05 62H10 PDF BibTeX XML Cite \textit{D. Hug} and \textit{M. Reitzner}, Adv. Appl. Probab. 37, No. 2, 297--320 (2005; Zbl 1089.52003) Full Text: DOI