-
1
-
-
0037864098
-
Wiener-Hopf factorization revisited and some applications
-
Alili, L., Doney, R. A.: Wiener-Hopf factorization revisited and some applications. Stoc. Stoc. Rep. 66, 87-102 (1999)
-
(1999)
Stoc. Stoc. Rep.
, vol.66
, pp. 87-102
-
-
Alili, L.1
Doney, R.A.2
-
3
-
-
0000456682
-
On a functional central limit theorem for random walks conditioned to stay positive
-
Bolthausen, E.: On a functional central limit theorem for random walks conditioned to stay positive. Ann. Prob. 4 (3), 480-485 (1976)
-
(1976)
Ann. Prob.
, vol.4
, Issue.3
, pp. 480-485
-
-
Bolthausen, E.1
-
4
-
-
27844592186
-
A functional central limit theorem for random walks conditional to stay non-negative
-
Bryn-Jones, A., Doney, R. A.: A functional central limit theorem for random walks conditional to stay non-negative. M.C.S.S. report, 2004
-
(2004)
M.C.S.S. Report
-
-
Bryn-Jones, A.1
Doney, R.A.2
-
5
-
-
27844593088
-
-
Ph.D. Thesis. in preparation
-
Caravenna, F.: Ph.D. Thesis. in preparation
-
-
-
Caravenna, F.1
-
6
-
-
3142771979
-
Moments of ladder heights in random walks
-
Doney, R. A.: Moments of ladder heights in random walks. J. Appl. Prob. 17, 248-252 (1980)
-
(1980)
J. Appl. Prob.
, vol.17
, pp. 248-252
-
-
Doney, R.A.1
-
7
-
-
17044428242
-
Conditional limit theorems for asymptotically stable random walks
-
Doney, R. A.: Conditional Limit Theorems for Asymptotically Stable Random Walks. Z. Wahrscheinlichkeitstheorie verw. Gebiete 70, 351-360 (1985)
-
(1985)
Z. Wahrscheinlichkeitstheorie Verw. Gebiete
, vol.70
, pp. 351-360
-
-
Doney, R.A.1
-
8
-
-
21144479697
-
On the joint distribution of ladder variables of random walks
-
Doney, R. A., Greenwood, P. E.: On the joint distribution of ladder variables of random walks. Probab. Theory Relat. Fields 94, 457-472 (1993)
-
(1993)
Probab. Theory Relat. Fields
, vol.94
, pp. 457-472
-
-
Doney, R.A.1
Greenwood, P.E.2
-
9
-
-
21844525910
-
Spitzer's condition and ladder variables in random walks
-
Doney, R. A.: Spitzer's condition and ladder variables in random walks. Probab. Theory Relat. Fields 101, 577-580 (1995)
-
(1995)
Probab. Theory Relat. Fields
, vol.101
, pp. 577-580
-
-
Doney, R.A.1
-
10
-
-
0031116513
-
One-sided local large deviation and renewal theorems in the case of infinite mean
-
Doney, R. A.: One-sided local large deviation and renewal theorems in the case of infinite mean. Probab. Theory Relat. Fields 107, 451-465 (1997)
-
(1997)
Probab. Theory Relat. Fields
, vol.107
, pp. 451-465
-
-
Doney, R.A.1
-
11
-
-
0003421261
-
-
2nd ed., John Wiley and Sons, New York
-
Feller, W.: An Introduction to Probability Theory and Its Applications, vol. 2, 2nd ed., John Wiley and Sons, New York, 1971
-
(1971)
An Introduction to Probability Theory and Its Applications
, vol.2
-
-
Feller, W.1
-
13
-
-
27844501053
-
Harmonic renewal measures and bivariate domains of attraction in fluctuation theory
-
Greenwood, P. E., Omey, E., Teugels, J. L.: Harmonic renewal measures and bivariate domains of attraction in fluctuation theory. J. Aust. Math. Soc., Ser. A 32, 412-422 (1982)
-
(1982)
J. Aust. Math. Soc., Ser. A
, vol.32
, pp. 412-422
-
-
Greenwood, P.E.1
Omey, E.2
Teugels, J.L.3
-
14
-
-
0010829260
-
Functional central limit theorems for random walks conditioned to stay positive
-
Iglehart, D. L.: Functional central limit theorems for random walks conditioned to stay positive. Ann. Prob. 2, 608-619 (1974)
-
(1974)
Ann. Prob.
, vol.2
, pp. 608-619
-
-
Iglehart, D.L.1
-
15
-
-
0042198123
-
Limit theorems for random walks conditioned to stay positive
-
Keener, R. W.: Limit theorems for random walks conditioned to stay positive. Ann. Probab. 20, 801-824 (1992)
-
(1992)
Ann. Probab.
, vol.20
, pp. 801-824
-
-
Keener, R.W.1
-
17
-
-
0000983367
-
A local limit theorem for nonlattice multi-dimensional distribution functions
-
Stone, C.: A local limit theorem for nonlattice multi-dimensional distribution functions. Ann. Math. Stat. 36, 546-551 (1965)
-
(1965)
Ann. Math. Stat.
, vol.36
, pp. 546-551
-
-
Stone, C.1
-
18
-
-
0000577557
-
On local and ratio limit theorems
-
(ed. Neyman, J.), Univ. Calif. Press, Berkeley, Ca
-
Stone, C.: On local and ratio limit theorems. In: Proc. Fifth Berkeley Symposium Math. Stat. Prob. (ed. Neyman, J.), vol. II, part 2, pp. 217-224, Univ. Calif. Press, Berkeley, Ca. 1967
-
(1967)
Proc. Fifth Berkeley Symposium Math. Stat. Prob.
, vol.2
, Issue.2 PART
, pp. 217-224
-
-
Stone, C.1
|