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 Showing 1 - 98 of 98 Journals sorted alphabetically Advances in Statistics       (Followers: 9) Afrika Statistika       (Followers: 1) American Journal of Applied Mathematics and Statistics       (Followers: 11) American Journal of Mathematics and Statistics       (Followers: 9) Annals of Data Science       (Followers: 14) Annual Review of Statistics and Its Application       (Followers: 7) Applied Medical Informatics       (Followers: 11) Asian Journal of Mathematics & Statistics       (Followers: 8) Asian Journal of Probability and Statistics Austrian Journal of Statistics       (Followers: 4) Biostatistics & Epidemiology       (Followers: 4) Cadernos do IME : Série Estatística Calcutta Statistical Association Bulletin Communications in Mathematics and Statistics       (Followers: 4) Communications in Statistics - Simulation and Computation       (Followers: 9) Communications in Statistics: Case Studies, Data Analysis and Applications Comunicaciones en Estadística Econometrics and Statistics       (Followers: 1) Forecasting       (Followers: 1) Foundations and Trends® in Optimization       (Followers: 3) Frontiers in Applied Mathematics and Statistics       (Followers: 1) Game Theory       (Followers: 2) Geoinformatics & Geostatistics       (Followers: 14) Geomatics, Natural Hazards and Risk       (Followers: 13) Indonesian Journal of Applied Statistics International Game Theory Review       (Followers: 1) International Journal of Advanced Statistics and IT&C for Economics and Life Sciences International Journal of Advanced Statistics and Probability       (Followers: 7) International Journal of Algebra and Statistics       (Followers: 3) International Journal of Applied Mathematics and Statistics       (Followers: 3) International Journal of Ecological Economics and Statistics       (Followers: 5) International Journal of Energy and Statistics       (Followers: 3) International Journal of Game Theory       (Followers: 3) International Journal of Mathematics and Statistics       (Followers: 2) International Journal of Multivariate Data Analysis International Journal of Probability and Statistics       (Followers: 4) International Journal of Statistics & Economics       (Followers: 6) International Journal of Statistics and Applications       (Followers: 2) International Journal of Statistics and Probability       (Followers: 3) International Journal of Statistics in Medical Research       (Followers: 5) International Journal of Testing       (Followers: 1) Iraqi Journal of Statistical Sciences Japanese Journal of Statistics and Data Science Journal of Biometrics & Biostatistics       (Followers: 4) Journal of Cost Analysis and Parametrics       (Followers: 5) Journal of Environmental Statistics       (Followers: 4) Journal of Game Theory       (Followers: 1) Journal of Mathematical Economics and Finance Journal of Mathematics and Statistics Studies Journal of Modern Applied Statistical Methods       (Followers: 1) Journal of Official Statistics       (Followers: 2) Journal of Quantitative Economics Journal of Social and Economic Statistics Journal of Statistical Theory and Practice       (Followers: 2) Journal of Statistics and Data Science Education       (Followers: 2) Journal of Survey Statistics and Methodology       (Followers: 4) Journal of the Indian Society for Probability and Statistics Jurnal Biometrika dan Kependudukan Jurnal Ekonomi Kuantitatif Terapan Jurnal Sains Matematika dan Statistika Lietuvos Statistikos Darbai Mathematics and Statistics       (Followers: 2) Methods, Data, Analyses       (Followers: 1) METRON       (Followers: 1) Nepalese Journal of Statistics North American Actuarial Journal       (Followers: 1) Open Journal of Statistics       (Followers: 3) Open Mathematics, Statistics and Probability Journal Pakistan Journal of Statistics and Operation Research       (Followers: 1) Physica A: Statistical Mechanics and its Applications       (Followers: 6) Probability, Uncertainty and Quantitative Risk       (Followers: 2) Ratio Mathematica Research & Reviews : Journal of Statistics       (Followers: 3) Revista Brasileira de Biometria Revista Colombiana de Estadística RMS : Research in Mathematics & Statistics Romanian Statistical Review Sankhya B - 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Similar Journals
 Theory of Probability and its ApplicationsJournal Prestige (SJR): 0.411 Number of Followers: 2      Hybrid journal (It can contain Open Access articles) ISSN (Print) 0040-585X - ISSN (Online) 1095-7219 Published by Society for Industrial and Applied Mathematics  [17 journals]
• On Alternative Approximating Distributions in the Multivariate Version of
Kolmogorov's Second Uniform Limit Theorem

Authors: F. Götze, A. Yu. Zaitsev
Pages: 1 - 16
Abstract: Theory of Probability & Its Applications, Volume 67, Issue 1, Page 1-16, May 2022.
The aim of the present work is to show that our recent results on the approximation of distributions of sums of independent summands by the infinitely divisible laws on convex polyhedra can be obtained via an alternative class of approximating infinitely divisible distributions. We will also generalize the results to the infinite-dimensional case.
Citation: Theory of Probability & Its Applications
PubDate: 2022-05-05T07:00:00Z
DOI: 10.1137/S0040585X97T99071X
Issue No: Vol. 67, No. 1 (2022)

• Reflecting Lévy Processes and Associated Families of Linear
Operators. II

Authors: I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev
Pages: 17 - 27
Abstract: Theory of Probability & Its Applications, Volume 67, Issue 1, Page 17-27, May 2022.
We consider special one-dimensional Markov processes, namely, asymmetric jump Lévy processes, which have values in a given interval and reflect from the boundary points. We show that in this case, in addition to the standard semigroup of operators generated by the Markov process, there also appears the family of “boundary” random operators that send functions defined on the boundary of the interval to elements of the space $L_2$ on the entire interval. This study is a continuation of our paper [Theory Probab. Appl., 64 (2019), 335--354], where a similar problem was solved for symmetric reflecting Lévy processes.
Citation: Theory of Probability & Its Applications
PubDate: 2022-05-05T07:00:00Z
DOI: 10.1137/S0040585X97T990721
Issue No: Vol. 67, No. 1 (2022)

• On Optimal Stochastic Linear Quadratic Control with Inversely Proportional
Time-Weighting in the Cost

Authors: E. S. Palamarchuk
Pages: 28 - 43
Abstract: Theory of Probability & Its Applications, Volume 67, Issue 1, Page 28-43, May 2022.
We consider an optimal linear-quadratic control problem for a control system where the matrices corresponding to the state in the controlled process equation and the cost functional are absolutely integrable over an infinite time interval. The integral quadratic performance index includes two mutually inversely proportional time-weighting functions. It is shown that a well-known linear stable feedback law turns out to be optimal with respect to criteria from the class of the extended long-run averages. The results are applied to studying a control system under time-varying dynamic scaling of its parameters.
Citation: Theory of Probability & Its Applications
PubDate: 2022-05-05T07:00:00Z
DOI: 10.1137/S0040585X97T990733
Issue No: Vol. 67, No. 1 (2022)

• On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko
Limit Theorem

Authors: V. I. Piterbarg, Yu. A. Scherbakova
Pages: 44 - 61
Abstract: Theory of Probability & Its Applications, Volume 67, Issue 1, Page 44-61, May 2022.
We propose a sequence of accompanying laws in the B.,V. Gnedenko limit theorem for maxima of independent random variables with distributions lying in the Gumbel max domain of attraction. We show that this sequence provides a power-law convergence rate, whereas the Gumbel distribution provides only the logarithmic rate. As examples, we consider in detail the classes of Weibull and log-Weibull type distributions. For the entire Gumbel max domain of attraction, we propose a scale of classes of distributions that includes these two classes as a starting point.
Citation: Theory of Probability & Its Applications
PubDate: 2022-05-05T07:00:00Z
DOI: 10.1137/S0040585X97T990745
Issue No: Vol. 67, No. 1 (2022)

• An Analogue of the Feynman--Kac Formula for a High-Order Operator

Authors: M. V. Platonova
Pages: 62 - 76
Abstract: Theory of Probability & Its Applications, Volume 67, Issue 1, Page 62-76, May 2022.
In this paper, we construct a probabilistic approximation of the evolution operator $\exp\bigl(t\bigl({\frac{(-1)^{m+1}}{(2m)!}\,\frac{d^{2m}}{dx^{2m}}+V}\bigr)\bigr)$ in the form of expectations of functionals of a point random field. This approximation can be considered as a generalization of the Feynman--Kac formula to the case of a differential equation of order $2m$.
Citation: Theory of Probability & Its Applications
PubDate: 2022-05-05T07:00:00Z
DOI: 10.1137/S0040585X97T990757
Issue No: Vol. 67, No. 1 (2022)

• Asymptotics of the Persistence Exponent of Integrated Fractional Brownian
Motion and Fractionally Integrated Brownian Motion

Pages: 77 - 88
Abstract: Theory of Probability & Its Applications, Volume 67, Issue 1, Page 77-88, May 2022.
We consider the persistence probability for the integrated fractional Brownian motion and the fractionally integrated Brownian motion with parameter $H$, respectively. For the integrated fractional Brownian motion, we discuss a conjecture of Molchan and Khokhlov and determine the asymptotic behavior of the persistence exponent as $H\to 0$ and $H\to 1$, which is in accordance with the conjecture. For the fractionally integrated Brownian motion, also called the Riemann--Liouville process, we find the asymptotic behavior of the persistence exponent as $H\to 0$.
Citation: Theory of Probability & Its Applications
PubDate: 2022-05-05T07:00:00Z
DOI: 10.1137/S0040585X97T990769
Issue No: Vol. 67, No. 1 (2022)

• A New Version of Uniform Integrability via Power Series Summability
Methods

Authors: M. Ordón͂ez Cabrera, A. Rosalsky, M. Ünver, A. Volodin
Pages: 89 - 104
Abstract: Theory of Probability & Its Applications, Volume 67, Issue 1, Page 89-104, May 2022.
Uniform integrability is an interesting concept in probability theory and functional analysis since it plays an important role in establishing laws of large numbers. In the literature, there are several versions of uniform integrability. Some are defined with the help of matrix summability methods, such as the Cesàro matrix, or more general methods. In this paper, we introduce a new version of uniform integrability via power series summability methods. We investigate the relationships of this new concept with some previous concepts and give $L_1$- and $L_2$-convergence results for the laws of large numbers.
Citation: Theory of Probability & Its Applications
PubDate: 2022-05-05T07:00:00Z
DOI: 10.1137/S0040585X97T990770
Issue No: Vol. 67, No. 1 (2022)

• Background Driving Distribution Functions and Series Representations for
Log-Gamma Self-Decomposable Random Variables

Authors: Z. J. Jurek
Pages: 105 - 117
Abstract: Theory of Probability & Its Applications, Volume 67, Issue 1, Page 105-117, May 2022.
We identify the background driving distribution functions (BDDF) for self-decomposable distributions (random variables). For log-gamma variables and their background driving variables, we find their series representations. An innovation variable for Bessel-K distribution is given as a compound Poisson variable.
Citation: Theory of Probability & Its Applications
PubDate: 2022-05-05T07:00:00Z
DOI: 10.1137/S0040585X97T990782
Issue No: Vol. 67, No. 1 (2022)

• On the Accuracy in a Combinatorial Central Limit Theorem: The
Characteristic Function Method

Authors: B. Roos
Pages: 118 - 139
Abstract: Theory of Probability & Its Applications, Volume 67, Issue 1, Page 118-139, May 2022.
The aim of this paper is to present a new proof of an explicit version of the Berry--Esseen type inequality of Bolthausen [Z. Wahrsch. Verw. Gebiete, 66 (1984), pp. 379--386]. The literature already provides several proofs using variants of Stein's method. The characteristic function method has also been applied but led only to weaker results. In this paper, we show how to overcome the difficulties of this method by using a new identity for permanents of complex matrices in combination with a recently proved inequality for the characteristic function of the approximated distribution.
Citation: Theory of Probability & Its Applications
PubDate: 2022-05-05T07:00:00Z
DOI: 10.1137/S0040585X97T990794
Issue No: Vol. 67, No. 1 (2022)

• Birthday Tributes

Authors: A.N. Shiryaev
Pages: 140 - 140
Abstract: Theory of Probability & Its Applications, Volume 67, Issue 1, Page 140-140, May 2022.
Recognition of the 75th birthday of Andrei Mikhailovich Zubkov and the 70th birthday of Vladimir Alekseevich Vatutin.
Citation: Theory of Probability & Its Applications
PubDate: 2022-05-05T07:00:00Z
DOI: 10.1137/S0040585X97T990800
Issue No: Vol. 67, No. 1 (2022)

• Galton--Watson Processes and Their Role as Building Blocks for Branching
Processes

Authors: F. Thomas Bruss
Pages: 141 - 153
Abstract: Theory of Probability & Its Applications, Volume 67, Issue 1, Page 141-153, May 2022.
This article is an essay, both expository and argumentative, on the Galton--Watson process as a tool in the domain of branching processes. It is at the same time the author's way of honoring two distinguished scientists in this domain, both from the Russian Academy of Sciences, and congratulating them on their special birthdays. The thread of the article is the role which the Galton--Watson process had played in the author's own research. We start with a discussion on a controlled Galton--Watson process. Then we pass to random absorbing processes, and also recall and discuss a problem in medicine. Further questions bring us, via the Borel--Cantelli lemma, to $\varphi$-branching processes and extensions. To gain more generality we then look at bisexual Galton--Watson processes. Finally, we briefly discuss relatively complicated resource-dependent branching processes to show that, again, using Galton--Watson reproduction schemes (whenever reasonable) can be a convincing approach to new processes, which are then sufficiently tractable to obtain results of interest.
Citation: Theory of Probability & Its Applications
PubDate: 2022-05-05T07:00:00Z
DOI: 10.1137/S0040585X97T990812
Issue No: Vol. 67, No. 1 (2022)

• On Senatov Moments in Asymptotic Expansions in the Central Limit Theorem

Authors: V. N. Sobolev, A. E. Kondratenko
Pages: 154 - 157
Abstract: Theory of Probability & Its Applications, Volume 67, Issue 1, Page 154-157, May 2022.
Representations are put forward for the moments and the truncated Senatov quasi-moments of normalized sums of random variables (r.v.'s) in terms of the Senatov moments of the original distribution. These representations make possible the direct transition from new asymptotic expansions in the central limit theorem to Gram--Charlier type expansions and are applied in the new proof of formulas for the convergence rate of these moments.
Citation: Theory of Probability & Its Applications
PubDate: 2022-05-05T07:00:00Z
DOI: 10.1137/S0040585X97T990824
Issue No: Vol. 67, No. 1 (2022)

• A New Solution of Bertrand's Paradox

Authors: P. Kaushik
Pages: 158 - 160
Abstract: Theory of Probability & Its Applications, Volume 67, Issue 1, Page 158-160, May 2022.
Bertrand's Paradox is classical in the theory of probability. Its point of contention is the existence of three distinct solutions to a seemingly identical required probability, with each solution obtained through a different method. This paper depicts yet another solution, a novel approach originating from diametric projections of radial vectors. The chords are drawn by joining the head of a radial vector to a fixed diametrical extremity, corresponding to all points between the two diametrical extremities.
Citation: Theory of Probability & Its Applications
PubDate: 2022-05-05T07:00:00Z
DOI: 10.1137/S0040585X97T990836
Issue No: Vol. 67, No. 1 (2022)

• In Memoriam: Doctor Hans-Jürgen Engelbert

Authors: R. Buckdahn, P. Di Tella, W. Schmidt Shiryaev
Pages: 161 - 162
Abstract: Theory of Probability & Its Applications, Volume 67, Issue 1, Page 161-162, May 2022.
A celebration of the life and accomplishments of internationally known mathematician Doctor Hans-Jürgen Engelbert, who passed away on May 23, 2021.
Citation: Theory of Probability & Its Applications
PubDate: 2022-05-05T07:00:00Z
DOI: 10.1137/S0040585X97T990848
Issue No: Vol. 67, No. 1 (2022)

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