| FRACTIONAL DIFFUSION-TELEGRAPH EQUATIONS AND THEIR ASSOCIATED STOCHASTIC SOLUTIONS |
6 |
| LOCAL SEMICIRCLE LAW UNDER MOMENT CONDITIONS: THE STIELTJES TRANSFORM, RIGIDITY, AND DELOCALIZATION |
3 |
| A LIMIT THEOREM FOR SUPERCRITICAL RANDOM BRANCHING WALKS WITH BRANCHING SOURCES OF VARYING INTENSITY |
3 |
| TWO-COLORINGS OF A RANDOM HYPERGRAPH |
3 |
| STATISTICAL ANALYSIS OF THE MIXED FRACTIONAL ORNSTEIN-UHLENBECK PROCESS |
3 |
| HEYDE'S CHARACTERIZATION THEOREM FOR SOME LOCALLY COMPACT ABELIAN GROUPS |
3 |
| ANY RANDOM VARIABLE WITH FINITE MOMENTS IS A SUM OF TWO VARIABLES WITH DETERMINATE MOMENT PROBLEM |
2 |
| LIMIT THEOREMS FOR POWER-SERIES DISTRIBUTIONS WITH FINITE RADIUS OF CONVERGENCE |
2 |
| A NOTE ON THE QUASI-STATIONARY DISTRIBUTION OF THE SHIRYAEV MARTINGALE ON THE POSITIVE HALF-LINE |
2 |
| ESTIMATES WITH ASYMPTOTICALLY UNIFORMLY MINIMAL d-RISK |
2 |
| APPROXIMATE WIENER-HOPF FACTORIZATION AND MONTE CARLO METHODS FOR LEVY PROCESSES |
2 |
| ON A CHARACTERIZATION THEOREM FOR PROBABILITY DISTRIBUTIONS ON DISCRETE ABELIAN GROUPS |
2 |
| CHARACTERIZATIONS OF PROBABILITY DISTRIBUTIONS THROUGH Q-INDEPENDENCE |
2 |
| GEEOMETRY AND PROBABILITY |
2 |
| ON EXPONENTIAL FUNCTIONALS OF PROCESSES WITH INDEPENDENT INCREMENTS |
2 |
| HAWKES GRAPHS |
1 |
| BOUNDS FOR THE CONCENTRATION FUNCTIONS OF RANDOM SUMS UNDER RELAXED MOMENT CONDITIONS |
1 |
| A DISCRIMINATION TEST FOR TAILS OF WEIBULL-TYPE DISTRIBUTIONS |
1 |
| GOODNESS-OF-FIT TESTS BASED ON SUP-FUNCTIONALS OF WEIGHTED EMPIRICAL PROCESSES |
1 |
| THE JOINT LAW OF TERMINAL VALUES OF A NONNEGATIVE SUBMARTINGALE AND ITS COMPENSATOR |
1 |
| INTEGRO-LOCAL LIMIT THEOREMS FOR COMPOUND RENEWAL PROCESSES |
1 |
| TWO-BOUNDARY PROBLEM FOR A RANDOM WALK IN A RANDOM ENVIRONMENT |
1 |
| ON THE EXACT ASYMPTOTICS OF SMALL DEVIATIONS OF L-2-NORM FOR SOME GAUSSIAN RANDOM FIELDS |
1 |
| THE BERRY-ESSEEN BOUND FOR rho-MIXING RANDOM VARIABLES AND ITS APPLICATIONS IN NONPARAMETRIC REGRESSION MODEL |
1 |
| PATHWISE DECOMPOSITIONS OF BROWNIAN SEMISTATIONARY PROCESSES |
1 |
| A RISK PROCESS WITH DELAYED CLAIMS AND CONSTANT DIVIDEND BARRIER |
1 |
| BRANCHING RANDOM WALKS ON Z(d) WITH PERIODIC BRANCHING SOURCES |
1 |
| MOMENT INEQUALITIES FOR m-NOD RANDOM VARIABLES AND THEIR APPLICATIONS |
1 |
| STABILITY CONDITIONS FOR QUEUEING SYSTEMS WITH REGENERATIVE FLOW OF INTERRUPTIONS |
1 |
| SEQUENTIAL TESTING OF TWO HYPOTHESES FOR A STATIONARY ORNSTEIN-UHLENBECK PROCESS |
1 |
| MAXIMUM LIKELIHOOD METHOD IN DE FINETTI'S THEOREM |
1 |
| MULTISERVER QUEUEING SYSTEM WITH CONSTANT SERVICE TIME AND SIMULTANEOUS SERVICE OF A CUSTOMER BY RANDOM NUMBER OF SERVERS |
1 |
| ABELIAN THEOREM FOR THE REGULARLY VARYING MEASURE AND ITS DENSITY IN ORTHANT |
1 |
| BERRY-ESSEEN BOUNDS AND ASCLTs FOR DRIFT PARAMETER ESTIMATOR OF MIXED FRACTIONAL ORNSTEIN-UHLENBECK PROCESS WITH DISCRETE OBSERVATIONS |
1 |
| THE FIRST EXIT TIME OF FRACTIONAL BROWNIAN MOTION FROM A PARABOLIC DOMAIN |
1 |
| ANALYSIS OF THE ASYMPTOTIC BEHAVIOR OF THE SOLUTION TO A LINEAR STOCHASTIC DIFFERENTIAL EQUATION WITH SUBEXPONENTIALLY STABLE MATRIX AND ITS APPLICATION TO A CONTROL PROBLEM |
1 |
| ON THE CLASSICAL CAPACITY OF A CHANNEL WITH STATIONARY QUANTUM GAUSSIAN NOISE |
1 |
| ASYMPTOTIC NEAR-MINIMAXITY OF THE RANDOMIZED SHIRYAEV-ROBERTS-POLLAK CHANGE-POINT DETECTION PROCEDURE IN CONTINUOUS TIME |
1 |
| HIGH EXTREMES OF GAUSSIAN CHAOS PROCESSES: A DISCRETE TIME APPROXIMATION APPROACH |
1 |
| CONSTRUCTING EXPLICIT ESTIMATORS IN NONLINEAR REGRESSION PROBLEMS |
1 |
| CONVERGENCE RATE ESTIMATES IN THE GLOBAL CLT FOR COMPOUND MIXED POISSON DISTRIBUTIONS |
1 |
| SPECTRAL ASYMPTOTICS OF A SUPERCRITICAL BRANCHING RANDOM WALK |
1 |
| INTEGRO-LOCAL CLT FOR SUMS OF INDEPENDENT NONLATTICE RANDOM VECTORS |
1 |
| APPROXIMATION OF THE EVOLUTION OPERATOR BY EXPECTATIONS OF FUNCTIONALS OF SUMS OF INDEPENDENT RANDOM VARIABLES |
0 |
| ON THE COMPLETENESS OF STOCHASTIC FLOWS GENERATED BY EQUATIONS WITH CURRENT VELOCITIES |
0 |
| INITIAL BOUNDARY VALUE PROBLEMS IN A BOUNDED DOMAIN: PROBABILISTIC REPRESENTATIONS OF SOLUTIONS AND LIMIT THEOREMS II |
0 |
| ASYMPTOTIC PROPERTIES OF ONE-STEP WEIGHTED M-ESTIMATORS WITH APPLICATIONS TO REGRESSION |
0 |
| ON THE SPECTRUM OF SAMPLE COVARIANCE MATRICES FOR TIME SERIES |
0 |
| SUBEXPONENTIAL ASYMPTOTICS FOR STEADY STATE TAIL PROBABILITIES IN A SINGLE-SERVER QUEUE WITH REGENERATIVE INPUT FLOW |
0 |
| IMPROVEMENTS OF PLACHKY-STEINEBACH THEOREM |
0 |
