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1-12
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Results: 12
Long excursions of a random walk
Authors:
Csaki, E Revesz, P Shi, Z
Citation:
E. Csaki et al., Long excursions of a random walk, J THEOR PR, 14(3), 2001, pp. 821-844
Asymptotic properties of ranked heights in Brownian excursions
Authors:
Csaki, E Hu, YY
Citation:
E. Csaki et Yy. Hu, Asymptotic properties of ranked heights in Brownian excursions, J THEOR PR, 14(1), 2001, pp. 77-96
A universal result in almost sure central limit theory
Authors:
Berkes, I Csaki, E
Citation:
I. Berkes et E. Csaki, A universal result in almost sure central limit theory, STOCH PR AP, 94(1), 2001, pp. 105-134
A strong invariance principle for two-dimensional random walk in random scenery
Authors:
Csaki, E Revesz, P Shi, Z
Citation:
E. Csaki et al., A strong invariance principle for two-dimensional random walk in random scenery, STOCH PR AP, 92(2), 2001, pp. 181-200
Path properties of Cauchy's principal values related to local time
Authors:
Csaki, E Csorgo, M Foldes, A Shi, Z
Citation:
E. Csaki et al., Path properties of Cauchy's principal values related to local time, ST SCI M H, 38, 2001, pp. 149-169
Favourite sites, favourite values and jump sizes for random walk and Brownian motion
Authors:
Csaki, E Revesz, P Shi, Z
Citation:
E. Csaki et al., Favourite sites, favourite values and jump sizes for random walk and Brownian motion, BERNOULLI, 6(6), 2000, pp. 951-975
Asymptotic independence and additive functionals
Authors:
Csaki, E Foldes, A
Citation:
E. Csaki et A. Foldes, Asymptotic independence and additive functionals, J THEOR PR, 13(4), 2000, pp. 1123-1144
Boundary crossings and the distribution function of the maximum of Brownian sheet
Authors:
Csaki, E Khoshnevisan, D Shi, Z
Citation:
E. Csaki et al., Boundary crossings and the distribution function of the maximum of Brownian sheet, STOCH PR AP, 90(1), 2000, pp. 1-18
Increment sizes of the principal value of Brownian local time
Authors:
Csaki, E Csorgo, M Foldes, A Shi, Z
Citation:
E. Csaki et al., Increment sizes of the principal value of Brownian local time, PROB TH REL, 117(4), 2000, pp. 515-531
Asymptotic properties of integral functionals of geometric stochastic processes
Authors:
Csaki, E Csorgo, M Foldes, A Revesz, P
Citation:
E. Csaki et al., Asymptotic properties of integral functionals of geometric stochastic processes, J APPL PROB, 37(2), 2000, pp. 480-493
An embedding for the Kesten-Spitzer random walk in random scenery
Authors:
Csaki, E Konig, W Shi, Z
Citation:
E. Csaki et al., An embedding for the Kesten-Spitzer random walk in random scenery, STOCH PR AP, 82(2), 1999, pp. 283-292
A strong invariance principle for the local time difference of a simple symmetric planar random walk
Authors:
Csaki, E Foldes, A Revesz, P
Citation:
E. Csaki et al., A strong invariance principle for the local time difference of a simple symmetric planar random walk, ST SCI M H, 34(1-3), 1998, pp. 25-39
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