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Springer Science and Business Media LLC

  0178-8051

  1432-2064

 

Cơ quản chủ quản:  Springer Heidelberg , Springer New York

Lĩnh vực:
AnalysisStatistics and ProbabilityStatistics, Probability and Uncertainty

Các bài báo tiêu biểu

An approximation of partial sums of independent RV's, and the sample DF. II
- 1976
János Komlós, Péter Major, Gábor Tusnády
An approximation of partial sums of independent RV'-s, and the sample DF. I
Tập 32 Số 1-2 - Trang 111-131 - 1975
J. Koml�s, Péter Major, G. Tusn�dy
A decomposition of Bessel Bridges
Tập 59 Số 4 - Trang 425-457 - 1982
Jim Pitman, Marc Yor
Information radius
Tập 14 - Trang 149-160 - 1969
Robin Sibson
This paper is an account of a new method of constructing measures of divergence between probability measures; the new divergence measures so constructed are called information radius measures. They are information-theoretic in character, and are based on the work of Rényi [8] and Csiszár [2, 3]. The divergence measure K 1 can be used for the measurement of dissimilarity in numerical taxonomy, and its application to this field is discussed in Jardine and Sibson [5]; it was this application which originally motivated the study of information radius. Other forms of information radius are related to the variation distance, and the normal information radius discussed in § 3 is related to Mahalanobis’ D 2 Statistic. This paper is in part intended to lay the mathematical foundations for [5], but because information radius appears to be of some general interest, the investigation of its properties is here carried further than is needed for the applications discussed in [5].
Strong solutions of stochastic equations with singular time dependent drift
Tập 131 Số 2 - Trang 154-196 - 2005
Н. В. Крылов, Michael Röckner
Backward doubly stochastic differential equations and systems of quasilinear SPDEs
Tập 98 Số 2 - Trang 209-227 - 1994
Étienne Pardoux, Shigē Péng
Minimal Penalties for Gaussian Model Selection
- 2007
Lucien Birgé, Pascal Massart