期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2021; 66 (2)
Under natural assumptions, we prove the ergodicities and exponential ergodicities in Wasserstein and total variation distances of Dawson-Watanabe supe......
期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2021; 66 (2)
We present a backward diffusion flow (i.e., a backward-in-time stochastic differential equation) whose marginal distribution at any (earlier) time is ......
期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2021; 65 (4)
Prokhorov distances under sublinear expectations are presented in the CLT and the functional CLT, and the convergence rates for them are obtained by t......
期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2021; 65 (4)
Let X-t = Sigma j(=-infinity)(infinity) A(j)epsilon(t-j) be a dependent linear process, where the {epsilon(n), n is an element of Z} is a sequence of ......
期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2020; 65 (2)
We provide an equivalent characterization of the absence of arbitrage opportunity for the bid and ask financial market model. This result, which is an......
期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2020; 65 (3)
It has been understood that the "local" existence of the Markowitz optimal portfolio or the solution to the local-risk minimization problem is guarant......
期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2019; 63 (4)
Let {Z(n), n >= 0} be a critical Galton-Watson branching process with finite variance for the offspring number of particles. Assuming that 0 < Z......
期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2019; 63 (3)
In this paper, the Berry-Esseen bound for rho-mixing random variables with the rate of normal approximation O(n(-1/6) logn) is established under some ......
期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2019; 64 (1)
This article studies a risk process with constant dividend barrier where the delayed claims are considered, and two types of individual claims, main c......
期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2018; 62 (1)
Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the fold......
期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2018; 62 (2)
A moment inequality between the central and noncentral third-order absolute moments is proved, which is optimal for every value of the recentering par......
期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2018; 63 (1)
Using the estimates of the accuracy of the normal approximation to distributions of Poisson-binomial random sums from [I. G. Shevtsova, Theory Probab.......
期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2017; 61 (1)
The issue of giving an explicit description of the flow of information concerning the time of bankruptcy of a company (or a state) arriving on the mar......
期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2017; 61 (3)
We introduce a new class of non-Gaussian vector random fields in space and/or time, which are termed binomial-chi(2) vector random fields and include ......