An official Journal of the Institute of Mathematical Statistics.
A Martingale Approach to the Study of Occurrence of Sequence Patterns in Repeated Experiments
Shuo-Yen Robert Li. (1980)
Ergodicity of stochastic differential equations driven by fractional Brownian motion
Martin Hairer. (2005)
CLT for linear spectral statistics of large-dimensional sample covariance matrices
Z. D. Bai, et al. (2004)
A variational representation for certain functionals of Brownian motion
Michelle Boué, et al. (1998)