AP@k – 357
area under the curve (AUC) – 57
asymptotic growth – 169
asymptotic normality – 1, 341
bandwidth selection – 1
cancellable American options – 83
Caputo derivative – 303
cauchy residue principle – 461
Chinese restaurant process – 289
classical risk model – 387
compound Poisson approximation – 409
confidence interval – 57
continuous-time random walk – 149
contractive operators – 387
convolution of distributions – 409
cyclic long memory – 505
deficit at ruin – 387
dicretization – 169
diffusion – 387
dynamic cutting – 531
Erlang service distribution – 433
Euler-Maruyama scheme – 531
evaluation metrics – 357
expectation and variance – 357
extreme value index – 341
family-wise scaling process – 195
first-passage time – 149
first-return time – 149
fractional Brownian motion – 255, 303
fractional diffusion – 149
fractional integrals – 483
fractional kinetics – 149
fractional quasi-ergodicity – 39
fractional Riesz-Bessel equations – 505
game options – 83
Gaussian processes – 483
general branching process – 19
general filtration – 117
generalized backward stochastic differential equation – 117
growing dimension – 375
Hall class – 341
Hermite process – 255
Hill estimator – 341
impact of the penalty – 83
information retrieval – 357
inverse mixed stable subordinator – 433
iterated perturbed random walk – 19
Langevin equation – 169
large deviations – 483
LaTeX – 275
law of the iterated logarithm – 19
least squares estimator – 169
Lévy basis – 225
Lévy process – 39
Lévy-driven SDE – 531
local linear regression – 1
logistic regression – 57
long-range dependence – 195, 225
MAP@k – 357
Matérn kernel – 505
matrix Mittag-Leffler function – 461
Mittag-Leffler function – 433
mixture with varying concentrations – 1
multiscaling limit theorems – 505
multiset – 289
nonparametric regression – 1
optimal boundaries – 83
optimal strategies – 83
Ornstein–Uhlenbeck – 255
Ornstein–Uhlenbeck process – 225
parameter estimation – 255
phase type distribution – 461
pseudo-Poisson process – 195
quasi-ergodicity – 39
quasi-mixing limit – 39
queueing system – 461
random metric space – 375
random partial differential equations – 505
random permutations – 289
random rankings – 357
random walk – 375
ranking algorithms – 357
receiver operating characteristic (ROC) – 57
recommendation systems – 357
reproducing kernel Hilbert spaces – 483
ruin probability – 387
self-decomposable distribution – 225
semi-Markov processes – 275
shot-noise process – 225
Sparre Andersen theorem – 149
spectral – 39
spectral density – 195
spectral singularities – 505
state probabilities – 433
stochastic functional differential equation – 303
stochastic Lipschitz generators – 117
stochastic monotone generators – 117
strong consistency – 169
submartingale condition for weak convergnce – 275
sums of random vectors – 409
tempered fractional process – 169
the first uniform Kolmogorov theorem – 409
time delay – 303
total variation metric – 409
U-statistics – 57
viability – 303
weak convergence of probability measures – 275
Wiener chaos – 255