RANDOM WALKS WITH JUMPS IN RANDOM ENVIRONMENTS (EXAMPLES OF CYCLE AND WEIGHT REPRESENTATIONS)

Kapitel in diesem Buch

1. Frontmatter I
2. CONTENTS V
3. FOREWORD IX
4. RATE OF CONVERGENCE IN THE TRANSFERENCE MAX-LIMIT THEOREM 1
5. THEOREMS OF LARGE DEVIATIONS FOR NON-GAUSSIAN APPROXIMATION 5
6. ALGORITHM FOR CALCULATION OF JOINT DISTRIBUTION OF BOOTSTRAP SAMPLE ELEMENTS 15
7. BISMUT TYPE DIFFERENTIATION OF SEMIGROUPS 23
8. RANDOM PERMUTATIONS AND THE EWENS SAMPLING FORMULA IN GENETICS 33
9. ON LARGE DEVIATIONS OF SELF-NORMALIZED SUM 43
10. MINIMAX ESTIMATION IN THE BLURRED SIGNAL MODEL 57
11. INVARIANT MEASURES OF DIFFUSION PROCESSES IN HILBERT SPACES AND HILBERT MANIFOLDS 67
12. ONE TERM EDGEWORTH EXPANSION FOR STUDENT'S t STATISTIC 81
13. ASYNCHRONOUS STOCHASTIC APPROXIMATION AND ADAPTATION IN A COMPETITIVE SYSTEM 99
14. HOMOGENIZATION OF RANDOM PARABOLIC OPERATOR WITH LARGE POTENTIAL 115
15. REMARKS ON INFINITELY DIVISIBLE APPROXIMATIONS TO THE BINOMIAL LAW 135
16. RATES OF CONVERGENCE TO STABLE AND DISCRETE STABLE LAWS 147
17. NORMAL-ORDERED WHITE NOISE DIFFERENTIAL EQUATIONS II: REGULARITY PROPERTIES OF SOLUTIONS 157
18. LINE MODELS FOR SNOWFLAKE CRYSTALS AND THEIR HAUSDORFF DIMENSION 175
19. MULTIPLICATIVE STRONG UNIMODALITY REVISITED 187
20. RANDOM WALKS WITH JUMPS IN RANDOM ENVIRONMENTS (EXAMPLES OF CYCLE AND WEIGHT REPRESENTATIONS) 199
21. ANALYSIS OF GENERATING FUNCTIONS AND PROBABILITIES ON TREES 213
22. ON THE DISTRIBUTION OF ROOTS OF POLYNOMIALS IN SECTORS. Ill 229
23. ASYMPTOTIC EXPANSIONS FOR THE MOMENTS OF THE REGRET RISK OF CLASSIFICATION BASED ON MIXED VARIABLES 235
24. ON THE STRUCTURE OF STRONG MARKOV CONTINUOUS LOCAL DIRICHLET PROCESSES 241
25. ON MINIMAX ROBUSTNESS OF BAYESIAN STATISTICAL PREDICTION 259
26. ON THE ZEROS OF THE LERCH ZETA-FUNCTION. II 267
27. THE GALTON-WATSON TREE CONDITIONED ON ITS HEIGHT 277
28. PROGNOSIS OF EXPERIMENT RESULTS, BASED ON A TWO-STAGE EXAMINATION AND LINKING THE INVERSE PÓLYA DISTRIBUTION TO BAYES' RULE 287
29. APPLICATIONS OF SEMIPARAMETRIC BIASED SAMPLING MODELS TO AIDS VACCINE AND TREATMENT TRIALS 295
30. BAYESIAN ESTIMATION OF COMMON LONG-RANGE DEPENDENT MODELS 311
31. STARTING AN IMAGE SEGMENTATION: A LEVEL SET APPROACH 325
32. WIDE-RANGING INTERPRETATIONS OF THE CYCLE REPRESENTATIONS OF MARKOV PROCESSES 339
33. ANALYSIS OF PRICE, INCOME AND MONEY DEMAND INDICATORS 355
34. ROBUSTNESS IN CLUSTER ANALYSIS OF MULTIVARIATE OBSERVATIONS 363
35. AN ELEMENTARY APPROACH TO FILTERING IN SYSTEMS WITH FRACTIONAL BROWNIAN OBSERVATION NOISE 373
36. BOOTSTRAP TESTS FOR PARAMETRIC VOLATILITY STRUCTURE IN NONPARAMETRIC AUTOREGRESSION 393
37. VALUE-DISTRIBUTION OF GENERAL DIRICHLET SERIES 405
38. THE ROBBINS-MONRO TYPE SDE AND RECURSIVE ESTIMATION 415
39. A SQUARED BINOMIAL TREE APPROACH TO DISCRETE-TIME BOND MARKET MODELLING 429
40. STRONG CONSISTENCY OF £-CENTRES IN REFLEXIVE SPACES 441
41. ASYMPTOTIC BEHAVIOR OF SMALL BALL PROBABILITIES 453
42. GOOD STATISTICAL PRACTICE IN ANALYTICAL CHEMISTRY 469
43. ON THE PRINCIPLE OF MAXIMUM ENTROPY ON THE MEAN AS A METHODOLOGY FOR THE REGULARIZATION OF INVERSE PROBLEMS 481
44. THE RATE OF CONVERGENCE IN THE CENTRAL LIMIT THEOREM FOR ENDOMORPHISMS OF TWO-DIMENSIONAL TORUS 493
45. SIMPLE METHODS FOR THE ANALYSIS OF MULTIVARIATE AND LONGITUDINAL CATEGORICAL DATA 499
46. TRIMMED SUMS AND ASSOCIATED RANDOM VARIABLES IN THE q-DOMAIN OF ATTRACTION OF STABLE LAWS 515
47. p-VARIATION AND INTEGRATION OF SAMPLE FUNCTIONS OF STOCHASTIC PROCESSES 521
48. FUNCTIONAL CENTRAL LIMIT THEOREMS ON LIE GROUPS. A SURVEY 541
49. ON SOME NEW RESULTS FOR COINTEGRATED PROCESSES WITH INFINITE VARIANCE INNOVATIONS 553
50. SAMPLING METHODS IN LITHUANIAN OFFICIAL STATISTICS. DESIGN AND PARAMETER ESTIMATION PROBLEMS 571
51. ON L^P -ESTIMATES OF STOCHASTIC INTEGRALS 579
52. VOLATILITY ESTIMATION AND BOOTSTRAP 589
53. RANDOM FIELDS AND CENTRAL LIMIT THEOREM IN SOME GENERALIZED HOLDER SPACES 599
54. CONSISTENT ESTIMATION OF DISCRIMINANT SPACE IN MIXTURE MODEL BY USING PROJECTION PURSUIT 617
55. NONPARAMETRIC WAVELET METHODS FOR NONSTATIONARY TIME SERIES 627
56. SOME RESULTS ON ARITHMETICAL FUNCTIONS 653
57. LINEAR APPROXIMATION OF RANDOM PROCESSES AND SAMPLING DESIGN PROBLEMS 665
58. CONVERGENCE OF SOLUTION OF STOCHASTIC EQUATIONS IN THE SPACE OF FORMAL SERIES 685
59. UNIFIED INFERENCE IN SURVEY SAMPLING 697
60. SEMICLASSICAL ANALYSIS AND A NEW RESULT IN EXCURSION THEORY 701
61. ON KPP EQUATIONS WITH VARIOUS WAVE FRONT SPEEDS, THE LARSON RESULT VIA LARGE DEVIATIONS 707
62. CO-ORDINATING AND MONITORING THE TRANSFORMATION PROCESS IN STATISTICS IN EMERGING DEMOCRACIES AND ECONOMIES IN TRANSITION - THE POLISH EXPERIENCE 715
63. BRANCHING DIFFUSIONS WITH RANDOM OFFSPRING DISTRIBUTIONS 727
64. THE ORGANIZERS 741
65. THE LIST OF SESSIONS AND ORGANIZERS 742