Vol. 1

Book

Vol. 1

Edited by: Yu. V. Prohorov , V. A. Statulevičius , V. V. Sazonov and B. Grigelionis

Part of the multi-volume work

Probability Theory and Mathematical Statistics

Language: English

Published/Copyright: 1987

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Mathematics Probability and Statistics

Frontmatter Publicly Available Download PDF	I
CONTENTS Publicly Available Download PDF	V
Preface Publicly Available Download PDF	IX
Quantum stochastic calculus L. Accardi Requires Authentication Unlicensed Licensed Download PDF	1
Glivenko-Cantelli convergence for weighted empirical and quantile processes of U-statistic structure M. Aerts, P. Janssen and D. Mason Requires Authentication Unlicensed Licensed Download PDF	23
On symmetry properties and nonparametric estimates of the ʋ-th order spectral density of a stationary random process A.G. Alekseev Requires Authentication Unlicensed Licensed Download PDF	31
Large deviations for first-passage times A.K. Aleškevičiené Requires Authentication Unlicensed Licensed Download PDF	39
Quasi-average approach to the description of the limit states of the n-vector Curie-Weiss ferromagnet N. Angelescu and V.A. Zagrebnov Requires Authentication Unlicensed Licensed Download PDF	69
Inequalities at the Markov approximation of lumped processes V. V. Anisimov Requires Authentication Unlicensed Licensed Download PDF	85
Remarks on limit theorems for sequences of random variables with random index T.A. Azlarov, A.A. Dzamirzaev and A.G. Abdullaev Requires Authentication Unlicensed Licensed Download PDF	99
Continuity of local time for Markov processes with stationary independent increments M. T. Barlow Requires Authentication Unlicensed Licensed Download PDF	115
Detection and diagnosis of changes in the A.R. part of an A.R.M. A. model with nonstationary unknown M. A. coefficients M. Basseville, A. Benveniste, G. Moustakides and A. Rougée Requires Authentication Unlicensed Licensed Download PDF	119
Nonparametric estimation of distribution functions based on incomplete data Yu. K. Belyayev Requires Authentication Unlicensed Licensed Download PDF	123
Diffusion processes on the group T ^∞ and elliptic equations of infinitely many variables A.D. Bendikov and I. V. Pavlov Requires Authentication Unlicensed Licensed Download PDF	145
Lower estimates of the convergence rate in the CLT in Banach spaces V. Bentkus Requires Authentication Unlicensed Licensed Download PDF	171
Weak limits of probability measures on metric Schauderspaces H. Bergstrӧm Requires Authentication Unlicensed Licensed Download PDF	189
Optimal consumption and investment in a stochastic model T. Björk Requires Authentication Unlicensed Licensed Download PDF	199
Large deviations from classical paths and the classical limit of quantum stochastic flows Ph. Blanchard, Ph. Combe, M. Siruge and M. Sirugue-Collin Requires Authentication Unlicensed Licensed Download PDF	203
Limit theorems for multicomponent hierarchical models P.M. Bleher Requires Authentication Unlicensed Licensed Download PDF	211
On limit theorems for random vectors controlled by a Markov chain I. V. Bokuchava, Z.A. Kvatadzeand and T.L. Shervashidze Requires Authentication Unlicensed Licensed Download PDF	231
Upper and lower estimates of the convergence rate in the invariance principle for empirical measures I.S. Borisov Requires Authentication Unlicensed Licensed Download PDF	251
The contraction principle for C₀-summing operators and SLLN for weighed sums V.V. Buldygin and S.A. Solntsev Requires Authentication Unlicensed Licensed Download PDF	269
Limit theorems for stochastic inventory models E .V. Bulinskaya Requires Authentication Unlicensed Licensed Download PDF	291
Limit theorems under weak dependence conditions A.V. Bulinskii Requires Authentication Unlicensed Licensed Download PDF	307
Non commutative integration and probability on von Neumann algebras C. Cecchini Requires Authentication Unlicensed Licensed Download PDF	327
On optimal controls in the problem of locally absolutely continuous change of measure (compact sets of decisions) R.J. Chitashvili and M. G. Mania Requires Authentication Unlicensed Licensed Download PDF	331
Non-uniform estimates of the remainder term in limit theorems with a stable limit law Gerd Christoph Requires Authentication Unlicensed Licensed Download PDF	357
Multiple stable stochastic integrals Z. Ciesielski Requires Authentication Unlicensed Licensed Download PDF	363
A generalization of p-type spaces A.N. Čuprunov Requires Authentication Unlicensed Licensed Download PDF	375
Smooth measures on infinite dimensional manifolds and forward Kolmogorov equation Yu. L. Dalecky Requires Authentication Unlicensed Licensed Download PDF	385
The structure of distributions of convex functionals Yu.A. Davydov Requires Authentication Unlicensed Licensed Download PDF	405
Wiener germs applied to the tails of m-estimators H. Dinges Requires Authentication Unlicensed Licensed Download PDF	411
On the asymptotic behaviour of the linear stochastic heat equation solutions A. Ya. Dorogovtsev, S. D. Ivasishen and A. G. Kukush Requires Authentication Unlicensed Licensed Download PDF	419
Some universal donsker classes of functions R. M. Dudley Requires Authentication Unlicensed Licensed Download PDF	433
Duplicates in mixed sequences and a frequency duplication principle. Methods and applications A.T. Fomenko Requires Authentication Unlicensed Licensed Download PDF	439
Bootstrapping empirical measures indexed by Vapnik-Chervonenkis classes of sets P. Gaenssler Requires Authentication Unlicensed Licensed Download PDF	467
A remark on the Central Limit Theorem for random measures and processes E. Giné and J. Zinn Requires Authentication Unlicensed Licensed Download PDF	483
Elliptic law and elements of G-analysis V.L. Girko Requires Authentication Unlicensed Licensed Download PDF	489
Mathematical aspects on the variation of air pollutant concentrations J. Grandell Requires Authentication Unlicensed Licensed Download PDF	509
Weak solutions of the stochastic evolution and invariance principles B. Grigelionis and R. Mikulevičius Requires Authentication Unlicensed Licensed Download PDF	513
Optimal stopping of a Markov chain with vector-valued gain function U.S. Gugerli Requires Authentication Unlicensed Licensed Download PDF	523
Some strong laws of large numbers in Banach spaces with regular norms B. Heinkel Requires Authentication Unlicensed Licensed Download PDF	529
Optimality in estimation for stochastic processes under both fixed and large sample conditions C. C. Heyde Requires Authentication Unlicensed Licensed Download PDF	535
On urn schemes imbedded in birth processes L. Holst Requires Authentication Unlicensed Licensed Download PDF	543
Limiting distributions and mean-values of complex-valued multiplicative functions K.-H. Indlekofer Requires Authentication Unlicensed Licensed Download PDF	547
Asymptotically minimax testing of nonparametric hypotheses Yu.I. Ingster Requires Authentication Unlicensed Licensed Download PDF	553

Publishing information

Pages and Images/Illustrations in book

eBook published on:

May 18, 2020

eBook ISBN:

9783112319000

Hardcover published on:

December 31, 1987

Hardcover ISBN:

9783112307878

Edition:

Reprint 2020

Pages and Images/Illustrations in book

Front matter:

9

Main content:

574

https://doi.org/10.1515/9783112319000

eBook ISBN: 9783112319000

Hardcover ISBN: 9783112307878

Keywords for this book

Mathematik; Statistik

Audience(s) for this book

College/higher education;

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Vol. 1

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