New Trends in Probability and Statistics. / Vol. 1, : Proceedings of the Bakuriani Colloquium in Honour of Yu.V. Prohorov, Bakuriani, Georgia, USSR, 24 February–4 March, 1990 / / ed. by T. Shervashidze, V. V. Sazonov.
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Superior document: | Title is part of eBook package: De Gruyter DGBA Mathematics - 1990 - 1999 |
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Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2020] ©1991 |
Year of Publication: | 2020 |
Edition: | Reprint 2020 |
Language: | English |
Series: | New Trends in Probability and Statistics ;
Vol. 1 |
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Physical Description: | 1 online resource (IX, 702 p.) :; 1 frontisp., num. figs |
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Table of Contents:
- Frontmatter
- CONTENTS
- Preface
- Bakuriani Colloquia on Probability Theory and Mathematical Statistics
- I. LIMIT THEOREMS: FINITE - DIMENSIONAL CASE
- On the Bounds for the Probabilities of Large Deviations for Random Variables and Vectors
- The Influence of Extremes Summands on the Law of Iterated Logarithm
- Generalized Marcinkiewicz's Theorem and Asymptotic Expansions in the Central Limit Theorem
- On Integrability of sup [Snk /nk]
- Asymptotic Expansions in Large Deviation Zones for the Distribution Density of Sums of Independent Random Variables
- Strong Law of Large Numbers for Operator Normalized Sums of Independent Random Vectors
- II. LIMIT THEOREMS IN GENERAL SPACES
- On the Distribution of the Sup-Norm for a Stable Motion and the Rate of Convergence
- Semi-Invariant Conditions of Weak Convergence of Random Processes in the Space of Continuous Functions
- Almost Sure Permutational Convergence of Vector Random Series and Kolmogorov's Problem
- Limit Theorems for Stable Laws in Banach Spaces
- An Estimate of the Rate of Convergence in the CLT for Dependent Hilbert Space Valued Random Variables
- An Improved Estimate of the Accuracy of Gaussian Approximation in Hilbert Space
- On Laxge Deviations for L-Estimates
- III. LIMIT THEOREMS FOR STOCHASTIC PROCESSES
- Rates of Convergence in the Invariance Principle for Empirical Processes
- Ergodic Theorem for Semimartingale-Helix
- Ergodic Theorems for Discrete Time Random Processes
- On Functional Principle of Large Deviations
- IV. PROBABILITIES IN GENERAL SPACES
- Some Properties of Gaussian Measures and Potentials in Martingale Spaces with Mixed Norm
- Unexpected Limit Behaviour of the Gaussian Tail Probabilities
- Topologies on the Space of a-Additive Cylindrical Probabilities
- Two-Sided Exponential Inequalities for the Distribution of the Norm of Banach Space Valued Random Variables
- Nonuniform Estimates of the Density of the Squared Norm of a Gaussian Vector in Hilbert Space
- On Sequential Conditions for a Cylindrical Measure to be Countably Additive
- A Family of Measures Admitting Consistent Estimates
- V. STOCHASTIC ANALYSIS AND CONTROL
- Asymptotic Behaviour of Solutions of Stochastic Equations
- On the Decomposition of a Maximum of Semimartingales and Ito's Generalized Formula
- Optimal Transmission of Gaussian Signals Involving Cost for Transmission and Feedback
- Stationary and Periodic Solutions of Stochastic Difference and Differential Equations in Banach Space
- Controlled Random Fields on Graphs and Stochastic Models of Economic Equilibrium
- Asymptotic Expansions for Singulary Perturbed Stochastic Differential Equations
- On Uniformly Optimal Coding of Gaussian Messages in White Gaussian Channels with Feedback
- On the Structure of a Random Graph with Nonuniform Distribution
- Identities for Ladder Functionals of Homogeneous Random Processes and Walks with Independent Increments
- On Convergence of Solutions of Stochastic Equations
- Stochastic Integrals and Stochastic Differential Equations on the Plane Involving Strong Semimartingales
- Itó-Ventsel' Formula For Anticipative Processes
- Connectivity Property and Optimality Almost Surely and in Probability
- Absolute Continuity of Smooth Measures Generated by Nonlinear Equations
- VI. MATHEMATICAL STATISTICS
- A New Method of Asymptotic Analysis of Simple Linear Rank Statistics
- On Stable M-Estimators in the Partial Likelihood Scheme
- Asymptotic Estimation of Integrals of Certain Random Fields
- On Minimax Bound for Parameter Estimation in Ball (Bias Accounting)
- Limit Theorems for Some Random Processes Based on Frequencies
- From Asymptotic Efficiency in Minimax Sense to Bahadur Efficiency
- On Estimating Parameters of a Distribution Concentrated in a Circle
- On the Approximation of the Likelihood Function by a Vector Analogue of the Whittle Statistics
- VII. TOWARDS NATURAL SCIENCES
- On Condensable Point Processes
- The Ground State of a Random Stationary Medium in the Mean Field Approximation
- Scaling Behavior of Random Walks with Topological Constraints
- Convergence of the Stochastic Quantization Method for Lattice R-Gauge Theories
- List of Contributors
- Organizing Committee and Acknowledgement