Probability Theory and Applications.
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Superior document: | Title is part of eBook package: De Gruyter DGBA Mathematics - <1990 |
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MitwirkendeR: | |
HerausgeberIn: | |
Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2020] ©1987 |
Year of Publication: | 2020 |
Edition: | Reprint 2020 |
Language: | English |
Series: | Proceedings of the 1st World Congress of the Bernoulli Society : Tashkent, USSR, 8–14 September 1986 ;
Vol. 1 |
Online Access: | |
Physical Description: | 1 online resource (XVIII, 799 p.) |
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Table of Contents:
- Frontmatter
- Contents
- Preface
- Greeting
- Opening Talk
- Algorithms And Randomness
- Self Similar Processes In Probability Theory And Statistics (Session 9 - Chairman: Ya.G. Sinay)
- INVITED PAPERS
- Limit theorems in statistical physics; on Dyson's hierarchical model
- Statistical aspects of self-similar processes
- Toeplitz matrices and estimation of time series with long-range dependence
- Contributed Papers
- Universal behavior and stochasticity for one dimensional systems
- A birth and death process in random environment
- Spectral properties of some finite-difference and differential operators with random coefficients
- Point Processes In Probability Theory And Statistics (Session 10 - Chairman: D. Stoyan)
- Invited Papers
- Parametric and non-parametric estimation for pairwise-interaction point processes
- On the theory of conditioning in point processes
- Contributed Papers
- On The Exponentiality Of Total Hazards Before Failure
- Sufficient regularity conditions for jump processes
- Statistics with diffusion crossing times
- Ruin probabilities in the "non-renewal" case
- A note on the asymptotic behaviour of the empirical score in Cox's regression model for counting processes
- Comparison of Cox's and maximum likelihood estimates for matched experiments in survival data with censoring
- On the conditions providing for the moments of number of zeros of a vector Gaussian field to be finite
- The inverses of thinned point processes
- Foundations Of Probability Theory (Session 17 - Chairman: D. Lane)
- Invited Papers
- An epistemic justification of the law of total probability
- Contributed Papers
- Individual Random Continuous Functions
- Some Estimates For Nonstochastic Sequences
- Nonstandard Analysis In Probability Theory (Session 19 - Chairman: E. Perkins)
- Invited Papers
- Nonstandard Constructions Of Diffusions And Related Processes
- Nonstandard analysis in probability theory
- Contributed Papers
- Adapted distribution
- Hyperfinite methods for multidimensional stochastic processes
- Combinatorial Methods In Probability Theory (Session 20 - Chairman: B.S. Stechkin)
- Invited Papers
- Random mappings and branching processes
- On probability methods in combinatorial analysis
- Contributed Papers
- Neighbourhood Spaces And Maps
- Percolation theory. Coincidence of the critical values PH = PT
- Evolution on random mappings
- On the distribution of the number of vertices in strata of a random forest
- Queing Theory (Network, Computer-User Models, Stability ...) (Session 22 - Chairman: R. Schassberger)
- Invited Papers
- Stationary queueing systems. Existence and stability
- Ergodicity and asymptotic behaviour of multi-type branching processes arising in random-access communication systems
- Insensitive service schemes and partial balance
- Contributed Papers
- Queueing networks and operator-selfdecomposability
- Insensitivity in queueing networks with generalized processor-sharing discipline
- Markov Processes (Session 24 - Chairman: Y. Le Jan)
- Invited Papers
- Intrinsic properties of Markov processes
- Reversible diffusion processes on manifolds
- The entropy production and reversibility of Markov processes
- Contributed Papers
- The theory of shuffling - an application of non-homogeneous Markov chains
- Asymptotic periodicity of the iterates of Markov operators
- Homogeneous transition functions and dual semigroups
- On the arcsine law in the adaptive control of Markov chains
- Random Fields And Percolation Theory (Session 25 - Chairman: Y. Higuchi)
- Invited Papers
- Random sets and Markov fields
- Central limit results for random fields
- Recent progress in percolation
- Contributed Papers
- Uniqueness of Gibbs measures and absorption probabilities
- A decomposition theorem for binary Markov random fields
- Percolation problem for the two-dimensional Ising model
- Probabilistic models of the growth of epithelial tumors
- On the homogenization error for boundary problems with highly oscillating random coefficients
- Time Evolution Of Particle Systems (Session 26 - Chairman: T. Liggett)
- Invited Papers
- Switching networks, Markov interaction processes, Gibbsian fields - interconnection
- Collective behaviour of interacting particle systems
- Contributed Papers
- The supremum of a random walk in a Markovian environment
- Dynamics of infinite particle systems and Gibbs point random fields
- The Euler equations for the one-dimensional zero range process
- Probability And Theoretical Physics (Session 27 - Chairman: K.R. Parthasarathy)
- Invited Papers
- Recent developments in quantum probability
- Markov operators on quantum probability spaces
- Some recent interactions between mathematics and physics in connection with generalized random fields
- Contributed Papers
- Non-commutative point processes and quantum kinetic equations
- Quantum diffusions and cohomology of algebras
- Quantum stochastic calculus with integral kernels I
- Quantum stochastic calculus with integral kernels II: the Wigner-Weisskopf atom
- Stop Times in Fock Space Stochastic Calculus
- Diffusion On Manifolds (Session 28 - Chairman: K.D. Elworthy)
- Invited Papers
- Some Geometric Aspects Of Diffusions On Manifolds
- Stochastic Differential Geometry
- Contributed Papers
- Stochastic equations on Banach manifolds and bundles
- Brownian motion in a small ball
- Stochastic Calculus (Including Malliavin Calculus) (Session 29 - Chairman: J. Bismut)
- Invited Papers
- Stochastic quantization: A new domain for stochastic analysis
- Some intersection properties of Brownian paths and random walks
- Malliavin calculus and its application to some limit theorems
- Contributed Papers
- Probabilistic method of approach to certain problems of Fourier analysis
- On sufficient conditions for the convergence of solutions of stochastic equations
- Martingales with mixed norm: general theory and applications
- Convergence in probability for solutions of stochastic differential equations
- Some remarks on approximation of predictable characteristics of processes with filtrations
- Stochastic Geometry (Session 30 - Chairman: J. Mecke)
- Invited Papers
- Stochastic approximations of convex bodies by polyhedrons
- Symmetric statistics and random shape
- Point processes of compact sets
- Contributed Papers
- A brief account of the structure and explicit determination of convex-polygonally generated shape-densities
- On homogeneous processes of lines in the plane
- Intersections of random curves and surfaces
- Random curvature currents and generalized Regge calculus
- Large Deviations (Session 31 - Chairman: A.A. Borovkov)
- Invited Papers
- Theorems of large deviations for multinomial forms and multiple stochastic integrals
- Global exact asymptotics of large deviations probabilities for diffusion and jump processes
- Contributed Papers
- Large deviations and long-time behavior of stochastic particle systems
- Random perturbations of infinite dimensional dynamical systems
- Large deviations estimates for systems with small (wideband) noise effects and applications to stochastic systems and conmunication theory
- On the Donsker-Varadhan theory and its applications
- Rates Of Convergence (Session 32 - Chairman: F. Götze)
- Invited Papers
- Approximations in functional limit theorems
- Asymptotic expansions refining the central limit theorem in Hilbert space
- Contributed Papers
- Estimates of the rate of convergence in the local limit theorem for countable Markov chains
- On asymptotic expansion for the distribution of the sum of independent identically distributed random variables taking values in Hilbert space
- On the uniform approximation of distribution functions of sums of independent non-identically distributed random variables
- Functional Limit Theorems: An Invariance Principle (Session 33 - Chairman: Yu.V.
- Prohorov)
- Invited Papers
- On accuracy of approximation in invariance principle
- Contributed Papers
- On strong convergence of distributions of random process functionals
- Almost sure invariance principles for generalization of martingales
- On the rate of convergence in ordinary and functional central limit theorems for martingales
- Probabilities On Algebraic Structures (Session 34 - Chairman: V.M. Maksimov)
- Invited Papers
- Generalized convolutions and probability theory based on the q-Heisenberg algebra
- Asymptotic behaviour of products of random matrices
- Lie algebraic methods in filtering and identification
- Contributed Papers
- Limit theorem for products of dependence
- Random series and seminorms
- Miscellaneous (Session 35)
- Contributed Papers
- On the maximum principle for stochastic control problems
- Stochastic scheduling via stochastic control
- A de Finetti theorem for a class of pairwise independent stationary processes
- Computer application in the teaching process at the institute of economics
- Probabilistic derivation of inversion formulas