Probability Theory and Mathematical Statistics : : Proceedings of the Fourth Vilnius Conference, Vilnius, USSR, 24–29 June 1985. / Vol. 1 / / ed. by B. Grigelionis, V. A. Statulevičius, V. V. Sazonov, Yu. V. Prohorov.

• Superior document: Title is part of eBook package: De Gruyter DGBA Mathematics - <1990
• MitwirkendeR: Abdullaev, A.G.,; Accardi, L.,; Aerts, M.,; Alekseev, A.G.,; Aleškevičiené, A.K.,; Angelescu, N.,; Anisimov, V. V.,; Azlarov, T.A.,; Barlow, M. T.,; Basseville, M.,; Belyayev, Yu. K.,; Bendikov, A.D.,; Bentkus, V.,; Benveniste, A.,; Bergstrӧm, H.,; Björk, T.,; Blanchard, Ph.,; Bleher, P.M.,; Bokuchava, I. V.,; Borisov, I.S.,; Buldygin, V.V.,; Bulinskaya, E .V.,; Bulinskii, A.V.,; Cecchini, C.,; Chitashvili, R.J.,; Christoph, Gerd,; Ciesielski, Z.,; Combe, Ph.,; Dalecky, Yu. L.,; Davydov, Yu.A.,; Dinges, H.,; Dorogovtsev, A. Ya.,; Dudley, R. M.,; Dzamirzaev, A.A.,; Fomenko, A.T.,; Gaenssler, P.,; Giné, E.,; Girko, V.L.,; Grandell, J.,; Grigelionis, B.,; Gugerli, U.S.,; Heinkel, B.,; Heyde, C. C.,; Holst, L.,; Indlekofer, K.-H.,; Ingster, Yu.I.,; Ivasishen, S. D.,; Janssen, P.,; Kukush, A. G.,; Kvatadzeand, Z.A.,; Mania, M. G.,; Mason, D.,; Mikulevičius, R.,; Moustakides, G.,; Pavlov, I. V.,; Rougée, A.,; Shervashidze, T.L.,; Siruge, M.,; Sirugue-Collin, M.,; Solntsev, S.A.,; Zagrebnov, V.A.,; Zinn, J.,; Čuprunov, A.N.,
• HerausgeberIn: Grigelionis, B.,; Prohorov, Yu. V.,; Sazonov, V. V.,; Statulevičius, V. A.,
• Place / Publishing House: Berlin ;, Boston : : De Gruyter, , [2020]; ©1987
• Year of Publication: 2020
• Edition: Reprint 2020
• Language: English
• Series: Probability Theory and Mathematical Statistics ; Vol. 1
• Physical Description: 1 online resource (IX, 574 p.)

Table of Contents

Frontmatter -- CONTENTS -- Preface -- Quantum stochastic calculus -- Glivenko-Cantelli convergence for weighted empirical and quantile processes of U-statistic structure -- On symmetry properties and nonparametric estimates of the ʋ-th order spectral density of a stationary random process -- Large deviations for first-passage times -- Quasi-average approach to the description of the limit states of the n-vector Curie-Weiss ferromagnet -- Inequalities at the Markov approximation of lumped processes -- Remarks on limit theorems for sequences of random variables with random index -- Continuity of local time for Markov processes with stationary independent increments -- Detection and diagnosis of changes in the A.R. part of an A.R.M. A. model with nonstationary unknown M. A. coefficients -- Nonparametric estimation of distribution functions based on incomplete data -- Diffusion processes on the group T ∞ and elliptic equations of infinitely many variables -- Lower estimates of the convergence rate in the CLT in Banach spaces -- Weak limits of probability measures on metric Schauderspaces -- Optimal consumption and investment in a stochastic model -- Large deviations from classical paths and the classical limit of quantum stochastic flows -- Limit theorems for multicomponent hierarchical models -- On limit theorems for random vectors controlled by a Markov chain -- Upper and lower estimates of the convergence rate in the invariance principle for empirical measures -- The contraction principle for C0-summing operators and SLLN for weighed sums -- Limit theorems for stochastic inventory models -- Limit theorems under weak dependence conditions -- Non commutative integration and probability on von Neumann algebras -- On optimal controls in the problem of locally absolutely continuous change of measure (compact sets of decisions) -- Non-uniform estimates of the remainder term in limit theorems with a stable limit law -- Multiple stable stochastic integrals -- A generalization of p-type spaces -- Smooth measures on infinite dimensional manifolds and forward Kolmogorov equation -- The structure of distributions of convex functionals -- Wiener germs applied to the tails of m-estimators -- On the asymptotic behaviour of the linear stochastic heat equation solutions -- Some universal donsker classes of functions -- Duplicates in mixed sequences and a frequency duplication principle. Methods and applications -- Bootstrapping empirical measures indexed by Vapnik-Chervonenkis classes of sets -- A remark on the Central Limit Theorem for random measures and processes -- Elliptic law and elements of G-analysis -- Mathematical aspects on the variation of air pollutant concentrations -- Weak solutions of the stochastic evolution and invariance principles -- Optimal stopping of a Markov chain with vector-valued gain function -- Some strong laws of large numbers in Banach spaces with regular norms -- Optimality in estimation for stochastic processes under both fixed and large sample conditions -- On urn schemes imbedded in birth processes -- Limiting distributions and mean-values of complex-valued multiplicative functions -- Asymptotically minimax testing of nonparametric hypotheses