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.
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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: | Probability Theory and Mathematical Statistics ;
Vol. 1 |
| Online Access: | |
| Physical Description: | 1 online resource (IX, 574 p.) |
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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