Probability Theory and Mathematical Statistics : : Proceedings of the Fifth Vilnius Conference, June 25–July 1, 1989. / Vol. 2 / / ed. by V. V. Sazonov, Yu. V. Prohorov, B. Grigelionis, V. Statulevičius.

• Superior document: Title is part of eBook package: De Gruyter DGBA Mathematics - 1990 - 1999
• HerausgeberIn: Grigelionis, B.,; Prohorov, Yu. V.,; Sazonov, V. V.,; Statulevičius, V.,
• MitwirkendeR: Gushchin, A. A.,; Korolev, V. Yu.,; Koroljuk, V. S.,; Kozlov, S. M.,; Kruglov, V. M.,; Kubilius, K.,; Kuo, H.-H.,; Landsman, Z. M.,; Laurinčikas, A.,; Lebedev, V. A.,; Leonenko, N. N.,; Letchikov, A. V.,; Levit, B. Ya.,; Lifshits, M. A.,; Lindsay, J. M.,; Liptser, R. S.,; Manstavičius, E.,; Martikainen, A. I.,; Matos, J. M. G. Amaro De,; Melnikov, A. V.,; Mikulevičius, R.,; Milasevic, P.,; Mishura, Yu. S.,; Molchan, G. M.,; Nagaev, A. V.,; Nagaev, S. V.,; Nevzorov, V. B.,; Nikitin, Ya.Yu.,; Norin, N. V.,; Norvaiša, R.,; Novikov, A. A.,; Oseledec, V. I.,; Ostrovskii, I. V.,; Parthasarathy, K. R.,; Patrick, A. E.,; Petritis, D.,; Petrov, V. V.,; Pinelis, I. F.,; Piterbarg, V. l.,; Potthoff, J.,; Pragarauskas, H.,; Pyatnitsky, A. L.,; Radavičius, M.,; Rudzkis, R.,; Ryzhov, Ju. M.,; Sato, Ken-Iti,; Saulis, L.,; Sazonov, V. V.,; Sen, Pranab Kumar,; Shergin, V. V.,; Shiryaev, A. N.,; Shur, M. G.,; Siegel, G.,; Smolyanov, O. G.,; Smorodina, N. V.,; Stepanauskas, G.,; Swishchuk, A. V.,; Taqqu, M. S.,; Terrin, N.,; Thorisson, H.,; Tikhomirov, A. N.,; Timofeev, N. M.,; Trofimov, E. I.,; Ulanovskii, A. M.,; Ulyanov, V. V.,; Utev, S. A.,; Vajda, I.,; Valiukevičius, G.,; Veretennikov, A. Yu.,; Vinogradov, V. V.,; Vol’kovich, V. E.,; Wajda, W.,; Wolf, W.,; Yurinsky, V. V.,; Zagrebnov, V. A.,; Zaitsev, A.Yu.,; Zerakidze, Z. S.,
• Place / Publishing House: Berlin ;, Boston : : De Gruyter, , [2020]; ©1990
• Year of Publication: 2020
• Edition: Reprint 2020
• Language: English
• Series: Probability Theory and Mathematical Statistics ; Vol. 2
• Physical Description: 1 online resource (VI, 616 p.)

Table of Contents

• Frontmatter
• CONTENTS
• WEAK CONVERGENCE OF SEMI-MARKOV RANDOM EVOLUTIONS (MARTINGALE APPROACH)
• CONVERGENCE OF MOMENTS OF RANDOMLY INDEXED RANDOM SEQUENCES
• ON THE RATE OF CONVERGENCE OF THE DISTRIBUTIONS OF SEMIMARTINGALES TO THE DISTRIBUTION OF STABLE PROCESS
• ANTICIPATING STOCHASTIC DIFFERENTIAL EQUATIONS
• SECOND ORDER MINIMAX ESTIMATION: THE NUISANCE PARAMETERS AND HYPOELLIPTIC OPERATORS
• LIMIT THEOREMS FOR THE RIEMANN ZETA-FUNCTION IN THE COMPLEX SPACE
• STOCHASTIC INTEGRALS WITH RESPECT TO SEMIMARTINGALE MEASURES AND CHANGE OF THE FILTRATION
• LIMIT DISTRIBUTIONS OF MEASURES OF SOJOURNS OF VECTOR GAUSSIAN FIELDS WITH STRONG DEPENDENCE
• LIMIT THEOREMS FOR ONE-DIMENSIONAL RANDOM WALKS IN RANDOM ENVIRONMENTS
• ON THE NORM DISTRIBUTION OF GAUSSIAN AND OTHER STABLE VECTORS
• ON SET CONVOLUTIONS AND INTEGRAL-SUM KERNEL OPERATORS
• LARGE DEVIATION FOR MARTINGALES WITH INDEPENDENT AND HOMOGENEOUS INCREMENTS
• LAWS OF THE ITERATED LOGARITHM FOR I.I.D. CASE
• DISTRIBUTION OF VALUES OF ADDITIVE ARITHMETIC FUNCTIONS
• STATISTICAL INFERENCES FOR SEMIMARTINGALE REGRESSION MODELS
• ON THE MARTINGALE PROBLEM ASSOCIATED WITH INTEGRO-DIFFERENTIAL OPERATORS
• PREFERRED DIRECTIONS ON THE HYPERSPHERE
• TWO-PARAMETER STRONG MARTINGALES: INEQUALITIES FOR QUADRATIC VARIATION AND SOME DECOMPOSITIONS
• EXACT RESOLUTION THRESHOLDS FOR CLOSE FREQUENCIES
• ASYMPTOTIC PROPERTIES OF TWO STATISTICAL DECISION RULES BASED ON VALUES OF STUDENTIZED RANGE
• ON A NEW APPROACH TO THE STUDY OF THE DISTRIBUTION OF A NORM OF A RANDOM ELEMENT IN HILBERT SPACE
• RECORDS FOR NONIDENTICALLY DISTRIBUTED RANDOM VARIABLES
• LOCAL CHERNOFF EFFICIENCY OF LINEAR RANK TESTS
• EXTENDED VECTOR STOCHASTIC INTEGRAL IN SOBOLEV SPACES OF WIENER FUNCTIONALS
• WEIGHTED MULTIVARIATE EMPIRICAL PROCESSES AS RANDOM MEASURES
• REMARKS ON THE RANDOM MULTIPLICATIVE ERGODIC THEOREM
• PROBABILITY DISTRIBUTIONS AND BOREL MEASURES UNIQUELY DETERMINED BY THEIR RESTRICTIONS TO A HALF-SPACE
• DISCRETE TIME QUANTUM STOCHASTIC FLOWS, MARKOV CHAINS AND CHAOS EXPANSIONS
• THE ZERO-LEVEL SET OF THE BROWNIAN BRIDGE AS A MODEL OF DISORDERED PHYSICAL SYSTEMS
• SOME INEQUALITIES FOR MOMENTS OF SUMS OF INDEPENDENT RANDOM VARIABLES
• SOME MINIMAX ESTIMATION PROBLEMS
• LARGE DEVIATIONS OF TRAJECTORIES IN THE CENTRAL LIMIT THEOREM FOR RANDOM PROCESSES: SOME NEW RESULTS
• HOMOGENIZATION AND VANISHING VISCOSITY
• SOME REMARKS ON ASYMPTOTIC EFFICIENCY IN BAHADUR SENSE OF MAXIMUM LIKELIHOOD ESTIMATOR
• ON DISTRIBUTION OF SUPREMUM TYPE FUNCTIONALS OF NONPARAMETRIC ESTIMATES FOR SPECTRAL DENSITY
• A CENTRAL LIMIT THEOREM FOR QUADRATIC FORMS IN INDEPENDENT RANDOM VARIABLES
• SUBORDINATION DEPENDING ON A PARAMETER
• GENERAL LEMMAS ON THE DISTRIBUTION DENSITY FOR LARGE DEVIATIONS OF A RANDOM VECTOR
• SPEED OF CONVERGENCE IN THE CENTRAL LIMIT THEOREM IN HILBERT SPACE UNDER WEAKENED MOMENT CONDITIONS
• STATISTICAL FUNCTIONALS, .STOPPING TIMES AND ASYMPTOTIC MINIMUM RISK PROPERTY
• THE CENTRAL LIMIT THEOREM FOR FINITELY DEPENDENT RANDOM VARIABLES
• ON HARMONIC FUNCTIONS OF RANDOM WALKS ON GROUPS
• EXPONENTS OF OPERATOR STABLE DISTRIBUTIONS IN BANACH SPACES
• INFINITE DIMENSIONAL DISTRIBUTIONS AND SECOND QUANTIZATION IN STRING THEORIES
• DIFFERENTIAL CALCULUS ON THE CONFIGURATION SPACE: SURFACES, SURFACE MEASURES, GAUSS-OSTROGRADSKII FORMULA
• THE LOCAL THEOREMS FOR ADDITIVE ARITHMETIC FUNCTIONS
• QUADRATIC FORMS WITH LONG-RANGE DEPENDENCE
• BACKWARD LIMITS AND INHOMOGENEOUS REGENERATION
• ON THE NORMAL APPROXIMATION OF SUMS OF WEAKLY DEPENDENT HILBERT—VALUED RANDOM VARIABLES
• ON DISTRIBUTION OF ADDITIVE ARITHMETICAL FUNCTIONS ON THE SET OF SHIFTED PRIMES
• A NEW LOOK ON SEMIMARTINGALE DISTRIBUTIONS WITH SEVERAL EXAMPLES
• CENTRAL LIMIT THEOREM FOR DEPENDENT RANDOM VARIABLES
• RÉNYI DISTANCES OF SOME DIFFUSION PROCESSES
• ESTIMATES FOR THE SMOOTH FUNCTIONAL IN THE CLASSICAL CASE
• ON LARGE DEVIATIONS IN AVERAGING PRINCIPLE FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH PERIODIC COEFFICIENTS. 1
• ON LOGARITHMIC REFINING TERMS IN LIMIT THEOREMS TAKING INTO ACCOUNT LARGE DEVIATIONS OF SUMS OF INDEPENDENT RANDOM VARIABLES
• ON STOCHASTIC CONVOLUTIONS MODELS
• SOME PROPERTIES OF NON-HOMOGENEOUS TRANSIENT RENEWAL PROCESSES
• SOME LARGE DEVIATION RESULTS FOR U—STATISTICS
• OSIPOV'S THEOREM REVISITED
• GIBBS MEASURES FOR THE CURIE—WEISS RANDOM FIELD ISING MODEL
• ON THE APPROXIMATION OF CONVOLUTIONS BY INFINITELY DIVISIBLE DISTRIBUTIONS
• BANACH SPACE OF MEASURES