Probability Theory and Mathematical Statistics : Proceedings of the Fifth Japan-USSR Symposium, held in Kyoto, Japan, July 8-14, 1986 / edited by Shinzo Watanabe, Jurii Vasilievich Prokhorov.

Format:

Book

Contributor:

Watanabe, Shinzo, 1935- editor.

Prokhorov, Jurii Vasilievich, editor.

SpringerLink (Online service)

Series:

Lecture Notes in Mathematics, 0075-8434 ; 1299.

Lecture Notes in Mathematics, 0075-8434 ; 1299

Language:

English

Subjects (All):

Distribution (Probability theory).

Statistics.

Probability Theory and Stochastic Processes.

Statistics for Business, Management, Economics, Finance, Insurance.

Local Subjects:

Probability Theory and Stochastic Processes.

Statistics for Business, Management, Economics, Finance, Insurance.

Physical Description:

1 online resource (X, 590 pages).

Contained In:

Springer eBooks

Place of Publication:

Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1988.

System Details:

text file PDF

Summary:

These proceedings of the fifth joint meeting of Japanese and Soviet probabilists are a sequel to Lecture Notes in Mathematics Vols. 33O, 550 and 1O21. They comprise 61 original research papers on topics including limit theorems, stochastic analysis, control theory, statistics, probabilistic methods in number theory and mathematical physics.

Contents:

Professor gisiro maruyama, in memoriam

Some words in memory of Professor G. Maruyama

Second and third order asymptotic completeness of the class of estimators

An accuracy of Gaussian approximation of sum distribution of independent random variables in Banach spaces

On the weak convergence to Brownian local time

On optimal stopping with incomplete data

Bellman equation with unbounded coefficients and its applications

A note on capacities in infinite dimensions

On diffusive motion of closed curves

Non-linear filtering of stochastic processes and optimal signal transmission through a feedback channel

On bessel potentials in linear spaces

A time change relating continuous semi-markov and markov processes

Bounded solutions and periodic solutions of a linear stochastic evolution equation

Renormalization group method on a hierarchical lattice of dyson-wilson type

Contiguity of distributions of multivariate point processes

On Benford's law: The first digit problem

One-dimensional diffusions and random walks in random environments

The domain of attraction of a non-gaussian self-similar process with finite variance

Absolutely continuous spectrum of one-dimensional random Schrödinger operators and hamiltonian systems

Riemannian manifolds with stochastic independence conditions are rich enough

On some inequalities in the probabilistic number theory

Helices and isomorphism problems in ergodic theory

A limit theorem for stochastic partial differential equations

Some remarks on Getzler's degree theorem

On limit theorems for conditionally independent random variables controlled by a finite Markov chain

Joint asymptotic distribution of the maximum likelihood estimator and M-estimator

On the results of asymptotic analysis for the random walks with two-sided boundary

Gaussian limit theorems for Wiener functionals

Multiplicative number theory in probability spaces: An exaple

Monte carlo methods with stochastic parameters

Schrödinger operator with potential which is the derivative of a temporally homogeneous Lévy process

An evolution operator of the Feynman-kac type

A theorem on the stability of nonlinear filtering systems

Large deviations for the maximum likelihood estimators

On the decay rate of correlation for piecewise linear transformations

A fluctuation theorem for solutions of certain random evolution equations

Convergence and uniqueness theorems for markov processes associated with Lévy operators

Bounds for difference of two integrals of a bounded function in terms of extensions of Lévy metric

Asymptotic expansions for 2-SPRT

On Dynkin's stopping problem with a finite constraint

Entropy operators and mcmillan type convergence theorems in a noncommutative dynamical system

On long time tails of correlation functions for KMO-Langevin equations

On central limit theorem for continuous additive functional of zero energy

Ergodic properties of product type odometers

Measuring processes and repeatability hypothesis

Estimates of the rate of convergence in the central limit theorem in Banach spaces

Simple method of obtaining estimates in the invariance principle

Mutually repelling particles of m types

Some classes generated by exponential distributions

Remarks on the canonical representation of stationary linear symmetric ?-stable processes (0<?<1)

Asymptotics of the mean of a functional of a random walk

Long time asymptotics of the ratio of measures of small tubes and a large deviation result

On cornish-fisher type expansion of likelihood ratio statistic in one parameter exponential family

Stochastic process for an infinite hard core particle system in Rd

Power order decay of elementary solutions of generalized diffusion equations

Lord's paradox on mean absolute deviation

Approximation of stationary processes and the central limit problem

Generalized wiener functionals and their applications

A heavy traffic limit theorem for G/M/? queueing networks

An upper bound to the capacity of discrete time Gaussian channel with feedback

On the value for OLA-optimal stopping problem by potential theoretic method

Fixed point theorem for measurable field of operators with an application to random differential equation.

Other Format:

Printed edition:

ISBN:

9783540481874

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