Prokhorov and contemporary probability theory in honor of Yuri V. Prokhorov Albert N. Shiryaev, S.R.S. Varadhan, Ernst L. Presman, editors

Format:

Book

Contributor:

Shiri︠a︡ev, A. N. (Alʹbert Nikolaevich)

Varadhan, S. R. S.

Presman, Ė. L. (Ėrnst Lʹvovich)

Series:

Springer proceedings in mathematics & statistics v. 33

Springer proceedings in mathematics & statistics 2194-1009 v. 33

Language:

English

Subjects (All):

Probabilities.

probability.

Genre:

Festschriften

Physical Description:

1 online resource

Place of Publication:

Berlin New York Springer ©2013

Language Note:

English

System Details:

text file

PDF

Summary:

The role of Yuri Vasilyevich Prokhorov as aprominent mathematician and leading expert inthe theory of probability is well known. Even early in his career he obtained substantial results on the validity of the strong law of large numbers and on the estimates (bounds) of the rates of convergence, some of which are the best possible. His findings on limit theorems in metric spaces and particularly functional limit theorems are of exceptional importance. Y.V. Prokhorov developed an original approach to the proof of functional limit theorems, based on the weak convergence of finite dimensional distributions and the condition of tightness ofprobability measures. The presentvolume commemorates the 80th birthday of Yuri Vasilyevich Prokhorov. It includes scientific contributions written by his colleagues, friends andpupils, who would like to express their deep respect and sincerest admiration for him and his scientific work

Contents:

Scientific papers When Knowing Early Matters: Gossip, Percolation and Nash Equilibria David J. Aldous A Mathematical Model of Investment Incentives Vadim Arkin, Alexander Slastnikov The Shape of Asymptotic Dependence Guus Balkema, Paul Embrechts, Natalia Nolde Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes Ole E. Barndorff-Nielsen, José Manuel Corcuera, Mark Podolskij Retrieving Information from Subordination Jean Bertoin, Marc Yor Asymptotic Expansions for Distributions of Sums of Independent Random Vectors Algimantas Bikelis An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems Alexander A. Borovkov, Konstantin A. Borovkov Optimal and Asymptotically Optimal Control for Some Inventory Models Ekaterina Bulinskaya

Levy Preservation and Associated Properties for f -Divergence Minimal Equivalent Martingale Measures Suzanne Cawston, Lioudmila Vostrikova Non-standard Limit Theorems in Number Theory Francesco Cellarosi, Yakov G. Sinai Additive Functions and Gaussian Measures Linan Chen, Daniel W. Stroock Free Infinitely Divisible Approximations of n-Fold Free Convolutions Gennadii Chistyakov, Friedrich Götze Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications Gerd Christoph, Vladimir V. Ulyanov, Yasunori Fujikoshi The Stein-Tikhomirov Method and Berry-Esseen Inequality for Sampling Sums from a Finite Population of Independent Random Variables Shakir K. Formanov, Tamara A. Formanova On One Inequality for Characteristic Functions Nicko Gamkrelidze

On the Nonlinear Filtering Equations for Superprocesses in Random Environment Bronius Grigelionis Upper Bounds for Bernstein Basis Functions Vijay Gupta, Tengiz Shervashidze On Distribution of Zeros of Random Polynomials in Complex Plane Ildar Ibragimov, Dmitry Zaporozhets Dependence and Interaction in Branching Processes Peter Jagers, Fima C. Klebaner Testing Functional Connection between Two Random Variables Gyula O.H. Katona Scientific papers The Symmetry Group of Gaussian States in L2(Rn) Kalyanapuram R. Parthasarathy Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function Ernst Presman Interviews The Times of Yuri Vasilyevich Prokhorov Friedrich Götze, Willem R. van Zwet A Conversation with Yuri Vasilyevich Prokhorov Larry Shepp

Notes:

Includes bibliographical references

Other Format:

Print version:

ISBN:

9783642335495

3642335497

3642335489

9783642335488

9781299197688

129919768X

OCLC:

824923404

Access Restriction:

Restricted for use by site license