Exploring stochastic laws : Festschrift in honour of the 70th birthday of academician Vladimir Semenovich Korolyuk / editors, A.V. Skorokhod and Yu. V. Borovskikh.

Format:

Book

Contributor:

Koroli︠u︡k, V. S. (Vladimir Semenovich), 1925- editor.

Borovskikh, I︠U︡. V. (I︠U︡riĭ Vasilʹevich), editor.

Language:

English

Subjects (All):

Stochastic processes.

Physical Description:

1 online resource (XLI, 490 p.)

Edition:

Reprint 2020

Place of Publication:

Utrecht, The Netherlands : VSP, [1995]

Language Note:

In English.

Contents:

Frontmatter

CONTENTS

Preface

Vladimir Semenovich Korolyuk: A Short Biography

Memories of my youth

"Forward, and only forward!"

Convergence of branching processes with several types of particles to Jirina processes

Diffusion approximation in switching stochastic models and its applications

Approximation of generalized U-statistics

Largest-fit selection of random sizes under a sum constraint: comparisons by weak convergence

Limit theorems for some characteristics of system G I / G I / l

Continuity of vector-valued Gaussian Markov processes

Both an n-dimensional Wiener process and its continuous one-dimensional image generate the same filtration

Formal stochastic calculus and admissible transformations

Stability of periodic solutions of operator equations with perturbation coefficients

The number of crossings through a hyperplane by some generalized diffusion process

Bounds for absolute moments of order statistics

Fundamental identities for boundary functionals of additive sequences

A note on stochastic variational equations

Summability method in some ergodic type theorems

On the Laplace transform of finite-dimensional distribution functions of semi-continuous random processes with reflecting and delaying screens

Large deviation probabilities for U-statistics based on samples from finite populations

Spatial quantiles and L-estimators

Asymptotic inference for nearly nonstationary complex-valued AR(1) processes

Average and stability of dynamical systems with rapid stochastic switchings

Uniform exponential bounds for the pointwise availability of a repairable system

Simple proof of Hida distribution characterization theorem

Asymptotic Normality of an Estimator of an Infinite-dimensional Parameter in a Model with a C1smooth Regression Function

On the efficiency of the least squares estimator of regression coefficients of a random field observed on a sphere

Large deviation theorems in hypotheses testing problems

Quasi-diffusion measure-valued processes and a limit theorem for jump measure-valued Markov processes

Asymptotic behavior of solutions of stochastic equations with periodic coefficients

Trajectories of homogeneous and isotropic random flows have no fractal properties

The weak convergence of point fields on a plane to a point field with conditionally independent increments

Interpolation of vector-valued stochastic processes

Commutation Relations for Mixtures of Gaussian Measures

A characterization of an exponential distribution based on renewals

Planar random evolution with three directions

Applications of null-additive set functions in mathematics

Gaussian processes via independence of linear forms

On the irregular-derivative sampling with uniformly dense sample points for bandlimited stochastic processes

Fractal, superfractal and anomalously fractal distributions of random variables with a fixed infinite set of independent n-adic digits

Semi-Markov random evolutions: some ideas, methods and results

On the limit distribution of random permanents

A simple approach to classical extreme value theory

Averaging and stability of cocycles under dynamical systems with rapid Markov switching

The bootstrap estimator for the asymptotic variance of (/-quantiles

Notes:

Description based on print version record.

ISBN:

9783112318768

3112318765

OCLC:

1158159199