Probability theory and mathematical statistics : proceedings of the sixth Vilnius conference (1993) : Vilnius, Lithuania, 28 June-3 July, 1993 / edited by B. Grigelionis [and three others].

Format:

Book

Contributor:

Grigelionis, B. (Bronius), 1935- editor.

Language:

English

Subjects (All):

Probabilities--Congresses.

Probabilities.

Physical Description:

1 online resource (VIII, 742 p.)

Edition:

Reprint 2020

Place of Publication:

Vilnius, Lithuania ; Utrecht, The Netherlands : TEV : VSP, [1994]

Language Note:

In English.

Contents:

Frontmatter

CONTENTS

PREFACE

Large deviations in approximation by Poisson law

Limits of weak interaction for stochastic particle system

Rate of convergence in the limit transfer theorem of the maximum and minimum

Geometry of the state spaces in quantum probability

From diffusions to processes with jumps

Central limit theorem in Skorohod spaces and asymptotic strength distribution of fiber bundles

Ergodicity in a sense of weak convergence, equilibrium-type identities and large deviations for Markov chains

On second-order properties of mixing random sequences and random fields

Optimal couplings and application to Riemannian geometry

Empirical and partial sum processes with sample path in Banach function spaces

Applications of multi-time parameter processes to change-point analysis

Bergström-type asymptotic expansions in the first uniform Kolmogorov's theorem

Differentiation of heat semigroups and applications

On the realisation of classical Markov processes as quantum flows in Fock space

Unimodular eigenvalues and invariant probabilities for some classes of linear operators

On function-indexed partial-sum processes

Canonical spectral equation for the eigenvalues of empirical covariance matrices

Conditionally exponential families and Lundberg exponents of Markov additive processes

On the nonuniform approximation by means of distributions of sums of conditionally independent random variables

Kolmogorov's strong law of large numbers: the amart point of view

Cycle processes

Density-dependent branching processes as randomly perturbed iterations of maps

Stability of the inverse Radon transform

On conditions for existence of solutions of integral equations with stochastic line integrals

Nonlinear transformations of empirical processes: functional inverses and Bahadur-Kiefer representations

Rate of convergence in the functional central limit theorem for one-dimensional semimartingales

On limit theorems for the Riemann zeta-function in some spaces

A posteriori and sequential methods of change-point detection in FARIMA-type time series

Limit theorems for the local density of measures in the hypotheses testing problems of counting processes

On the strong independence of sequential ranks

A proof of the Erdös arcsine law

Quasi-state decompositions for quantum spin systems

On accuracy of approximation with stable laws

Distributions of processes governed by hyperbolic equations when also boundary conditions are assumed

Central limit theorems on stratified Lie groups

On the convergence rate in the multi-dimensional martingale CLT

Stein-Chen method for compound Poisson approximation: the coupling approach

Some aspects of the development of probabilistic number theory

Mixture of extremal distributions - a model alternative to the log-linear model

Infinite-dimensional M-estimation

On large deviations in averaging principle for systems of stochastic differential equation with unbounded coefficients

Notes:

Description based on print version record.

ISBN:

9783112319321

311231932X

OCLC:

1158179812