Probability Theory and Mathematical Statistics. Vol. 2 / V. V. Sazonov, Yu. V. Prohorov, B. Grigelionis, V. Statulevičius.

Format:

Book

Contributor:

Grigelionis, B., Editor.

Prohorov, Yu. V., Editor.

Sazonov, V. V., Editor.

Statulevičius, V., Editor.

Series:

Probability Theory and Mathematical Statistics ; Vol. 2

Language:

English

Subjects (All):

Probability theory--Mathematical statistic.

Probability theory.

Physical Description:

1 online resource (624 pages) : illustrations

Edition:

Reprint 2020

Place of Publication:

Berlin ; Boston : De Gruyter, [2020]

Language Note:

In English.

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

Notes:

Description based on online resource; title from PDF title page (publisher's Web site, viewed 26. Mai 2020)

ISBN:

9783112319024

3112319028

OCLC:

1158153597