Proceedings of the Bakuriani Colloquium in honour of Yu. V. Prohorov, Bakuriani, Georgia, URSS, 24 February - 4 March, 1990 / editors, V.V. Sazonov and T. Shervashidze.

Format:

Book

Contributor:

Sazonov, Vjaceslav V., 1935- editor.

Shervashidze, T., editor.

Series:

New trends in probability and statistics ; Volume 1.

New trends in probability and statistics ; Volume 1

Language:

English

Subjects (All):

Probabilities--Congresses.

Probabilities.

Physical Description:

1 online resource (IX, 702 p.) : 1 frontisp., num. figs

Edition:

Reprint 2020

Place of Publication:

Vilnius, Lithunia ; Utrecht, The Netherlands ; Tokyo, Japan : MOKSLAS : VSP, [1991]

Language Note:

In English.

Contents:

Proceedings of the Bakuriani Colloquium in Honour of Yu.V. Prohorov, Bakuriani, Georgia, USSR, 24 February–4 March, 1990

Frontmatter

CONTENTS

Preface

Bakuriani Colloquia on Probability Theory and Mathematical Statistics

I. LIMIT THEOREMS: FINITE - DIMENSIONAL CASE

On the Bounds for the Probabilities of Large Deviations for Random Variables and Vectors

The Influence of Extremes Summands on the Law of Iterated Logarithm

Generalized Marcinkiewicz's Theorem and Asymptotic Expansions in the Central Limit Theorem

On Integrability of sup [Snk /nk]

Asymptotic Expansions in Large Deviation Zones for the Distribution Density of Sums of Independent Random Variables

Strong Law of Large Numbers for Operator Normalized Sums of Independent Random Vectors

II. LIMIT THEOREMS IN GENERAL SPACES

On the Distribution of the Sup-Norm for a Stable Motion and the Rate of Convergence

Semi-Invariant Conditions of Weak Convergence of Random Processes in the Space of Continuous Functions

Almost Sure Permutational Convergence of Vector Random Series and Kolmogorov's Problem

Limit Theorems for Stable Laws in Banach Spaces

An Estimate of the Rate of Convergence in the CLT for Dependent Hilbert Space Valued Random Variables

An Improved Estimate of the Accuracy of Gaussian Approximation in Hilbert Space

On Laxge Deviations for L-Estimates

III. LIMIT THEOREMS FOR STOCHASTIC PROCESSES

Rates of Convergence in the Invariance Principle for Empirical Processes

Ergodic Theorem for Semimartingale-Helix

Ergodic Theorems for Discrete Time Random Processes

On Functional Principle of Large Deviations

IV. PROBABILITIES IN GENERAL SPACES

Some Properties of Gaussian Measures and Potentials in Martingale Spaces with Mixed Norm

Unexpected Limit Behaviour of the Gaussian Tail Probabilities

Topologies on the Space of a-Additive Cylindrical Probabilities

Two-Sided Exponential Inequalities for the Distribution of the Norm of Banach Space Valued Random Variables

Nonuniform Estimates of the Density of the Squared Norm of a Gaussian Vector in Hilbert Space

On Sequential Conditions for a Cylindrical Measure to be Countably Additive

A Family of Measures Admitting Consistent Estimates

V. STOCHASTIC ANALYSIS AND CONTROL

Asymptotic Behaviour of Solutions of Stochastic Equations

On the Decomposition of a Maximum of Semimartingales and Ito's Generalized Formula

Optimal Transmission of Gaussian Signals Involving Cost for Transmission and Feedback

Stationary and Periodic Solutions of Stochastic Difference and Differential Equations in Banach Space

Controlled Random Fields on Graphs and Stochastic Models of Economic Equilibrium

Asymptotic Expansions for Singulary Perturbed Stochastic Differential Equations

On Uniformly Optimal Coding of Gaussian Messages in White Gaussian Channels with Feedback

On the Structure of a Random Graph with Nonuniform Distribution

Identities for Ladder Functionals of Homogeneous Random Processes and Walks with Independent Increments

On Convergence of Solutions of Stochastic Equations

Stochastic Integrals and Stochastic Differential Equations on the Plane Involving Strong Semimartingales

Itó-Ventsel' Formula For Anticipative Processes

Connectivity Property and Optimality Almost Surely and in Probability

Absolute Continuity of Smooth Measures Generated by Nonlinear Equations

VI. MATHEMATICAL STATISTICS

A New Method of Asymptotic Analysis of Simple Linear Rank Statistics

On Stable M-Estimators in the Partial Likelihood Scheme

Asymptotic Estimation of Integrals of Certain Random Fields

On Minimax Bound for Parameter Estimation in Ball (Bias Accounting)

Limit Theorems for Some Random Processes Based on Frequencies

From Asymptotic Efficiency in Minimax Sense to Bahadur Efficiency

On Estimating Parameters of a Distribution Concentrated in a Circle

On the Approximation of the Likelihood Function by a Vector Analogue of the Whittle Statistics

VII. TOWARDS NATURAL SCIENCES

On Condensable Point Processes

The Ground State of a Random Stationary Medium in the Mean Field Approximation

Scaling Behavior of Random Walks with Topological Constraints

Convergence of the Stochastic Quantization Method for Lattice R-Gauge Theories

List of Contributors

Organizing Committee and Acknowledgement

Notes:

Description based on print version record.

ISBN:

9783112313626

3112313623

OCLC:

1153487190