Frontiers in Pure and Applied Probability. Vol. 1, Proceedings of the Third Finnish-Soviet Symposium on Probability Theory and Mathematical Statistics, Turku, Finland, August 13–16, 1991 / A. V. Melnikov, A. N. Shiryaev, G. Högnas, H. Niemi.

Format:

Book

Contributor:

Högnas, G., Editor.

Melnikov, A. V., Editor.

Niemi, H., Editor.

Shiri︠a︡ev, A. N. (Alʹbert Nikolaevich), Editor.

Series:

Frontiers in Pure and Applied Probability ; Vol. 1

Language:

English

Subjects (All):

Probabilities.

Stochastic processes.

Physical Description:

1 online resource (304 pages) : illustrations

Edition:

Vol. 2 didn't appear. Reprint 2020

Place of Publication:

Berlin ; Boston : De Gruyter, [2020]

Language Note:

In English.

Contents:

Frontmatter

CONTENTS

PREFACE

RENOVATION, REGENERATION, AND COUPLING IN MULTIPLE-SERVER QUEUES IN CONTINUOUS TIME

ON FUNCTIONALS OF BRANCHING BROWNIAN MOTION

CONVERGENCE RATES IN TRANSIENT PHENOMENA FOR BRANCHING PROCESSES

THE WICK PRODUCT

MODELLING VARMAX-PROCESSES BY EXTENDED SAMPLE AUTOCORRELATION AND LINEAR REGRESSION TECHNIQUES

A BRIEF ACCOUNT OF THE THEORY OF HOMOGENEOUS GAUSSIAN DIFFUSIONS IN FINITE DIMENSIONS

A NOTE ON FIRST PASSAGES IN BRANCHING BROWNIAN MOTIONS

RANDOM GRAPHS WITH MARKED CYCLES

LOCAL LIMIT THEOREM ON CONVERGENCE OF MARKOV CHAINS TO DIFFUSION PROCESSES

A NOTE ON THE STATIONARY MODIFICATION OF THE LOGLIKELIHOOD FUNCTION IN ASYMPTOTIC CONTINUOUS TIME SYSTEM IDENTIFICATION

CONVERGENCE OF FILTERED EXPERIMENTS TO THE EXPERIMENT GENERATED BY A SEMIMARTINGALE

MARTINGALE APPROACH TO THE PROCEDURES OF STOCHASTIC APPROXIMATION

ON A GENERAL CLASS OF STOCHASTIC APPROXIMATION ALGORITHMS

STOCHASTIC APPROXIMATIONS IN THE MAXIMUM LIKELIHOOD INFERENCE FOR MARKOV RANDOM FIELDS

THE EDGEWORTH EXPANSION IN Rk

AN IMPROVED NONUNIFORM CONVERGENCE RATE ESTIMATE IN THE CENTRAL LIMIT THEOREM IN Rk

ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATORS UNDER RANDOM NORMALIZATION FOR A FIRST ORDER AUTOREGVESSIVE MODEL

INFINITE SYSTEMS OF DISSIMILAR PARTICLES WITH RANDOM INTERACTIONS

ON SEQUENTIAL DETECTION OF A SMALL DISORDER

BRANCHING PROCESSES AND RANDOM TREES

ON THE MARCINKIEWICZ WEAK LAWS OF LARGE NUMBERS IN BANACH SPACES

ESTIMATING FUNCTIONS AND EFFICIENCY IN A FILTERED MODEL

LIST OF CONTRIBUTORS

Notes:

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

ISBN:

9783112314203

3112314204

OCLC:

1158143227