Probability Theory and Mathematical Statistics. Vol. 1 / B. Grigelionis, V. A. Statulevičius, V. V. Sazonov, Yu. V. Prohorov.

Format:

Book

Contributor:

Grigelionis, B., Editor.

Prohorov, Yu. V., Editor.

Sazonov, V. V., Editor.

Statulevičius, V. A., Editor.

Series:

Probability Theory and Mathematical Statistics ; Vol. 1

Language:

English

Subjects (All):

Probabilities.

Physical Description:

1 online resource (584 pages) : illustrations

Edition:

Reprint 2020

Place of Publication:

Berlin ; Boston : De Gruyter, [2020]

Language Note:

In English.

Contents:

Frontmatter

CONTENTS

Preface

Quantum stochastic calculus

Glivenko-Cantelli convergence for weighted empirical and quantile processes of U-statistic structure

On symmetry properties and nonparametric estimates of the ʋ-th order spectral density of a stationary random process

Large deviations for first-passage times

Quasi-average approach to the description of the limit states of the n-vector Curie-Weiss ferromagnet

Inequalities at the Markov approximation of lumped processes

Remarks on limit theorems for sequences of random variables with random index

Continuity of local time for Markov processes with stationary independent increments

Detection and diagnosis of changes in the A.R. part of an A.R.M. A. model with nonstationary unknown M. A. coefficients

Nonparametric estimation of distribution functions based on incomplete data

Diffusion processes on the group T ∞ and elliptic equations of infinitely many variables

Lower estimates of the convergence rate in the CLT in Banach spaces

Weak limits of probability measures on metric Schauderspaces

Optimal consumption and investment in a stochastic model

Large deviations from classical paths and the classical limit of quantum stochastic flows

Limit theorems for multicomponent hierarchical models

On limit theorems for random vectors controlled by a Markov chain

Upper and lower estimates of the convergence rate in the invariance principle for empirical measures

The contraction principle for C0-summing operators and SLLN for weighed sums

Limit theorems for stochastic inventory models

Limit theorems under weak dependence conditions

Non commutative integration and probability on von Neumann algebras

On optimal controls in the problem of locally absolutely continuous change of measure (compact sets of decisions)

Non-uniform estimates of the remainder term in limit theorems with a stable limit law

Multiple stable stochastic integrals

A generalization of p-type spaces

Smooth measures on infinite dimensional manifolds and forward Kolmogorov equation

The structure of distributions of convex functionals

Wiener germs applied to the tails of m-estimators

On the asymptotic behaviour of the linear stochastic heat equation solutions

Some universal donsker classes of functions

Duplicates in mixed sequences and a frequency duplication principle. Methods and applications

Bootstrapping empirical measures indexed by Vapnik-Chervonenkis classes of sets

A remark on the Central Limit Theorem for random measures and processes

Elliptic law and elements of G-analysis

Mathematical aspects on the variation of air pollutant concentrations

Weak solutions of the stochastic evolution and invariance principles

Optimal stopping of a Markov chain with vector-valued gain function

Some strong laws of large numbers in Banach spaces with regular norms

Optimality in estimation for stochastic processes under both fixed and large sample conditions

On urn schemes imbedded in birth processes

Limiting distributions and mean-values of complex-valued multiplicative functions

Asymptotically minimax testing of nonparametric hypotheses

Notes:

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

ISBN:

9783112319000

3112319001

OCLC:

1158107631