Prokhorov and contemporary probability theory : in honor of Yuri V. Prokhorov

The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. Even early in his career he obtained substantial results on the validity of the strong law of large numbers and on the estimates (bounds) of the rates of convergence, so...

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Detaylı Bibliyografya
Yazar: Shiryaev, Albert N.
Diğer Yazarlar: Varadhan, S R S. (Yayın yönetmeni), Presman, Ernst L. (Yayın yönetmeni)
Materyal Türü: Livre numérique
Dil:Anglais
Baskı/Yayın Bilgisi: Berlin, Heidelberg : Springer Berlin Heidelberg [20..].
Cham : Springer Nature
Edisyon:1st ed. 2013.
Seri Bilgileri:Springer Proceedings in Mathematics & Statistics 33
Online Erişim:Accès sur la plateforme de l'éditeur
Accès sur la plateforme Istex
Accès Université d'Orléans
Accès INSA CVL
Not: Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Autres localisations: Voir dans le Sudoc
Edition sous un autre format:• Prokhorov and Contemporary Probability Theory, Texte imprimé, 9783642335501
• Prokhorov and Contemporary Probability Theory, Texte imprimé, 9783642431685
• Prokhorov and Contemporary Probability Theory, In Honor of Yuri V. Prokhorov, [edited by] Albert N. Shiryaev, S. R. S. Varadhan, Ernst L. Presman, Berlin, Springer, 2013, 1 vol. (xxxviii-446 p.), Springer Proceedings in Mathematics & Statistics, 978-3-642-33548-8
İçindekiler:
  • Part I Scientific Papers: David J. Aldous: When Knowing Early Matters: Gossip, Percolation and Nash Equilibria Vadim Arkin and Alexander Slastnikov: A Mathematical Model of Investment Incentives Guus Balkema, Paul Embrechts and Natalia Nolde: The Shape of Asymptotic Dependence Ole E. Barndorff-Nielsen, Jose Manuel Corcuera and Mark Podolskij: Limit theorems for functionals of higher order differences of Brownian semi-stationary processes  Jean Bertoin and Marc Yor: Retrieving Information from Subordination Algimantas Bikelis: Asymptotic Expansions for Distributions of Sums of Independent Random Vectors  Alexandr A. Borovkov and Konstantin A. Borovkov: An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems Ekaterina Bulinskaya: Optimal and Asymptotically Optimal Control for Some Inventory Models Suzanne Cawston and Lioudmila Vostrikova: Levy Preservation and Associated Properties for f -divergence Minimal Equivalent Martingale Measures Francesco Cellarosi, Yakov G. Sinai: Non-Standard Limit Theorems in Number Theory.- Linan Chen and Daniel W. Stroock: Additive Functions and Gaussian Measures Gennadii Chistyakov and Friedrich Gotze: Free Infinitely Divisible Approximations of n-fold Free Convolutions Gerd Christoph, Vladimir V. Ulyanov and Yasunori Fujikoshi: Accurate Approximation of  Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications  Shakir K. Formanov and Tamara A. Formanova: The Stein-Tikhomirov Method and Berry-Esseen Inequality for Sampling Sums from a Finite Population of Independent Random Variables Nicko Gamkrelidze: On One Inequality for Characteristic Functions Bronius Grigelionis: On the Nonlinear Filtering Equations for Superprocesses in Random Environment Vijay Gupta and Tengiz Shervashidze: Upper Bounds for Bernstein Basis Functions  Ildar Ibragimov and Dmitry Zaporozhets: On Distribution of Zeros of Random Polynomials in Complex Plane Peter Jagers and Fima C. Klebaner: Dependence and Interaction in Branching Processes  Gyula O.H. Katona: Testing Functional Connection between Two Random Variables Kalyanapuram R.Parthasarathy: The Symmetry Group of Gaussian States in L2(Rn)  Ernst Presman: Solution of the Optimal Stopping Problem for One-dimensional Diffusion Based on a Modification of the Payoff Function Part II Interviews: Friedrich Götze and Willem R. van Zwet: The times of Yuri Vasilyevich Prokhorov.- Larry Shepp: A Conversation with Yuri Vasilyevich Prokhorov.