Probability Theory and Mathematical Statistics : Proceedings of the Fifth Japan-USSR Symposium, held in Kyoto, Japan, July 8 14, 1986
These proceedings of the fifth joint meeting of Japanese and Soviet probabilists are a sequel to Lecture Notes in Mathematics Vols. 33O, 550 and 1O21. They comprise 61 original research papers on topics including limit theorems, stochastic analysis, control theory, statistics, probabilistic methods...
Tallennettuna:
| Yhteisötekijä: | |
|---|---|
| Muut tekijät: | , |
| Aineistotyyppi: | Livre numérique |
| Kieli: | Anglais |
| Julkaistu: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Sarja: | Lecture notes in mathematics
1299 |
| Aiheet: | |
| Linkit: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Huomautus: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Probability theory and mathematical statistics, proceedings of the fifth Japan-USSR symposium, held in Kyoto, Japan, July 8-14, 1986, S. Watanabe, Yu. V. Prokhorov (eds.), Berlin, Springer-Verlag, 1988, 1 vol. (VIII-587 p.), Lecture notes in mathematics, 0-387-18814-2 • Probability Theory and Mathematical Statistics, Texte imprimé, 9783662186848 |
Sisällysluettelo:
- Professor gisiro maruyama, in memoriam
- Some words in memory of Professor G. Maruyama
- Second and third order asymptotic completeness of the class of estimators
- An accuracy of Gaussian approximation of sum distribution of independent random variables in Banach spaces
- On the weak convergence to Brownian local time
- On optimal stopping with incomplete data
- Bellman equation with unbounded coefficients and its applications
- A note on capacities in infinite dimensions
- On diffusive motion of closed curves
- Non-linear filtering of stochastic processes and optimal signal transmission through a feedback channel
- On bessel potentials in linear spaces
- A time change relating continuous semi-markov and markov processes
- Bounded solutions and periodic solutions of a linear stochastic evolution equation
- Renormalization group method on a hierarchical lattice of dyson-wilson type
- Contiguity of distributions of multivariate point processes
- On Benford's law: The first digit problem
- One-dimensional diffusions and random walks in random environments
- The domain of attraction of a non-gaussian self-similar process with finite variance
- Absolutely continuous spectrum of one-dimensional random Schrödinger operators and hamiltonian systems
- Riemannian manifolds with stochastic independence conditions are rich enough
- On some inequalities in the probabilistic number theory
- Helices and isomorphism problems in ergodic theory
- A limit theorem for stochastic partial differential equations
- Some remarks on Getzler's degree theorem
- On limit theorems for conditionally independent random variables controlled by a finite Markov chain
- Joint asymptotic distribution of the maximum likelihood estimator and M-estimator
- On the results of asymptotic analysis for therandom walks with two-sided boundary
- Gaussian limit theorems for Wiener functionals
- Multiplicative number theory in probability spaces: An exaple
- Monte carlo methods with stochastic parameters
- Schrödinger operator with potential which is the derivative of a temporally homogeneous Lévy process
- An evolution operator of the Feynman-kac type
- A theorem on the stability of nonlinear filtering systems
- Large deviations for the maximum likelihood estimators
- On the decay rate of correlation for piecewise linear transformations
- A fluctuation theorem for solutions of certain random evolution equations
- Convergence and uniqueness theorems for markov processes associated with Lévy operators
- Bounds for difference of two integrals of a bounded function in terms of extensions of Lévy metric
- Asymptotic expansions for 2-SPRT
- On Dynkin's stopping problem with a finite constraint
- Entropy operators and mcmillan type convergence theorems in a noncommutative dynamical system
- On long time tails of correlation functions for KMO-Langevin equations
- On central limit theorem for continuous additive functional of zero energy
- Ergodic properties of product type odometers
- Measuring processes and repeatability hypothesis
- Estimates of the rate of convergence in the central limit theorem in Banach spaces
- Simple method of obtaining estimates in the invariance principle
- Mutually repelling particles of m types
- Some classes generated by exponential distributions
- Remarks on the canonical representation of stationary linear symmetric ?-stable processes (0<?<1)
- Asymptotics of the mean of a functional of a random walk
- Long time asymptotics of the ratio of measures of small tubes and a large deviation result
- On cornish-fisher type expansion oflikelihood ratio statistic in one parameter exponential family
- Stochastic process for an infinite hard core particle system in Rd
- Power order decay of elementary solutions of generalized diffusion equations
- Lord's paradox on mean absolute deviation
- Approximation of stationary processes and the central limit problem
- Generalized wiener functionals and their applications
- A heavy traffic limit theorem for G/M/? queueing networks
- An upper bound to the capacity of discrete time Gaussian channel with feedback
- On the value for OLA-optimal stopping problem by potential theoretic method
- Fixed point theorem for measurable field of operators with an application to random differential equation.