Probability Theory and Mathematical Statistics : Proceedings of the Fourth USSR - Japan Symposium, held at Tbilisi, USSR, August 23 29, 1982
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| Formaat: | Livre numérique |
| Taal: | Anglais |
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[20..].
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| Reeks: | Lecture notes in mathematics
1021 |
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Actes du quatrième symposium rassemblant des chercheurs d'Union Soviétique et du Japon, sur le thème "Probability Theory and Mathematical Statistics", organisé à Tbilisi, Union Soviétique, du 23 au 29 août 1982 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 fourth USSR-Japan symposium, held at Tbilisi, USSR, August 23-29, 1982, edited by K. Itô and J.V. Prokhorov, 1983, Berlin, Springer-Verlag, 1 vol. (VIII-746 p.), Lecture notes in mathematics, 0-387-12718-6 • Probability Theory and Mathematical Statistics, Texte imprimé, 9783662184523 |
Inhoudsopgave:
- On Logical Foundations of Probability Theory
- Asymptotic deficiencies of estimators for pooled samples from the same distribution
- On the use of alternating kernels in nonparametric statistical estimation
- Differential geometry of statistical inference
- On the asymptotic behaviour of the tails of infinitely divisible distribution laws
- Rate of convergence in invariance principle in linear spaces. Application to empirical measures
- On the rate of convergence in invariance principle
- Spectral properties of GNS-hamiltonian in quasi-free state
- Martingale ideology in the theory of controlled stochastic processes
- Invariant measures for homeomorphisms with almost weak specification
- A criterion of the uniqueness of gibbsian fields in the non-compact case
- Stationary and Markov policies in countable state dynamic programming
- Capacitary maximal inequalities and an ergodic theorem
- On the estimate of the rate of convergence in the law of iterated logarithm
- On the pathwise uniqueness Of solutions of stochastic integral equations driven by martingales
- Spectral theory of nonself-adjoint random matrices
- Transmission of "television type" signals through a feedback channel
- On limit theorems for a random number of random variables
- On contiguity and weak convergence of probability measures
- On asymptotic efficiency in the presence of an infinitedimensional nuisance parameter
- Applications of a stochastic inequality to two-dimensional ising and widom-rowlinson models
- Central limit theorem for a simple interacting diffusion model and s'-valued processes
- Bounds for generalized uncertainty of the shift parameter
- Conjugate sets of self-similar Gaussian random fields
- Regularization of linear random functionals
- The analysis of continuity of queueing systems
- Convergence rates in Erdös-Kac type invariance principle for some stationary sequences
- Markov processes associated with pseudo-differential operators
- On embeddings of subshifts of finite type
- Approximations of deviation fields of some nonparametic statistical estimates by gaussian fields, invariance principles
- Classical limit theorems for dependent random sequences having moment conditions
- Analytical methods of pasting together of diffusion processes
- Limit theorems for Markov random evolutions in the scheme of asymptotic state lumping
- Limit theorems of hypoelliptic diffusion processes
- On necessary and sufficient conditions for the convergence of semimartingales
- Limit behaviour of solutions of stochastic diffusion equations when the convergence of the coefficients is non-regular
- The phase separations in nearest neighbour interacting system composed of four types of particles
- The Malliavin calculus and the hypoellipticity of second order degenerate elliptic differential operators
- Second order availability and positive solutions of the Schrödinger equation
- On the problem of "predictable" criteria of contiguity
- Lower bounds for an average number of sequentially designed experiments
- The asymptotical distribution of quadratic deviation of an estimate of the regression surface
- Almost sure uniform convergence of continuous stochastic processes with values in the dual of a nuclear space
- Common approach to studying the probability of large and small deviations for random walks
- On accuracy of normal approximation for distribution of sum of independent Hilbert space valued random variables
- On a classification of pl-homeomorphisms of a circle
- On a 2-dimensional [?, ?, ?]-langevin equation
- Lévy's Brownian motion and totalpositivity
- Asymptotic properties of symmetric Lévy process expectations and spectral distributions of integro-differential operators with random potentials
- Homogenization of diffusion processes with random stationary coefficients
- Conditional expectation and repeated measurements of continuous quantum observables
- "Two and many-armed bandit" problems with infinite horizon
- Stationary processes of ornstein-uhlenbeck type
- Extension of outer measures and measures
- On the rate of convergence of moments in the central limit theorem in Hilbert space
- On the convergence of densities of sums of independent ramdom vectors
- Maximum likelihood estimation under a wrong model
- Fundamental solutions of stochastic partial differential equations arising in nonlinear filtering theory
- Some stability theorems for characterizations of probability distributions
- Monotonicity of positive partial sums of independent random variables
- Invariance principle for the processes with semi-markov switch-overs with an arbitrary state space
- Statistical inference with a minimal d-risk
- The classes of distribution families with the lower bound of fisher information and its meaning in the statistical estimation
- Strong ratio limit theorems
- Final probabilities of ergodic Markov processes
- On infinitely divisible OS-positive random fields
- Observable chaos and variational principle formalism for one dimensional maps
- On orbit-equivalence of non-singular flows
- A note on the weak convergence of solutions of certain stochastic ordinary differential equations
- Stochastic flows of diffeomorphisms
- Absolute continuity of operator selfdecomposable distributions on R2
- Generalized ergodic inequalities and ergodic theorems
- Lag window estimates of the spectral density.