Proceedings of the Third Japan — USSR Symposium on Probability Theory

T. A. Azlarov, Ya. M. Husainov (auth.), Gisiro Maruyama, Jurii V. Prokhorov (eds.)9780387079950, 0-387-07995-5

Table of contents :
Some limit theorems for a queueing system with absolute priority in heavy traffic….Pages 1-13
On certain problems of uniform distribution of real sequences….Pages 14-19
Norms of Gaussian sample functions….Pages 20-41
On a new approach to Markov processes….Pages 42-62
Limit theorems for linear combinations of order statistics….Pages 63-79
Some estimates of the rate of convergence in multidimensional limit theorems for homogeneous Markov processes….Pages 80-98
Expectation semigroup of a cascade process and a limit theorem….Pages 99-118
Potential theory of symmetric markov processes and its applications….Pages 119-133
Hilbert space methods in classical problems of mathematical statistics….Pages 134-159
On the martingale aproach to statistical problems for stochastic processes with boundary conditions….Pages 160-180
Probabilities of the first exit for continuous processes with independent increments on a markov chain….Pages 181-193
Noncommutative analogues of the Cramér-Rao inequality in the quantum measurement theory….Pages 194-222
Test of hypotheses for distributions with monotone likelihood ratio: case of vector valued parameter….Pages 223-231
Criteria of absolute continuity of measures corresponding to multivariate point processes….Pages 232-252
Normal numbers and ergodic theory….Pages 253-269
On multitype branching processes with immigration….Pages 270-275
Statistics of stochastic processes with jumps….Pages 276-289
Evolution asymptotique des temps d’arrêt et des temps de séjour liés aux trajectoires de certaines fonctions aléatoires gaussiennes….Pages 290-296
Asymptotic enlarging of semi-markov processes with an arbitrary state space….Pages 297-315
The method of accompanying infinitely divisible distributions….Pages 316-323
Optimal stopping of controlled diffusion process….Pages 324-334
Additive arithmetic functions and Brownian motion….Pages 335-350
Asymptotic behavior of the fisher information contained in additive statistics….Pages 351-374
Nonlinear functionals of gaussian stationary processes and their applications….Pages 375-378
Stationary matrices of probabilities for stochastic supermatrix….Pages 379-418
An estimate of the remainder term in the multidimensional central limit theorem….Pages 419-438
A remark on the non-linear Dirichlet problem of branching markov processes….Pages 439-445
Some remarks on stochastic optimal controls….Pages 446-460
On stationary linear processes with Markovian property….Pages 461-466
Some limit theorems for the maximum of normalized sums of weakly dependent random variables….Pages 467-474
Non-uniform estimate in the central limit theorem in a separable Hilbert space….Pages 475-499
Generalized diffusion processes….Pages 500-523
Semifields and probability theory….Pages 524-549
Convergence to diffusion processes for a class of Markov chains related to population genetics….Pages 550-566
Random operators in a Hilbert space….Pages 567-591
Bernoulli shifts on groups and decreasing sequences of partitions….Pages 592-603
On the second order asymptotic efficiencies of estimators….Pages 604-638
On the relaxed solutions of a certain stochastic differential equation….Pages 639-645
On limit theorems for non-critical Galton-Watson processes with EZ 1 logZ 1 =∞….Pages 646-649
Construction of diffusion processes by means of poisson Point process of Brownian excursions….Pages 650-654
Non-anticipating solutions of stochastic equations….Pages 655-691
A stochastic maximum principle in control problems with discrete time….Pages 692-712
Selection of variables in multiple regression analysis….Pages 713-722