A. N. Kolmogorov (auth.), Jurii V. Prokhorov, Kiyosi Itô (eds.)9780387127187, 0-387-12718-6
Table of contents :
On Logical Foundations of Probability Theory….Pages 1-5
Asymptotic deficiencies of estimators for pooled samples from the same distribution….Pages 6-14
On the use of alternating kernels in nonparametric statistical estimation….Pages 15-25
Differential geometry of statistical inference….Pages 26-40
On the asymptotic behaviour of the tails of infinitely divisible distribution laws….Pages 41-44
Rate of convergence in invariance principle in linear spaces. Application to empirical measures….Pages 45-58
On the rate of convergence in invariance principle….Pages 59-66
Spectral properties of GNS-hamiltonian in quasi-free state….Pages 67-72
Martingale ideology in the theory of controlled stochastic processes….Pages 73-92
Invariant measures for homeomorphisms with almost weak specification….Pages 93-96
A criterion of the uniqueness of gibbsian fields in the non-compact case….Pages 97-110
Stationary and Markov policies in countable state dynamic programming….Pages 111-129
Capacitary maximal inequalities and an ergodic theorem….Pages 130-136
On the estimate of the rate of convergence in the law of iterated logarithm….Pages 137-144
On the pathwise uniqueness Of solutions of stochastic integral equations driven by martingales….Pages 145-152
Spectral theory of nonself-adjoint random matrices….Pages 153-156
Transmission of “television type” signals through a feedback channel….Pages 157-166
On limit theorems for a random number of random variables….Pages 167-176
On contiguity and weak convergence of probability measures….Pages 177-194
On asymptotic efficiency in the presence of an infinitedimensional nuisance parameter….Pages 195-229
Applications of a stochastic inequality to two-dimensional ising and widom-rowlinson models….Pages 230-237
Central limit theorem for a simple interacting diffusion model and s’-valued processes….Pages 238-242
Bounds for generalized uncertainty of the shift parameter….Pages 243-251
Conjugate sets of self-similar Gaussian random fields….Pages 252-256
Regularization of linear random functionals….Pages 257-267
The analysis of continuity of queueing systems….Pages 268-278
Convergence rates in Erdös-Kac type invariance principle for some stationary sequences….Pages 279-288
Markov processes associated with pseudo-differential operators….Pages 289-298
On embeddings of subshifts of finite type….Pages 299-301
Approximations of deviation fields of some nonparametic statistical estimates by gaussian fields, invariance principles….Pages 302-314
Classical limit theorems for dependent random sequences having moment conditions….Pages 315-319
Analytical methods of pasting together of diffusion processes….Pages 320-326
Limit theorems for Markov random evolutions in the scheme of asymptotic state lumping….Pages 327-332
Limit theorems of hypoelliptic diffusion processes….Pages 333-338
On necessary and sufficient conditions for the convergence of semimartingales….Pages 339-351
Limit behaviour of solutions of stochastic diffusion equations when the convergence of the coefficients is non-regular….Pages 352-354
The phase separations in nearest neighbour interacting system composed of four types of particles….Pages 355-364
The Malliavin calculus and the hypoellipticity of second order degenerate elliptic differential operators….Pages 365-371
Second order availability and positive solutions of the Schrödinger equation….Pages 372-385
On the problem of “predictable” criteria of contiguity….Pages 386-418
Lower bounds for an average number of sequentially designed experiments….Pages 419-434
The asymptotical distribution of quadratic deviation of an estimate of the regression surface….Pages 435-445
Almost sure uniform convergence of continuous stochastic processes with values in the dual of a nuclear space….Pages 446-451
Common approach to studying the probability of large and small deviations for random walks….Pages 452-460
On accuracy of normal approximation for distribution of sum of independent Hilbert space valued random variables….Pages 461-473
On a classification of pl-homeomorphisms of a circle….Pages 474-480
On a 2-dimensional [α, β, γ]-langevin equation….Pages 481-485
Lévy’s Brownian motion and total positivity….Pages 486-496
Asymptotic properties of symmetric Lévy process expectations and spectral distributions of integro-differential operators with random potentials….Pages 497-506
Homogenization of diffusion processes with random stationary coefficients….Pages 507-517
Conditional expectation and repeated measurements of continuous quantum observables….Pages 518-525
“Two and many-armed bandit” problems with infinite horizon….Pages 526-540
Stationary processes of ornstein-uhlenbeck type….Pages 541-551
Extension of outer measures and measures….Pages 552-560
On the rate of convergence of moments in the central limit theorem in Hilbert space….Pages 561-575
On the convergence of densities of sums of independent ramdom vectors….Pages 576-586
Maximum likelihood estimation under a wrong model….Pages 587-593
Fundamental solutions of stochastic partial differential equations arising in nonlinear filtering theory….Pages 594-602
Some stability theorems for characterizations of probability distributions….Pages 603-611
Monotonicity of positive partial sums of independent random variables….Pages 612-616
Invariance principle for the processes with semi-markov switch-overs with an arbitrary state space….Pages 617-628
Statistical inference with a minimal d-risk….Pages 629-636
The classes of distribution families with the lower bound of fisher information and its meaning in the statistical estimation….Pages 637-646
Strong ratio limit theorems….Pages 647-654
Final probabilities of ergodic Markov processes….Pages 655-665
On infinitely divisible OS-positive random fields….Pages 666-675
Observable chaos and variational principle formalism for one dimensional maps….Pages 676-686
On orbit-equivalence of non-singular flows….Pages 687-689
A note on the weak convergence of solutions of certain stochastic ordinary differential equations….Pages 690-698
Stochastic flows of diffeomorphisms….Pages 699-708
Absolute continuity of operator selfdecomposable distributions on R 2 ….Pages 709-715
Generalized ergodic inequalities and ergodic theorems….Pages 716-725
Lag window estimates of the spectral density….Pages 726-746
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