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Table des matières
Frontmatter — CONTENTS — Preface — Vladimir Semenovich Korolyuk: A Short Biography — Memories of my youth — ‘Forward, and only forward!’ — PAPERS — Convergence of branching processes with several types of particles to Jirina processes — Diffusion approximation in switching stochastic models and its applications — Approximation of generalized U-statistics — Largest-fit selection of random sizes under a sum constraint: comparisons by weak convergence — Limit theorems for some characteristics of system G I / G I / l — Continuity of vector-valued Gaussian Markov processes — Both an n-dimensional Wiener process and its continuous one-dimensional image generate the same filtration — Formal stochastic calculus and admissible transformations — Stability of periodic solutions of operator equations with perturbation coefficients — The number of crossings through a hyperplane by some generalized diffusion process — Bounds for absolute moments of order statistics — Fundamental identities for boundary functionals of additive sequences — A note on stochastic variational equations — Summability method in some ergodic type theorems — On the Laplace transform of finite-dimensional distribution functions of semi-continuous random processes with reflecting and delaying screens — Large deviation probabilities for U-statistics based on samples from finite populations — Spatial quantiles and L-estimators — Asymptotic inference for nearly nonstationary complex-valued AR(1) processes — Average and stability of dynamical systems with rapid stochastic switchings — Uniform exponential bounds for the pointwise availability of a repairable system — Simple proof of Hida distribution characterization theorem — Asymptotic Normality of an Estimator of an Infinite-dimensional Parameter in a Model with a C1smooth Regression Function — On the efficiency of the least squares estimator of regression coefficients of a random field observed on a sphere — Large deviation theorems in hypotheses testing problems — Quasi-diffusion measure-valued processes and a limit theorem for jump measure-valued Markov processes — Asymptotic behavior of solutions of stochastic equations with periodic coefficients — Trajectories of homogeneous and isotropic random flows have no fractal properties — The weak convergence of point fields on a plane to a point field with conditionally independent increments — Interpolation of vector-valued stochastic processes — Commutation Relations for Mixtures of Gaussian Measures — A characterization of an exponential distribution based on renewals — Planar random evolution with three directions — Applications of null-additive set functions in mathematics — Gaussian processes via independence of linear forms — On the irregular-derivative sampling with uniformly dense sample points for bandlimited stochastic processes — Fractal, superfractal and anomalously fractal distributions of random variables with a fixed infinite set of independent n-adic digits — Semi-Markov random evolutions: some ideas, methods and results — On the limit distribution of random permanents — A simple approach to classical extreme value theory — Averaging and stability of cocycles under dynamical systems with rapid Markov switching — The bootstrap estimator for the asymptotic variance of (/-quantiles
Langue Anglais ● Format PDF ● Pages 531 ● ISBN 9783112318768 ● Taille du fichier 42.0 MB ● Éditeur A.V. Skorokhod & Yu.V. Borovskikh ● Maison d’édition De Gruyter ● Lieu Berlin/Boston ● Publié 2020 ● Édition 1 ● Téléchargeable 24 mois ● Devise EUR ● ID 7448606 ● Protection contre la copie Adobe DRM
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