Proceedings of the Third Japan-USSR Symposium on Probability Theory

Inhaltsverzeichnis

• Some limit theorems for a queueing system with absolute priority in heavy traffic.
• On certain problems of uniform distribution of real sequences.
• Norms of Gaussian sample functions.
• On a new approach to Markov processes.
• Limit theorems for linear combinations of order statistics.
• Some estimates of the rate of convergence in multidimensional limit theorems for homogeneous Markov processes.
• Expectation semigroup of a cascade process and a limit theorem.
• Potential theory of symmetric markov processes and its applications.
• Hilbert space methods in classical problems of mathematical statistics.
• On the martingale aproach to statistical problems for stochastic processes with boundary conditions.
• Probabilities of the first exit for continuous processes with independent increments on a markov chain.
• Noncommutative analogues of the Cramér-Rao inequality in the quantum measurement theory.
• Test of hypotheses for distributions with monotone likelihood ratio: case of vector valued parameter.
• Criteria of absolute continuity of measures corresponding to multivariate point processes.
• Normal numbers and ergodic theory.
• On multitype branching processes with immigration.
• Statistics of stochastic processes with jumps.
• Evolution asymptotique des temps d'arrêt et des temps de séjour liés aux trajectoires de certaines fonctions aléatoires gaussiennes.
• Asymptotic enlarging of semi-markov processes with an arbitrary state space.
• The method of accompanying infinitely divisible distributions.
• Optimal stopping of controlled diffusion process.
• Additive arithmetic functions and Brownian motion.
• Asymptotic behavior of the fisher information contained in additive statistics.
• Nonlinear functionals of gaussian stationary processes and their applications.
• Stationary matricesof probabilities for stochastic supermatrix.
• An estimate of the remainder term in the multidimensional central limit theorem.
• A remark on the non-linear Dirichlet problem of branching markov processes.
• Some remarks on stochastic optimal controls.
• On stationary linear processes with Markovian property.
• Some limit theorems for the maximum of normalized sums of weakly dependent random variables.
• Non-uniform estimate in the central limit theorem in a separable Hilbert space.
• Generalized diffusion processes.
• Semifields and probability theory.
• Convergence to diffusion processes for a class of Markov chains related to population genetics.
• Random operators in a Hilbert space.
• Bernoulli shifts on groups and decreasing sequences of partitions.
• On the second order asymptotic efficiencies of estimators.
• On the relaxed solutions of a certain stochastic differential equation.
• On limit theorems for non-critical Galton-Watson processes with EZ1logZ1=?.
• Construction of diffusion processes by means of poisson Point process of Brownian excursions.
• Non-anticipating solutions of stochastic equations.
• A stochastic maximum principle in control problems with discrete time.
• Selection of variables in multiple regression analysis.