Probability Theory and Applications

Inhaltsverzeichnis

• Random walk processes and their various applications.
• Duality of the Burkholder-Davis-Gundy inequality and the generalized Fefferman-Garsia inequality II.
• Martingale Hardy spaces with continuous time.
• Construction of optimal Hankel approximations in the guise of stochastic processes.
• Lévy’s random domains on the plain.
• On the infinite divisibility of polynomials in infinitely divisible random variables.
• Random sample sizes: limit theorems and characterizations.
• Aging solutions of certain renewal type equations.
• Extensions of some univariate Bonferroni-type inequalities to multivariate setting.
• Univariate and multivariate Bonferroni-type inequalities: methods for proof and questions of optimality.
• Sharp Bonferroni-type inequalities in explicit forms.
• Analytical representation of limit distributions for a class of random symmetric polynomials.
• Tail behavior in Wicksell’s corpuscle problem.
• Universal contractive projections and a. e. convergence.
• Pointwise Bahadur-Kiefer-type theorems (I).
• Laws of small numbers: some applications to conditional curve estimation.
• Design of statistical lifetime models by functional equations.
• Another approach to the ergodic distribution in the M/G/ 1 system.
• A new method in probabilistic number theory.
• Distribution of Q-additive functions.
• Number systems and fractal geometry.
• On sequences of solid type.
• Author Index.