B. Grigelionis & J. Kubilius 
Probability Theory and Mathematical Statistics [PDF ebook] 
Proceedings of the Sixth Vilnius Conference, Vilnius, Lithuania, 28 June–3 July, 1993

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Table of Content

Frontmatter — CONTENTS — PREFACE — Large deviations in approximation by Poisson law — Limits of weak interaction for stochastic particle system — Rate of convergence in the limit transfer theorem of the maximum and minimum — Geometry of the state spaces in quantum probability — From diffusions to processes with jumps — Central limit theorem in Skorohod spaces and asymptotic strength distribution of fiber bundles — Ergodicity in a sense of weak convergence, equilibrium-type identities and large deviations for Markov chains — On second-order properties of mixing random sequences and random fields — Optimal couplings and application to Riemannian geometry — Empirical and partial sum processes with sample path in Banach function spaces — Applications of multi-time parameter processes to change-point analysis — Bergström-type asymptotic expansions in the first uniform Kolmogorov’s theorem — Differentiation of heat semigroups and applications — On the realisation of classical Markov processes as quantum flows in Fock space — Unimodular eigenvalues and invariant probabilities for some classes of linear operators — On function-indexed partial-sum processes — Canonical spectral equation for the eigenvalues of empirical covariance matrices — Conditionally exponential families and Lundberg exponents of Markov additive processes — On the nonuniform approximation by means of distributions of sums of conditionally independent random variables — Kolmogorov’s strong law of large numbers: the amart point of view — Cycle processes — Density-dependent branching processes as randomly perturbed iterations of maps — Stability of the inverse Radon transform — On conditions for existence of solutions of integral equations with stochastic line integrals — Nonlinear transformations of empirical processes: functional inverses and Bahadur-Kiefer representations — Rate of convergence in the functional central limit theorem for one-dimensional semimartingales — On limit theorems for the Riemann zeta-function in some spaces — A posteriori and sequential methods of change-point detection in FARIMA-type time series — Limit theorems for the local density of measures in the hypotheses testing problems of counting processes — On the strong independence of sequential ranks — A proof of the Erdös arcsine law — Quasi-state decompositions for quantum spin systems — On accuracy of approximation with stable laws — Distributions of processes governed by hyperbolic equations when also boundary conditions are assumed — Central limit theorems on stratified Lie groups — On the convergence rate in the multi-dimensional martingale CLT — Stein-Chen method for compound Poisson approximation: the coupling approach — Some aspects of the development of probabilistic number theory — Mixture of extremal distributions – a model alternative to the log-linear model — Infinite-dimensional M-estimation — On large deviations in averaging principle for systems of stochastic differential equation with unbounded coefficients

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Language English ● Format PDF ● Pages 750 ● ISBN 9783112319321 ● File size 62.4 MB ● Editor B. Grigelionis & J. Kubilius ● Publisher De Gruyter ● City Berlin/Boston ● Published 2020 ● Edition 1 ● Downloadable 24 months ● Currency EUR ● ID 7481245 ● Copy protection Adobe DRM
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