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Inhaltsverzeichnis
Frontmatter — CONTENTS — Preface — Quantum stochastic calculus — Glivenko-Cantelli convergence for weighted empirical and quantile processes of U-statistic structure — On symmetry properties and nonparametric estimates of the ?-th order spectral density of a stationary random process — Large deviations for first-passage times — Quasi-average approach to the description of the limit states of the n-vector Curie-Weiss ferromagnet — Inequalities at the Markov approximation of lumped processes — Remarks on limit theorems for sequences of random variables with random index — Continuity of local time for Markov processes with stationary independent increments — Detection and diagnosis of changes in the A.R. part of an A.R.M. A. model with nonstationary unknown M. A. coefficients — Nonparametric estimation of distribution functions based on incomplete data — Diffusion processes on the group T ? and elliptic equations of infinitely many variables — Lower estimates of the convergence rate in the CLT in Banach spaces — Weak limits of probability measures on metric Schauderspaces — Optimal consumption and investment in a stochastic model — Large deviations from classical paths and the classical limit of quantum stochastic flows — Limit theorems for multicomponent hierarchical models — On limit theorems for random vectors controlled by a Markov chain — Upper and lower estimates of the convergence rate in the invariance principle for empirical measures — The contraction principle for C0-summing operators and SLLN for weighed sums — Limit theorems for stochastic inventory models — Limit theorems under weak dependence conditions — Non commutative integration and probability on von Neumann algebras — On optimal controls in the problem of locally absolutely continuous change of measure (compact sets of decisions) — Non-uniform estimates of the remainder term in limit theorems with a stable limit law — Multiple stable stochastic integrals — A generalization of p-type spaces — Smooth measures on infinite dimensional manifolds and forward Kolmogorov equation — The structure of distributions of convex functionals — Wiener germs applied to the tails of m-estimators — On the asymptotic behaviour of the linear stochastic heat equation solutions — Some universal donsker classes of functions — Duplicates in mixed sequences and a frequency duplication principle. Methods and applications — Bootstrapping empirical measures indexed by Vapnik-Chervonenkis classes of sets — A remark on the Central Limit Theorem for random measures and processes — Elliptic law and elements of G-analysis — Mathematical aspects on the variation of air pollutant concentrations — Weak solutions of the stochastic evolution and invariance principles — Optimal stopping of a Markov chain with vector-valued gain function — Some strong laws of large numbers in Banach spaces with regular norms — Optimality in estimation for stochastic processes under both fixed and large sample conditions — On urn schemes imbedded in birth processes — Limiting distributions and mean-values of complex-valued multiplicative functions — Asymptotically minimax testing of nonparametric hypothesesDieses Ebook kaufen – und ein weitere GRATIS erhalten!
Sprache Englisch ● Format PDF ● Seiten 583 ● ISBN 9783112319000 ● Dateigröße 33.8 MB ● Herausgeber Yu. V. Prohorov & V. A. Statulevičius ● Verlag De Gruyter ● Ort Berlin/Boston ● Erscheinungsjahr 2020 ● Ausgabe 1 ● herunterladbar 24 Monate ● Währung EUR ● ID 7448621 ● Kopierschutz Adobe DRM
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