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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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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Limba Engleză ● Format PDF ● Pagini 750 ● ISBN 9783112319321 ● Mărime fișier 62.4 MB ● Editor B. Grigelionis & J. Kubilius ● Editura De Gruyter ● Oraș Berlin/Boston ● Publicat 2020 ● Ediție 1 ● Descărcabil 24 luni ● Valută EUR ● ID 7481245 ● Protecție împotriva copiilor Adobe DRM
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