B. Grigelionis & Yu. V. Prohorov 
Probability Theory and Mathematical Statistics. Vol. 2 [PDF ebook] 

Frontmatter – CONTENTS – WEAK CONVERGENCE OF SEMI-MARKOV RANDOM EVOLUTIONS (MARTINGALE APPROACH) – CONVERGENCE OF MOMENTS OF RANDOMLY INDEXED RANDOM SEQUENCES – ON THE RATE OF CONVERGENCE OF THE DISTRIBUTIONS OF SEMIMARTINGALES TO THE DISTRIBUTION OF STABLE PROCESS – ANTICIPATING STOCHASTIC DIFFERENTIAL EQUATIONS – SECOND ORDER MINIMAX ESTIMATION: THE NUISANCE PARAMETERS AND HYPOELLIPTIC OPERATORS – LIMIT THEOREMS FOR THE RIEMANN ZETA-FUNCTION IN THE COMPLEX SPACE – STOCHASTIC INTEGRALS WITH RESPECT TO SEMIMARTINGALE MEASURES AND CHANGE OF THE FILTRATION – LIMIT DISTRIBUTIONS OF MEASURES OF SOJOURNS OF VECTOR GAUSSIAN FIELDS WITH STRONG DEPENDENCE – LIMIT THEOREMS FOR ONE-DIMENSIONAL RANDOM WALKS IN RANDOM ENVIRONMENTS – ON THE NORM DISTRIBUTION OF GAUSSIAN AND OTHER STABLE VECTORS – ON SET CONVOLUTIONS AND INTEGRAL-SUM KERNEL OPERATORS – LARGE DEVIATION FOR MARTINGALES WITH INDEPENDENT AND HOMOGENEOUS INCREMENTS – LAWS OF THE ITERATED LOGARITHM FOR I.I.D. CASE – DISTRIBUTION OF VALUES OF ADDITIVE ARITHMETIC FUNCTIONS – STATISTICAL INFERENCES FOR SEMIMARTINGALE REGRESSION MODELS – ON THE MARTINGALE PROBLEM ASSOCIATED WITH INTEGRO-DIFFERENTIAL OPERATORS – PREFERRED DIRECTIONS ON THE HYPERSPHERE – TWO-PARAMETER STRONG MARTINGALES: INEQUALITIES FOR QUADRATIC VARIATION AND SOME DECOMPOSITIONS – EXACT RESOLUTION THRESHOLDS FOR CLOSE FREQUENCIES – ASYMPTOTIC PROPERTIES OF TWO STATISTICAL DECISION RULES BASED ON VALUES OF STUDENTIZED RANGE – ON A NEW APPROACH TO THE STUDY OF THE DISTRIBUTION OF A NORM OF A RANDOM ELEMENT IN HILBERT SPACE – RECORDS FOR NONIDENTICALLY DISTRIBUTED RANDOM VARIABLES – LOCAL CHERNOFF EFFICIENCY OF LINEAR RANK TESTS – EXTENDED VECTOR STOCHASTIC INTEGRAL IN SOBOLEV SPACES OF WIENER FUNCTIONALS – WEIGHTED MULTIVARIATE EMPIRICAL PROCESSES AS RANDOM MEASURES – REMARKS ON THE RANDOM MULTIPLICATIVE ERGODIC THEOREM – PROBABILITY DISTRIBUTIONS AND BOREL MEASURES UNIQUELY DETERMINED BY THEIR RESTRICTIONS TO A HALF-SPACE – DISCRETE TIME QUANTUM STOCHASTIC FLOWS, MARKOV CHAINS AND CHAOS EXPANSIONS – THE ZERO-LEVEL SET OF THE BROWNIAN BRIDGE AS A MODEL OF DISORDERED PHYSICAL SYSTEMS – SOME INEQUALITIES FOR MOMENTS OF SUMS OF INDEPENDENT RANDOM VARIABLES – SOME MINIMAX ESTIMATION PROBLEMS – LARGE DEVIATIONS OF TRAJECTORIES IN THE CENTRAL LIMIT THEOREM FOR RANDOM PROCESSES: SOME NEW RESULTS – HOMOGENIZATION AND VANISHING VISCOSITY – SOME REMARKS ON ASYMPTOTIC EFFICIENCY IN BAHADUR SENSE OF MAXIMUM LIKELIHOOD ESTIMATOR – ON DISTRIBUTION OF SUPREMUM TYPE FUNCTIONALS OF NONPARAMETRIC ESTIMATES FOR SPECTRAL DENSITY – A CENTRAL LIMIT THEOREM FOR QUADRATIC FORMS IN INDEPENDENT RANDOM VARIABLES – SUBORDINATION DEPENDING ON A PARAMETER – GENERAL LEMMAS ON THE DISTRIBUTION DENSITY FOR LARGE DEVIATIONS OF A RANDOM VECTOR – SPEED OF CONVERGENCE IN THE CENTRAL LIMIT THEOREM IN HILBERT SPACE UNDER WEAKENED MOMENT CONDITIONS – STATISTICAL FUNCTIONALS, .STOPPING TIMES AND ASYMPTOTIC MINIMUM RISK PROPERTY – THE CENTRAL LIMIT THEOREM FOR FINITELY DEPENDENT RANDOM VARIABLES – ON HARMONIC FUNCTIONS OF RANDOM WALKS ON GROUPS – EXPONENTS OF OPERATOR STABLE DISTRIBUTIONS IN BANACH SPACES – INFINITE DIMENSIONAL DISTRIBUTIONS AND SECOND QUANTIZATION IN STRING THEORIES – DIFFERENTIAL CALCULUS ON THE CONFIGURATION SPACE: SURFACES, SURFACE MEASURES, GAUSS-OSTROGRADSKII FORMULA – THE LOCAL THEOREMS FOR ADDITIVE ARITHMETIC FUNCTIONS – QUADRATIC FORMS WITH LONG-RANGE DEPENDENCE – BACKWARD LIMITS AND INHOMOGENEOUS REGENERATION – ON THE NORMAL APPROXIMATION OF SUMS OF WEAKLY DEPENDENT HILBERT—VALUED RANDOM VARIABLES – ON DISTRIBUTION OF ADDITIVE ARITHMETICAL FUNCTIONS ON THE SET OF SHIFTED PRIMES – A NEW LOOK ON SEMIMARTINGALE DISTRIBUTIONS WITH SEVERAL EXAMPLES – CENTRAL LIMIT THEOREM FOR DEPENDENT RANDOM VARIABLES – RÉNYI DISTANCES OF SOME DIFFUSION PROCESSES – ESTIMATES FOR THE SMOOTH FUNCTIONAL IN THE CLASSICAL CASE – ON LARGE DEVIATIONS IN AVERAGING PRINCIPLE FOR STOCHASTIC DIFFERENTIAL EQ