B. Grigelionis & Yu. V. Prohorov 
Probability Theory and Mathematical Statistics. Vol. 1 [PDF ebook] 

Frontmatter — Contents — Preface — The low density limit and the quantum Poisson process — Systems assisting in gathering and analysis of statistical data and adjustable to subject domains — On the maximum of sums of random variables and the supremum for stable processes — On the necessity of Cramér’s condition in local limit theorems — Markov random graphs and polygonal fields with Y-shaped nodes — Probability measures on quantum logics and a non-commutative Choquet theory — Convolution semigroups of instruments in quantum probability — Stochastic posterior equations for quantum nonlinear filtering — Diffusions and parabolic equations in principal bundles — On Markov processes associated with a projective sequence of harmonic spaces — Estimation of the tail of the spectral distribution by means of high level sojourn times — Renormalization of Dyson’s vector-valued hierarchical model at low temperatures — Analitic functionals of stochastic processes and infinite dimensional oscillatory integrals — Exponential inequalities for the distributions of von Mises and U-statistics — Ergodicity and stability of Markov chains and of their generalizations. Multidimensional chains — Event and time averages: The stationary case and the nonstationary case — On the convergence of sums of independent random vectors normed by matrices — CLT for families of integral functionals arising in solving the multidimensional Burgers Equation — The Theory Of Dynamical Semigroups And Its Applications — An approximation of integer-valued measures by generalized Poisson measures — Lim inf results for the standardized empirical distribution function — The smooth measures in Banach spaces and their smooth mappings — Local invariance principle for i.i.d. random variables — Conditionally positive definite functions on the coefficient algebra of a nonabelian group — On the integrability of the maximum and the local properties of Gaussian fields — On large deviation probabilities for the maximum likelihood estimators — Functional integrals, a variational method and some problems of stochastical physics — The law of the iterated logarithm and order statistics — Martingales in non-life insurance — Asymptotic Minimaxity Of Usual Goodness Of Fit Tests — Les fonctions aléatoires à valeurs dans les espaces lusiniens et leurs modifications régulières — Critical branching caused by interaction with point catalysts — Statistical analysis and dating of the observations on which Ptolomy’s ‘Almagest’ star catalogue is based — Global asymptotics of solutions of the first and second boundary value problems for Kolmogorov equation with small diffusion — Hydrodynamic limit for Ginzburg—Landau type continuum model — Almost everywhere limit convergence of subsequences of powers — On shot noise processes with long range dependence — G-estimates of eigen-values of covariance matrices — On large deviations for trimmed sums of independent random variables — Random operator functions defined by stochastic differential equations — Hellinger integrals and Hellinger processes for solutions of martingale problems — On connection between the theory of branching processes and queueing theory — Estimation Of Manova Eigenvalues — On joint distributions of random elements with given mutual conditional distributions — Improvement and generalization of Cramér—Rao inequality for a filtered space — Limit Theorems For Record Times — On statistics of continuous Markov processes: semi- Markov approach — Quantum stochastic flows — Convergence Of The Stochastic Quantization Method — Adaptive tests for minimax testing of nonparametic hypotheses — A survey of the metric theory of continued fractions, fifty years after Doeblin’s 1940 paper — Boundary and entropy of random walks in random environment — Non-linear law of large numbers and Gaussian fluctuation for star-like networks — Asymptotic solution of inverse Kolmogorov equation for diff