Probability theory and mathematical statistics : proceedings of the fourth USSR-Japan symposium, held at Tbilisi, USSR, August 23-29, 1982

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Probability theory and mathematical statistics : proceedings of the fourth USSR-Japan symposium, held at Tbilisi, USSR, August 23-29, 1982

edited by K. Itô and J.V. Prokhorov

(Lecture notes in mathematics, 1021)

Springer-Verlag, 1983

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Includes bibliographical references

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Table of Contents

On Logical Foundations of Probability Theory.- Asymptotic deficiencies of estimators for pooled samples from the same distribution.- On the use of alternating kernels in nonparametric statistical estimation.- Differential geometry of statistical inference.- On the asymptotic behaviour of the tails of infinitely divisible distribution laws.- Rate of convergence in invariance principle in linear spaces. Application to empirical measures.- On the rate of convergence in invariance principle.- Spectral properties of GNS-hamiltonian in quasi-free state.- Martingale ideology in the theory of controlled stochastic processes.- Invariant measures for homeomorphisms with almost weak specification.- A criterion of the uniqueness of gibbsian fields in the non-compact case.- Stationary and Markov policies in countable state dynamic programming.- Capacitary maximal inequalities and an ergodic theorem.- On the estimate of the rate of convergence in the law of iterated logarithm.- On the pathwise uniqueness Of solutions of stochastic integral equations driven by martingales.- Spectral theory of nonself-adjoint random matrices.- Transmission of "television type" signals through a feedback channel.- On limit theorems for a random number of random variables.- On contiguity and weak convergence of probability measures.- On asymptotic efficiency in the presence of an infinitedimensional nuisance parameter.- Applications of a stochastic inequality to two-dimensional ising and widom-rowlinson models.- Central limit theorem for a simple interacting diffusion model and s'-valued processes.- Bounds for generalized uncertainty of the shift parameter.- Conjugate sets of self-similar Gaussian random fields.- Regularization of linear random functionals.- The analysis of continuity of queueing systems.- Convergence rates in Erdoes-Kac type invariance principle for some stationary sequences.- Markov processes associated with pseudo-differential operators.- On embeddings of subshifts of finite type.- Approximations of deviation fields of some nonparametic statistical estimates by gaussian fields, invariance principles.- Classical limit theorems for dependent random sequences having moment conditions.- Analytical methods of pasting together of diffusion processes.- Limit theorems for Markov random evolutions in the scheme of asymptotic state lumping.- Limit theorems of hypoelliptic diffusion processes.- On necessary and sufficient conditions for the convergence of semimartingales.- Limit behaviour of solutions of stochastic diffusion equations when the convergence of the coefficients is non-regular.- The phase separations in nearest neighbour interacting system composed of four types of particles.- The Malliavin calculus and the hypoellipticity of second order degenerate elliptic differential operators.- Second order availability and positive solutions of the Schroedinger equation.- On the problem of "predictable" criteria of contiguity.- Lower bounds for an average number of sequentially designed experiments.- The asymptotical distribution of quadratic deviation of an estimate of the regression surface.- Almost sure uniform convergence of continuous stochastic processes with values in the dual of a nuclear space.- Common approach to studying the probability of large and small deviations for random walks.- On accuracy of normal approximation for distribution of sum of independent Hilbert space valued random variables.- On a classification of pl-homeomorphisms of a circle.- On a 2-dimensional [?, ?, ?]-langevin equation.- Levy's Brownian motion and total positivity.- Asymptotic properties of symmetric Levy process expectations and spectral distributions of integro-differential operators with random potentials.- Homogenization of diffusion processes with random stationary coefficients.- Conditional expectation and repeated measurements of continuous quantum observables.- "Two and many-armed bandit" problems with infinite horizon.- Stationary processes of ornstein-uhlenbeck type.- Extension of outer measures and measures.- On the rate of convergence of moments in the central limit theorem in Hilbert space.- On the convergence of densities of sums of independent ramdom vectors.- Maximum likelihood estimation under a wrong model.- Fundamental solutions of stochastic partial differential equations arising in nonlinear filtering theory.- Some stability theorems for characterizations of probability distributions.- Monotonicity of positive partial sums of independent random variables.- Invariance principle for the processes with semi-markov switch-overs with an arbitrary state space.- Statistical inference with a minimal d-risk.- The classes of distribution families with the lower bound of fisher information and its meaning in the statistical estimation.- Strong ratio limit theorems.- Final probabilities of ergodic Markov processes.- On infinitely divisible OS-positive random fields.- Observable chaos and variational principle formalism for one dimensional maps.- On orbit-equivalence of non-singular flows.- A note on the weak convergence of solutions of certain stochastic ordinary differential equations.- Stochastic flows of diffeomorphisms.- Absolute continuity of operator selfdecomposable distributions on R2.- Generalized ergodic inequalities and ergodic theorems.- Lag window estimates of the spectral density.

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