書誌事項

Proceedings of the third Japan-USSR Symposium on Probability Theory

edited by G. Maruyama and J.V. Prokhorov

(Lecture notes in mathematics, 550)

Springer-Verlag, 1976

  • : Berlin
  • : New York

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注記

Includes bibliographies

内容説明・目次

目次

Some limit theorems for a queueing system with absolute priority in heavy traffic.- On certain problems of uniform distribution of real sequences.- Norms of Gaussian sample functions.- On a new approach to Markov processes.- Limit theorems for linear combinations of order statistics.- Some estimates of the rate of convergence in multidimensional limit theorems for homogeneous Markov processes.- Expectation semigroup of a cascade process and a limit theorem.- Potential theory of symmetric markov processes and its applications.- Hilbert space methods in classical problems of mathematical statistics.- On the martingale aproach to statistical problems for stochastic processes with boundary conditions.- Probabilities of the first exit for continuous processes with independent increments on a markov chain.- Noncommutative analogues of the Cramer-Rao inequality in the quantum measurement theory.- Test of hypotheses for distributions with monotone likelihood ratio: case of vector valued parameter.- Criteria of absolute continuity of measures corresponding to multivariate point processes.- Normal numbers and ergodic theory.- On multitype branching processes with immigration.- Statistics of stochastic processes with jumps.- Evolution asymptotique des temps d'arret et des temps de sejour lies aux trajectoires de certaines fonctions aleatoires gaussiennes.- Asymptotic enlarging of semi-markov processes with an arbitrary state space.- The method of accompanying infinitely divisible distributions.- Optimal stopping of controlled diffusion process.- Additive arithmetic functions and Brownian motion.- Asymptotic behavior of the fisher information contained in additive statistics.- Nonlinear functionals of gaussian stationary processes and their applications.- Stationary matrices of probabilities for stochastic supermatrix.- An estimate of the remainder term in the multidimensional central limit theorem.- A remark on the non-linear Dirichlet problem of branching markov processes.- Some remarks on stochastic optimal controls.- On stationary linear processes with Markovian property.- Some limit theorems for the maximum of normalized sums of weakly dependent random variables.- Non-uniform estimate in the central limit theorem in a separable Hilbert space.- Generalized diffusion processes.- Semifields and probability theory.- Convergence to diffusion processes for a class of Markov chains related to population genetics.- Random operators in a Hilbert space.- Bernoulli shifts on groups and decreasing sequences of partitions.- On the second order asymptotic efficiencies of estimators.- On the relaxed solutions of a certain stochastic differential equation.- On limit theorems for non-critical Galton-Watson processes with EZ1logZ1=?.- Construction of diffusion processes by means of poisson Point process of Brownian excursions.- Non-anticipating solutions of stochastic equations.- A stochastic maximum principle in control problems with discrete time.- Selection of variables in multiple regression analysis.

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