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Frontmatter – CONTENTS – Preface – Vladimir Semenovich Korolyuk: A Short Biography – Memories of my youth – ‘Forward, and only forward!’ – PAPERS – Convergence of branching processes with several types of particles to Jirina processes – Diffusion approximation in switching stochastic models and its applications – Approximation of generalized U-statistics – Largest-fit selection of random sizes under a sum constraint: comparisons by weak convergence – Limit theorems for some characteristics of system G I / G I / l – Continuity of vector-valued Gaussian Markov processes – Both an n-dimensional Wiener process and its continuous one-dimensional image generate the same filtration – Formal stochastic calculus and admissible transformations – Stability of periodic solutions of operator equations with perturbation coefficients – The number of crossings through a hyperplane by some generalized diffusion process – Bounds for absolute moments of order statistics – Fundamental identities for boundary functionals of additive sequences – A note on stochastic variational equations – Summability method in some ergodic type theorems – On the Laplace transform of finite-dimensional distribution functions of semi-continuous random processes with reflecting and delaying screens – Large deviation probabilities for U-statistics based on samples from finite populations – Spatial quantiles and L-estimators – Asymptotic inference for nearly nonstationary complex-valued AR(1) processes – Average and stability of dynamical systems with rapid stochastic switchings – Uniform exponential bounds for the pointwise availability of a repairable system – Simple proof of Hida distribution characterization theorem – Asymptotic Normality of an Estimator of an Infinite-dimensional Parameter in a Model with a C1smooth Regression Function – On the efficiency of the least squares estimator of regression coefficients of a random field observed on a sphere – Large deviation theorems in hypotheses testing problems – Quasi-diffusion measure-valued processes and a limit theorem for jump measure-valued Markov processes – Asymptotic behavior of solutions of stochastic equations with periodic coefficients – Trajectories of homogeneous and isotropic random flows have no fractal properties – The weak convergence of point fields on a plane to a point field with conditionally independent increments – Interpolation of vector-valued stochastic processes – Commutation Relations for Mixtures of Gaussian Measures – A characterization of an exponential distribution based on renewals – Planar random evolution with three directions – Applications of null-additive set functions in mathematics – Gaussian processes via independence of linear forms – On the irregular-derivative sampling with uniformly dense sample points for bandlimited stochastic processes – Fractal, superfractal and anomalously fractal distributions of random variables with a fixed infinite set of independent n-adic digits – Semi-Markov random evolutions: some ideas, methods and results – On the limit distribution of random permanents – A simple approach to classical extreme value theory – Averaging and stability of cocycles under dynamical systems with rapid Markov switching – The bootstrap estimator for the asymptotic variance of (/-quantiles
Limba Engleză ● Format PDF ● Pagini 531 ● ISBN 9783112318768 ● Mărime fișier 42.0 MB ● Editor A.V. Skorokhod & Yu.V. Borovskikh ● Editura De Gruyter ● Oraș Berlin/Boston ● Publicat 2020 ● Ediție 1 ● Descărcabil 24 luni ● Valută EUR ● ID 7448606 ● Protecție împotriva copiilor Adobe DRM
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