grigelionis prohorov sazonov statulevicius (48 Ergebnisse)

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Hardback. Zustand: New. Reprint 2020.

Buch. Zustand: Neu. Neuware -Frontmatter -- CONTENTS -- Preface -- Quantum stochastic calculus -- Glivenko-Cantelli convergence for weighted empirical and quantile processes of U-statistic structure -- On symmetry properties and nonparametric estimates of the -th order spectral density of a stationary random process -- Large deviations for first-passage times -- Quasi-average approach to the description of the limit states of the n-vector Curie-Weiss ferromagnet -- Inequalities at the Markov approximation of lumped processes -- Remarks on limit theorems for sequences of random variables with random index -- Continuity of local time for Markov processes with stationary independent increments -- Detection and diagnosis of changes in the A.R. part of an A.R.M. A. model with nonstationary unknown M. A. coefficients -- Nonparametric estimation of distribution functions based on incomplete data -- Diffusion processes on the group T and elliptic equations of infinitely many variables -- Lower estimates of the convergence rate in the CLT in Banach spaces -- Weak limits of probability measures on metric Schauderspaces -- Optimal consumption and investment in a stochastic model -- Large deviations from classical paths and the classical limit of quantum stochastic flows -- Limit theorems for multicomponent hierarchical models -- On limit theorems for random vectors controlled by a Markov chain -- Upper and lower estimates of the convergence rate in the invariance principle for empirical measures -- The contraction principle for C0-summing operators and SLLN for weighed sums -- Limit theorems for stochastic inventory models -- Limit theorems under weak dependence conditions -- Non commutative integration and probability on von Neumann algebras -- On optimal controls in the problem of locally absolutely continuous change of measure (compact sets of decisions) -- Non-uniform estimates of the remainder term in limit theorems with a stable limit law -- Multiple stable stochastic integrals -- A generalization of p-type spaces -- Smooth measures on infinite dimensional manifolds and forward Kolmogorov equation -- The structure of distributions of convex functionals -- Wiener germs applied to the tails of m-estimators -- On the asymptotic behaviour of the linear stochastic heat equation solutions -- Some universal donsker classes of functions -- Duplicates in mixed sequences and a frequency duplication principle. Methods and applications -- Bootstrapping empirical measures indexed by Vapnik-Chervonenkis classes of sets -- A remark on the Central Limit Theorem for random measures and processes -- Elliptic law and elements of G-analysis -- Mathematical aspects on the variation of air pollutant concentrations -- Weak solutions of the stochastic evolution and invariance principles -- Optimal stopping of a Markov chain with vector-valued gain function -- Some strong laws of large numbers in Banach spaces with regular norms -- Optimality in estimation for stochastic processes under both fixed and large sample conditions -- On urn schemes imbedded in birth processes -- Limiting distributions and mean-values of complex-valued multiplicative functions -- Asymptotically minimax testing of nonparametric hypothesesWalter de Gruyter GmbH, Genthiner Strasse 13, 10785 Berlin 584 pp. Englisch.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Frontmatter -- CONTENTS -- Preface -- Quantum stochastic calculus -- Glivenko-Cantelli convergence for weighted empirical and quantile processes of U-statistic structure -- On symmetry properties and nonparametric estimates of the -th order spectral density of a stationary random process -- Large deviations for first-passage times -- Quasi-average approach to the description of the limit states of the n-vector Curie-Weiss ferromagnet -- Inequalities at the Markov approximation of lumped processes -- Remarks on limit theorems for sequences of random variables with random index -- Continuity of local time for Markov processes with stationary independent increments -- Detection and diagnosis of changes in the A.R. part of an A.R.M. A. model with nonstationary unknown M. A. coefficients -- Nonparametric estimation of distribution functions based on incomplete data -- Diffusion processes on the group T and elliptic equations of infinitely many variables -- Lower estimates of the convergence rate in the CLT in Banach spaces -- Weak limits of probability measures on metric Schauderspaces -- Optimal consumption and investment in a stochastic model -- Large deviations from classical paths and the classical limit of quantum stochastic flows -- Limit theorems for multicomponent hierarchical models -- On limit theorems for random vectors controlled by a Markov chain -- Upper and lower estimates of the convergence rate in the invariance principle for empirical measures -- The contraction principle for C0-summing operators and SLLN for weighed sums -- Limit theorems for stochastic inventory models -- Limit theorems under weak dependence conditions -- Non commutative integration and probability on von Neumann algebras -- On optimal controls in the problem of locally absolutely continuous change of measure (compact sets of decisions) -- Non-uniform estimates of the remainder term in limit theorems with a stable limit law -- Multiple stable stochastic integrals -- A generalization of p-type spaces -- Smooth measures on infinite dimensional manifolds and forward Kolmogorov equation -- The structure of distributions of convex functionals -- Wiener germs applied to the tails of m-estimators -- On the asymptotic behaviour of the linear stochastic heat equation solutions -- Some universal donsker classes of functions -- Duplicates in mixed sequences and a frequency duplication principle. Methods and applications -- Bootstrapping empirical measures indexed by Vapnik-Chervonenkis classes of sets -- A remark on the Central Limit Theorem for random measures and processes -- Elliptic law and elements of G-analysis -- Mathematical aspects on the variation of air pollutant concentrations -- Weak solutions of the stochastic evolution and invariance principles -- Optimal stopping of a Markov chain with vector-valued gain function -- Some strong laws of large numbers in Banach spaces with regular norms -- Optimality in estimation for stochastic processes under both fixed and large sample conditions -- On urn schemes imbedded in birth processes -- Limiting distributions and mean-values of complex-valued multiplicative functions -- Asymptotically minimax testing of nonparametric hypotheses.

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Hardback. Zustand: New. Reprint 2020.

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Buch. Zustand: Neu. Neuware -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 DIFFERENT.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.

Hardback. Zustand: New. Reprint 2020.

Buch. Zustand: Neu. Neuware -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 diffW.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 solut.

Hardcover. Zustand: Brand New. reprint edition. 584 pages. 6.14x1.44x9.21 inches. In Stock.

Buch. Zustand: Neu. Neuware -Frontmatter -- Contents -- Preface -- Mixing properties for f-expansions -- Non-linear time-domain analysis of Gaussian processes -- Malliavin calculus for discontinuous processes -- Accompanying laws for processes with independent increments -- Diffusion approximation of multitype branching processes -- Characterization of queues and its stability estimates -- On the entropy of expansions with odd partial quotients -- On the rate of convergence in Maruyama's invariance principle -- On a general growth model possessing a subexponential growth rate -- Stochastic partial differential equations as stochastic space-time models -- Levy-Baxter type theorems and strong sub-Gaussian random processes -- Principal component analysis under correlated multivariate regression equations model -- Approximation of statistics distribution by convolutions of generalized Poisson measures -- Some general results in control theory -- On The Rate Of Convergence Of Distributions Of Semimartingales -- On Ito's excursion law, local times and spectral measures for quasidiffusions -- Optimum design of general intraclass regression experiments and general analysis of covariance experiments -- Limit theorems for functionals of geometric type of homogeneous isotropic random fields -- On Bounds Foe The Minimax Risk -- Asymptotical properties of the local density of measures for semimartingales and some of their applications -- Generalizations Of The Law Of The Iterated Logarithm -- Limit theorems for sums of random variables with a stable limit law -- Estimates and asymptotic expansion of the remainder term in the CLT for randomized decomposable statistics -- Multiparametric Brownian Motion On Symmetric Spaces -- Markov maps in noncommutative probability theory and mathematical statistics -- Classes Of Limit Laws For Functions Of Some Statistical Estimates -- Topological and probabilistic characterizations of some classes of Banach spaces and operators -- Asymptotic expansions of the distributions of sums of i. i. d. Hilbert space valued random variables -- Limit theorems for order statistics based on sums of random variables -- Markov additive processes: large deviations for the continuous time case -- Hodges-Lehmann Efficiency Of Nonparametric Tests -- An operator approach in limit theorems for sums of the type n-1/p Sn in Banach spaces -- Pointed Priors And Asymptotics Of The A Posteriori Risk -- Stokes-Boussinesq-Langevin Equation And Fluctuation-Dissipation Theorem -- The barycenter concept of a set of probability measures as a tool in statistical decision -- Solutions of Bogolyubov equations for infinite three-dimensional systems of particles -- Inequalities for the maximum of partial sums of random variables and the law of the iterated logarithm -- A characterization of a Gaussian vector based on Kagan-Linnik-Rao theorem -- Extreme Functionals In The Space Op Probability Measures -- ANODIV: generalization of ANO VA through entropy and cross entropy functions -- Limit theorems involving restricted convergence and the continuation theory of distribution -- On approximation accuracy for distribution functions of the sum of independent random variables using infinitely divisible distributions -- On the kinematic dynamo problem in a random flow -- On the probability of large excursion of a nonstationary Gaussian process -- Weak convergence of integral type functionals -- Characterizing the distributions of the random vectors X1, X2, X3 by the distribution of the statistic (X1 -X3, X2 - X 3) -- On large deviations for the probability density of sums of independent random variables -- On Normal Approximation In Hilbert Space -- Almost-Even Number-Theoretical Functions -- Limit theorems for randomly indexed sums in a separable Banach space -- Some properties and applications of Feynman measures in the phase space -- On limit theorems for multilinear forms -- Characteristic functional and cylindrical measures in DS-groups -- On Pareto-type distributi.

Hardback. Zustand: New. Reprint 2020.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Frontmatter -- Contents -- Preface -- Mixing properties for f-expansions -- Non-linear time-domain analysis of Gaussian processes -- Malliavin calculus for discontinuous processes -- Accompanying laws for processes with independent increments -- Diffusion approximation of multitype branching processes -- Characterization of queues and its stability estimates -- On the entropy of expansions with odd partial quotients -- On the rate of convergence in Maruyama's invariance principle -- On a general growth model possessing a subexponential growth rate -- Stochastic partial differential equations as stochastic space-time models -- Levy-Baxter type theorems and strong sub-Gaussian random processes -- Principal component analysis under correlated multivariate regression equations model -- Approximation of statistics distribution by convolutions of generalized Poisson measures -- Some general results in control theory -- On The Rate Of Convergence Of Distributions Of Semimartingales -- On Ito's excursion law, local times and spectral measures for quasidiffusions -- Optimum design of general intraclass regression experiments and general analysis of covariance experiments -- Limit theorems for functionals of geometric type of homogeneous isotropic random fields -- On Bounds Foe The Minimax Risk -- Asymptotical properties of the local density of measures for semimartingales and some of their applications -- Generalizations Of The Law Of The Iterated Logarithm -- Limit theorems for sums of random variables with a stable limit law -- Estimates and asymptotic expansion of the remainder term in the CLT for randomized decomposable statistics -- Multiparametric Brownian Motion On Symmetric Spaces -- Markov maps in noncommutative probability theory and mathematical statistics -- Classes Of Limit Laws For Functions Of Some Statistical Estimates -- Topological and probabilistic characterizations of some classes of Banach spaces and operators -- Asymptotic expansions of the distributions of sums of i. i. d. Hilbert space valued random variables -- Limit theorems for order statistics based on sums of random variables -- Markov additive processes: large deviations for the continuous time case -- Hodges-Lehmann Efficiency Of Nonparametric Tests -- An operator approach in limit theorems for sums of the type n-1/p Sn in Banach spaces -- Pointed Priors And Asymptotics Of The A Posteriori Risk -- Stokes-Boussinesq-Langevin Equation And Fluctuation-Dissipation Theorem -- The barycenter concept of a set of probability measures as a tool in statistical decision -- Solutions of Bogolyubov equations for infinite three-dimensional systems of particles -- Inequalities for the maximum of partial sums of random variables and the law of the iterated logarithm -- A characterization of a Gaussian vector based on Kagan-Linnik-Rao theorem -- Extreme Functionals In The Space Op Probability Measures -- ANODIV: generalization of ANO VA through entropy and cross entropy functions -- Limit theorems involving restricted convergence and the continuation theory of distribution -- On approximation accuracy for distribution functions of the sum of independent random variables using infinitely divisible distributions -- On the kinematic dynamo problem in a random flow -- On the probability of large excursion of a nonstationary Gaussian process -- Weak convergence of integral type functionals -- Characterizing the distributions of the random vectors X1, X2, X3 by the distribution of the statistic (X1 -X3, X2 - X 3) -- On large deviations for the probability density of sums of independent random variables -- On Normal Approximation In Hilbert Space -- Almost-Even Number-Theoretical Functions -- Limit theorems for randomly indexed sums in a separable Banach space -- Some properties and applications of Feynman measures in the phase space -- On limit theorems for multilinear forms -- Characteristic functional and cylindrical measur.

Hardback. Zustand: New. Reprint 2020.

Hardback. Zustand: New. Reprint 2020.

Hardback. Zustand: New. Reprint 2020.

Hardcover. Zustand: Brand New. reprint edition. 624 pages. 6.14x1.50x9.21 inches. In Stock.

Hardback. Zustand: New. Reprint 2020.

Hardcover. Zustand: Brand New. reprint edition. 656 pages. 6.14x1.56x9.21 inches. In Stock.

Hardcover. Zustand: Brand New. 720 pages. 6.14x1.75x9.21 inches. In Stock.

Buch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Frontmatter -- CONTENTS -- Preface -- Quantum stochastic calculus -- Glivenko-Cantelli convergence for weighted empirical and quantile processes of U-statistic structure -- On symmetry properties and nonparametric estimates of the -th order spectral density of a stationary random process -- Large deviations for first-passage times -- Quasi-average approach to the description of the limit states of the n-vector Curie-Weiss ferromagnet -- Inequalities at the Markov approximation of lumped processes -- Remarks on limit theorems for sequences of random variables with random index -- Continuity of local time for Markov processes with stationary independent increments -- Detection and diagnosis of changes in the A.R. part of an A.R.M. A. model with nonstationary unknown M. A. coefficients -- Nonparametric estimation of distribution functions based on incomplete data -- Diffusion processes on the group T and elliptic equations of infinitely many variables -- Lower estimates of the convergence rate in the CLT in Banach spaces -- Weak limits of probability measures on metric Schauderspaces -- Optimal consumption and investment in a stochastic model -- Large deviations from classical paths and the classical limit of quantum stochastic flows -- Limit theorems for multicomponent hierarchical models -- On limit theorems for random vectors controlled by a Markov chain -- Upper and lower estimates of the convergence rate in the invariance principle for empirical measures -- The contraction principle for C0-summing operators and SLLN for weighed sums -- Limit theorems for stochastic inventory models -- Limit theorems under weak dependence conditions -- Non commutative integration and probability on von Neumann algebras -- On optimal controls in the problem of locally absolutely continuous change of measure (compact sets of decisions) -- Non-uniform estimates of the remainder term in limit theorems with a stable limit law -- Multiple stable stochastic integrals -- A generalization of p-type spaces -- Smooth measures on infinite dimensional manifolds and forward Kolmogorov equation -- The structure of distributions of convex functionals -- Wiener germs applied to the tails of m-estimators -- On the asymptotic behaviour of the linear stochastic heat equation solutions -- Some universal donsker classes of functions -- Duplicates in mixed sequences and a frequency duplication principle. Methods and applications -- Bootstrapping empirical measures indexed by Vapnik-Chervonenkis classes of sets -- A remark on the Central Limit Theorem for random measures and processes -- Elliptic law and elements of G-analysis -- Mathematical aspects on the variation of air pollutant concentrations -- Weak solutions of the stochastic evolution and invariance principles -- Optimal stopping of a Markov chain with vector-valued gain function -- Some strong laws of large numbers in Banach spaces with regular norms -- Optimality in estimation for stochastic processes under both fixed and large sample conditions -- On urn schemes imbedded in birth processes -- Limiting distributions and mean-values of complex-valued multiplicative functions -- Asymptotically minimax testing of nonparametric hypotheses 584 pp. Englisch.

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