Proceedings of the Third Japan-USSR Symposium on Probability Theory

G. Maruyama, J.V. Prokhorov (Herausgeber)

Buch | Softcover
VIII, 728 Seiten
1976 | 1976
Springer Berlin (Verlag)
978-3-540-07995-8 (ISBN)

Lese- und Medienproben

Proceedings of the Third Japan-USSR Symposium on Probability Theory -
48,10 inkl. MwSt

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 Cramér-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'arrêt et des temps de séjour liés aux trajectoires de certaines fonctions aléatoires 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 matricesof 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.

Erscheint lt. Verlag 1.11.1976
Reihe/Serie Lecture Notes in Mathematics
Zusatzinfo VIII, 728 p.
Verlagsort Berlin
Sprache englisch
Maße 155 x 235 mm
Gewicht 1016 g
Themenwelt Mathematik / Informatik Mathematik Allgemeines / Lexika
Schlagworte Marcov processes • Potential Theory • Probability • Probability Theory • Random Variable • Stochastic Processes • Wahrscheinlichkeitsrechnung
ISBN-10 3-540-07995-5 / 3540079955
ISBN-13 978-3-540-07995-8 / 9783540079958
Zustand Neuware
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