Probability Theory and Mathematical Statistics (eBook)

Proceedings of the Seventh Vilnius Conference, Vilnius, Lithuania, 12–18 August, 1998

B. Grigelionis, J. Kubilius, V. Paulauskas, H. Pragarauskas, R. Rudzkis, V. Statulevičius (Herausgeber)

eBook Download: PDF

2020 | 1., Reprint 2020
748 Seiten
De Gruyter (Verlag)
978-3-11-231408-1 (ISBN)

Inhalt

Frontmatter -- CONTENTS -- Foreword -- Rate of convergence in the transference max-limit theorem -- Theorems of large deviations for non-Gaussian approximation -- Algorithm for calculation of joint distribution of bootstrap sample elements -- Bismut type differentiation of semigroups -- Random permutations and the Ewens sampling formula in genetics -- On large deviations of self-normalized sum -- Minimax estimation in the blurred signal model -- Invariant measures of diffusion processes in Hilbert spaces and Hilbert manifolds -- One term Edgeworth expansion for Student's t statistic -- Asynchronous stochastic approximation and adaptation in a competitive system -- Homogenization of random parabolic operator with large potential -- Remarks on infinitely divisible approximations to the binomial law -- Rates of convergence to stable and discrete stable laws -- Normal-ordered white noise differential equations. II: Regularity properties of solutions -- Line models for snowflake crystals and their Hausdorff dimension -- Multiplicative strong unimodality revisited -- Random walks with jumps in random environments (examples of cycle and weight representations) -- Analysis of generating functions and probabilities on trees -- On the distribution of roots of polynomials in sectors. Ill -- Asymptotic expansions for the moments of the regret risk of classification based on mixed variables -- On the structure of strong Markov continuous local Dirichlet processes -- On minimax robustness of Bayesian statistical prediction -- On the zeros of the Lerch zeta-function. II -- The Galton-Watson tree conditioned on its height -- Prognosis of experiment results, based on a two-stage examination and linking the inverse Polya distribution to Bayes' rule -- Applications of semiparametric biased sampling models to AIDS vaccine and treatment trials -- Bayesian estimation of common long-range dependent models -- Starting an image segmentation: a level set approach -- Wide-ranging interpretations of the cycle representations of Markov processes -- Analysis of price, income and money demand indicators -- Robustness in cluster analysis of multivariate observations -- An elementary approach to filtering in systems with fractional Brownian observation noise -- Bootstrap tests for parametric volatility structure in nonparametric autoregression -- Value-distribution of general Dirichlet series -- The Robbins-Monro type SDE and recursive estimation -- A squared binomial tree approach to discrete-time bond market modelling -- Strong consistency of k-centres in reflexive spaces -- Asymptotic behavior of small ball probabilities -- Good statistical practice in analytical chemistry -- On the principle of maximum entropy on the mean as a methodology for the regularization of inverse problems -- The rate of convergence in the central limit theorem for endomorphisms of two-dimensional torus -- Simple methods for the analysis of multivariate and longitudinal categorical data -- Trimmed sums and associated random variables in the q-domain of attraction of stable laws -- p-Variation and integration of sample functions of stochastic processes -- Functional central limit theorems on Lie groups. A survey -- On some new results for cointegrated processes with infinite variance innovations -- Sampling methods in Lithuanian official statistics. Design and parameter estimation problems -- On LP-estimates of stochastic integrals -- Volatility estimation and bootstrap -- Random fields and central limit theorem in some generalized Holder spaces -- Consistent estimation of discriminant space in mixture model by using projection pursuit -- Nonparametric wavelet methods for nonstationary time series -- Some results on arithmetical functions -- Linear approximation of random processes and sampling design problems -- Convergence of solution of stochastic equations in the space of formal series -- Unified inference in survey sampling -- Semiclassical analysis and a new result in excursi

Produkt-Details

• Erscheint lt. Verlag: 28.5.2020
• Zusatzinfo: Num. figs.
• Verlagsort: Berlin/Boston
• Sprache: englisch
• Themenwelt: Sachbuch/Ratgeber ► Natur / Technik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Themenwelt: Technik
• Schlagworte: Mathematik • Pragarauskas • Statistik
• ISBN-10: 3-11-231408-5 / 3112314085
• ISBN-13: 978-3-11-231408-1 / 9783112314081