Exploring Stochastic Laws (eBook)

Festschrift in Honour of the 70th Birthday of Academician Vladimir Semenovich Korolyuk

A.V. Skorokhod, Yu.V. Borovskikh (Herausgeber)

eBook Download: PDF

2020 | 1., Reprint 2020
531 Seiten
De Gruyter (Verlag)
978-3-11-231876-8 (ISBN)

Inhalt

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

Produkt-Details

• Erscheint lt. Verlag: 5.6.2020
• Verlagsort: Berlin/Boston
• Sprache: englisch
• Themenwelt: Sachbuch/Ratgeber ► Natur / Technik
• Themenwelt: Recht / Steuern
• Themenwelt: Technik
• Schlagworte: Festschrift • Recht • Stochastik
• ISBN-10: 3-11-231876-5 / 3112318765
• ISBN-13: 978-3-11-231876-8 / 9783112318768