Vol. 1 Proceedings of the Third Finnish-Soviet Symposium on Probability Theory and Mathematical Statistics, Turku, Finland, August 13–16, 1991

book: Vol. 1 Proceedings of the Third Finnish-Soviet Symposium on Probability Theory and Mathematical Statistics, Turku, Finland, August 13–16, 1991

Published by De Gruyter 1993

Vol. 1 Proceedings of the Third Finnish-Soviet Symposium on Probability Theory and Mathematical Statistics, Turku, Finland, August 13–16, 1991

Edited by: H. Niemi , G. Högnas , A. N. Shiryaev and A. V. Melnikov

Part of the multi-volume work Frontiers in Pure and Applied Probability

https://doi.org/10.1515/9783112314203

Contents

Frontmatter Publicly Available Download PDF	I
CONTENTS Publicly Available Download PDF	V
PREFACE Publicly Available Download PDF	VII
RENOVATION, REGENERATION, AND COUPLING IN MULTIPLE-SERVER QUEUES IN CONTINUOUS TIME S. Asmussen and S. G. Foss Requires Authentication Unlicensed Licensed Download PDF	1
ON FUNCTIONALS OF BRANCHING BROWNIAN MOTION A. N. Borodin and P. H. Salminen Requires Authentication Unlicensed Licensed Download PDF	7
CONVERGENCE RATES IN TRANSIENT PHENOMENA FOR BRANCHING PROCESSES K. A. Borovkov Requires Authentication Unlicensed Licensed Download PDF	22
THE WICK PRODUCT H. Gjessing, H. Holden, T. Lindstrøm, B. Øksendal, J. Ubøe and T.-S. Zhang Requires Authentication Unlicensed Licensed Download PDF	29
MODELLING VARMAX-PROCESSES BY EXTENDED SAMPLE AUTOCORRELATION AND LINEAR REGRESSION TECHNIQUES R. Höglund and R. Östermark Requires Authentication Unlicensed Licensed Download PDF	68
A BRIEF ACCOUNT OF THE THEORY OF HOMOGENEOUS GAUSSIAN DIFFUSIONS IN FINITE DIMENSIONS M. Jacobsen Requires Authentication Unlicensed Licensed Download PDF	86
A NOTE ON FIRST PASSAGES IN BRANCHING BROWNIAN MOTIONS I. Kaj and P. Salminen Requires Authentication Unlicensed Licensed Download PDF	95
RANDOM GRAPHS WITH MARKED CYCLES V. F. Kolchin Requires Authentication Unlicensed Licensed Download PDF	103
LOCAL LIMIT THEOREM ON CONVERGENCE OF MARKOV CHAINS TO DIFFUSION PROCESSES V.D. Konakov Requires Authentication Unlicensed Licensed Download PDF	112
A NOTE ON THE STATIONARY MODIFICATION OF THE LOGLIKELIHOOD FUNCTION IN ASYMPTOTIC CONTINUOUS TIME SYSTEM IDENTIFICATION T. Koski Requires Authentication Unlicensed Licensed Download PDF	135
CONVERGENCE OF FILTERED EXPERIMENTS TO THE EXPERIMENT GENERATED BY A SEMIMARTINGALE D. O. Kramkov Requires Authentication Unlicensed Licensed Download PDF	145
MARTINGALE APPROACH TO THE PROCEDURES OF STOCHASTIC APPROXIMATION A. V. Melnikov and A. E. Rodkina Requires Authentication Unlicensed Licensed Download PDF	165
ON A GENERAL CLASS OF STOCHASTIC APPROXIMATION ALGORITHMS A. V. Melnikov, A. E. Rodkina and E. Valkeila Requires Authentication Unlicensed Licensed Download PDF	183
STOCHASTIC APPROXIMATIONS IN THE MAXIMUM LIKELIHOOD INFERENCE FOR MARKOV RANDOM FIELDS A. Penttinen Requires Authentication Unlicensed Licensed Download PDF	197
THE EDGEWORTH EXPANSION IN R^k Yu. V. Prokhorov Requires Authentication Unlicensed Licensed Download PDF	206
AN IMPROVED NONUNIFORM CONVERGENCE RATE ESTIMATE IN THE CENTRAL LIMIT THEOREM IN R^k V. V. Sazonov Requires Authentication Unlicensed Licensed Download PDF	209
ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATORS UNDER RANDOM NORMALIZATION FOR A FIRST ORDER AUTOREGVESSIVE MODEL A. N. Shiryaev and V. G. Spokoiny Requires Authentication Unlicensed Licensed Download PDF	223
INFINITE SYSTEMS OF DISSIMILAR PARTICLES WITH RANDOM INTERACTIONS A. V. Skorokhod Requires Authentication Unlicensed Licensed Download PDF	228
ON SEQUENTIAL DETECTION OF A SMALL DISORDER V. G. Spokoiny Requires Authentication Unlicensed Licensed Download PDF	238
BRANCHING PROCESSES AND RANDOM TREES V. A. Vatutin Requires Authentication Unlicensed Licensed Download PDF	256
ON THE MARCINKIEWICZ WEAK LAWS OF LARGE NUMBERS IN BANACH SPACES A. I. Volodin Requires Authentication Unlicensed Licensed Download PDF	269
ESTIMATING FUNCTIONS AND EFFICIENCY IN A FILTERED MODEL W. Wefelmeyer Requires Authentication Unlicensed Licensed Download PDF	287
LIST OF CONTRIBUTORS Requires Authentication Unlicensed Licensed Download PDF	296

Language: English
Publisher: De Gruyter
Edition: Vol. 2 didn't appear. Reprint 2020
Audience: College/higher education;
Pages
- Front matter: 8
- Main content: 296
Keywords: Mathematik; Statistik

eBook

Published: May 18, 2020
ISBN: 9783112314203

Hardcover

Published: December 31, 1993
ISBN: 9783112303047