Probability Theory and Mathematical Statistics

Proceedings of the Sixth Vilnius Conference, Vilnius, Lithuania, 28 June–3 July, 1993

B. Grigelionis, J. Kubilius, H. Pragarauskas, V. Statulevičius

• Publisher: De Gruyter
• Year: 2020
• Print ISBN:
  9783112308158
• Edition: 1
• eBook ISBN:
  9783112319321
• Topic: Mathematics
• Subtopic: Probability & Statistics
• Index: Mathematics

Table of contents

• CONTENTS
• PREFACE
• Large deviations in approximation by Poisson law
• Limits of weak interaction for stochastic particle system
• Rate of convergence in the limit transfer theorem of the maximum and minimum
• Geometry of the state spaces in quantum probability
• From diffusions to processes with jumps
• Central limit theorem in Skorohod spaces and asymptotic strength distribution of fiber bundles
• Ergodicity in a sense of weak convergence, equilibrium-type identities and large deviations for Markov chains
• On second-order properties of mixing random sequences and random fields
• Optimal couplings and application to Riemannian geometry
• Empirical and partial sum processes with sample path in Banach function spaces
• Applications of multi-time parameter processes to change-point analysis
• Bergström-type asymptotic expansions in the first uniform Kolmogorov's theorem
• Differentiation of heat semigroups and applications
• On the realisation of classical Markov processes as quantum flows in Fock space
• Unimodular eigenvalues and invariant probabilities for some classes of linear operators
• On function-indexed partial-sum processes
• Canonical spectral equation for the eigenvalues of empirical covariance matrices
• Conditionally exponential families and Lundberg exponents of Markov additive processes
• On the nonuniform approximation by means of distributions of sums of conditionally independent random variables
• Kolmogorov's strong law of large numbers: the amart point of view
• Cycle processes
• Density-dependent branching processes as randomly perturbed iterations of maps
• Stability of the inverse Radon transform
• On conditions for existence of solutions of integral equations with stochastic line integrals
• Nonlinear transformations of empirical processes: functional inverses and Bahadur-Kiefer representations
• Rate of convergence in the functional central limit theorem for one-dimensional semimartingales
• On limit theorems for the Riemann zeta-function in some spaces
• A posteriori and sequential methods of change-point detection in FARIMA-type time series
• Limit theorems for the local density of measures in the hypotheses testing problems of counting processes
• On the strong independence of sequential ranks
• A proof of the Erdös arcsine law
• Quasi-state decompositions for quantum spin systems
• On accuracy of approximation with stable laws
• Distributions of processes governed by hyperbolic equations when also boundary conditions are assumed
• Central limit theorems on stratified Lie groups
• On the convergence rate in the multi-dimensional martingale CLT
• Stein-Chen method for compound Poisson approximation: the coupling approach
• Some aspects of the development of probabilistic number theory
• Mixture of extremal distributions - a model alternative to the log-linear model
• Infinite-dimensional M-estimation
• On large deviations in averaging principle for systems of stochastic differential equation with unbounded coefficients