Asymptotic Methods in Probability and Statistics with Applications

Front Matter....Pages i-xxiii
Front Matter....Pages 1-1
Positive Linnik and Discrete Linnik Distributions....Pages 3-17
On Finite-Dimensional Archimedean Copulas....Pages 19-35
Front Matter....Pages 37-37
Characterization and Stability Problems for Finite Quadratic Forms....Pages 39-50
A Characterization of Gaussian Distributions by Signs of Even Cumulants....Pages 51-54
On a Class of Pseudo-Isotropic Distributions....Pages 55-62
Front Matter....Pages 63-63
Time Reversal of Diffusion Processes in Hilbert Spaces and Manifolds....Pages 65-79
Localization of Majorizing Measures....Pages 81-100
Multidimensional Hungarian Construction for Vectors With Almost Gaussian Smooth Distributions....Pages 101-132
On the Existence of Weak Solutions for Stochastic Differential Equations With Driving L 2 -Valued Measures....Pages 133-142
Tightness of Stochastic Families Arising From Randomization Procedures....Pages 143-159
Long-Time Behavior of Multi-Particle Markovian Models....Pages 161-176
Applications of Infinite-Dimensional Gaussian Integrals....Pages 177-187
On Maximum of Gaussian Non-Centered Fields Indexed on Smooth Manifolds....Pages 189-203
Typical Distributions: Infinite-Dimensional Approaches....Pages 205-212
Front Matter....Pages 213-213
A Local Limit Theorem for Stationary Processes in the Domain of Attraction of a Normal Distribution....Pages 215-223
On the Maximal Excursion Over Increasing Runs....Pages 225-242
Almost Sure Behaviour of Partial Maxima Sequences of Some m -Dependent Stationary Sequences....Pages 243-249
On a Strong Limit Theorem for Sums of Independent Random Variables....Pages 251-256
Front Matter....Pages 257-257
Development of Linnik’s Work in His Investigation of the Probabilities of Large Deviation....Pages 259-275
Lower Bounds on Large Deviation Probabilities for Sums of Independent Random Variables....Pages 277-295
Front Matter....Pages 297-297
Characterization of Geometric Distribution Through Weak Records....Pages 299-307
Asymptotic Distributions of Statistics Based on Order Statistics and Record Values and Invariant Confidence Intervals....Pages 309-320
Record Values in Archimedean Copula Processes....Pages 321-331
Functional CLT and LIL for Induced Order Statistics....Pages 333-349
Notes on the KMT Brownian Bridge Approximation to the Uniform Empirical Process....Pages 351-369
Inter-Record Times in Poisson Paced F α Models....Pages 371-382
Front Matter....Pages 383-383
Goodness-of-Fit Tests for the Generalized Additive Risk Models....Pages 385-394
The Combination of the Sign and Wilcoxon Tests for Symmetry and Their Pitman Efficiency....Pages 395-407
Exponential Approximation of Statistical Experiments....Pages 409-423
The Asymptotic Distribution of a Sequential Estimator for the Parameter in an AR(1) Model With Stable Errors....Pages 425-434
Estimation Based on the Empirical Characteristic Function....Pages 435-449
Asymptotic Behavior of Approximate Entropy....Pages 451-461
Front Matter....Pages 463-463
Threshold Phenomena in Random Walks....Pages 465-485
Identifying a Finite Graph by Its Random Walk....Pages 487-490
Front Matter....Pages 491-491
The Comparison of the Edgeworth and Bergström Expansions....Pages 493-506
Recent Progress in Probabilistic Number Theory....Pages 507-519
Front Matter....Pages 521-521
On Mean Value of Profit for Option Holder: Cases of a Non-Classical and the Classical Market Models....Pages 523-533
On the Probability Models to Control the Investor Portfolio....Pages 535-546
Back Matter....Pages 547-549