Probability Theory and Mathematical Statistics

Professor gisiro maruyama, in memoriam....Pages 1-6
Some words in memory of Professor G. Maruyama....Pages 7-10
Second and third order asymptotic completeness of the class of estimators....Pages 11-27
An accuracy of Gaussian approximation of sum distribution of independent random variables in Banach spaces....Pages 28-54
On the weak convergence to Brownian local time....Pages 55-63
On optimal stopping with incomplete data....Pages 64-68
Bellman equation with unbounded coefficients and its applications....Pages 69-79
A note on capacities in infinite dimensions....Pages 80-85
On diffusive motion of closed curves....Pages 86-94
Non-linear filtering of stochastic processes and optimal signal transmission through a feedback channel....Pages 95-102
On bessel potentials in linear spaces....Pages 103-110
A time change relating continuous semi-markov and markov processes....Pages 111-123
Bounded solutions and periodic solutions of a linear stochastic evolution equation....Pages 124-130
Renormalization group method on a hierarchical lattice of dyson-wilson type....Pages 131-139
Contiguity of distributions of multivariate point processes....Pages 140-157
On Benford\'s law: The first digit problem....Pages 158-169
One-dimensional diffusions and random walks in random environments....Pages 170-184
The domain of attraction of a non-gaussian self-similar process with finite variance....Pages 185-194
Absolutely continuous spectrum of one-dimensional random Schrödinger operators and hamiltonian systems....Pages 195-205
Riemannian manifolds with stochastic independence conditions are rich enough....Pages 206-213
On some inequalities in the probabilistic number theory....Pages 214-220
Helices and isomorphism problems in ergodic theory....Pages 221-227
A limit theorem for stochastic partial differential equations....Pages 228-238
Some remarks on Getzler\'s degree theorem....Pages 239-249
On limit theorems for conditionally independent random variables controlled by a finite Markov chain....Pages 250-258
Joint asymptotic distribution of the maximum likelihood estimator and M-estimator....Pages 259-266
On the results of asymptotic analysis for the random walks with two-sided boundary....Pages 267-273
Gaussian limit theorems for Wiener functionals....Pages 274-277
Multiplicative number theory in probability spaces: An exaple....Pages 278-285
Monte carlo methods with stochastic parameters....Pages 286-297
Schrödinger operator with potential which is the derivative of a temporally homogeneous Lévy process....Pages 298-304
An evolution operator of the Feynman-kac type....Pages 305-313
A theorem on the stability of nonlinear filtering systems....Pages 314-325
Large deviations for the maximum likelihood estimators....Pages 326-331
On the decay rate of correlation for piecewise linear transformations....Pages 332-338
A fluctuation theorem for solutions of certain random evolution equations....Pages 339-347
Convergence and uniqueness theorems for markov processes associated with Lévy operators....Pages 348-356
Bounds for difference of two integrals of a bounded function in terms of extensions of Lévy metric....Pages 357-365
Asymptotic expansions for 2-SPRT....Pages 366-375
On Dynkin\'s stopping problem with a finite constraint....Pages 376-383
Entropy operators and mcmillan type convergence theorems in a noncommutative dynamical system....Pages 384-390
On long time tails of correlation functions for KMO-Langevin equations....Pages 391-397
On central limit theorem for continuous additive functional of zero energy....Pages 398-403
Ergodic properties of product type odometers....Pages 404-411
Measuring processes and repeatability hypothesis....Pages 412-421
Estimates of the rate of convergence in the central limit theorem in Banach spaces....Pages 422-429
Simple method of obtaining estimates in the invariance principle....Pages 430-443
Mutually repelling particles of m types....Pages 444-453
Some classes generated by exponential distributions....Pages 454-463
Remarks on the canonical representation of stationary linear symmetric α-stable processes (0<α<1)....Pages 464-473
Asymptotics of the mean of a functional of a random walk....Pages 474-481
Long time asymptotics of the ratio of measures of small tubes and a large deviation result....Pages 482-491
On cornish-fisher type expansion of likelihood ratio statistic in one parameter exponential family....Pages 492-501
Stochastic process for an infinite hard core particle system in R d ....Pages 502-510
Power order decay of elementary solutions of generalized diffusion equations....Pages 511-523
Lord\'s paradox on mean absolute deviation....Pages 524-531
Approximation of stationary processes and the central limit problem....Pages 532-540
Generalized wiener functionals and their applications....Pages 541-548
A heavy traffic limit theorem for G/M/∞ queueing networks....Pages 549-564
An upper bound to the capacity of discrete time Gaussian channel with feedback....Pages 565-570
On the value for OLA-optimal stopping problem by potential theoretic method....Pages 571-580
Fixed point theorem for measurable field of operators with an application to random differential equation....Pages 581-587