Prokhorov and Contemporary Probability Theory: In Honor of Yuri V. Prokhorov

Front Matter....Pages i-xxxviii
Front Matter....Pages 1-1
When Knowing Early Matters: Gossip, Percolation and Nash Equilibria....Pages 3-27
A Mathematical Model of Investment Incentives....Pages 29-41
The Shape of Asymptotic Dependence....Pages 43-67
Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes....Pages 69-96
Retrieving Information from Subordination....Pages 97-106
Asymptotic Expansions for Distributions of Sums of Independent Random Vectors....Pages 107-125
An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems....Pages 127-139
Optimal and Asymptotically Optimal Control for Some Inventory Models....Pages 141-162
Levy Preservation and Associated Properties for f -Divergence Minimal Equivalent Martingale Measures....Pages 163-196
Non-standard Limit Theorems in Number Theory....Pages 197-213
Additive Functions and Gaussian Measures....Pages 215-223
Free Infinitely Divisible Approximations of n -Fold Free Convolutions....Pages 225-237
Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications....Pages 239-260
The Stein-Tikhomirov Method and Berry-Esseen Inequality for Sampling Sums from a Finite Population of Independent Random Variables....Pages 261-273
On One Inequality for Characteristic Functions....Pages 275-280
On the Nonlinear Filtering Equations for Superprocesses in Random Environment....Pages 281-291
Upper Bounds for Bernstein Basis Functions....Pages 293-301
On Distribution of Zeros of Random Polynomials in Complex Plane....Pages 303-323
Dependence and Interaction in Branching Processes....Pages 325-333
Testing Functional Connection between Two Random Variables....Pages 335-348
Front Matter....Pages 1-1
The Symmetry Group of Gaussian States in $${L}^{2}({\mathbb{R}}^{n})$$ ....Pages 349-369
Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function....Pages 371-403
Front Matter....Pages 405-405
The Times of Yuri Vasilyevich Prokhorov....Pages 407-431
A Conversation with Yuri Vasilyevich Prokhorov....Pages 433-446