نظریه احتمال و آمار ریاضی. جلد ۲ ۲۰۲۰
Probability Theory and Mathematical Statistics. Vol. 2 2020

1. CONTENTS

2. WEAK CONVERGENCE OF SEMI-MARKOV RANDOM EVOLUTIONS (MARTINGALE APPROACH)

3. CONVERGENCE OF MOMENTS OF RANDOMLY INDEXED RANDOM SEQUENCES

4. ON THE RATE OF CONVERGENCE OF THE DISTRIBUTIONS OF SEMIMARTINGALES TO THE DISTRIBUTION OF STABLE PROCESS

5. ANTICIPATING STOCHASTIC DIFFERENTIAL EQUATIONS

6. SECOND ORDER MINIMAX ESTIMATION: THE NUISANCE PARAMETERS AND HYPOELLIPTIC OPERATORS

7. LIMIT THEOREMS FOR THE RIEMANN ZETA-FUNCTION IN THE COMPLEX SPACE

8. STOCHASTIC INTEGRALS WITH RESPECT TO SEMIMARTINGALE MEASURES AND CHANGE OF THE FILTRATION

9. LIMIT DISTRIBUTIONS OF MEASURES OF SOJOURNS OF VECTOR GAUSSIAN FIELDS WITH STRONG DEPENDENCE

10. LIMIT THEOREMS FOR ONE-DIMENSIONAL RANDOM WALKS IN RANDOM ENVIRONMENTS

11. ON THE NORM DISTRIBUTION OF GAUSSIAN AND OTHER STABLE VECTORS

12. ON SET CONVOLUTIONS AND INTEGRAL-SUM KERNEL OPERATORS

13. LARGE DEVIATION FOR MARTINGALES WITH INDEPENDENT AND HOMOGENEOUS INCREMENTS

14. LAWS OF THE ITERATED LOGARITHM FOR I.I.D. CASE

15. DISTRIBUTION OF VALUES OF ADDITIVE ARITHMETIC FUNCTIONS

16. STATISTICAL INFERENCES FOR SEMIMARTINGALE REGRESSION MODELS

17. ON THE MARTINGALE PROBLEM ASSOCIATED WITH INTEGRO-DIFFERENTIAL OPERATORS

18. PREFERRED DIRECTIONS ON THE HYPERSPHERE

19. TWO-PARAMETER STRONG MARTINGALES: INEQUALITIES FOR QUADRATIC VARIATION AND SOME DECOMPOSITIONS

20. EXACT RESOLUTION THRESHOLDS FOR CLOSE FREQUENCIES

21. ASYMPTOTIC PROPERTIES OF TWO STATISTICAL DECISION RULES BASED ON VALUES OF STUDENTIZED RANGE

22. ON A NEW APPROACH TO THE STUDY OF THE DISTRIBUTION OF A NORM OF A RANDOM ELEMENT IN HILBERT SPACE

23. RECORDS FOR NONIDENTICALLY DISTRIBUTED RANDOM VARIABLES

24. LOCAL CHERNOFF EFFICIENCY OF LINEAR RANK TESTS

25. EXTENDED VECTOR STOCHASTIC INTEGRAL IN SOBOLEV SPACES OF WIENER FUNCTIONALS

26. WEIGHTED MULTIVARIATE EMPIRICAL PROCESSES AS RANDOM MEASURES

27. REMARKS ON THE RANDOM MULTIPLICATIVE ERGODIC THEOREM

28. PROBABILITY DISTRIBUTIONS AND BOREL MEASURES UNIQUELY DETERMINED BY THEIR RESTRICTIONS TO A HALF-SPACE

29. DISCRETE TIME QUANTUM STOCHASTIC FLOWS, MARKOV CHAINS AND CHAOS EXPANSIONS

30. THE ZERO-LEVEL SET OF THE BROWNIAN BRIDGE AS A MODEL OF DISORDERED PHYSICAL SYSTEMS

31. SOME INEQUALITIES FOR MOMENTS OF SUMS OF INDEPENDENT RANDOM VARIABLES

32. SOME MINIMAX ESTIMATION PROBLEMS

33. LARGE DEVIATIONS OF TRAJECTORIES IN THE CENTRAL LIMIT THEOREM FOR RANDOM PROCESSES: SOME NEW RESULTS

34. HOMOGENIZATION AND VANISHING VISCOSITY

35. SOME REMARKS ON ASYMPTOTIC EFFICIENCY IN BAHADUR SENSE OF MAXIMUM LIKELIHOOD ESTIMATOR

36. ON DISTRIBUTION OF SUPREMUM TYPE FUNCTIONALS OF NONPARAMETRIC ESTIMATES FOR SPECTRAL DENSITY

37. A CENTRAL LIMIT THEOREM FOR QUADRATIC FORMS IN INDEPENDENT RANDOM VARIABLES

38. SUBORDINATION DEPENDING ON A PARAMETER

39. GENERAL LEMMAS ON THE DISTRIBUTION DENSITY FOR LARGE DEVIATIONS OF A RANDOM VECTOR

40. SPEED OF CONVERGENCE IN THE CENTRAL LIMIT THEOREM IN HILBERT SPACE UNDER WEAKENED MOMENT CONDITIONS

41. STATISTICAL FUNCTIONALS, .STOPPING TIMES AND ASYMPTOTIC MINIMUM RISK PROPERTY

42. THE CENTRAL LIMIT THEOREM FOR FINITELY DEPENDENT RANDOM VARIABLES

43. ON HARMONIC FUNCTIONS OF RANDOM WALKS ON GROUPS

44. EXPONENTS OF OPERATOR STABLE DISTRIBUTIONS IN BANACH SPACES

45. INFINITE DIMENSIONAL DISTRIBUTIONS AND SECOND QUANTIZATION IN STRING THEORIES

46. DIFFERENTIAL CALCULUS ON THE CONFIGURATION SPACE: SURFACES, SURFACE MEASURES, GAUSS-OSTROGRADSKII FORMULA

47. THE LOCAL THEOREMS FOR ADDITIVE ARITHMETIC FUNCTIONS

48. QUADRATIC FORMS WITH LONG-RANGE DEPENDENCE

49. BACKWARD LIMITS AND INHOMOGENEOUS REGENERATION

50. ON THE NORMAL APPROXIMATION OF SUMS OF WEAKLY DEPENDENT HILBERT—VALUED RANDOM VARIABLES

51. ON DISTRIBUTION OF ADDITIVE ARITHMETICAL FUNCTIONS ON THE SET OF SHIFTED PRIMES

52. A NEW LOOK ON SEMIMARTINGALE DISTRIBUTIONS WITH SEVERAL EXAMPLES

53. CENTRAL LIMIT THEOREM FOR DEPENDENT RANDOM VARIABLES

54. RÉNYI DISTANCES OF SOME DIFFUSION PROCESSES

55. ESTIMATES FOR THE SMOOTH FUNCTIONAL IN THE CLASSICAL CASE

56. ON LARGE DEVIATIONS IN AVERAGING PRINCIPLE FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH PERIODIC COEFFICIENTS. 1

57. ON LOGARITHMIC REFINING TERMS IN LIMIT THEOREMS TAKING INTO ACCOUNT LARGE DEVIATIONS OF SUMS OF INDEPENDENT RANDOM VARIABLES

58. ON STOCHASTIC CONVOLUTIONS MODELS

59. SOME PROPERTIES OF NON-HOMOGENEOUS TRANSIENT RENEWAL PROCESSES

60. SOME LARGE DEVIATION RESULTS FOR U—STATISTICS

61. OSIPOV'S THEOREM REVISITED

62. GIBBS MEASURES FOR THE CURIE—WEISS RANDOM FIELD ISING MODEL

63. ON THE APPROXIMATION OF CONVOLUTIONS BY INFINITELY DIVISIBLE DISTRIBUTIONS

64. BANACH SPACE OF MEASURES