Probability Theory and Applications.

• Superior document: Title is part of eBook package: De Gruyter DGBA Mathematics - <1990
• MitwirkendeR: Accardi, Luigi,; Ajupov, Sh.A.,; Albeverio, S.,; Ambartzumian, R.V.,; Arjas, E.,; Arkin, V.I.,; Asarin, E.,; Basalykas, A.A.,; Belavkin, V.P.,; Belopolskaya, Ya. I.,; Berbee, U.C.P.,; Berger, T.,; Bleher, P.M.,; Bochkariev, S.V.,; Borovkov, A.A.,; Bougerol, P.,; Brandt, A.,; Byczkowski, T.,; Chebotarev, A.M.,; Chebotarjev, V.I.,; Chernykh, S.I.,; Davydov, Yu.A.,; Dawson, D.A.,; Dempster, M.A.H.,; Diggle, Peter J.,; Dobrushin, R.L.,; Dodson, C. T. J.,; Dubrov, A.,; Dupuis, P.,; Eberlein, Ernst,; Elworthy, K.D.,; Evstigneev, I.V.,; Fayolle, Guy,; Feinsilver, Philip,; Florens-Zmirou, D.,; Formanov, Sh.K.,; Freidlin, Mark,; Goldie, C.M.,; Grandell, Jan,; Greenwood, P.E.,; Grimmett, G.R.,; Gross, S.,; Guivarc’h, Y.,; Gurevich, B.M.,; Gärtner, J.,; Götze, F.,; Haara, P.,; Haara, Pentti,; Haeusler, Erich,; Hajek, B.,; Hajnal, J.,; Harn, K. van,; Hazewinkel, M.,; Higuchi, Yasunari,; Hoover, Douglas N.,; Huber-Carol, C.,; Hudson, R. L.,; Høegh-Krohn, R.,; Jakobson, M.V.,; Jona-Lasinio, G.,; Kallenberg, Olav,; Kawazu, Kiyishi,; Kendall, D.G.,; Kendall, W.S.,; Kolchin, V.F.,; Kolmogorov, A.,; Kolmogorov, Andrei N.,; Komornik, Jozef,; Kushner, H. J.,; Kuznetsov, S.E.,; Künsch, Hans,; Lane, David A.,; Le Gall, Jean-Francois,; Le Jan, Y.,; Le, H.-L.,; Lindsay, J.M.,; Lindstrøm, Tom,; Lisek, B.,; Lok, R.,; Lyons, T.J.,; Maassen, H.,; Mahno, S.Ya.,; Major, P.,; Malevič, T.L.,; Mandl, Petr,; Maslov, V.P.,; Men’shikov, M.V.,; Mutafchiev, L.,; Nagaev, S.V.,; Ohanian, V.K.,; Parthasarathy, K.R.,; Pastur, L. A.,; Pavlov, I.V.,; Pavlov, Yu.L.,; Picard, J.,; Pinsky, Mark,; Plikusas, A.E.,; Pranken, P.,; Presutti, E.,; Prum, Bernard,; Qian, M.,; Qian, M.P.,; Raugi, A.,; Reimers, M.,; Robertson, J.,; Rost, H.,; Sakhanenko, A.I.,; Sarymsakov, T.A.,; Sazonov, V.V.,; Schassberger, R.,; Shurakov, V.,; Simons, S.,; Sinha, Kalyan B.,; Sirazhdinov, S.Kh.,; Smit, Jos H.A. de,; Solel, E.,; Statulevičius, V.A.,; Steutel, F.W.,; Słomiński, Leszek,; Taqqu, Murad S.,; Teugels, J.L.,; Thedeen, T.,; Tolmachev, A.L.,; Ulyanov, V.V.,; Uspensky, Vladimir A.,; Veretennikov, A. Yu.,; Vitale, Richard A.,; Volodina, L.N.,; V’jugin, V.V.,; Weil, Wolfgang,; Wieacker, John André,; Yurinskii, V.V.,; Zaitsev, A.Yu.,; Zalesskii, B.A.,; Zvonkin, A.K.,; Zähle, M.,; Ôkura, Hiroyuki,
• HerausgeberIn: Prohorov, Yu. A.,; Sazonov, V. V.,
• Place / Publishing House: Berlin ;, Boston : : De Gruyter, , [2020]; ©1987
• Year of Publication: 2020
• Edition: Reprint 2020
• Language: English
• Series: Proceedings of the 1st World Congress of the Bernoulli Society : Tashkent, USSR, 8–14 September 1986 ; Vol. 1
• Physical Description: 1 online resource (XVIII, 799 p.)
• Other title: Frontmatter --; Contents --; Preface --; Greeting --; Opening Talk --; Algorithms And Randomness --; Self Similar Processes In Probability Theory And Statistics (Session 9 - Chairman: Ya.G. Sinay) --; INVITED PAPERS --; Limit theorems in statistical physics; on Dyson's hierarchical model --; Statistical aspects of self-similar processes --; Toeplitz matrices and estimation of time series with long-range dependence --; Contributed Papers --; Universal behavior and stochasticity for one dimensional systems --; A birth and death process in random environment --; Spectral properties of some finite-difference and differential operators with random coefficients --; Point Processes In Probability Theory And Statistics (Session 10 - Chairman: D. Stoyan) --; Invited Papers --; Parametric and non-parametric estimation for pairwise-interaction point processes --; On the theory of conditioning in point processes --; On The Exponentiality Of Total Hazards Before Failure --; Sufficient regularity conditions for jump processes --; Statistics with diffusion crossing times --; Ruin probabilities in the "non-renewal" case --; A note on the asymptotic behaviour of the empirical score in Cox's regression model for counting processes --; Comparison of Cox's and maximum likelihood estimates for matched experiments in survival data with censoring --; On the conditions providing for the moments of number of zeros of a vector Gaussian field to be finite --; The inverses of thinned point processes --; Foundations Of Probability Theory (Session 17 - Chairman: D. Lane) --; An epistemic justification of the law of total probability --; Individual Random Continuous Functions --; Some Estimates For Nonstochastic Sequences --; Nonstandard Analysis In Probability Theory (Session 19 - Chairman: E. Perkins) --; Nonstandard Constructions Of Diffusions And Related Processes --; Nonstandard analysis in probability theory --; Adapted distribution --; Hyperfinite methods for multidimensional stochastic processes --; Combinatorial Methods In Probability Theory (Session 20 - Chairman: B.S. Stechkin) --; Random mappings and branching processes --; On probability methods in combinatorial analysis --; Neighbourhood Spaces And Maps --; Percolation theory. Coincidence of the critical values PH = PT --; Evolution on random mappings --; On the distribution of the number of vertices in strata of a random forest --; Queing Theory (Network, Computer-User Models, Stability ...) (Session 22 - Chairman: R. Schassberger) --; Stationary queueing systems. Existence and stability --; Ergodicity and asymptotic behaviour of multi-type branching processes arising in random-access communication systems --; Insensitive service schemes and partial balance --; Queueing networks and operator-selfdecomposability --; Insensitivity in queueing networks with generalized processor-sharing discipline --; Markov Processes (Session 24 - Chairman: Y. Le Jan) --; Intrinsic properties of Markov processes --; Reversible diffusion processes on manifolds --; The entropy production and reversibility of Markov processes --; The theory of shuffling - an application of non-homogeneous Markov chains --; Asymptotic periodicity of the iterates of Markov operators --; Homogeneous transition functions and dual semigroups --; On the arcsine law in the adaptive control of Markov chains --; Random Fields And Percolation Theory (Session 25 - Chairman: Y. Higuchi) --; Random sets and Markov fields --; Central limit results for random fields --; Recent progress in percolation --; Uniqueness of Gibbs measures and absorption probabilities --; A decomposition theorem for binary Markov random fields --; Percolation problem for the two-dimensional Ising model --; Probabilistic models of the growth of epithelial tumors --; On the homogenization error for boundary problems with highly oscillating random coefficients --; Time Evolution Of Particle Systems (Session 26 - Chairman: T. Liggett) --; Switching networks, Markov interaction processes, Gibbsian fields - interconnection --; Collective behaviour of interacting particle systems --; The supremum of a random walk in a Markovian environment --; Dynamics of infinite particle systems and Gibbs point random fields --; The Euler equations for the one-dimensional zero range process --; Probability And Theoretical Physics (Session 27 - Chairman: K.R. Parthasarathy) --; Recent developments in quantum probability --; Markov operators on quantum probability spaces --; Some recent interactions between mathematics and physics in connection with generalized random fields --; Non-commutative point processes and quantum kinetic equations --; Quantum diffusions and cohomology of algebras --; Quantum stochastic calculus with integral kernels I --; Quantum stochastic calculus with integral kernels II: the Wigner-Weisskopf atom --; Stop Times in Fock Space Stochastic Calculus --; Diffusion On Manifolds (Session 28 - Chairman: K.D. Elworthy) --; Some Geometric Aspects Of Diffusions On Manifolds --; Stochastic Differential Geometry --; Stochastic equations on Banach manifolds and bundles --; Brownian motion in a small ball --; Stochastic Calculus (Including Malliavin Calculus) (Session 29 - Chairman: J. Bismut) --; Stochastic quantization: A new domain for stochastic analysis --; Some intersection properties of Brownian paths and random walks --; Malliavin calculus and its application to some limit theorems --; Probabilistic method of approach to certain problems of Fourier analysis --; On sufficient conditions for the convergence of solutions of stochastic equations --; Martingales with mixed norm: general theory and applications --; Convergence in probability for solutions of stochastic differential equations --; Some remarks on approximation of predictable characteristics of processes with filtrations --; Stochastic Geometry (Session 30 - Chairman: J. Mecke) --; Stochastic approximations of convex bodies by polyhedrons --; Symmetric statistics and random shape --; Point processes of compact sets --; A brief account of the structure and explicit determination of convex-polygonally generated shape-densities --; On homogeneous processes of lines in the plane --; Intersections of random curves and surfaces --; Random curvature currents and generalized Regge calculus --; Large Deviations (Session 31 - Chairman: A.A. Borovkov) --; Theorems of large deviations for multinomial forms and multiple stochastic integrals --; Global exact asymptotics of large deviations probabilities for diffusion and jump processes --; Large deviations and long-time behavior of stochastic particle systems --; Random perturbations of infinite dimensional dynamical systems --; Large deviations estimates for systems with small (wideband) noise effects and applications to stochastic systems and conmunication theory --; On the Donsker-Varadhan theory and its applications --; Rates Of Convergence (Session 32 - Chairman: F. Götze) --; Approximations in functional limit theorems --; Asymptotic expansions refining the central limit theorem in Hilbert space --; Estimates of the rate of convergence in the local limit theorem for countable Markov chains --; On asymptotic expansion for the distribution of the sum of independent identically distributed random variables taking values in Hilbert space --; On the uniform approximation of distribution functions of sums of independent non-identically distributed random variables --; Functional Limit Theorems: An Invariance Principle (Session 33 - Chairman: Yu.V.; Prohorov) --; On accuracy of approximation in invariance principle --; On strong convergence of distributions of random process functionals --; Almost sure invariance principles for generalization of martingales --; On the rate of convergence in ordinary and functional central limit theorems for martingales --; Probabilities On Algebraic Structures (Session 34 - Chairman: V.M. Maksimov) --; Generalized convolutions and probability theory based on the q-Heisenberg algebra --; Asymptotic behaviour of products of random matrices --; Lie algebraic methods in filtering and identification --; Limit theorem for products of dependence --; Random series and seminorms --; Miscellaneous (Session 35) --; On the maximum principle for stochastic control problems --; Stochastic scheduling via stochastic control --; A de Finetti theorem for a class of pairwise independent stationary processes --; Computer application in the teaching process at the institute of economics --; Probabilistic derivation of inversion formulas
• Format: Mode of access: Internet via World Wide Web.
• ISBN: 9783112314227; 9783110635881
• DOI: 10.1515/9783112314227
• Access: restricted access
• Hierarchical level: Monograph