Geodesic

Tome 18 (1973) no. 2

Sommaire

On the Rate of Convergence for the Invariance Principle
p. 217-234
Asymptotic Sequential Tests for Regular Functionals of Distribution Functions
p. 235-249
Asymptotic Analysis of Statistical Estimators for the ``Almost Smooth'' Case
p. 250-260
Investigation of Gibbsian States for Three-Dimensional Lattice Systems
p. 261-279
Empirical Spectral Analysis of Homogeneous and Isotopic Random Fields
p. 280-288
On Statistics of the Reflection Coefficient of a Dissipative Multiwave Transmission Line with Random Section Lengths
p. 289-302
An Asymptotic Expansion for a Class of Estimators Containing Maximum Likelihood Estimators
p. 303-311
On the Theory of Optimal Stopping Rules for Markov Processes
p. 312-320
Mixing Conditions for Markov Chains
p. 321-338
The Admissibility of the Sample Mean As an Estimate of the Location Parameter for Non-Quadratic Risk Functions
p. 339-349
Absolute Estimates for Moments of Certain Boundary Functionals
p. 350-357
On the Order of Growth and Sums of Dependent Variables
p. 358-361
Random Series and Laws of Large Numbers in Some Banach Spaces
p. 361-367
Some Asymptotic Expansions for an Incomplete Probability Integral
p. 367-371
A Generalization of the Rao--Cram\'er Inequality
p. 371-375
Representation of Functionals of Wiener and Poisson Processes in the Form of Stochastic Integrals
p. 376-380
On Convergence of Random Sums of Random Variables to the Normal Law
p. 380-382
Characterizations of the Gamma Distributions
p. 382-384
A Theorem on Gaussian Random Fields
p. 384-387
On the Strong Law of Large Numbers for Second Order Stationary Processes and Sequences
p. 388-392
A Remark on the Papers by R.~L.~Dobrushin and H.~Kesten
p. 392-395
On a Multidimensional Version of the Kolmogorov Uniform Limit Theorem
p. 396-402
Some Estimates for the Maximum Cumulative Sum of Independent Random Variables
p. 402-405
Random Walk in a One-Dimensional Random Medium
p. 406-408
On Stochastic Games
p. 408-413
Some Hajek--R\'enyi Type Inequalities
p. 413-414
An Analogue of the Cauchy Formula for Stochastic Differential Equations
p. 415-417
The Strength of Connectivity of a Random Graph
p. 417-425
The Simulation of a Class of Random Fields
p. 425-427
On the Backward Interpolation Equations for the Jump Component of a Markov Process
p. 427-431
Summary of Papers Presented at Sessions of the Probability and Statistics Section of the Moscow Mathematical Society (October--December, 1972)
p. 432-444
New books
p. 445-446