Geodesic

Tome 47 (2002) no. 4

Sommaire

Asymptotics of crossing probability of a boundary by the trajectory of a Markov chain. Heavy tails of jumps
p. 625-653
The hypotheses testing problem under unknown parameter
p. 654-671
On the existence of weak solutions for stochastic differential equations with driving $L^0$-valued measures
p. 672-685
Quantum statistics methods from the viewpoint of probability theory.~I
p. 686-709
Asymptotics of large deviations for Wiener random fields in $L^p$-norm, nonlinear Hammerstein equations, and high-order hyperbolic boundary-value problems
p. 710-726
The large deviation principle for stochastic processes.~I
p. 727-746
Moment inequalities for sums of certain dependent random variables
p. 747-763
Existence and uniqueness of a stationary solution of a nonlinear stochastic differential equation with memory
p. 764-768
A nonuniform estimate for the error in short asymptotic expansions in Hilbert space
p. 769-772
On sde and semigroup approximations and large deviations
p. 772-780
Estimate of the rate of convergence of probability distributions to a uniform distribution
p. 780-787
Uniform distributions on convex sets: inequality for characteristic functions
p. 787-789
Extremes of shot-noise fields in the presence of regularly varying tails
p. 790-794
Random context-free grammars: supercritical case with a nonzero extinction probability
p. 794-803
On large jumps of a Cramer random walk
p. 803-814
Invariance principle for $U$-statistics and von Mises' functionals of weakly dependent observations
p. 814-817
On the joint limiting distribution of sums and maxima of stationary normal sequences
p. 817-820
International conference dedicated to the 90th anniversary of B.~V.~Gnedenko
p. 821-823