Geodesic

Tome 38 (1993) no. 1

Sommaire

On stochastic evolution equations with stochastic boundary conditions
p. 3-19
Statistical estimators with asymptotically minimum $d$-risk
p. 20-32
On maximal functions for harmonic functions with respect to brownian motion
p. 33-48
Some finiteness conditions for factorial moments of the number of zeros of Gaussian field zeros
p. 49-70
Large deviation theorems for the first time of crossing an increasing level in a~transient random walk
p. 71-78
Probabilities of large deviations on the whole axis
p. 79-109
On the accuracy of normal approximation of the probability of hitting a ball of sums of weakly dependent Hilbert space valued random variables~II
p. 110-127
Two theorems on convergence in distribution for stochastic integrals and statistical applications
p. 128-153
On the distribution of run statistics in a linear regression scheme
p. 154-161
An autoregressive-moving-average process with integer coefficients on a circle
p. 162-168
Elementary proof of P\'olya's characterization theorem and of the necessity of second moment in the~CLT
p. 168-171
Random walk with correction and tandem system with identical service times
p. 171-176
On analogues of Berry--Esseen inequality for truncated linear combinations of order statistics
p. 176-184
Transient phenomena for real-valued Markov chains
p. 184-187
Estimation of the maximum of a nonparametric signal to within a~constant
p. 187-194
One property of $M$-divisibility of strictly stable vectors
p. 195-198
On polynomials in random variables with gamma-distribution
p. 198-202
Second Ukranian-Hungarian Conference on New Trends in Theory of Probability and Mathematical Statistics
Addendum: Norming sequences in the limit theorems for weakly dependent variables
Letter to the editors: ``Wiener soccer''
Letter to the editors: ``Polynomials of normally distributed random variables''