Geodesic

Tome 46 (2001) no. 4

Sommaire

Large Deviations in the Approximation by the Poisson Law
p. 625-639
Large-Deviation Probabilities for One-Dimensional Markov Chains. Part~3: Prestationary Distributions in the Subexponential Case
p. 640-657
On the Minimax Estimation Problem of a Fractional Derivative
p. 658-677
On the Erd\H os--R\'enyi Partial Sums: Large Deviations, Conditional Behavior
p. 678-696
Poisson Measures Quasi-Invariant with Respect to Multiplicative Transformations
p. 697-712
Estimate of the Accuracy of the Compound Poisson Approximation for the Distribution of the Number of Matching Patterns
p. 713-723
Lyapunov-Type Bounds for $U$-Statistics
p. 724-743
Multidimensional Version of a Result of Sakhanenko in the Invariance Principle for Vectors with Finite Exponential Moments.~III
p. 744-769
Randomized Optimal Stopping Times for a Class of Stopping Games
p. 770-779
Weak Convergence of a Certain Functional
p. 779-784
Lower Bounds for Probabilities of Large Deviations of Sums of Independent Random Variables
p. 785-792
The Horizon of a Random Cone Field under a Trend: One-Dimensional Distributions
p. 792-800
Ratio Limit Theorem for Concentration Functions
p. 801-803
An Application of a Density Transform and the Local Limit Theorem
p. 803-810
Strong Laws of Large Numbers for $B$-Valued $L_q$-Mixingale Sequences and the $q$-Smoothness of Banach Space
p. 811-814
On Monotone Extension of Linear Continuous Functionals
p. 814-816
Book review: Embrechts~P., Kl\"uppelberg~C., Mikosch~T. ``Modelling Extremal Events for Insurance and Finance''
p. 817-818
Book review: Bass Richard F. ``Diffusions and Eliliptic Operators''
p. 818-820
Information on meetings of the General Seminar of the Department of Probability, Faculty of Mathematics and Mechanics, Moscow State University
p. 821-823
Information on the Student Olympiad on the Theory of Probability
p. 823-824
Letter to the editors