Geodesic

Tome 58 (2013) no. 4

Sommaire

Conditional limit theorem for maximum of random walk in a random environment
p. 625-647
Moderately large deviation principles for trajectories of random walks and processes with independent increments
p. 648-671
On shape of trajectories of Gaussian processes having large massive excursions
p. 672-694
On moments of Pitman estimators: the case of fractional Brownian motion
p. 695-710
On the singularities of the information matrix and multipath changepoint problems
p. 711-729
Intrinsic branching structure within random walk on $\mathbf{Z}$
p. 730-751
Fluctuations of matrix entries of regular functions of sample covariance random matrices
p. 752-780
On 70th birthday of A.S. Kholevo
On ergodic properties of nonlinear Markov chains and stochastic McKean--Vlasov equations
p. 782-794
Extremal indices and clusters in linear recursive stochastic sequences
p. 795-804
An optimal estimate for the covariance of indicator functions of associated random variables
p. 804-812
Fatou's lemma for weakly converging probabilities
p. 812-818
Monte Carlo sampling of Maxwell and Gaussian distributions using a single random number
p. 818-823
Information on meetings of the General Seminar of the Department of Probability, Faculty of Mathematics and Mechanics, Moscow State University
p. 824-826