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Teoriâ veroâtnostej i ee primeneniâ
Tome 58 (2013)
no. 4
Précédent
Suivant
Tome 58 (2013) no. 4
Sommaire
Conditional limit theorem for maximum of random walk in a random environment
V. I. Afanasyev
p. 625-647
Moderately large deviation principles for trajectories of random walks and processes with independent increments
A. A. Borovkov
;
A. A. Mogul'skii
p. 648-671
On shape of trajectories of Gaussian processes having large massive excursions
E. V. Kremena
;
V. I. Piterbarg
;
Yu. Husler
p. 672-694
On moments of Pitman estimators: the case of fractional Brownian motion
A. A. Novikov
;
N. E. Kordzahiya
;
T. Ling
p. 695-710
On the singularities of the information matrix and multipath changepoint problems
M. Asgharian
p. 711-729
Intrinsic branching structure within random walk on
$\mathbf{Z}$
W. Hong
;
H. Wang
p. 730-751
Fluctuations of matrix entries of regular functions of sample covariance random matrices
S. O'Rourke
;
D. Renfrew
;
A. Soshnikov
p. 752-780
On 70th birthday of A.S. Kholevo
On ergodic properties of nonlinear Markov chains and stochastic McKean--Vlasov equations
O. A. Butkovsky
p. 782-794
Extremal indices and clusters in linear recursive stochastic sequences
A. A. Goldaeva
p. 795-804
An optimal estimate for the covariance of indicator functions of associated random variables
V. P. Demichev
p. 804-812
Fatou's lemma for weakly converging probabilities
E. A. Feinberg
;
P. O. Kasyanov
;
N. V. Zadoianchuk
p. 812-818
Monte Carlo sampling of Maxwell and Gaussian distributions using a single random number
N. M. Mohamed
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