Geodesic

Probability and statistics. Part 4

Sommaire

An estimate for distributions of sums of independent random variables
p. 5-14
Nonlinear equations in diffusion theory
p. 15-35
Ill-Posed probelms in statistical estimation theory
p. 36-62
Probabilities of hitting of shifted small balls by the centered Poisson process
p. 63-85
Probabilities of large deviations in Banach spaces
p. 86-111
On the minimax detection of positive signals
p. 112-140
New representations of the Taylor--Stratonovich expansion
p. 141-158
Pitman efficiency of tests for independence based on weighted rank statistics
p. 159-176
On the law of the iterated logarithm without assumptions about the existence of moments
p. 177-181
On the law of the iterated logarithm for a sequence of independent random variables with finite variances
p. 182-186
Equivalence and singularity of Gaussian measures on the conic sigma-subfield
p. 187-203
On some properties of a mean value
p. 204-207
On a lower bound of large -- deviation probabilities for the sample mean under the Cramer condition
p. 208-224
Conditions of the local asymptotic normality for Gaussian stationary random processes
p. 225-247
On asymptotic behaviour of increments of sums over increasing runs
p. 248-260
Limit theorems for maxima of sums and renewal processes
p. 261-274
Application of the Chauvenet test to detection of overliers in observations connected in homogeneous Markov chain
p. 275-284
Ergodicity conditions and stationary distributions of a continuous semi-Markov process
p. 285-309