Geodesic

Probability and statistics. Part 6

Sommaire

Exact small ball constants for some Gaussian processes under $L^2$-norm
p. 5-21
On distributions of some functionals of Brownian local time
p. 22-35
On distributions of additive functionals of Brownian motion stopped at the moment of maximum or minimum of random times
p. 36-53
A Berry–Esseen bound for $U$-statistics
p. 54-79
On large deviations of type II error probabilities of Kolmogorov and omega-squared tests
p. 80-110
On approximation of the sample by a Poisson point process
p. 111-125
On some limit laws in the coupon collector's problem
p. 126-133
On random broken lines weakly converging to fractional Ornstein–Uhlenbeck process
p. 134-149
On the growth of sums of the indicators of events
p. 150-154
Correct discrimination of the Gaussian hypotheses
p. 155-160
Large deviation probabilities for some classes of distributions, satisfying the Cramer condition
p. 161-185
Gaussian conditional and quotient distributions on conic subsets
p. 186-190
On asymptotic behaviour of increments of random fields
p. 191-207
Strong limit theorems for increments of renewal processes
p. 208-225
Characteristic operator of a diffusion process
p. 226-251
Large deviations for a class of scale-free statistics under Gamma distribution
p. 252-279
Small ball probability for centered Poisson process of high intensity
p. 280-303
Rate of convergence of increments for random fields
p. 304-315