Geodesic

Probability and statistics. Part 17

Sommaire

Local limit theorems for large deviations
p. 7-30
Probabilistic approach to viscosity solutions of the Cauchy problem for systems of fully nonlinear parabolic equations
p. 31-66
On characterizations of families of distributions, including logistic, by properties of order statistics
p. 67-72
Joint distributions of the infimum, the supremum and the end of Brownian motion with jumps
p. 73-87
Remark on locally constant self-similar processes
p. 88-92
Optimal estimates for the rate of strong Gaussian approximation in the infinite dimensional invariance principle
p. 93-101
Low bounds for risk functions in non-parametric estimation problems
p. 102-110
A probabilistic approximation of the Cauchy problem solution of some evolution equations
p. 111-143
Bene\v s condition for discontinuous exponential martingale
p. 144-154
Application of Sedyakin's model and Birnbaum--Saunders family for statistical analysis of redundant systems with one warm stand-by unit
p. 155-171
A theorem on the strong law of large numbers for a~sequence of nonnegative random variables
p. 172-174
On movement of Brownian particles along a~delaying screen
p. 175-194
Small deviation probabilities for sums of independent positive random variables, whose density has a~power decay at zero
p. 195-203
Estumation of density on indirect observation
p. 204-212
Characterization of distributions by regressional properties of maximal order statistics
p. 213-217
Limit theorems for small deviation probabilities of some iterated stochastic processes
p. 218-232
Average approximation of tensor product-type random fields of increasing dimension
p. 233-256