Geodesic

Sommaire du Fascicule no. 1

Skorohod A.\,V.~Markov processes with homogeneous second component.~I.
p. 3-14
On the joint distribution of the first overshoot time and the overshoot value for homogeneous processes with independent increments
p. 15-23
An integral representation of a~continuous linear stochastic process with independent pieces
p. 24-34
On nontransitivity and ergodicity of Gaussian Markov processes
p. 35-42
On numbers of particle generations for branching processes with overlapping generations
p. 44-50
Integral limit theorems taking into account large deviations when Cramer's condition does not hold.~I
p. 51-63
On the distribution of the number of vertices in strata of a~random tree
p. 64-77
On estimates of regression coefficients
p. 78-101
On ergodic properties of queueing systems with bounded sojourn time
p. 102-112
Sergei Natanovich Bernshtein (obituary)
p. 113-121
On an inversion formula for the Fourier; transformation in a~Hilbert space
p. 122-127
Symmetric stable processes as traces of degenerate diffusion processes
p. 127-130
A~fine topology on the entrance boundary
p. 131-134
On supermartingales with partially ordered parameter set
p. 135-137
On degenerating elliptic equations
p. 138-142
Ergodic properties of stochastic differential equation solutions
p. 142-148
Partial differential equations with random characteristics
p. 148-151
The squared error of the estimate of a~multidimensional normal density function by the sample data
p. 151-155
Nonparametric estimation of a~multidimensional probability density
p. 156-161
Linear binary two-sample tests for shift alternatives
p. 162-167
On the asymptotic normality of one sample rank order test statistics
p. 167-172
A~note on Wald's sequential probability ratio test
p. 172-175
Limits of admissibility of normal approximations for the Poisson distribution
p. 175-178
On the asymptotic efficiency of the least squares estimates of regression coefficients
p. 179-180
Book review: Yu.\,V.~Linnik. ``Ergodic properties of algebraic fields''
p. 182-183
Book review: P. R\'ev\'esz. ``The laws of large numbers''
p. 183-184
Book review: В. Ramachandran. ``Advanced Theory of Characteristic Functions''
p. 184-187
New books
p. 188-189

Sommaire du Fascicule no. 2

On the strong law of large numbers
p. 193-202
Integral limit theorems taking into account large deviations when Cram\'er's condition does not hold.~II
p. 203-216
Canonical expansions of life and death processes
p. 217-225
On estimates of the transition intensities in Markov processes with migration
p. 226-235
limit distributions of some Junctionals of a~stationary Gaussian process
p. 236-249
On asymptotic estimates in a~dynamic decision-making
p. 250-268
The behaviour of co-excessive functions near the Martin boundary
p. 269-283
The optimal policy in games with unbounded sequence of moves
p. 284-291
Asymptotic normality of the number of crossings of the zero level by a~Gaussian process
p. 292-301
Characteristics of excursions over a~high level for a~Gaussian process and its envelope
p. 302-314
Refinements of Kolmogorov's inequality
p. 315-317
On a~problem of C.\,R.~Rao
p. 317-318
Some theorems of the strong-law-of-large-numbers type
p. 319-326
On the number of observations requir ed for testing hypotheses of the binomial distribution parameter
p. 327-332
К вопросу о совместном распределении частот $s$-цепочек в сложных цепях Маркова с большим числом состояний
p. 333-339
On Ito stochastic integral equations
p. 340-348
Some explicit formulas in the theory of branching stochastic processes with discrete time and one-type particles
p. 348-354
The distribution of the eigenvalues of random cyclic matrices
p. 355-357
The probability distribution of the area bounded by a~Gaussian random contour
p. 357-363
An asymptotic estimate of the probability for a~Gaussian stochastic process to remain under the straight line $kt+a$
p. 363-369
A~stochastic integral for a~Gaussian process
p. 370-372
Unbiased estimators of the density functions
p. 372-380
Confidence limits for linear functions of unknown parameters
p. 381-384
Book review: J. H\'ajek, Z. Sid\'ak ``Theory of rank tests''.
p. 385-387
New books
p. 388-389

Sommaire du Fascicule no. 3

Combinatorial algebra and random graphs
p. 393-420
On the joint distribution of a~process with stationary increments and its maximum
p. 421-430
Transformations of joint distributions of random variables connected with fluctuations of a process with independent increments
p. 431-444
The behaviour of co-exceseive functions near the Martin boundary.~II
p. 445-451
О номерах поколений в ветвящемся процессе с произвольным множеством типов частиц
p. 452-467
On asymptotic expansions of the distribution function of the sum of independent lattice random variables
p. 468-475
On the limiting behaviour of extreme order statistics in polynomial scheme
p. 476-487
On statistical stability of a~traffic flow at a~cross-road controlled by a~feed-back automaton
p. 488-498
Asymptotic expansions of the distribution functions of the sums of independent equally distributed lattice random vectors
p. 499-507
An asymptotic expansion of the product of the multidimensional characteristic functions
p. 508-511
On the law of iterated logarithm for shtrongly multiplicative systems
p. 511-516
On optimal control of a~non-stopped diffusion process with reflection
p. 516-522
A~note on degenerate diffusion processes
p. 522-526
On admissible translations of weighted Gaussian measures
p. 527-531
Some questions of spectral theory of homogeneous and isotropic fields
p. 531-540
On the joint distribution of frequences of long $s$-tuples in multinomial scheme with equiprobable events
p. 540-546
On stochastic approximation processes with infinite variance
p. 546-551
On some estimates of a~multivariate normal distribution
p. 552-554
A~remark to a~theorem due to W.~Feller
p. 554-555
Summaries of papers presented at the sessions of the probability and statistics section of the Moscow Mathematical Society (February--December~1968)
p. 556-560
Letter to the editor
Book review: ``Advanced Seminar on Spectral Analysis of Time Series'' ed.\ B.~Harris.
p. 562-587
Book review: G. V. Emel'yanov, V. P. Skitovich “Book of exercises in probability theory and mathematical statistics”
Новые книги
p. 572-573

Sommaire du Fascicule no. 4

An investigation of several mathematical models for radio waveguides with random irregularities
p. 577-596
Stochastic differential equations occurring in the estimation of continuous parameter stochastic processes
p. 597-622
On some probabilistic problems of reliability theory with constraint
p. 623-638
Limit distributions of certain characteristics of random mappings
p. 639-653
Comments on Dynkin's boundary conditions for continuous-time Markov chains
p. 654-666
An improvement of a~convergence rate estimate
p. 667-678
Markov processes with homogeneous second component.~II
p. 679-692
On limiting distributions for moduli of sequential differences of independent variables
p. 693-707
On the distribution of the maximum of cumulative sums of independent random variables
p. 708-715
On the stability of decompositions of the unit distribution function
p. 715-718
Remarks on the periodic behaviorin time of sums of random variables
p. 719-722
On the law of the iterated logarithm
p. 722-729
On a~L.~Schwartz problem and on realization of $l_p$-spaces by spaces of random variables
p. 729-731
Oh a~game connected with a~Wiener process
p. 732-735
Semiordering of the probabilities of the first passage time for Markov processes
p. 735-742
On necessary conditions of optimality for sequential decision problems
p. 742-746
The optimal stopping rule for a~Markov chain controlled by two persons with contradictory interests
p. 746-749
Summary of the Reports Presented at the Sessions of the Seminar on the Theory of Probability and Mathematical Statistics at the Mathematical~Institute of the Academy~of~Science of the~USSR
p. 750-759
Letter to the editors
New books
p. 760-761