Geodesic

Sommaire du Fascicule no. 1

Asymptotic behaviour of partial densities and their derivatives
p. 3-17
On the construction of majorizing tests
p. 18-29
On sequential estimation under the conditions of the local asymptotic normality
p. 30-43
On the control of Brownian motion in a half-plane with an
p. 44-58
On a~reduction of the jump Markov control model to a~discrete time model
p. 59-70
An $\varepsilon$-optimal control of finite Markov chain with average
p. 71-82
Asymptotic normality of the number of empty cells for group
p. 83-91
Ein Poissonscher Grenzwertsatz f\"ur seltene Ereignisse station\"arer
p. 92-104
Les espaces du cotype $p$ ($0\le p\le 2$)
p. 105-118
On symmetric stable measures on spaces~$l_p$ ($1\le p+\infty$)
p. 119-128
On a characterization problem in the queueing model $GI\mid G\mid 1$
p. 129-139
On the measurability of stochastic processes
p. 140-142
On the continuity criteria for Markov processes
p. 142-149
On the conditional distributions of the degenerate diffusion
p. 149-154
A counterexample to the hypothesis on the $H^\infty$ to be dense in the space BMO
p. 154-157
On weak compactness of family of measures corresponding to
p. 157-161
Characterization of certain classes
p. 162-167
On extension of optimality set of Wald test
p. 167-171
Almost surely convegrence of the estimates of the spectral
p. 172-178
Inequalities for the concentration function
p. 178-183
On the rate of convergence to the stable law
p. 183-190
On the strong law of large numbers and related results for quasistationary sequences
p. 190-194
On a~theorem of Feller
p. 194-197
On a non-parametric test for homogeneity of several
p. 197-200
Summary of Reports Presented at Sessions of the Probability and Statistics Seminar at T.\,G.~Shevchenko Kiev State University, 1979
p. 201-206
Summary of Reports Presented at Sessions of the Seminar in Probability Theory and Mathematical Statistics at the Institute of Mathematics of the Siberian Section of the Academy of Sciences of the USSR, 1979
p. 207-216
Letter to the editor
Letter to the editor
Letter to the editor
p. 217-218
Letter to the editor
A.~Mukherjea and К.~Pothoven, functional analysis>> (book review)
p. 219-220
New books
p. 221-222

Sommaire du Fascicule no. 2

On the approximation by the accompanying laws of $n$-fold convolutions
p. 225-246
Controlled jump Markov models
p. 247-270
On the estimation of some functionals of the spectral density function of Gaussian random processes
p. 271-277
Estimation in white Gaussian noise by means of finite number of linear statistics
p. 278-290
The testing of composite hypotheses with nuisance parameters in multidimensional case
p. 291-302
The optimal stopping of a controlled diffusion
p. 303-312
Asymptotische Eigenschaften der Verteilung des Supremums einer
p. 313-328
Stability theorems and the estimates of the rate of convergence of the components of factorisation for walks defined on the Markov chains
p. 329-338
Determination of a stochastic process by means of stochastic integrals
p. 339-349
Remarks on prospective equations
p. 350-358
Lower bounds for average sample size in the tests of invariability
p. 359-364
A converse to the law of the iterated logarithm for random walk
p. 364-366
Brownian motion Markovian stopping times with given laws
p. 366-369
Stable subspaces and a~theorem on a~decomposition of martingales
p. 369-374
On a criterion of weak dependence
p. 374-381
Unbiased estimators and classification problems for multivariate normal populations
p. 381-389
Any Markov process in a~Borel space has a~transition function
p. 389-393
Confidence bounds for convex functions of many unknown parameters
p. 394-399
On linearization of stochastic differential equations of optimal
p. 399-407
An error of the Monte-Carlo calculation of the integral by means of a~physical generator of random codes
p. 407-415
Fourth All-Union Seminar on Stability Problems in Stochastic Models
p. 416-433
Summary of Papers Presented at Sessions of the Probability and Mathematical Statistics Seminar at the Leningrad Section of the Mathematical Institute of the USSR Academy of Sciences, 1978--1979
p. 434-441
J.~Jacod, et phobl\`{e}mes de martingales>> (book review)
p. 442-445
New books

Sommaire du Fascicule no. 3

Asymptotic behaviour of the number of nonoccupied channels for systems with refusals
p. 449-463
On conditions for the existence of bounded density of additive
p. 464-475
On the efficiency of spectral density estimates for stationary process
p. 476-489
Large deviations for a critical Galton--Watson process
p. 490-501
A new variant of the functional law of the iterated logarithm
p. 502-512
Central limit theorem for the spectrum of random Jacobi's matrices
p. 513-522
Limit theorems for a~critical Galton--Watson process with migration
p. 523-534
A criterion of the Markov property for continuous semi-Markov processes
p. 535-548
Decomposable statistics and the hypotheses testing for groupped data
p. 549-560
On the second order asymptotically minimax estimates
p. 561-576
On asymptotically efficient recursive estimation of the
p. 577-587
Limit distribution for a~random walk with absorption
p. 588-592
Reduced branching processes
p. 593-596
A uniform asymptotic renewal theorem
p. 597-600
Une r\'emarque sur les topologies n\'ecessaires et suffisantes
p. 601-602
On extreme rays and integral representation in a supermartingale's cone
p. 602-605
On the construction and limit behaviour of a~multiple stochastic integral for the diffusion process
p. 606-613
Limit theorems of probability theory for compact topological groups
p. 614-619
On a~method to prove the central limit theorem
p. 619-625
An ergodic theorem for additive functionals
p. 625-628
Einige Ergebnisse, die mit Charakterisierung der Exponentialvertellung verbunden sind
p. 628-633
A remark on a weak convergence of a linear decomposable
p. 633-635
A~posteriori detection of the > time for a~random sequence
p. 635-639
Zur bedingten Unabh\"anigkeit zuf\"alliger Ereignisse
p. 639-645
Seminar on Mathematical Statistics Commemorating L.\,N.~Bol'shev
p. 646-662
Summary of Reports Presented at Sessions of the Seminar on Probability Theory and Mathematical Statistics at the Mathematical Institute of the Siberian Section of the USSR Academy of Sciences,~1979
p. 663-670

Sommaire du Fascicule no. 4

Stochastic differential equations depending on a~parameter
p. 675-682
A functional central limit theorem for semimartingales
p. 683-703
Some problems on linear theory of random functions
p. 704-717
On the estimates of the signal, its derivatives and the point of maximum for Gaussian observations
p. 718-733
On the estimates of the rate of convergence in the invariance principle for Banach spaces
p. 734-744
Asymptotic expansion for the distribution of a~statistic admitting a~stochastic expansion.~I
p. 745-756
Several uniform estimates of the rate of convergence in the multidimensional central limit theorem
p. 757-770
On a class of the critical multitype Bellman--Harris branching processes
p. 771-781
Sur la convergence forte des r\'{e}partitions des fonctionnelles des processus stochastiques.~I
p. 782-799
On the rate of convergence in the central limit theorem for weakly dependent random variables
p. 800-818
News on Scientific Life
Index of articles published in Volumes I--XXV (1956--1980)
p. 820-912