Geodesic

Sommaire du Fascicule no. 1

Large-deviation probabilities for one-dimensional Markov chains. Part~1: Stationary distributions
p. 3-30
Random vectors with values in complex Hilbert spaces
p. 31-52
On the distribution of the number of steps in an estimate of monotone trend
p. 53-64
Large deviations for occupation measures of Markov processes: discrete time, noncompact case
p. 65-88
Cubic stochastic matrices and their probability interpretation
p. 89-106
Limit theorems for stopped random sequences~II: large deviations
p. 107-132
An asymptotic expansion of the distribution of a~homogeneous functional of a~strictly stable vector
p. 133-163
Roland L'vovich Dobrushin (20 July 1919 -- 12 November 1995)
p. 164-169
Kernels of Jackson and Jackson-de la Vall\'ee Poussin types and their probability interpretations
p. 170-177
Some remarks on the Sh.\,S.~\`Ebralidze inequality
p. 177-181
On the asymptotic distribution of statistics based on sampling intervals with estimated parameters
p. 181-186
Branching processes that are close to critical with migration
p. 186-192
Dependence of the growth rate of a martingale on the growth rate of martingale differences
p. 192-199
A~criterion for the existence of~local time at zero for a~class of storage processes
p. 200-203
Random polynomials over a~finite field
p. 204-210
Application of the numerical integration of stochastic equations to solving boundary-value problems with Neumann's boundary conditions
p. 210-218
Operators of~probabilistic type
p. 219-226
Weak invariance principle for integral type functionals
p. 226-233
New books
p. 234-236

Sommaire du Fascicule no. 2

Asymptotic properties of matrices related to mappings of~partitions
p. 241-250
Spectral criteria for~existence of~generalized ergodic transforms
p. 251-271
Limit theorems for~a~random covering of~a~finite setand for~the~number of~solutions of~a~system of~random equations
p. 272-283
On local times for functions and stochastic processes
p. 284-299
On the invariance of some martingale inequalities for the processes of more general kind
p. 300-309
Empirical distribution function in~an~experiment with binomial randomization
p. 310-322
Some problems in probabilistic tomography
p. 323-335
The mean, median, and mode of unimodal distributions: a~characterization
p. 336-352
A~central limit problem for partially exchangeable random variables
p. 353-379
A Bahadur--Kiefer law for the Nadaraya empiric-quantile processes
p. 380-392
Boris Vladimirovich Gnedenko (1.I.1912-27.XII.1995)
p. 393-395
On the first passage time for waiting processes
p. 396-403
On the boundedness of the density of the distribution of the norm of a~Gaussian random vector
p. 403-409
On the least absolute deviation estimator in a~nonstationary autoregression and testing for stationarity
p. 409-417
On limit probability distributions for subcritical branching processes
p. 417-425
Asymptotic behavior of the solution of a~system of stochastic differential equations
p. 425-429
The averaging principle and diffusion approximation for Volterra equations
p. 429-438
On the distribution of the maximum of a~Gaussian field with constant variance on a~smooth manifold
p. 438-451
The exact distribution in a~model of random motion in a plane, controlled by a~fourth-order hyperbolic equation
p. 451-459
On a Hilbert space method for estimating mean values
p. 459-467
Joint distribution of carries in integer addition
p. 467-473
A~theorem of W.~Feller for sums of dependent variables
p. 473-477
Vyacheslav Vasil'evich Sazonov (on the 60th birthday)

Sommaire du Fascicule no. 3

Normal approximation of $U$-statistics in Hilbert space
p. 481-504
Ergodic properties of hyperbolic equations with mixing
p. 505-519
Limit theorems for the maximal random sums
p. 520-532
On the distribution of the ratio of sums of random variables
p. 533-560
An estimate of the concentration function by the Esseen method
p. 561-577
Some results about stopping times оf the marked tree space
p. 578-590
Stepanov almost periodically correlated and almost periodically unitary processes
p. 591-611
Pafnuty Chebyshev: To mark the 175th anniversary of his birth
p. 613-627
On a lower bound for the probability of the correct classification of observations
p. 628-633
On the variance of sums for functions of a~stationary Markov process
p. 633-639
A~strictly martingale version of Kolmogorov's strong law of large numbers
p. 639-642
On the asymptotic behavior of self-normalized sums of random variables
p. 643-650
Joint distribution of catastrophe time and of the additive functional of profits
p. 650-655
On an estimate for the concentration function of sums of independent random variables
p. 655-665
On the law of large numbers for nonlinear functions of several random variables
p. 665-672
Ergodic properties of sets defined by frequencies of numbers
p. 672-677
On a definition of the integral of a~random function
p. 677-682
Large deviations of Gaussian measures in the spaces~$l^p$ and~$L^p$, $p\ge 2$
p. 682-689
On moduli of continuity of innovation evolvents of empirical fields
p. 689-693
The strong law of large numbers for $d$-dimensional arrays in von Neumann algebras
p. 693-702
Asymptotic inference for nearly unstable multidimensional AR processes
p. 703-710
Book review: Jacobs~K. ``Discrete Stochastics'', Resnick~S. ``Adventures in Stochastic Process''
p. 711-714
Book review: Hoffmann-Jorgensen~J. ``Probability with a~view towards stochastics''
p. 714-716
New books

Sommaire du Fascicule no. 4

The asymptotic behavior of nonextinction probabilityof a branching process with pairwise interaction of particles
p. 721-737
Asymptotic expansions for median estimate of a~parameter
p. 738-754
Local and global upper functions for random fields
p. 755-764
The prescribed precision estimators of the autoregression parameter using the generalized least square method
p. 765-784
An approximation of the Ito and Stratonovich stochastic integrals by elements of a~direct product of algebras of generalized random processes
p. 785-809
Martingales, Tauberian theorem, and strategies of gambling
p. 810-826
On the distribution of the size of an epidemicin a~non-Markovian model
p. 827-839
Asymptotic distributions of multivariate intermediate order statistics
p. 840-853
Cutpoints and exchangeable events for random walks
p. 854-868
On the symmetric $\sigma$-algebra of a~stationary Harris Markov process
p. 869-877
Some extremal properties of the Bernoulli distribution
p. 877-884
Optimal stopping of a~random process in a problem with additional restrictions
p. 884-892
On the closure of a~family of martingale measures and an optional decomposition of supermartingales
p. 892-896
Extremal order statistics under a~change in the order relation
p. 896-900
The Skitovich--Darmois theorem for compact groups
p. 901-906
An exponential estimate for the solution of a~stochastic differential equation with jumps
p. 906-913
On the convergence of random polygonal lines with normalizations of the Student type
p. 914-919
On the accuracy of the normal approximation of distributions of random sums with infinitely divisible indices
p. 920-926
Asymptotic arbitrage in non-complete large financial markets
p. 927-934
A self-normalized Chung type law of the iterated logarithm
p. 934-942
Weak convergence of stochastic integrals
p. 942-946
Book review: Nikitin~Ya.\,Yu. ``Asymptotic efficiency of nonparametric tests''
p. 947-951
Conference: ``Stochastic and statistical aspects of the financial mathematics and financial engineering''