Geodesic

Sommaire du Fascicule no. 1

Inversion formulas in the case of a~discontinuous limit law
p. 3-20
Maximum of the critical Galton--Watson processes and left-continuous random walks
p. 21-34
Effective convergence in probability and an ergodic theorem for individual random sequences
p. 35-50
On smooth behavior of probability distributions under polynomial mappings
p. 51-62
A~refinement of the central limit theorem for random determinants
p. 63-73
On the estimation of efficiency of voting procedures
p. 74-84
Weak convergence of distributions of separable statistics
p. 85-107
A~controlled jump discounted model with constraints
p. 108-133
A generalization of the Kolmogorov theorem on the law of the iterated logarithm
p. 134-143
Well-calibrated, coherent forecasting systems
p. 144-168
Maximum likelihood estimator and Kullback--Leibler information in misspecified Markov chain models
p. 169-178
Short communication:on the invariance of stationary probabilities of states of a~closed star-shaped queueing network with state-dependent transition probabilities
p. 179-184
On a~Poisson approximation for the distribution of the number of empty cells in a~nonhomogeneous allocation scheme
p. 184-189
On the existence of strong solutions of diffusion-type stochastic equations in~$\mathbb{R}^m$
p. 189-194
Variance inequalities for covariance kernels and applications to central limit theorems
p. 195-201
Optimal bounds for the Prokhorov distance of the Miller--Sen process and Brownian motion
p. 202-208
The almost sure Skorokhod representation for subsequences in nonmetric spaces
p. 209-216
Remarks on the paper ``On a problem of a Khinchin-type decomposition theorem for extreme values'' by E.~Pancheva
p. 216-217
Book review: Mittelhammer~R.\,C. ``Mathematical Statistics for Economics and Business''
p. 218-220

Sommaire du Fascicule no. 2

On the Kolmogorov--Hajek--R\'enyi inequality for normed integrals of weakly dependent processes
p. 225-238
To the invariance principle
p. 239-261
Regular Gaussian random operators and Strook--Varadhan theorem for symmetric stochastic Fredholm-type equations
p. 262-273
On the Erd\"os--R\'enyi maximum of partial sums
p. 274-293
On a~method of expansion of the probabilities of lattice random variables
p. 294-307
Approximation of quadratic forms of independent random vectors by accompanying laws
p. 308-335
A~probabilistic approach tо a~nonlinear differential equation on a~Riemannian manifold
p. 336-341
On an exact constant for the Rosenthal inequality
p. 341-350
Estimates of the distribution of the maximum of a~random field
p. 350-358
Convergence of integrals of unbounded real functions in random measures
p. 358-364
Bias correction for the estimation of discretized diffusion processes from
p. 364-370
XVIII International Seminar on Stability Problems of Stochastic Models (1996)
p. 371-445
Chibisov~D.\,M. (On the 60th Birthday), Zubkov\,A.~M. (On the 50th Birthday)

Sommaire du Fascicule no. 3

Propagation of chaos for queueing networks
p. 449-460
On almost everywhere convergence of the Riesz averages of homogeneous random fields
p. 461-472
On the problem of characterizing probability distributions by absolute moments of~partial sums
p. 473-481
On the asymptotic power of~a~test for detecting outliers
p. 482-495
Probabilities of~large deviations for sums of~independent random variables with a~common distribution function from the~domain of~attraction of~an~asymmetric stable law
p. 496-530
Asymptotics of statistical estimates constructed from censored samples of distributions with regularly varying tails
p. 531-552
Strong laws for~sums of~extreme values
p. 553-563
On the Russian option: The expected waiting time
p. 564-575
Closedness of sum spaces and the generalized Schr\"odinger problem
p. 576-590
On the Brownian first-passage time over a~one-sided stochastic boundary
p. 591-602
Large deviations of random variables with a finite number of approximately evaluated cumulants
p. 603-608
On the longest head-run in an~individual random sequence
p. 608-615
Probabilistic inequalities for~sums of~independent random variables in~terms of~truncated pseudomoments
p. 615-623
Haar systems and~some results on~the~basis in~a~martingale space with mixed norm
p. 623-626
Optimality almost surely and in~probability for a~stochastic linearly quadratic regulator
p. 627-632
Asymptotics of~the~generalized renewal functions when the~variance is~finite
p. 632-637
On~moments of~polynomials
p. 638-640
Book review: Yor~M. ``Some aspects of~Brownian motion. Part~II: Some recent martingale problems''
p. 641-643
Book review: von Plato Jan ``Creating modern probability. Its mathematics, physics
p. 643-645
Book review: Galambos J.~Simonelli. ``Bonferroni-type inequalities with applications''
p. 645-649
Book review: Fristedt~В., Gray~L. ``A modern approach to probability theory''
p. 650-652

Sommaire du Fascicule no. 4

New modifications of second- and third-order periodograms
p. 657-667
Asymptotic minimaxity of chi-square tests
p. 668-695
The Eaton problem and multiplicative properties of~multivariate distributions
p. 696-714
Approximation of~local probabilities of~sums of~independent random variables
p. 715-730
On the absolute significance test for~polynomial distribution
p. 731-746
The Skitovich--Darmois theorem for discrete periodic Abelian groups
p. 747-756
Weak convergence of the integrated number of~level crossings to~the~local time for~Wiener processes
p. 757-771
Fusions of stable measures in Banach spaces
p. 772-782
Strassen's law for weighted sup-norms
p. 783-795
On the central limit problem for partially exchangeable random variables with values in~a~Hilbert space
p. 796-812
Exponential confidence intervals in nonparametric density estimation
p. 813-818
On the convergence of~distributions of~random sums of~independent random variables to~stable laws
p. 818-820
A~game with optimal stopping of~random walks
p. 820-826
On the existence of strong solutions of linear stochastic differential equations in $\mathbb{R}^\infty$
p. 826-831
Some refinements of probabilistic and moment inequalities
p. 832-838
$p$-adic behavior of Bernoulli probabilities
p. 839-845
Book review: Maitra~P.\,A . , Sudderth~D. William, ``Discrete Gambling and Stochastic Games''
p. 846-847
Book review: Vaart Aad W.~van der, Wellner Jon~A., ``Weak Convergence and Empirical Processes, with Applications to Statistics''
p. 847-849
Wolf prize is awarded to Ya.\,G.~Sinai
p. 850-854