Geodesic

Sommaire du Fascicule no. 1

Itegro-local limit theorems including large deviations for sumsof random vectors
p. 3-17
Random vectors with values in quaternion Hilbert spaces
p. 18-40
A theorem on the limiting distribution for the number of false solutions of a~system of nonlinear random Boolean equations
p. 41-56
On asymptotic expansions in the domain of large deviations for binomial and Poisson distributions
p. 57-68
Estimates of the convergence ratein the central limit theorem for generalized $U$-statistics
p. 69-81
On a~functional version of the convergence of a~quadratic form in independent martingales to a~$\chi^2$ distribution
p. 82-96
Large deviations principle for partial sums $U$-processes
p. 97-115
A curious example from statistical differential geometry
p. 116-140
On nonparametric estimation of reliability indices
p. 141-148
On estimating the mean value of L\'evy's Brownian motion
p. 148-151
Hedging of options with a given probability
p. 152-161
On the Cram\'er series coefficients
p. 161-166
On the probability of the existenceof a localized basic state for a discrete Schr\"odinger equation with random potential, perturbed by a compact operator
p. 166-171
On the probability of the existenceof a localized basic state for a discrete Schr\"odinger equation with random potential, perturbed by a compact operator
p. 171-179
On the characteristic function of the joint limit distribution of the first and second order power sums
p. 180-189
On a characterization of stochastic processes by the absolute moments of stochastic integrals
p. 189-191
On piecewise linear approximation for non-linear stochastic evolution
p. 192-196
Book review: F.~Etienne de Vylder ``Advanced Risk Theory. A Self-Contained
p. 197-205
International Conference: ``Actuarial Science: Theory, Education, and Implementation''

Sommaire du Fascicule no. 2

Local asymptotic efficiency of a~sequential probability ratio testfor $d$-guarantee discriminationof composite hypotheses
p. 209-225
Local sojourn time of diffusion and degenerating processeson a~mobile surface
p. 226-247
Weak compactness of random sums of independent random variables
p. 248-271
Associated solutions of equations in~differentialsin the direct product of algebras of generalized random processes
p. 272-293
On one generalization of Chernov's distance
p. 294-314
On a~generalization of the classical allocation problem
p. 315-330
Strong Markov local Dirichlet processes and stochastic differential equations
p. 331-348
On large deviations for stochastic differentialequations with a~small diffusion and averaging
p. 349-351
Ruin probability of an insurancecompany in the case where intervals between paymentshave unequal exponential distributions
p. 352-357
On a stochastic renewal problem
p. 357-364
On the iterated logarithm law in a~control problem
p. 364-369
On a formulation of the multiple ``disorder'' problem
p. 370-374
On optimal multiple stopping of Markov sequences
p. 374-382
On the distribution of the supremumof a~random walk when the characteristic equation has roots
p. 383-390
Asymptotic behavior of the extinction probabilitiesfor stopped branching processes
p. 390-397
A~random variable uniformly distributed on a~finite Abelian group as~sum of independent summands
p. 397-403
Metric multivariate Poisson approximation of the generalized multinomial distribution
p. 404-413

Sommaire du Fascicule no. 3

Estimation problems for coefficients of stochastic partial differential equations. Part~I
p. 417-438
Rate of convergence in the SLLN for associated sequences and fields
p. 439-455
Cramer large deviations when the extreme conjugate distribution is heavy-tailed
p. 456-475
Asymptotic normality of the log-likelihood ratio for a~class of $m$-dependent random variables
p. 476-489
On the necessary conditions of normal convergence for martingales
p. 490-508
General criteria of integrability of functions of passage-times for non-negative stochastic processes and their applications
p. 509-539
Minimaxity and equivariance in infinite dimension
p. 540-560
On the weak convergence of vector-valued continuous random processes
p. 561-576
Nonparametric identification of autoregressions
p. 577-588
Atomic decompositions and inequalities for vector-valued discrete-time martingales
p. 588-598
Limit theorems for the number of nonzero solutions of a~system of random equations over GF(2)
p. 598-606
On a characterization of Gaussian distributions on Abelian groups by constancy of regression
p. 606-610
An entropy estimator for a~class of infinite alphabet processes
p. 610-621

Sommaire du Fascicule no. 4

Asymptotically optimal solutions in~the~change-point problem
p. 625-654
Spatial branching populations with long individual lifetimes
p. 655-671
On the mean-variance hedging problem
p. 672-691
Some bounds on~the~rate of~convergence in~the~CLT for martingales.~I
p. 692-710
Localization vs. delocalization of random discrete measures
p. 711-734
Maslov idempotent probability calculus,~I
p. 735-751
On small perturbations of stable Markov operators: unbounded case
p. 752-764
On large deviations in the averaging principle for stochastic differential equations with ``complete dependence''
p. 765-767
Two-sided inequalities for Laplace transforms
p. 767-773
Final probabilities for a~branching process with interaction of~particles and an~epidemic process
p. 773-780
On topological properties of the Skorokhod space
p. 781-786
On convergence of~distributions of~compound Cox processes to~stable laws
p. 786-792
Uniform convergence of sub-gaussian integrals
p. 793-798
On the~smoothness and~singularity of~invariant measures and~transition probabilities of~infinite-dimensional diffusions
p. 798-808
Representation of~a~class of~semimartingales as~stable integrals
p. 808-818
Letters to the editors
Letter to the editors
Book review: Reiss~R.-D., Thomas~M. ``Statistical Analysis of Extreme Values with
p. 820-822
International symposium on information theory 1998
p. 823-824
The 20th International Seminar on Stability Problems for Stochastic Models, Lublin--Naleczow, Poland, September 5--11, 1999