Geodesic

Sommaire du Fascicule no. 1

Integro-local limit theorems including large deviations for sums of random vectors.~II
p. 5-29
Deviations from typical type proportions in critical multitype Galton--Watson processes
p. 30-51
Limit theorems for the number of solutions of a system of random equations
p. 52-72
The asymptotic behavior of the Pearson statistic
p. 73-102
Approximation of laws of random probabilities by mixtures of Dirichlet distributions with applications to nonparametric Bayesian inference
p. 103-124
Stopping Brownian motion without anticipation as close as possible to its ultimate maximum
p. 125-136
Testing randomness: a suite of statistical procedures
p. 137-162
On polynomial mixing for SDEs with a gradient-type drift
p. 163-166
A random walk with a skip-free component and the Lagrange inversion formula
p. 166-175
An inequality for a multidimensional characteristic function
p. 175-177
Unconditional convergence of Gaussian random series in Banach spaces
p. 178-182
Asymptotic properties of extrema of compound Cox processes and their applications to some problems of financial mathematics
p. 182-194
On probablity and moment inequalties for dependent random variables
p. 194-202
Colloquium at the University of Bielefeld
Information on the meetings of the general seminar of the Department of Probability,
p. 203-204

Sommaire du Fascicule no. 2

Estimation problems for coefficients of stochastic partial differential equations. Part~III
p. 209-235
Multivariate rank correlations: a Gaussian field on a direct product of spheres
p. 236-250
Convergence of some integrals associated with Bessel processes
p. 251-267
Ratio limit theorems for self-adjoint operators and symmetric Markov chains
p. 268-288
Superposition of Ornstein--Uhlenbeck type processes
p. 289-311
Purely game-theoretic random sequences:~II. Limiting empirical distributions and strong
p. 312-327
Binomial approximation to the Poisson binomial distribution: The Krawtchouk expansion
p. 328-344
An asymptotic representation for the likelihood ratio for multidimensional samples with discontinuous desities
p. 345-356
On testing a hypothesis which is close to a simple hypothesis
p. 356-368
Macrodimension: an invariant of local dynamics
p. 368-374
Semimartingale functions of a class of diffusion processes
p. 374-380
On a maximum of stable L\'evy processes
p. 380-386
Estimates for the Syracuse problem via a~probabilistic model
p. 386-395
Some results of stable convergence for exchangeable random variables in Hilbert spaces
p. 395-403
On the Monge--Kantorovich duality theorem
p. 403-409
A reparametrization of the symmetric $\alpha$-stable distributions and their dispersive ordering
p. 410-411
Letter to the editors
Book review: Kolchin~V.\,F. ``Random Graphs''
p. 412-414

Sommaire du Fascicule no. 3

A generalization of Khasminskii's theorem on the existence of invariant measures for locally integrable drifts
p. 417-436
Large-deviation probabilities for one-dimensional Markov chains. Part 2: Prestationary distributions in the exponential case
p. 437-468
On a normal approximation of $U$-statistics
p. 469-488
Subexponential estimates of the rate of convergence to the invariant measure for stochastic differential equations
p. 489-504
Choosing an optimal switching moment on the financial market with alternative strategies (semimartingale approach)
p. 505-520
On the large-deviation asymptotics in an allocation scheme of particles into distinguishable cells with restrictions on the size of the cells
p. 521-535
On the distribution density of the first exit point of a diffusion process form a small neighborhood of its initial position
p. 536-554
Exact maximal inequalities for exchangeable systems of random variables
p. 555-567
A general approach to the strong laws of large numbers
p. 568-583
On the automorphically stable distributions on Abelian groups
p. 584-589
The Map/G//1/$\infty$ queue with SRPT service discipline
p. 589-595
On linear row-finite systems of stochastic differential equations
p. 596-602
More on the Skitovich--Darmous theorem for finite Abelian groups
p. 603-607
The survival probability of a critical branching process in random environment
p. 607-615
A maximal inequality for real numbers with application to exchangeable random variables
p. 615-621
Letter to the editors
Information on the meetings of the general seminar of the Department of Probability, Faculty of Mathematics and Mechanics, Moscow State University

Sommaire du Fascicule no. 4

On some testing of hypothesis problems with information constraints
p. 625-638
Recursive estimation of a vector parameter under Bahadur risk
p. 639-656
A~note on optimal stopping of regular diffusions under random discounting
p. 657-669
Large deviations for partial sums $U$-processes in dependent cases
p. 670-693
Hydrodynamic limit for a nongradient interacting particle system with stochastic reservoirs
p. 694-717
Multidimensional version of a result of Sakhanenko in the invariance principle for vectors with finite exponential moments.~I
p. 718-738
Rough boundary trace for solutions of $Lu=\psi(u)$
p. 740-744
Some generalizations of Prokhorov's results on Khinchin-type inequalities for polynomials
p. 745-748
On optimization of long-term irreversible investments in a diffusion model
p. 748-759
Quantized entropy and its relation to occupation numbers
p. 759-762
Numerical analysis of Piterbarg--Tyurin procedures for testing homogeneity and independence
p. 762-768
On the asymptotic optimality of the Bayesian decision rule in the problem of multiple classification of hypotheses
p. 768-773
On characteristic functions of probability distributions of sums with random permutations of signs
p. 773-776
Estimates of the distribution of the extinction moment of a Markov branching process
p. 776-779
Rarely observed sample maxima
p. 779-782
On super-replication in discrete time under transaction costs
p. 783-788
On a best choice problem for discounted sequences
p. 789-792
XX International Seminar on Stability Problems of Stochastic Models (Abstracts)~I
p. 793-818
Book review: Bertoin~G. ``Levy Processes''; Sato~K.-I. ``Levy Processes and Infinitely
p. 819-821
Book review: Kallenberg~O. ``Foundations of Modern Probability''
p. 821-823
Book review: Wimmer~G., Altmann~G. ``Thesaurus of Univariate Discrete Probability Distributions''
Book review: Kallianpur~G., Karandikar~R.\,L. ``Inroduction to Option Pricing Theory''
p. 823-824