Geodesic

Sommaire du Fascicule no. 1

Open Mappings of Probability Measures and the Skorokhod Representation Theorem
p. 3-27
Weak Convergence of Random Sums
p. 28-49
Lower Bounds on Large Deviation Probabilities for Sums of Independent Random Variables
p. 50-73
Sharp Large Deviations for the Ornstein--Uhlenbeck Process
p. 74-93
Sample Path Properties of Operator-Slef-Similar Gaussian Random Fields
p. 94-116
Multinomial and Krawtchouk Approximations to the Generalized Multinomial Distribution
p. 117-133
The Exact Constant in the Rosenthal Inequality for Random Variables with Mean Zero
p. 134-138
Analysis of a Finite-Velocity Planar Random Motion with Reflection
p. 138-147
Stochastic Transportation Networks and Stability of Dynamical Systems
p. 147-154
The Anistropic Moduli of Continuity of Random Fields
p. 154-160
Families of Consistent Probability Measures
p. 160-163
On $L_2$ Efficiency of an Empiric Distribution for Ergodic Diffusion Processes
p. 164-169
On Coupling of Brownian Bridges
p. 169-175
On Measurable Modification of Stochastic Functions
p. 175-180
A Note on the Call--Put Parity and a Call--Put Duality
p. 181-183
Twentieth International Seminar on Stability Problems for Stochastic Models (Abstracts)
p. 184-196
Book review: Sahai~H., Ageal~M. ``The Analysis of Variance. Fixed, Random, and Mixed Models''
p. 197-198
Book review: Mandelbrot~B.~B., Ageal~M. ``Fractals and Scaling in Finance. Discontinuity, Concentration, Risk''
p. 198-204

Sommaire du Fascicule no. 2

On Probabilities of Large Deviations for Random Walks. I. Regularly Varying Distribution Tails
p. 209-232
On Some Estimation Problems with Information Constraints
p. 233-246
Skew Convolution Semigroups and Related Immigration Processes
p. 247-274
Construction of the Optimal Joint Distribution of Two Random Variables
p. 275-296
Expectation of the Ratio of the Sum of Squares to the Square of the Sum: Exact and Asymptotic Results
p. 297-310
Interpretations of Probability and Their $p$-Adic Extensions
p. 311-325
A New Asymptotic Expansion and Asymptotically Best Constants in Lyapunov's Theorem.~I.
p. 326-344
Rates of Convergence in the CLT for Some Weakly Dependent Random Variables
p. 345-364
Regina Ivanovskaya's Anniversary
On the Problem of Reconstructing a Summands Distribution by Their Sum
p. 366-370
Some Examples of the Problem of $\varepsilon$-Deviatations for Stationary Sequences
p. 370-375
On the Extinction Probability of a Branching Process with Two Kinds of Interaction of Particles
p. 376-380
On the Law of the Iterated Logarithm for Operator Normed Sums of Random Vectors
p. 381-383
The Relation Between a Rate of Convergence of Moments of Normed Sums and the Chebyshev--Hermite Models
p. 383-386
Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
p. 387-397
On the Logarithm Law for Strictly Stationary and Negatively Associated Arrays
p. 397-407
Book review: Le Gall J. ``Spatial Branching Processes, Random Snakes and Partial Differential Equations''
p. 408-410
Book review: Bañuelos~R., Moore~C.~N. ``Probabilistic behavior of Harmonic Functions''
p. 411-413
Petrov~V.~V., Zolotarev~V.~M., Presman~E.~L., Borovkov~A.~A. (congratulations)

Sommaire du Fascicule no. 3

On Estimating Multimodal Spectra of Time Series
p. 417-426
A Functional Central Limit Theorem for Transformed Solutions of the Multidimensional Burgers Equation with Random Initial Data
p. 427-448
On the Problem of Reconstructing a Summands Distribution by the Distribution of Their Sum
p. 449-462
On a Model of Interacting Particles of Two Types Generalizing the Bartlett--McKendrick Epidemic Process
p. 463-482
On the Uniqueness in Law and the Pathwise Uniqueness for Stochastic Differential Equations
p. 483-497
Convex Minorants of Random Walks and Brownian Motion
p. 498-512
On Central Limit Theorems for Vector Random Measures and Measure-Valued Processes
p. 513-534
Multidimensional Version of a Result of Sakhanenko in the Invariance Principle for Vectors with Finite Exponential Moments.~II
p. 535-561
80th Birthday of Andrei Sergeevich Monin
$L^p$-Valued Random Measures and Good Extensions of a Stochastic Basis
p. 563-568
On the Law of the Iterated Logarithm for a Sequence of Independent Random Variables
p. 569-571
Asymptotically $d$-Optimal Test of a Change-Point Detection
p. 571-572
A New Asymptotic Expansion and Asymptotically Best Constants in Lyapunov's Theorem.~II
p. 573-579
Time Change Representation of Stochastic Integrals
p. 579-585
Polynomials Orthogonal with Respect to the Multinomial Distribution and the Factorial-Power Formalism
p. 585-592
Binomial Analogues of the Chernoff Inequality
p. 592-594
Nikolai Aleksandrovich Dmitriev (Obituary)
p. 595-599
Letter to the editors

Sommaire du Fascicule no. 4

Large Deviations in the Approximation by the Poisson Law
p. 625-639
Large-Deviation Probabilities for One-Dimensional Markov Chains. Part~3: Prestationary Distributions in the Subexponential Case
p. 640-657
On the Minimax Estimation Problem of a Fractional Derivative
p. 658-677
On the Erd\H os--R\'enyi Partial Sums: Large Deviations, Conditional Behavior
p. 678-696
Poisson Measures Quasi-Invariant with Respect to Multiplicative Transformations
p. 697-712
Estimate of the Accuracy of the Compound Poisson Approximation for the Distribution of the Number of Matching Patterns
p. 713-723
Lyapunov-Type Bounds for $U$-Statistics
p. 724-743
Multidimensional Version of a Result of Sakhanenko in the Invariance Principle for Vectors with Finite Exponential Moments.~III
p. 744-769
Randomized Optimal Stopping Times for a Class of Stopping Games
p. 770-779
Weak Convergence of a Certain Functional
p. 779-784
Lower Bounds for Probabilities of Large Deviations of Sums of Independent Random Variables
p. 785-792
The Horizon of a Random Cone Field under a Trend: One-Dimensional Distributions
p. 792-800
Ratio Limit Theorem for Concentration Functions
p. 801-803
An Application of a Density Transform and the Local Limit Theorem
p. 803-810
Strong Laws of Large Numbers for $B$-Valued $L_q$-Mixingale Sequences and the $q$-Smoothness of Banach Space
p. 811-814
On Monotone Extension of Linear Continuous Functionals
p. 814-816
Book review: Embrechts~P., Kl\"uppelberg~C., Mikosch~T. ``Modelling Extremal Events for Insurance and Finance''
p. 817-818
Book review: Bass Richard F. ``Diffusions and Eliliptic Operators''
p. 818-820
Information on meetings of the General Seminar of the Department of Probability, Faculty of Mathematics and Mechanics, Moscow State University
p. 821-823
Information on the Student Olympiad on the Theory of Probability
p. 823-824
Letter to the editors