Geodesic

Sommaire du Fascicule no. 1

Nonparametric estimation of the ruin probability for generalized
p. 3-20
Reduced branching processes in random environment: the critical case
p. 21-38
The simplest random walks for the Dirichlet problem
p. 39-58
Linear problems for a fractional Brownian motion: Group approach
p. 59-70
Integral limit theorems on large deviations for multidimensional hypergeometric distribution
p. 71-79
On the asymptotics of the density of an infinitely divisible distribution at infinity
p. 80-89
Merging to semistable laws
p. 90-109
Test of symmetry in nonparametric regression
p. 110-130
Limit theorems for certain functionals of unions of random closed sets
p. 130-142
On the multiplicativity hypothesis for quantum communication channels
p. 143-146
Limit distribution of a number of coinciding intervals
p. 147-152
H\"older estimates for solutions of parabolic SPDEs
p. 152-159
The unimprovability of moment estimates
p. 159-166
A remark on the Kolmogorov law of the iterated logarithm
p. 166-169
An estimate from below of the remainder in the central limit theorem for a sum of independent random variables with finite moments of a high order
p. 169-178
Second order renewal theorem in the finite-means case
p. 178-182
A note on diffusion-type approximation to branching processes in random environments
p. 183-188
Multistability in queues with retransmission and its relationship with large deviations in branching processes
p. 188-199
Book review: Rosenblatt~M. ``Gaussian and Non-Gaussian Linear Time Series and Random Fields''
p. 200-202
Book review: Asmussen S. "Ruin Probabilities"
p. 202-204
Letter to the editors

Sommaire du Fascicule no. 2

Convex rearrangements of Gaussian processes
p. 209-228
On consistency of Bayes procedures
p. 229-254
Discrete wave equations with random parameters and a discrete string with random masses
p. 255-269
Optimal sequences of tests for several polynomial schemes of trials
p. 270-285
An iterated random function with Lipschitz number one
p. 286-300
Extensions of type $G$ and marginal infinite divisibility
p. 301-319
Sharp mean-variance inequalities for quantiles of distributions determined by convex and star orders
p. 320-338
In Memoriam: Professor Vyacheslav Vasilievich Sazonov
Localization proof of the isoperimetric Bakry--Ledoux inequality and some applications
p. 340-346
On extending the Brunk--Prokhorov strong law of large numbers
p. 347-349
Poisson-type limit theorems for the number of incomplete matches of $s$-patterns
p. 350-357
Tauberian theorems for decreasing functions of dominated variation
p. 357-363
Conditional distributions of the times of one-sided sequential approximations
p. 364-366
On the asymptotic behavior of the large increments of sums of independent random variables
p. 366-374
Second-order and bootstrap approximation to Student's $t$-statistic
p. 374-381
Rate of convergence to the semi-circular law for the Gaussian unitary ensemble
p. 381-387
Contractivity and ergodicity of the random map $x\mapsto|x-\theta|$
p. 388-397
Kerstan's method in the multivariate poisson approximation: an expansion in the exponent
p. 397-402
Max-semistable laws in extremes of stationary random sequences
p. 402-410
Book review: Rolski~T., Schmidli H., Schmidt V., Teugels J. ``Stochastic Processes for Insurance and Finance''
p. 411-412

Sommaire du Fascicule no. 3

Branching systems with long-living particles at the critical dimension
p. 417-451
Absorption probability at the border of a random walk in a quadrant and a branching process with interaction of particles
p. 452-474
A new asymptotic expansion and asymptotically best constants in Lyapunov's theorem.~III
p. 475-497
Limit behavior of the ``horizontal-vertical'' random walk and some extensions of the Donsker--Prokhorov invariance principle
p. 498-517
Moderate deviations for Student's statistic
p. 518-532
On the rate of complete convergence for weighted sums of arrays of Banach space valued random elements
p. 533-547
To the 70-th birthday I.~A.~Ibragimov
The Cramer--Lundberg model with stochastic premium process
p. 549-553
On the minimal condition of weak dependency in the central limit theorem for stationary sequences
p. 554-558
Goncharov's method and its development in the analysis of different models of random permutations
p. 558-566
Online estimation of a smooth regression function
p. 567-575
On the role of extreme summands in sums of independent random variables
p. 575-583
On multivariate compound distributions
p. 583-594
Decompositions of the uniform distribution on a finite group
p. 594-599
Random polynomials with a prescribed number of real zeros
p. 600-606
Bounds on semigroups of random rotations on $SO(n)$
p. 606-612
Book review: Hida~T., Karandikar~R.~L., Kunita~H., Rajput~B.~S., Watanabe~S., Xiong~J. (Eds). ``Stochastics in Finite and Infinite Dimensions''
p. 613-615
Book review: Shafer~G., Vovk~V. ``Probability and Finance. It's only a Game''
p. 615-622

Sommaire du Fascicule no. 4

Asymptotics of crossing probability of a boundary by the trajectory of a Markov chain. Heavy tails of jumps
p. 625-653
The hypotheses testing problem under unknown parameter
p. 654-671
On the existence of weak solutions for stochastic differential equations with driving $L^0$-valued measures
p. 672-685
Quantum statistics methods from the viewpoint of probability theory.~I
p. 686-709
Asymptotics of large deviations for Wiener random fields in $L^p$-norm, nonlinear Hammerstein equations, and high-order hyperbolic boundary-value problems
p. 710-726
The large deviation principle for stochastic processes.~I
p. 727-746
Moment inequalities for sums of certain dependent random variables
p. 747-763
Existence and uniqueness of a stationary solution of a nonlinear stochastic differential equation with memory
p. 764-768
A nonuniform estimate for the error in short asymptotic expansions in Hilbert space
p. 769-772
On sde and semigroup approximations and large deviations
p. 772-780
Estimate of the rate of convergence of probability distributions to a uniform distribution
p. 780-787
Uniform distributions on convex sets: inequality for characteristic functions
p. 787-789
Extremes of shot-noise fields in the presence of regularly varying tails
p. 790-794
Random context-free grammars: supercritical case with a nonzero extinction probability
p. 794-803
On large jumps of a Cramer random walk
p. 803-814
Invariance principle for $U$-statistics and von Mises' functionals of weakly dependent observations
p. 814-817
On the joint limiting distribution of sums and maxima of stationary normal sequences
p. 817-820
International conference dedicated to the 90th anniversary of B.~V.~Gnedenko
p. 821-823