Geodesic

Sommaire du Fascicule no. 1

Minimax Sequential Tests for Many Composite Hypotheses.~II
p. 3-15
Exact Estimates of the Metric Entropy of the Averages for Some Classes of Stationary Sequences
p. 16-39
What is the Least Expected Number of Real Roots of a Random Polynomial?
p. 40-58
A Poisson-Type Limit Theorem for the Number of Pairs of Matching Sequences
p. 59-71
Occupation Time and Exact Asymptotics of Distributions of $L^p$-Functionals of the Ornstein--Uhlenbeck Processes, $p>0$
p. 72-99
Bounds for the Rate of Strong Approximation in the Multidimensional Invariance Principle
p. 100-123
Stable Processes, Mixing, and Distributional Properties.~II
p. 124-150
In Memoriam: Akiva Moiseevich Yaglom (1921--2007)
p. 151-152
Markov Processes on Order-Unit Spaces
p. 153-162
Stochastic Synchronization in a Large System of Identical Particles
p. 162-168
On Two Estimates of a Risk Measure
p. 168-172
Estimation of the Constant in a Burkholder Inequality for Supermartingales and Martingales
p. 172-178
Capacities and Surface Measures in Locally Convex Spaces
p. 178-189
Intrinsically Stationary Variograms in Space and Time
p. 189-200
A Class of $t$ Posterior Distributions with Application
p. 200-207

Sommaire du Fascicule no. 2

Seventy-Five Years Since Publication of the Monograph by A.~N.~Kolmogorov
p. 209-212
Positive Densities of Transition Probabilities of Diffusion Processes
p. 213-239
On Continuous Time Ergodic Filters with Wrong Initial Data
p. 240-276
On Mosco Convergence of Diffusion Dirichlet Forms
p. 277-292
Some Asymptotic Decompositions in the Central Limit Theorem in the Multidimensional Case
p. 293-306
Quantization for Probability Measures in the Prokhorov Metric
p. 307-335
On Large Deviations of Sums of Independent Random Vectors on the Boundary and Outside of the Cram\'er Zone.~I
p. 336-344
A Note on the Distribution of the Number of Crossings of a Strip by a Random Walk
p. 345-349
An Extension of the Ocone--Haussmann--Clark Formula for the Compensated Poisson Processes
p. 349-353
Filtered Arithmetic Mean Measure and Its Applications
p. 354-364
On Convergence of Submartingales
p. 364-373
On Some Characteristics of the Multivariate Analogues of the Chebyshev--Hermite Polynomials
p. 373-378
On the Strong Law of Large Numbers for Nonnegative Random Variables
p. 379-382
On Gaussian Measure of Balls in a Hilbert Space
p. 382-390
Nonclassical Error Bounds for Asymptotic Expansions in the Central Limit Theorem
p. 390-393
On Covariance and Quantum Fisher Information
p. 393-397
Lower Bounds for Tails of Sums of Independent Symmetric Random Variables
p. 397-403
On the Second Order Properties of the Multidimensional Periodogram for Regularly Spaced Data
p. 403-410
Information on the Seventh Kolmogorov Students' Contest in Probability Theory
p. 411-413
Errata to the paper in TVP, v.~30, \No\,1, 1985, p.~127--131

Sommaire du Fascicule no. 3

On Stochastic Models and Optimal Methods in the Quickest Detection Problems
p. 417-436
Large Sample Change-Point Estimation when Distributions Are Unknown
p. 437-457
On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences
p. 458-471
Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint
p. 472-499
Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
p. 500-515
A Variational Approach to Optimal Stopping Problems for Diffusion Processes
p. 516-533
Disorder Problem for Poisson Process in Generalized Bayesian Setting
p. 534-556
On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion
p. 557-575
Bachelier-Version of Russian Option with a Finite Time Horizon
p. 576-587
The Shepp--Shiryaev Stochastic Game Driven by a Spectrally Negative L\'evy Process
p. 588-609
On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model
p. 610-622
Optimal Stopping Games and Nash Equilibrium
p. 623-638

Sommaire du Fascicule no. 4

On Large Deviations of Sums of Independent Random Vectors on the Boundary and Outside of the Cram\'er Zone.~II
p. 641-664
Waves in Reduced Branching Processes in a Random Environment
p. 665-683
Generalized Continuous-Time Random Walks, Subordination by Hitting Times, and Fractional Dynamics
p. 684-703
Equivalent supermartingale densities and measures in discrete time infinite horizon market models
p. 704-731
On Channels with Finite Holevo Capacity
p. 732-750
On Conditional-Extremal Problems of the Quickest Detection of Nonpredictable Times of the Observable Brownian Motion
p. 751-768
Transformations of Two Independent Brownian Motions and Orthogonal Decompositions of Brownian Filtrations
p. 769-786
On the 85th Birthday of B.~A.~Sevastyanov
Small Deviations of Smooth Stationary Gaussian Processes
p. 788-798
Stochastic Micromodel of the Couette Flow
p. 798-809
The Chernoff-Type Large Deviations for Sums with a Random Normalization
p. 810-817
On Conditions of Extinction for the State-Dependent Branching Processes in a Random Environment
p. 818-822
Asymptotics in the Law of the Iterated Logarithm
p. 823-826