Geodesic

Sommaire du Fascicule no. 1

To the 80th birthday of Yu.~V.~Prokhorov
On the $M$ fewer than $N$ bootstrap approximation to the trimmed mean
p. 3-18
Global rate optimality in a model for diffusion tensor imaging
p. 19-35
Multidimensional statistical analysis: geometric theory
p. 36-58
Tempered infinitely divisible distributions and processes
p. 59-86
Law of the sum of Bernoulli random variables
p. 87-103
On Vershikian and I-cosy random variables and filtrations
p. 104-132
The optimal stopping problem for the Kalman--Bucy scheme
p. 133-142
Catalytic branching random walk on two-dimensional lattice
p. 142-148
On one sufficient reducibility criterion for Wang's principle
p. 148-156
О бесконечной системе диффундирующих частиц со склеиванием
p. 157-167
On one limit relation for coherent measures of risk
p. 167-176
On conditions sufficient for subexponentiality
p. 176-186
Small deviation asymptotics for Matern processes and fields under weighted quadratic norm
p. 187-195
Expected number of real zeros of a random polynomial with independent identically distributed symmetric long-tailed coefficients
p. 196-204

Sommaire du Fascicule no. 2

Brownian high jump
p. 209-225
Limit theorems for canonical von Mises statistics and $U$-statistics for $m$-dependent observations
p. 226-249
On the convergence rate in Lyapunov's theorem
p. 250-270
On the asymptotically exact constants in the Berry--Esseen--Katz inequality
p. 271-304
Uniform asymptotics of Poisson approximation to the Poisson-binomial distribution
p. 305-334
General approach to the maximum of a random walk under heavy upload
p. 335-344
The weak zero-one law for the random distance graphs
p. 344-350
Asymptotic analysis of ruin in CEV model
p. 350-357
Exactness of a limit theorem for maxima of independent random sums in the case of zero asymmetry
p. 357-362
On one property of Brownian motion with drift and its maximum
p. 362-369
Locally most powful sequential tests for discrete Markov processes
p. 369-372
Asymptotics at infinity of negatively binomial infinitely divisible distributions
p. 373-382
Strong convergence for multiple sums of non-orthogonal random variables
p. 382-386
Characterization of solutions to the log-normal moment problem
p. 387-391
Limit theorems for sequences of blockwise negatively associated random variables
p. 392-398
Local and true martingales in discrete time
p. 398-405
Almost sure limit theorems for Gaussian sequences
p. 405-411
Information on the nineth student Kolmogorov olympiad on the theory of probability
p. 412-414

Sommaire du Fascicule no. 3

Analytical proof of Pecherskii--Rogozin identity and Wiener--Hopf factorization
p. 417-431
On quasi-nonuniform estimates of the approximation exactness in CLT
p. 432-445
Uniform integrability for strong ratio limit theorems.~II
p. 446-461
Brownian covariance and central limit theorem for stationary sequences
p. 462-488
Angular processes related to Cauchy random walks
p. 489-506
Noncentral limit theorem for the cubic variation of a class of self-similar stochastic processes
p. 507-529
Limiting laws and penalization of certain L\'evy processes by a function of their maximum
p. 530-547
Covariances of zero crossings in Gaussian processes
p. 548-570
Random walks and mixtures of Gamma-distributions
p. 571-577
A new moment estimate of the convergence rate in the Lyapunov theorem
p. 577-582
On a limit distribution of the maximal level of empirical distribution density and the regression function.~I
p. 582-590
Limit theorems for random walk under the assumption of maxima large deviation
p. 590-598
Maximum of continuous versions of Poisson and negative binomial type distributions
p. 598-601
Russian-Japan symposium on stochastic analysis of the advanced statistical models
On restart options
p. 602-604
On a semigroup of optimal stopping times
Methods of testing for normality of observations
p. 604-605
Approximation for the distribution of the smallest latent root of Wishart matrix
p. 605-606
Asymptotics of unit root tests under sequential sampling via diffusion approximation
On the environmental Kuznets curve: A real options approach
p. 606-607
Distributions and test of each chaeacteristic root in principal component analysis
p. 607-608
An asymptotic expansion of the local power of a general test for testing a general covariance structure
p. 608-609
Observational chaos
Аналоги неравенства Пуанкаре--Чернова и логарифмического неравенства Соболева для процессов с независимыми приращениями
Арбитражные стратегии в моделях диффузионных процессов с возвратом к среднему
p. 610-611
О многочленах от гауссовских случайных величин
О нелинейной минимаксной задаче скорейшего обнаружения разладки для броуновского движения
p. 612-613
Utility maximization in some markets admitting arbitrage
Максимальное неравенство для косого броуновского движения
p. 613-614
Башелье-версия ``Русского опциона'' на конечном интервале
p. 614-615
Стохастические представления функционалов ``максимального'' типа от случайного блуждания
О моментах остановки, связанных с падением и ростом броуновского движения со сносом
p. 615-616
Усиленный закон больших чисел для мартингалов и случайных процессов с независимыми приращениями
p. 616-617
Асимптотические свойства почти квадратичных форм
p. 617-618
Вывод формулы Ито для функции с разрывом первой производной по кривой, а также с разрывом самой функции, используя дискретный аналог
О дифференцируемости мер по Скороходу
p. 618-619
Об асимптотически правильных постоянных в неравенстве Берри--Эссеена
p. 619-621
Концепция случайности: эволюция понятий
Критерии экспоненциального роста числа частиц в моделях ветвящихся блужданий по~$\mathbf{Z}^d$
p. 621-622

Sommaire du Fascicule no. 4

Invariance principle for the critical Galton--Watson process attaining a high level
p. 625-643
Polling systems and multitype branching processes in a random environment with final product
p. 644-679
Dual characterization of value function in maximization problem of robast utility
p. 680-704
Criterions of the exponential growth of particles for some models of branching random walks
p. 705-731
Sharp large deviations for the fractional Ornstein--Uhlenbeck process
p. 732-771
On convergence estimates in strengthen law of large numbers for stationary sequences
p. 772-782
Conditional entropy for infinite-dimensional quantum systems
p. 782-790
Limit distribution of the distance between random Boolean function and affine functions set
p. 791-795
On large deviations of the Shepp statistic
p. 796-803
On the scaling property in fluctuation theory for stable L\'evy processes
p. 803-812
Factorization property of generalized $s$-selfdecomposable measures and class $L^F$ distributions
p. 812-819
On the Bernoulli Society for Mathematical Statistics and Probability
p. 820-822
International Conference ``Modern Stochastics: Theory and Applications II''
p. 822-823
International Conference ``Stochastical Optimal Stopping''
p. 823-824
Summer School in Stochastic Finance 2010