Geodesic

Sommaire du Fascicule no. 1

On the 100th Birthday of B.\,V.~Gnedenko
p. 3-6
The life and works of Boris Vladimirovich Gnedenko: a survey
p. 7-26
The worldwide influence of the work of B.\,V.~Gnedenko
p. 27-36
Large deviation principles for random walk trajectories. III
p. 37-52
When a stochastic exponential is a true martingale. Extension of the Bene\v{s} method
p. 53-80
On large deviations of maximum of a Cram\'er random walk and the queueing process
p. 81-116
Generalized hyperbolic laws as limit distributions for random sums
p. 117-132
Small deviations of series of independent nonnegative random variables with smooth weights
p. 133-151
On the accuracy of the normal approximation to compound Poisson distributions
p. 152-176
Asymptotic behavior of central order statistics under monotone normalization
p. 177-192
Optimal stopping problems for a Brownian motion with disorder on~a~segment
p. 193-200
Two theorems on convergence parameter of an irreducible Markov chain
p. 200-205
International conference ``Modern Stochastics: Theory and Applications III''

Sommaire du Fascicule no. 2

In Memoriam: Yu.\,V.~Prokhorov (15.12.1929--16.07.2013)
Multichannel queueing systems with regenerative input flow
p. 210-234
Law of large numbers for the number of active particles in the epidemic model
p. 235-254
On a probabilistic method of solving a one-dimensional initial-boundary value problem
p. 255-281
Diagonally canonical and related Gaussian random elements
p. 282-297
Coding theorems for hybrid channels
p. 298-324
On the Laplace method for Gaussian measures in a Banach space
p. 325-354
Stochastic integration on the real line
p. 355-380
Transformations of the simplest nonsymmetric random walks and some applications of the invariance principle
p. 381-387
A key renewal theorem for heavy tail distributions with $\beta\in(0,0.5]$
p. 387-396
On one identity for distribution of sums of independent random variables
p. 396-397
Refinements of classical probability estimates
p. 398-400
Concentration inequalities for smooth random fields
p. 401-410
XXXI International seminar on stability problems for stochastic models
Seventh International Workshop on Simulation
p. 411-412
Russian--Chinese Seminar ``Asymptotic methods in probability and mathematical statistics''

Sommaire du Fascicule no. 3

Second order approximations for slightly trimmed means
p. 417-453
Estimation of the regression with a pulse noise by discrete time observations
p. 454-471
Markov structure of the sequence of local maxima and the gaps between them
p. 472-485
Averaging the local characteristics brings a semimartingale with independent increments closer to L\'evy processes
p. 486-505
A note on one-dimensional stochastic differential equations with generalized drift
p. 506-520
Bernstein type’s concentration inequalities for symmetric Markov processes
p. 521-549
A central limit result in the wavelet domain for minimum contrast estimation of fractal random fields
p. 550-583
In memoriam of B.~A.~Sevast’yanov
Change-point detection in random sequence under minimal prior information
p. 585-590
Lower bounds for average sample size and efficiency of sequential ranking procedures
p. 591-597
On the accuracy of inference on heavy-tailed distributions
p. 598-607
On asymptotic expansions for convolutions of distributions belonging to the domains of attraction of stable laws
p. 608-614
The generalized Shiryaev problem and Skorokhod embedding
p. 614-623

Sommaire du Fascicule no. 4

Conditional limit theorem for maximum of random walk in a random environment
p. 625-647
Moderately large deviation principles for trajectories of random walks and processes with independent increments
p. 648-671
On shape of trajectories of Gaussian processes having large massive excursions
p. 672-694
On moments of Pitman estimators: the case of fractional Brownian motion
p. 695-710
On the singularities of the information matrix and multipath changepoint problems
p. 711-729
Intrinsic branching structure within random walk on $\mathbf{Z}$
p. 730-751
Fluctuations of matrix entries of regular functions of sample covariance random matrices
p. 752-780
On 70th birthday of A.S. Kholevo
On ergodic properties of nonlinear Markov chains and stochastic McKean--Vlasov equations
p. 782-794
Extremal indices and clusters in linear recursive stochastic sequences
p. 795-804
An optimal estimate for the covariance of indicator functions of associated random variables
p. 804-812
Fatou's lemma for weakly converging probabilities
p. 812-818
Monte Carlo sampling of Maxwell and Gaussian distributions using a single random number
p. 818-823
Information on meetings of the General Seminar of the Department of Probability, Faculty of Mathematics and Mechanics, Moscow State University
p. 824-826