Geodesic

Sommaire du Fascicule no. 1

A~vacation queue $\mathrm{M}|\mathrm{G}|1$ with close-down times
p. 3-19
Systems of nonlinear backward and forward Kolmogorov equations:
p. 20-54
Remarks on asymptotic independence
p. 55-72
Approximation of a~Wiener process local time by~functionals of random walks
p. 73-93
Asymptotics for the distribution of the time of attaining the maximum for a~trajectory of a~Poisson process with linear drift and intensity switch
p. 94-109
An estimate for the sum of the Spitzer series and its generalization
p. 110-128
Resource allocation in communication networks with large number of users:
p. 129-148
Convergence rate of random geometric sum distributions to the Laplace law
p. 149-174
The first passage time density of Brownian motion and the heat equation
p. 175-195
Conditional quantile reproducibility of~multivariate distributions and simplified pair copula construction
p. 196-208

Sommaire du Fascicule no. 2

On exact large deviation principles for~compound~renewal~processes
p. 214-230
Breaking a~chain of interacting Brownian particles: a~Gumbel limit theorem
p. 231-260
Large deviations for a~terminating compound renewal process
p. 261-283
The expectation of a~solution of a~linear system of differential equations with random coefficients
p. 284-304
Backward nonlinear smoothing diffusions
p. 305-326
Kolmogorov's strong law of large numbers holds for pairwise uncorrelated random variables
p. 327-341
Ergodicities and exponential ergodicities of Dawson--Watanabe type processes
p. 342-368
Association and other forms of positive dependence for Feller evolution systems
p. 369-391
On a~probabilistic Bernstein model
p. 392-401
On a~stochastic model for a~cooperative banking scheme for microcredit
p. 402-414

Sommaire du Fascicule no. 3

On the distribution of the last exit time over a~slowly growing linear boundary for a~Gaussian process
p. 419-432
On tests for distinguishing distribution tails
p. 433-453
An alternative method of the proof of the ergodic theorem for general Markov chains
p. 454-467
Limit distributions of the number of vertices of a~given degree in a~configuration graph with bounded number of edges
p. 468-486
Characterizing statistics and their applications
p. 487-507
An exponential inequality for $U$-statistics of i.i.d.\ data
p. 508-533
Matching the distributions of the marginals and the sums for the Meixner class
p. 534-551
A~maximal theorem of Hardy--Littlewood type for pairwise i.i.d.\ random variables and the law of large numbers
p. 552-564
Some asymptotic properties between smooth empirical and quantile processes for dependent random variables
p. 565-580
On pathwise uniqueness of solutions for multidimensional McKean--Vlasov equation
p. 581-588
Local limit theorems for compound discrete distributions
p. 589-600
On the maximum entropy of a~sum of independent discrete random variables
p. 601-609
On relations for moments of the normal $k$th record values and a~characterization
p. 610-618
In memory of V.~V.~Senatov (03.10.1951\,--\,06.22.2021)
p. 619-620

Sommaire du Fascicule no. 4

On the bicentenary of the birth of P.~L.~Chebyshev, a~great Russian mathematician
p. 625-635
The life, work, and legacy of P.~L.~Chebyshev
p. 636-656
On the sojourn time distribution of a~random walk at a~multidimensional lattice point
p. 657-675
The Chebyshev--Edgeworth correction in the central limit theorem for integer-valued independent summands
p. 676-692
Chebyshev--Hermite polynomials and distributions of polynomials in Gaussian random variables
p. 693-717
Chebyshev-type inequalities and large deviation principles
p. 718-733
Kolmogorov's equations for jump Markov processes and their applications to control problems
p. 734-759
Optimal stopping, randomized stopping, and singular control with general information flow
p. 760-773
Controlled diffusion mean field games with common noise and McKean--Vlasov second order backward SDE
p. 774-805
Approximation of free convolutions by free infinitely divisible laws
p. 806-838
A trajectorial approach to the gradient flow properties of Langevin--Smoluchowski diffusions
p. 839-888
A path formula for the sock sorting problem
p. 889-894
On maximal inequalities for Ornstein--Uhlenbeck processes with jumps
p. 895-913
Distributional uncertainty of the financial time series measured by $G$-expectation
p. 914-928