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Teoriâ veroâtnostej i ee primeneniâ
Tome 69 (2024)
Précédent
Suivant
Sommaire du
Fascicule no. 1
Joint distributions of generalized integrable increasing processes and their generalized compensators
D. A. Borzykh
p. 3-32
Stability properties of feature selection measures
A. V. Bulinski
p. 33-45
Universal nonparametric kernel-type estimators for the mean and covariance functions of a stochastic process
Yu. Yu. Linke
;
I. S. Borisov
p. 46-75
Energy saving approximation of Wiener process under unilateral constraints
M. A. Lifshits
;
S. E. Nikitin
p. 76-90
Markov branching random walks on
$\mathbf{Z}_+$
. Approach using orthogonal polynomials
A. V. Lyulintsev
p. 91-111
On periodic branching random walks on
$\mathbf{Z}^d$
with infinite variance of jumps
K. S. Ryadovkin
p. 112-124
Conditional functional limit theorem for random reccurence sequence conditioned on large deviation event
A. V. Shklyaev
p. 125-147
Limit behavior of the order statistics on the cycle lengths of random
$A$
-permutations
A. L. Yakymiv
p. 148-160
Utility maximization of the exponential Lévy switching models
Yu. Dong
;
L. Vostrikova
p. 161-187
Hellinger distance estimation for nonregular spectra
M. Taniguchi
;
Y. Xue
p. 188-200
Information on the General seminar of the Department of probability, Faculty of mechanics and mathematics, Lomonosov Moscow State University,
p. 201-206
In memory of V. N. Tutubalin (15.10.1936 – 18.06.2023)
p. 207-208
Sommaire du
Fascicule no. 2
Оn the 300th anniversary of the Russian Academy of Sciences
A. N. Shiryaev
p. 213-217
On one nonparametric estimate of the Poisson regression function
P. Babilua
;
È. A. Nadaraya
p. 218-232
On limit theorems for the distribution of the maximal element in a sequence of random variables
A. A. Borovkov
;
E. I. Prokopenko
p. 233-255
Optimal growth strategies in a stochastic market model with endogenous prices
M. V. Zhitlukhin
p. 256-271
On the proximity of distributions of successive sums in the Prokhorov distance
A. Yu. Zaitsev
p. 272-284
One remark to the Itô formula
I. A. Ibragimov
;
N. V. Smorodina
;
M. M. Faddeev
p. 285-304
Monte Carlo method for pricing lookback options in Lévy models
O. E. Kudryavtsev
;
A. S. Grechko
;
I. E. Mamadov
p. 305-334
About the absolute continuity of the Erdös measure for the golden ratio, tribonacci number, and second order Markov chains
V. L. Kulikov
;
E. F. Olekhova
;
V. I. Oseledets
p. 335-353
Poisson process with linear drift and related function series
V. E. Mosyagin
p. 354-368
High excursion probabilities for gaussian fields won smooth manifolds
V. I. Piterbarg
p. 369-392
On an example of expectation evaluation
Al. V. Bulinski
p. 393-404
Two-sided estimates for the sum of probabilities of errors in the multiple hypotheses testing problem with finite number of hypotheses about a nonhomogeneous sample
M. P. Savelov
p. 405-416
In memory of A. M. Vershik (28.12.1933 – 14.02.2024)
A. I. Bufetov
;
I. A. Ibragimov
;
M. A. Lifshits
;
A. V. Malyutin
;
F. V. Petrov
;
N. V. Smorodina
;
A. N. Shiryaev
;
Yu. V. Yakubovich
p. 417-422
Sommaire du
Fascicule no. 3
Congratulations for V. A. Vatutin