Prokhorov and Contemporary Probability Theory

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In Honor of Yuri V.Prokhorov, Springer Proceedings in Mathematics & Statistics 33

ISBN: 3642335489
ISBN 13: 9783642335488
Herausgeber: Albert N Shiryaev/S R S Varadhan/Ernst L Presman
Verlag: Springer Verlag GmbH
Umfang: xxxviii, 446 S.
Erscheinungsdatum: 09.01.2013
Auflage: 1/2013
Format: 3.4 x 24.3 x 16.6
Gewicht: 849 g
Produktform: Gebunden/Hardback
Einband: GEB

InhaltsangabePart I Scientific Papers: David J. Aldous: When Knowing Early Matters: Gossip, Percolation and Nash Equilibria. – Vadim Arkin and Alexander Slastnikov: A Mathematical Model of Investment Incentives. – Guus Balkema, Paul Embrechts and Natalia Nolde: The Shape of Asymptotic Dependence. – Ole E. Barndorff-Nielsen, Jose Manuel Corcuera and Mark Podolskij: Limit theorems for functionals of higher order differences of Brownian semi-stationary processes. –  Jean Bertoin and Marc Yor: Retrieving Information from Subordination. – Algimantas Bikelis: Asymptotic Expansions for Distributions of Sums of Independent Random Vectors. –  Alexandr A. Borovkov and Konstantin A. Borovkov: An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems. – Ekaterina Bulinskaya: Optimal and Asymptotically Optimal Control for Some Inventory Models. – Suzanne Cawston and Lioudmila Vostrikova: Levy Preservation and Associated Properties for f -divergence Minimal Equivalent Martingale Measures. – Francesco Cellarosi, Yakov G. Sinai: Non-Standard Limit Theorems in Number Theory. – Linan Chen and Daniel W. Stroock: Additive Functions and Gaussian Measures. – Gennadii Chistyakov and Friedrich Gotze: Free Infinitely Divisible Approximations of n-fold Free Convolutions. – Gerd Christoph, Vladimir V. Ulyanov and Yasunori Fujikoshi: Accurate Approximation of  Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications. –  Shakir K. Formanov and Tamara A. Formanova: The Stein-Tikhomirov Method and Berry-Esseen Inequality for Sampling Sums from a Finite Population of Independent Random Variables. – Nicko Gamkrelidze: On One Inequality for Characteristic Functions. – Bronius Grigelionis: On the Nonlinear Filtering Equations for Superprocesses in Random Environment. – Vijay Gupta and Tengiz Shervashidze: Upper Bounds for Bernstein Basis Functions. –  Ildar Ibragimov and Dmitry Zaporozhets: On Distribution of Zeros of Random Polynomials in Complex Plane. – Peter Jagers and Fima C. Klebaner: Dependence and Interaction in Branching Processes. –  Gyula O.H. Katona: Testing Functional Connection between Two Random Variables. – Kalyanapuram R.Parthasarathy: The Symmetry Group of Gaussian States in L2(Rn). –  Ernst Presman: Solution of the Optimal Stopping Problem for One-dimensional Diffusion Based on a Modification of the Payoff Function. – Part II Interviews: Friedrich Götze and Willem R. van Zwet: The times of Yuri Vasilyevich Prokhorov. – Larry Shepp: A Conversation with Yuri Vasilyevich Prokhorov.      

Artikelnummer: 3960922 Kategorie:

Beschreibung

InhaltsangabePart I Scientific Papers: David J. Aldous: When Knowing Early Matters: Gossip, Percolation and Nash Equilibria.- Vadim Arkin and Alexander Slastnikov: A Mathematical Model of Investment Incentives.- Guus Balkema, Paul Embrechts and Natalia Nolde: The Shape of Asymptotic Dependence.- Ole E. Barndorff-Nielsen, Jose Manuel Corcuera and Mark Podolskij: Limit theorems for functionals of higher order differences of Brownian semi-stationary processes.-  Jean Bertoin and Marc Yor: Retrieving Information from Subordination.- Algimantas Bikelis: Asymptotic Expansions for Distributions of Sums of Independent Random Vectors.-  Alexandr A. Borovkov and Konstantin A. Borovkov: An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems.- Ekaterina Bulinskaya: Optimal and Asymptotically Optimal Control for Some Inventory Models.- Suzanne Cawston and Lioudmila Vostrikova: Levy Preservation and Associated Properties for f -divergence Minimal Equivalent Martingale Measures.- Francesco Cellarosi, Yakov G. Sinai: Non-Standard Limit Theorems in Number Theory.- Linan Chen and Daniel W. Stroock: Additive Functions and Gaussian Measures.- Gennadii Chistyakov and Friedrich Gotze: Free Infinitely Divisible Approximations of n-fold Free Convolutions.- Gerd Christoph, Vladimir V. Ulyanov and Yasunori Fujikoshi: Accurate Approximation of  Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications.-  Shakir K. Formanov and Tamara A. Formanova: The Stein-Tikhomirov Method and Berry-Esseen Inequality for Sampling Sums from a Finite Population of Independent Random Variables.- Nicko Gamkrelidze: On One Inequality for Characteristic Functions.- Bronius Grigelionis: On the Nonlinear Filtering Equations for Superprocesses in Random Environment.- Vijay Gupta and Tengiz Shervashidze: Upper Bounds for Bernstein Basis Functions.-  Ildar Ibragimov and Dmitry Zaporozhets: On Distribution of Zeros of Random Polynomials in Complex Plane.- Peter Jagers and Fima C. Klebaner: Dependence and Interaction in Branching Processes.-  Gyula O.H. Katona: Testing Functional Connection between Two Random Variables.- Kalyanapuram R.Parthasarathy: The Symmetry Group of Gaussian States in L2(Rn).-  Ernst Presman: Solution of the Optimal Stopping Problem for One-dimensional Diffusion Based on a Modification of the Payoff Function.- Part II Interviews: Friedrich Götze and Willem R. van Zwet: The times of Yuri Vasilyevich Prokhorov.- Larry Shepp: A Conversation with Yuri Vasilyevich Prokhorov.     

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