Title | Probability Theory and Mathematical Statistics [electronic resource] : Proceedings of the Fifth Japan-USSR Symposium, held in Kyoto, Japan, July 8-14, 1986 / edited by Shinzo Watanabe, Jurii Vasilievich Prokhorov |
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Imprint | Berlin, Heidelberg : Springer Berlin Heidelberg, 1988 |
Connect to | http://dx.doi.org/10.1007/BFb0078455 |
Descript | X, 590 p. online resource |
Professor gisiro maruyama, in memoriam -- Some words in memory of Professor G. Maruyama -- Second and third order asymptotic completeness of the class of estimators -- An accuracy of Gaussian approximation of sum distribution of independent random variables in Banach spaces -- On the weak convergence to Brownian local time -- On optimal stopping with incomplete data -- Bellman equation with unbounded coefficients and its applications -- A note on capacities in infinite dimensions -- On diffusive motion of closed curves -- Non-linear filtering of stochastic processes and optimal signal transmission through a feedback channel -- On bessel potentials in linear spaces -- A time change relating continuous semi-markov and markov processes -- Bounded solutions and periodic solutions of a linear stochastic evolution equation -- Renormalization group method on a hierarchical lattice of dyson-wilson type -- Contiguity of distributions of multivariate point processes -- On Benford's law: The first digit problem -- One-dimensional diffusions and random walks in random environments -- The domain of attraction of a non-gaussian self-similar process with finite variance -- Absolutely continuous spectrum of one-dimensional random Schrรถdinger operators and hamiltonian systems -- Riemannian manifolds with stochastic independence conditions are rich enough -- On some inequalities in the probabilistic number theory -- Helices and isomorphism problems in ergodic theory -- A limit theorem for stochastic partial differential equations -- Some remarks on Getzler's degree theorem -- On limit theorems for conditionally independent random variables controlled by a finite Markov chain -- Joint asymptotic distribution of the maximum likelihood estimator and M-estimator -- On the results of asymptotic analysis for the random walks with two-sided boundary -- Gaussian limit theorems for Wiener functionals -- Multiplicative number theory in probability spaces: An exaple -- Monte carlo methods with stochastic parameters -- Schrรถdinger operator with potential which is the derivative of a temporally homogeneous Lรฉvy process -- An evolution operator of the Feynman-kac type -- A theorem on the stability of nonlinear filtering systems -- Large deviations for the maximum likelihood estimators -- On the decay rate of correlation for piecewise linear transformations -- A fluctuation theorem for solutions of certain random evolution equations -- Convergence and uniqueness theorems for markov processes associated with Lรฉvy operators -- Bounds for difference of two integrals of a bounded function in terms of extensions of Lรฉvy metric -- Asymptotic expansions for 2-SPRT -- On Dynkin's stopping problem with a finite constraint -- Entropy operators and mcmillan type convergence theorems in a noncommutative dynamical system -- On long time tails of correlation functions for KMO-Langevin equations -- On central limit theorem for continuous additive functional of zero energy -- Ergodic properties of product type odometers -- Measuring processes and repeatability hypothesis -- Estimates of the rate of convergence in the central limit theorem in Banach spaces -- Simple method of obtaining estimates in the invariance principle -- Mutually repelling particles of m types -- Some classes generated by exponential distributions -- Remarks on the canonical representation of stationary linear symmetric ?-stable processes (0<?<1) -- Asymptotics of the mean of a functional of a random walk -- Long time asymptotics of the ratio of measures of small tubes and a large deviation result -- On cornish-fisher type expansion of likelihood ratio statistic in one parameter exponential family -- Stochastic process for an infinite hard core particle system in Rd -- Power order decay of elementary solutions of generalized diffusion equations -- Lord's paradox on mean absolute deviation -- Approximation of stationary processes and the central limit problem -- Generalized wiener functionals and their applications -- A heavy traffic limit theorem for G/M/? queueing networks -- An upper bound to the capacity of discrete time Gaussian channel with feedback -- On the value for OLA-optimal stopping problem by potential theoretic method -- Fixed point theorem for measurable field of operators with an application to random differential equation