دانلود کتاب New Trends in Probability and Statistics: Vol. 1 Proceedings of the Bakuriani Colloquium in Honour of Yu.V. Prohorov, Bakuriani, Georgia, USSR, 24 February–4 March, 1990

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CONTENTS\nPreface\nBakuriani Colloquia on Probability Theory and Mathematical Statistics\nI. LIMIT THEOREMS: FINITE - DIMENSIONAL CASE\nOn the Bounds for the Probabilities of Large Deviations for Random Variables and Vectors\nThe Influence of Extremes Summands on the Law of Iterated Logarithm\nGeneralized Marcinkiewicz\'s Theorem and Asymptotic Expansions in the Central Limit Theorem\nOn Integrability of sup [S_nk /n_k]\nAsymptotic Expansions in Large Deviation Zones for the Distribution Density of Sums of Independent Random Variables\nStrong Law of Large Numbers for Operator Normalized Sums of Independent Random Vectors\nII. LIMIT THEOREMS IN GENERAL SPACES\nOn the Distribution of the Sup-Norm for a Stable Motion and the Rate of Convergence\nSemi-Invariant Conditions of Weak Convergence of Random Processes in the Space of Continuous Functions\nAlmost Sure Permutational Convergence of Vector Random Series and Kolmogorov\'s Problem\nLimit Theorems for Stable Laws in Banach Spaces\nAn Estimate of the Rate of Convergence in the CLT for Dependent Hilbert Space Valued Random Variables\nAn Improved Estimate of the Accuracy of Gaussian Approximation in Hilbert Space\nOn Laxge Deviations for L-Estimates\nIII. LIMIT THEOREMS FOR STOCHASTIC PROCESSES\nRates of Convergence in the Invariance Principle for Empirical Processes\nErgodic Theorem for Semimartingale-Helix\nErgodic Theorems for Discrete Time Random Processes\nOn Functional Principle of Large Deviations\nIV. PROBABILITIES IN GENERAL SPACES\nSome Properties of Gaussian Measures and Potentials in Martingale Spaces with Mixed Norm\nUnexpected Limit Behaviour of the Gaussian Tail Probabilities\nTopologies on the Space of a-Additive Cylindrical Probabilities\nTwo-Sided Exponential Inequalities for the Distribution of the Norm of Banach Space Valued Random Variables\nNonuniform Estimates of the Density of the Squared Norm of a Gaussian Vector in Hilbert Space\nOn Sequential Conditions for a Cylindrical Measure to be Countably Additive\nA Family of Measures Admitting Consistent Estimates\nV. STOCHASTIC ANALYSIS AND CONTROL\nAsymptotic Behaviour of Solutions of Stochastic Equations\nOn the Decomposition of a Maximum of Semimartingales and Ito\'s Generalized Formula\nOptimal Transmission of Gaussian Signals Involving Cost for Transmission and Feedback\nStationary and Periodic Solutions of Stochastic Difference and Differential Equations in Banach Space\nControlled Random Fields on Graphs and Stochastic Models of Economic Equilibrium\nAsymptotic Expansions for Singulary Perturbed Stochastic Differential Equations\nOn Uniformly Optimal Coding of Gaussian Messages in White Gaussian Channels with Feedback\nOn the Structure of a Random Graph with Nonuniform Distribution\nIdentities for Ladder Functionals of Homogeneous Random Processes and Walks with Independent Increments\nOn Convergence of Solutions of Stochastic Equations\nStochastic Integrals and Stochastic Differential Equations on the Plane Involving Strong Semimartingales\nItó-Ventsel\' Formula For Anticipative Processes\nConnectivity Property and Optimality Almost Surely and in Probability\nAbsolute Continuity of Smooth Measures Generated by Nonlinear Equations\nVI. MATHEMATICAL STATISTICS\nA New Method of Asymptotic Analysis of Simple Linear Rank Statistics\nOn Stable M-Estimators in the Partial Likelihood Scheme\nAsymptotic Estimation of Integrals of Certain Random Fields\nOn Minimax Bound for Parameter Estimation in Ball (Bias Accounting)\nLimit Theorems for Some Random Processes Based on Frequencies\nFrom Asymptotic Efficiency in Minimax Sense to Bahadur Efficiency\nOn Estimating Parameters of a Distribution Concentrated in a Circle\nOn the Approximation of the Likelihood Function by a Vector Analogue of the Whittle Statistics\nVII. TOWARDS NATURAL SCIENCES\nOn Condensable Point Processes\nThe Ground State of a Random Stationary Medium in the Mean Field Approximation\nScaling Behavior of Random Walks with Topological Constraints\nConvergence of the Stochastic Quantization Method for Lattice R-Gauge Theories\nList of Contributors\nOrganizing Committee and Acknowledgement