Proceedings of the Third Japan — USSR Symposium on Probability Theory [1 ed.] 9780387079950, 0-387-07995-5

Table of contents :
Some limit theorems for a queueing system with absolute priority in heavy traffic....Pages 1-13
On certain problems of uniform distribution of real sequences....Pages 14-19
Norms of Gaussian sample functions....Pages 20-41
On a new approach to Markov processes....Pages 42-62
Limit theorems for linear combinations of order statistics....Pages 63-79
Some estimates of the rate of convergence in multidimensional limit theorems for homogeneous Markov processes....Pages 80-98
Expectation semigroup of a cascade process and a limit theorem....Pages 99-118
Potential theory of symmetric markov processes and its applications....Pages 119-133
Hilbert space methods in classical problems of mathematical statistics....Pages 134-159
On the martingale aproach to statistical problems for stochastic processes with boundary conditions....Pages 160-180
Probabilities of the first exit for continuous processes with independent increments on a markov chain....Pages 181-193
Noncommutative analogues of the Cramér-Rao inequality in the quantum measurement theory....Pages 194-222
Test of hypotheses for distributions with monotone likelihood ratio: case of vector valued parameter....Pages 223-231
Criteria of absolute continuity of measures corresponding to multivariate point processes....Pages 232-252
Normal numbers and ergodic theory....Pages 253-269
On multitype branching processes with immigration....Pages 270-275
Statistics of stochastic processes with jumps....Pages 276-289
Evolution asymptotique des temps d'arrêt et des temps de séjour liés aux trajectoires de certaines fonctions aléatoires gaussiennes....Pages 290-296
Asymptotic enlarging of semi-markov processes with an arbitrary state space....Pages 297-315
The method of accompanying infinitely divisible distributions....Pages 316-323
Optimal stopping of controlled diffusion process....Pages 324-334
Additive arithmetic functions and Brownian motion....Pages 335-350
Asymptotic behavior of the fisher information contained in additive statistics....Pages 351-374
Nonlinear functionals of gaussian stationary processes and their applications....Pages 375-378
Stationary matrices of probabilities for stochastic supermatrix....Pages 379-418
An estimate of the remainder term in the multidimensional central limit theorem....Pages 419-438
A remark on the non-linear Dirichlet problem of branching markov processes....Pages 439-445
Some remarks on stochastic optimal controls....Pages 446-460
On stationary linear processes with Markovian property....Pages 461-466
Some limit theorems for the maximum of normalized sums of weakly dependent random variables....Pages 467-474
Non-uniform estimate in the central limit theorem in a separable Hilbert space....Pages 475-499
Generalized diffusion processes....Pages 500-523
Semifields and probability theory....Pages 524-549
Convergence to diffusion processes for a class of Markov chains related to population genetics....Pages 550-566
Random operators in a Hilbert space....Pages 567-591
Bernoulli shifts on groups and decreasing sequences of partitions....Pages 592-603
On the second order asymptotic efficiencies of estimators....Pages 604-638
On the relaxed solutions of a certain stochastic differential equation....Pages 639-645
On limit theorems for non-critical Galton-Watson processes with EZ 1 logZ 1 =∞....Pages 646-649
Construction of diffusion processes by means of poisson Point process of Brownian excursions....Pages 650-654
Non-anticipating solutions of stochastic equations....Pages 655-691
A stochastic maximum principle in control problems with discrete time....Pages 692-712
Selection of variables in multiple regression analysis....Pages 713-722