Fr. 63.00

Proceedings of the Second Japan-USSR Symposium on Probability Theory

English · Paperback / Softback

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Description

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Kyoto, Japan, 1972

List of contents

Entropy and Hausdorff dimension of a sequence of coordinate functions in base-r expansion.- General theorems of convergence for random processes.- Asymptotic expansions for Neyman's C(?) tests.- On the generation of Markov processes by symmetric forms.- On nonlinear filtering theory and absolute continuity of measures, corresponding to stochastic processes.- On the continuous passage through a fixed level of a homogeneous process with independent increments on a Markov chain.- Statistical problems in quantum physics.- Optimal coding in white Gaussian channel with feedback.- The local structure of a class of diffusions and related problems.- Remarks on Markov processes having Green functions with isotropic singularity.- On the variation of Gaussian processes.- On a class of linear processes.- A characterization of potential kernels for recurrent Markov chains with strong Feller transition function.- On a Markov property for stationary Gaussian processes with a multidimensional parameter.- Convergence rate in the ergodic theorem for an analytic flow on the torus.- Convergence of numeric characteristics of sums of independent random variables and global theorems.- Ergodicity of the dynamical system of a particle on a domain with irregular walls.- On "attraction domains" in the theory of sequential estimation.- Applications of Ornstein's theory to stationary processes.- Comparison theorems for solutions of one-dimensional stochastic differential equations.- Remarks on probabilistic solutions of certain quasilinear parabolic equations.- On white noise and infinite dimensional orthogonal group.- On moment inequalities and identities for stochastic integrals.- On a Markovian property of Gaussian processes.- The log log law for certain dependent random sequences.- Theconcentration functions of sums of independent random variables.- On Lie group structure of subgroups of O(S).- On the multidimensional central limit theorem with a weakened condition on moments.- Statistics of diffusion type processes.- On branching Markov processes with derivative.- On limit theorems for random processes.- A remark on the criterion of continuity of Gaussian sample function.- ?-Transformations and symbolic dynamics.- On location parameter family of distributions with uniformly minimum variance unbiased estimator of location.- On Markov process corresponding to Boltzmann's equation of Maxwellian gas.- On some perturbations of stable processes.- Some recent results on processes with stationary independent increments.- Extensions of measures. Stochastic equations.- On stochastic equations.- Exactness of an approximation in the central limit theorem.

Product details

Assisted by G Maruyama (Editor), G. Maruyama (Editor), Y. V. Prokhorov (Editor), Yurii V. Prokhorov (Editor), V Prokhorov (Editor)
Publisher Springer, Berlin
 
Languages English
Product format Paperback / Softback
Released 26.06.2009
 
EAN 9783540063582
ISBN 978-3-540-06358-2
No. of pages 554
Dimensions 171 mm x 235 mm x 29 mm
Weight 780 g
Illustrations VI, 554 p.
Series Lecture Notes in Mathematics
Lecture Notes in Mathematics
Subject Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics

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