Proceedings of the Third Finnish-Soviet Symposium on Probability Theory and Mathematical Statistics, Turku, Finland, August 13-16, 1991 (eBook, PDF)

Redaktion: Niemi, H.; Melnikov, A. V.; Shiryaev, A. N.; Högnas, G.

• Format: PDF

Produktbeschreibung

Frontmatter -- CONTENTS -- PREFACE -- RENOVATION, REGENERATION, AND COUPLING IN MULTIPLE-SERVER QUEUES IN CONTINUOUS TIME -- ON FUNCTIONALS OF BRANCHING BROWNIAN MOTION -- CONVERGENCE RATES IN TRANSIENT PHENOMENA FOR BRANCHING PROCESSES -- THE WICK PRODUCT -- MODELLING VARMAX-PROCESSES BY EXTENDED SAMPLE AUTOCORRELATION AND LINEAR REGRESSION TECHNIQUES -- A BRIEF ACCOUNT OF THE THEORY OF HOMOGENEOUS GAUSSIAN DIFFUSIONS IN FINITE DIMENSIONS -- A NOTE ON FIRST PASSAGES IN BRANCHING BROWNIAN MOTIONS -- RANDOM GRAPHS WITH MARKED CYCLES -- LOCAL LIMIT THEOREM ON CONVERGENCE OF MARKOV CHAINS TO DIFFUSION PROCESSES -- A NOTE ON THE STATIONARY MODIFICATION OF THE LOGLIKELIHOOD FUNCTION IN ASYMPTOTIC CONTINUOUS TIME SYSTEM IDENTIFICATION -- CONVERGENCE OF FILTERED EXPERIMENTS TO THE EXPERIMENT GENERATED BY A SEMIMARTINGALE -- MARTINGALE APPROACH TO THE PROCEDURES OF STOCHASTIC APPROXIMATION -- ON A GENERAL CLASS OF STOCHASTIC APPROXIMATION ALGORITHMS -- STOCHASTIC APPROXIMATIONS IN THE MAXIMUM LIKELIHOOD INFERENCE FOR MARKOV RANDOM FIELDS -- THE EDGEWORTH EXPANSION IN Rk -- AN IMPROVED NONUNIFORM CONVERGENCE RATE ESTIMATE IN THE CENTRAL LIMIT THEOREM IN Rk -- ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATORS UNDER RANDOM NORMALIZATION FOR A FIRST ORDER AUTOREGVESSIVE MODEL -- INFINITE SYSTEMS OF DISSIMILAR PARTICLES WITH RANDOM INTERACTIONS -- ON SEQUENTIAL DETECTION OF A SMALL DISORDER -- BRANCHING PROCESSES AND RANDOM TREES -- ON THE MARCINKIEWICZ WEAK LAWS OF LARGE NUMBERS IN BANACH SPACES -- ESTIMATING FUNCTIONS AND EFFICIENCY IN A FILTERED MODEL -- LIST OF CONTRIBUTORS

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Produktdetails

• Verlag: De Gruyter
• Seitenzahl: 304
• Erscheinungstermin: 18. Mai 2020
• Englisch
• ISBN-13: 9783112314203
• Artikelnr.: 59421907