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JOURNALS
// Zapiski Nauchnykh Seminarov POMI
// Archive
2001, Volume 278
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General information
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Contents
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Probability and statistics. Part 4
An estimate for distributions of sums of independent random variables
N. N. Amosova
5
Nonlinear equations in diffusion theory
Ya. I. Belopol'skaya
15
Ill-Posed probelms in statistical estimation theory
A. Gupta, L. B. Klebanov
36
Probabilities of hitting of shifted small balls by the centered Poisson process
P. Deheuvels, M. A. Lifshits
63
Probabilities of large deviations in Banach spaces
M. S. Ermakov
86
On the minimax detection of positive signals
Yu. I. Ingster, I. A. Suslina
112
New representations of the Taylor–Stratonovich expansion
D. F. Kuznetsov
141
Pitman efficiency of tests for independence based on weighted rank statistics
Ya. Yu. Nikitin, N. A. Stepanova
159
On the law of the iterated logarithm without assumptions about the existence of moments
V. V. Petrov
177
On the law of the iterated logarithm for a sequence of independent random variables with finite variances
V. V. Petrov
182
Equivalence and singularity of Gaussian measures on the conic sigma-subfield
V. A. Rovsky, V. N. Sudakov
187
On some properties of a mean value
L. V. Rozovskii
204
On a lower bound of large – deviation probabilities for the sample mean under the Cramer condition
L. V. Rozovskii
208
Conditions of the local asymptotic normality for Gaussian stationary random processes
V. N. Solev, A. Zerbet
225
On asymptotic behaviour of increments of sums over increasing runs
A. N. Frolov
248
Limit theorems for maxima of sums and renewal processes
A. N. Frolov, A. I. Martikainen, J. Steinebach
261
Application of the Chauvenet test to detection of overliers in observations connected in homogeneous Markov chain
N. M. Khalfina
275
Ergodicity conditions and stationary distributions of a continuous semi-Markov process
B. P. Harlamov
285
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Steklov Math. Inst. of RAS
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