Zap. Nauchn. Sem. POMI, 2004, Volume 320

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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

2004, Volume 320

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General information

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Contents

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Probability and statistics. Part 8

	On distributions of special non-homogenious functionals of Brownian motion A. N. Borodin		5
	Davis-type inequalities for a number of diffusion processes Yu. L. Botnikov		30
	Approximation of convolutions by accompanying laws without centering F. Götze, A. Yu. Zaitsev		44
	Minimax detection of signal in weighted Gaussian white noise M. S. Ermakov		54
	On distribution of the number of real zeros of a random polynomial D. N. Zaporozhets		69
	Some properties of random fields connected with stochastic integrals with respect to strong martingales N. A. Kolodij		80
	Invariance principle in a bilinear model with weak non-linearity M. A. Lifshits		97
	A note on limit behaviour of extremal order statistics A. I. Martikainen		106
	Almost sure central limit theorem without logarithmic sums A. I. Martikainen		110
	Sharp small ball asymptotics for Slepian and Watson processes in Hilbert norm Ya. Yu. Nikitin, E. Orsingher		120
	Correct discrimination of the Gaussian hypotheses II V. A. Rovsky		129
	On small deviation probabilities of positive random variables L. V. Rozovskii		150
	Estimation in a model with infinite dimensional nuisance parameter V. N. Solev, F. Haghighi		160
	Dependent Gaussian samples: estimation of the scatter uniform in dimension V. N. Sudakov, A. V. Sudakov		166
	On the law of the iterated logarithm for increments of sums of independent random variables A. N. Frolov		174
	Exact rate of convergence for increments of random fields O. E. Shcherbakova		187

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