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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

2011, Volume 396

| General information | Contents |


Probability and statistics. Part 17


Local limit theorems for large deviations
D. V. Batkovich
7
Probabilistic approach to viscosity solutions of the Cauchy problem for systems of fully nonlinear parabolic equations
Ya. I. Belopolskaya, W. A. Woyczynski
31
On characterizations of families of distributions, including logistic, by properties of order statistics
A. Berred, V. B. Nevzorov
67
Joint distributions of the infimum, the supremum and the end of Brownian motion with jumps
A. N. Borodin
73
Remark on locally constant self-similar processes
Yu. A. Davydov
88
Optimal estimates for the rate of strong Gaussian approximation in the infinite dimensional invariance principle
A. Yu. Zaitsev
93
Low bounds for risk functions in non-parametric estimation problems
I. A. Ibragimov
102
A probabilistic approximation of the Cauchy problem solution of some evolution equations
I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev
111
Beneš condition for discontinuous exponential martingale
R. Liptser
144
Application of Sedyakin's model and Birnbaum–Saunders family for statistical analysis of redundant systems with one warm stand-by unit
M. S. Nikulin, R. Tahir
155
A theorem on the strong law of large numbers for a sequence of nonnegative random variables
V. V. Petrov
172
On movement of Brownian particles along a delaying screen
S. S. Rasova, B. P. Harlamov
175
Small deviation probabilities for sums of independent positive random variables, whose density has a power decay at zero
L. V. Rozovsky
195
Estumation of density on indirect observation
V. N. Solev
204
Characterization of distributions by regressional properties of maximal order statistics
S. A. Tovmasyan
213
Limit theorems for small deviation probabilities of some iterated stochastic processes
A. N. Frolov
218
Average approximation of tensor product-type random fields of increasing dimension
A. A. Khartov
233


© Steklov Math. Inst. of RAS, 2024