Zap. Nauchn. Sem. POMI, 2007, Volume 341

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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

2007, Volume 341

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General information

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Contents

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Probability and statistics. Part 11

	Asymptotic behavior of the Unit Root Bilinear model with fractional Gaussian noise. Euler's scheme with small perturbations T. Androshchuk		5
	Distributions of functionals of bridges of diffusions with jumps A. N. Borodin		34
	The area of exponential random walk and partial sums of uniform order statistics V. V. Vysotsky		48
	Limit correlation functions at zero for fixed trace random matrix ensembles F. Götze, M. I. Gordin, A. Levina		68
	Asymptotic expansion in the central limit theorem for quadratic forms F. Götze, A. N. Tikhomirov, V. A. Yurchenko		81
	Estimation of constants for the right-hand inequalities of Marcinkiewicz and Rosenthal V. A. Egorov		115
	Estimating a monotone function, being observe in the white noise K. L. Zilberburg		124
	The growth rate of state vector in a generalized linear stochastic system with symmetric matrix N. K. Krivulin		134
	On estimation of the remainder in the central limit theorem V. V. Petrov		142
	A generalization of the Chung-Erdös inequality for the probability of the union of events V. V. Petrov		147
	Small deviation probabilities for sums of independent positive random variables L. V. Rozovskii		151
	Characterization of distributions by equalities of order statistics V. K. Saghatelyan		168
	The measure preserving and nonsingular transformations of the jump Lévy processes N. V. Smorodina		174
	Coupling-metrics for sample measures V. N. Sudakov, A. V. Sudakov		189
	Stochastic integral in case of infinite expectation of the first exit time B. P. Harlamov		197
	Maximum likelihood estimator: the nonparametric approach C. Huber, V. N. Solev, I. Vonta		220

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