RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

2010, Volume 384

| General information | Contents |


Probability and statistics. Part 16


On stochastic models of teletraffic with heavy-tailed distributions
K. A. Aksenova
5
On almost sure convergence of spectral distribution of power of random matrices to Fuss–Catalan distribution
N. V. Alexeev
21
Asymptotic analysis of a new dynamic semiparametric regression model with cross-effects of survivals
V. Bagdonavičius, R. Levuliené, M. Nikulin
29
Probabilistic approach to a free boundary problem and American option procing
Ya. I. Belopolskaya, M. M. Romadanova
40
Distributions of functionals of diffusions with jumps connected with the location of the maximum or minimum
A. N. Borodin
78
Uniform rates of approximation by short asymptotic expansions in the CLT for quadratic forms
F. Götze, A. Yu. Zaitsev
105
On random surface area
D. N. Zaporozhets, I. A. Ibragimov
154
On some characterizations of families of distributions, including logistic or exponential, by properties of order statistics
V. O. Zykov, V. B. Nevzorov
176
On the strong law of large numbers for a sequence of nonnegative random variables
V. V. Petrov
182
Optimal substitution of arguments of an arrangement increasing function based on sufficient statistics for parameters-arguments
M. I. Revyakov
185
Small deviations of series of weighted positive random variables
L. V. Rozovsky
212
Poissonian subordinators, the Wiener–Ornstein–Uhlenbeck field, and a relation between the Ornstein–Uhlenbeck processes and the Brownian bridges
O. V. Rusakov
225
The probabilistic representation of the decisions of a class of evolution equations
N. V. Smorodina, M. M. Faddeev
238
Bias of the nonpametric entropy estimator for Markov measures
E. A. Timofeev
267
On delay and asymmetry points of one-dimensional semi-Markov diffusion processes
B. P. Harlamov
291


© Steklov Math. Inst. of RAS, 2025