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2011, Volume 56, Issue 1  


Chebyshev type exponential inequalities for sums of random vectors and random walk trajectories
A. A. Borovkov, A. A. Mogul'skii
3
Uncertain change-point problem for random sequence
B. S. Darhovsky
30
Recurrence relations for price bounds of contingent claims in discrete time market models
D. B. Rokhlin
47
On the uniqueness of a probabilistic solution of the Cauchy problem for the Fokker–Planck–Kolmogorov equation
S. V. Shaposhnikov
77
Approximating the inverse of banded matrices by banded matrices with applications to probability and statistics
P. Bickel, M. Lindner
100
Trace approximations of products of truncated Toeplitz operators
M. S. Ginovyan, A. A. Sahakyan
123
To A. V. Skorokhod's memory
I. A. Ibragimov, Yu. V. Prokhorov, A. N. Shiryaev
140

Short Communications
Ergodicity of multi-channel queueing system with balking
T. N. Belorusov
145
Distribution of the number of crossings of a strip by trajectories of the simpliest random walks and the Wiener process with a drift
I. S. Borisov, N. N. Nikitina
152
On the measurability with respect to a parameter of stochastic integral driven by two-parametric strong martingale
N. A. Kolodij
159
On the distribution of time spent by Markov chain at different levels until achieving a fixed state
Ya. A. Lyulko
167
On a limit distribution of the maximal level of empirical distribution density and the regression function. II
M. S. Muminov
176
The renewal theorem without further power moments
S. V. Nagaev
188
On $\mathbf R^+$-weakly stable distribution
G. Mazurkiewicz
197

News of Scientific Life
To the 80th birthday of A. A. Yushkevich
S. A. Molchanov, I. M. Sonin
203

Letter to the Editor
Errata to the paper in TVP, v. 55, no. 3, p. 446–461
M. G. Shur
205
Errata to the paper in TVP, v. 55, no. 2, p. 271–304
I. G. Shevtsova
205
Теория вероятностей и ее применения Theory of Probability and its Applications
 
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