Teor. Veroyatnost. i Primenen., 1985, Volume 30, Issue 1

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1985, Volume 30, Issue 1

	Limit theorems for normalized spectral functions of nonsymmetric random Jacobi matrices V. L. Girko, V. V. Vasil'ev	3–9
	On regular methods of summing of random variables A. I. Martikaĭnen	10–18
	Speed of convergence to the normal law in Hilbert space S. V. Nagaev	19–32
	Upper bounds for the maximum probability for sums of independent random vectors N. G. Ušakov	33–43
	On the existence of innovation process for a component of a diffusion type process R. Ya. Čitašvili	44–57
	Asymptotic properties of the point processes of rare events of Gaussian fields. II U. Zähle	58–65
	Statistical estimation of higher-order spectra I. G. Žurbenko	66–77
	On asymptotically complete classes of tests in the problem of testing composite hypotheses under the contiguite alternatives A. V. Bernštein	78–91
	On sufficient statistics of Gaussian processes with rational spectral density function M. Arató	92–103
	Estimates of the characteristic functions of some random variables with applications to $\omega^2$-statistics. II Yu. V. Borovskih	104–112
	A problem of estimating of the coordinates of the source of radiance A. E. Šemyakin	113–124

Short Communications
	An algebraic characterization of the normal distribution O. V. Viskov	125–127
	Remarks on inequalities for the probabilities of large deviations I. F. Pinelis, A. I. Sahanenko	127–131
	Strong invariance principle for sums of random variables from the domain of attraction of a stable law N. M. Zinčenko	132–136
	Characterization of power-mixtures by means of their one-sided asymptotic behaviour J. Bethmann	136–140
	Large deviation probabilities for the ratio of two quadratic forms in normal variables J. Nyblom	141–143
	On the probability of hitting a square root boundary of the Brownian motion A. F. Ronžin	143–145
	Spectral type of Hermite polynomial of a Wiener process Z. A. Ivković	145–147
	Theorems of comparison existence and uniqueness for stochastic differential equations M. L. Klepcina	147–152
	On the uniqueness of a solution of a stochastic differential equation with driving martingale and random measure V. A. Lebedev	152–156
	Theorem of existence for stochastic differential equation in locally convex space A. Yu. Khrennikov	157–160
	A remark on strong consistency of LS estimates when the errors of observations are weakly correlated V. F. Gapoškin	160–163
	On the asymptotic behaviour of the characteristics of the SPRT V. I. Lotov	164–169
	Limit theorems for one class of decomposable statistics E. M. Kudlaev	170–174
	Estimates of the closeness of the distribution of a randomized decomposable statistics to the normal law in the polynomial case Š. A. Mirahmedov	175–178
	On a condition of slow growth of the number of dependencies A. M. Leontovič	179–182
	Asymptotic behavior of the subcritical and supercritical reduced branching processes A. L. Yakymiv	183–188

	Summary of reports presented at sessions of the probability and mathematical statistics seminar at the Leningrad branch of the Steklov Institute of Mathematics of the USSR Academy of Sciences (February–May 1984)	188–198
	Summary of reports presented at sessions of the probability and mathematical statistics seminar at the T. G. Shevchenko Kiev state University (February–June 1984)	198–203

News of Scientific Life
	Information on the International conference «Stochastic differential systems» A. E. Bashirov, A. A. Novikov	204

New Books
	New books S. P. Yakovleva	205

Theory of Probability and its Applications

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