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Local limit theorems for large deviations
D. V. Batkovich
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7–30 |
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Probabilistic approach to viscosity solutions of the Cauchy problem for systems of fully nonlinear parabolic equations
Ya. I. Belopolskaya, W. A. Woyczynski
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31–66 |
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On characterizations of families of distributions, including logistic, by properties of order statistics
A. Berred, V. B. Nevzorov
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67–72 |
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Joint distributions of the infimum, the supremum and the end of Brownian motion with jumps
A. N. Borodin
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73–87 |
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Remark on locally constant self-similar processes
Yu. A. Davydov
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88–92 |
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Optimal estimates for the rate of strong Gaussian approximation in the infinite dimensional invariance principle
A. Yu. Zaitsev
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93–101 |
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Low bounds for risk functions in non-parametric estimation problems
I. A. Ibragimov
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102–110 |
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A probabilistic approximation of the Cauchy problem solution of some evolution equations
I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev
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111–143 |
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Beneš condition for discontinuous exponential martingale
R. Liptser
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144–154 |
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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
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155–171 |
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A theorem on the strong law of large numbers for a sequence of nonnegative random variables
V. V. Petrov
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172–174 |
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On movement of Brownian particles along a delaying screen
S. S. Rasova, B. P. Harlamov
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175–194 |
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Small deviation probabilities for sums of independent positive random variables, whose density has a power decay at zero
L. V. Rozovsky
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195–203 |
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Estumation of density on indirect observation
V. N. Solev
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204–212 |
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Characterization of distributions by regressional properties of maximal order statistics
S. A. Tovmasyan
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213–217 |
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Limit theorems for small deviation probabilities of some iterated stochastic processes
A. N. Frolov
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218–232 |
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Average approximation of tensor product-type random fields of increasing dimension
A. A. Khartov
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233–256 |
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