sazonov v v (47 Ergebnisse)

Zustand: Good. *Price HAS BEEN REDUCED by 10% until Monday, Nov. 10 (SALE ITEM)* 222 pp., Paperback, ex library, else text clean & binding tight. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.

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Softcover. VII, 104 S. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library in GOOD condition with library-signature and stamp(s). Some traces of use. R-16505 3540123385 Sprache: Englisch Gewicht in Gramm: 550.

Methodological notes, Physics - Uspekhi 44 (6), 2001, spirale, format A4, 14 pages Bon état - Pour les envois hors de France, la tafication «livre & brochure» pour les frais de port a disparue.Les frais de port annoncés correspondent à une moyenne. Ils seront calculés au plus juste en fonction du poids de votre article.

104 Seiten, 3540108637 Sprache: Englisch Gewicht in Gramm: 180 Groß 8°, Original-Karton (Softcover), Bibliotheks-Exemplar (ordnungsgemäß entwidmet), Deckel mit kleiner Papier-Signatur, Stempel auf Titel, insgesamt gutes und innen sauberes Exemplar,

8° , Softcover/Paperback. 1.Auflage,. 116 Seiten Einband etwas berieben, Bibl.Ex., innen guter und sauberer Zustand 9783540108634 Sprache: Englisch Gewicht in Gramm: 175.

Broché. Zustand: Etat satisfaisant. in-8 Description :168 pp. Dos cassé. Langue : Français Nb de volumes : 1.

Zustand: Good. 12mo. 94 pp. Stapled Wraps with Decorative Cover. Very Good. Some Edgewear. Photographs B&W. Text in Russian.

Taschenbuch. Zustand: Neu. Neuware -The finite dimensional case.- The infinite dimensional case.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 116 pp. Englisch.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - The finite dimensional case.- The infinite dimensional case.

Taschenbuch. Zustand: Neu. Normal Approximation - Some Recent Advances | V. V. Sazonov | Taschenbuch | Einband - flex.(Paperback) | Englisch | 1981 | Springer | EAN 9783540108634 | Verantwortliche Person für die EU: Springer-Verlag KG, Sachsenplatz 4-6, 1201 WIEN, ÖSTERREICH, productsafety[at]springernature[dot]com | Anbieter: preigu.

Hardcover. Zustand: Good. 616p white cloth with gilt lettering, minor shelfwear, corners dented, pages clean and unmarked, good condition, this copy discarded from the library of the Manchester Institute of Science & Technology, library stamps, old fashioned loan pocket to back cover, front endpaper missing, some traces of use, still a good copy Language: English.

Zustand: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher.

Hardcover. Zustand: Very Good. 2 vols. 799 pages + 855 pages, camera-ready typescript laminated boards [3112307925].

Buch. Zustand: Neu. Neuware -Frontmatter -- CONTENTS -- Preface -- Quantum stochastic calculus -- Glivenko-Cantelli convergence for weighted empirical and quantile processes of U-statistic structure -- On symmetry properties and nonparametric estimates of the -th order spectral density of a stationary random process -- Large deviations for first-passage times -- Quasi-average approach to the description of the limit states of the n-vector Curie-Weiss ferromagnet -- Inequalities at the Markov approximation of lumped processes -- Remarks on limit theorems for sequences of random variables with random index -- Continuity of local time for Markov processes with stationary independent increments -- Detection and diagnosis of changes in the A.R. part of an A.R.M. A. model with nonstationary unknown M. A. coefficients -- Nonparametric estimation of distribution functions based on incomplete data -- Diffusion processes on the group T and elliptic equations of infinitely many variables -- Lower estimates of the convergence rate in the CLT in Banach spaces -- Weak limits of probability measures on metric Schauderspaces -- Optimal consumption and investment in a stochastic model -- Large deviations from classical paths and the classical limit of quantum stochastic flows -- Limit theorems for multicomponent hierarchical models -- On limit theorems for random vectors controlled by a Markov chain -- Upper and lower estimates of the convergence rate in the invariance principle for empirical measures -- The contraction principle for C0-summing operators and SLLN for weighed sums -- Limit theorems for stochastic inventory models -- Limit theorems under weak dependence conditions -- Non commutative integration and probability on von Neumann algebras -- On optimal controls in the problem of locally absolutely continuous change of measure (compact sets of decisions) -- Non-uniform estimates of the remainder term in limit theorems with a stable limit law -- Multiple stable stochastic integrals -- A generalization of p-type spaces -- Smooth measures on infinite dimensional manifolds and forward Kolmogorov equation -- The structure of distributions of convex functionals -- Wiener germs applied to the tails of m-estimators -- On the asymptotic behaviour of the linear stochastic heat equation solutions -- Some universal donsker classes of functions -- Duplicates in mixed sequences and a frequency duplication principle. Methods and applications -- Bootstrapping empirical measures indexed by Vapnik-Chervonenkis classes of sets -- A remark on the Central Limit Theorem for random measures and processes -- Elliptic law and elements of G-analysis -- Mathematical aspects on the variation of air pollutant concentrations -- Weak solutions of the stochastic evolution and invariance principles -- Optimal stopping of a Markov chain with vector-valued gain function -- Some strong laws of large numbers in Banach spaces with regular norms -- Optimality in estimation for stochastic processes under both fixed and large sample conditions -- On urn schemes imbedded in birth processes -- Limiting distributions and mean-values of complex-valued multiplicative functions -- Asymptotically minimax testing of nonparametric hypothesesWalter de Gruyter GmbH, Genthiner Strasse 13, 10785 Berlin 584 pp. Englisch.

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Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Frontmatter -- CONTENTS -- Preface -- Quantum stochastic calculus -- Glivenko-Cantelli convergence for weighted empirical and quantile processes of U-statistic structure -- On symmetry properties and nonparametric estimates of the -th order spectral density of a stationary random process -- Large deviations for first-passage times -- Quasi-average approach to the description of the limit states of the n-vector Curie-Weiss ferromagnet -- Inequalities at the Markov approximation of lumped processes -- Remarks on limit theorems for sequences of random variables with random index -- Continuity of local time for Markov processes with stationary independent increments -- Detection and diagnosis of changes in the A.R. part of an A.R.M. A. model with nonstationary unknown M. A. coefficients -- Nonparametric estimation of distribution functions based on incomplete data -- Diffusion processes on the group T and elliptic equations of infinitely many variables -- Lower estimates of the convergence rate in the CLT in Banach spaces -- Weak limits of probability measures on metric Schauderspaces -- Optimal consumption and investment in a stochastic model -- Large deviations from classical paths and the classical limit of quantum stochastic flows -- Limit theorems for multicomponent hierarchical models -- On limit theorems for random vectors controlled by a Markov chain -- Upper and lower estimates of the convergence rate in the invariance principle for empirical measures -- The contraction principle for C0-summing operators and SLLN for weighed sums -- Limit theorems for stochastic inventory models -- Limit theorems under weak dependence conditions -- Non commutative integration and probability on von Neumann algebras -- On optimal controls in the problem of locally absolutely continuous change of measure (compact sets of decisions) -- Non-uniform estimates of the remainder term in limit theorems with a stable limit law -- Multiple stable stochastic integrals -- A generalization of p-type spaces -- Smooth measures on infinite dimensional manifolds and forward Kolmogorov equation -- The structure of distributions of convex functionals -- Wiener germs applied to the tails of m-estimators -- On the asymptotic behaviour of the linear stochastic heat equation solutions -- Some universal donsker classes of functions -- Duplicates in mixed sequences and a frequency duplication principle. Methods and applications -- Bootstrapping empirical measures indexed by Vapnik-Chervonenkis classes of sets -- A remark on the Central Limit Theorem for random measures and processes -- Elliptic law and elements of G-analysis -- Mathematical aspects on the variation of air pollutant concentrations -- Weak solutions of the stochastic evolution and invariance principles -- Optimal stopping of a Markov chain with vector-valued gain function -- Some strong laws of large numbers in Banach spaces with regular norms -- Optimality in estimation for stochastic processes under both fixed and large sample conditions -- On urn schemes imbedded in birth processes -- Limiting distributions and mean-values of complex-valued multiplicative functions -- Asymptotically minimax testing of nonparametric hypotheses.

Buch. Zustand: Neu. Neuware -Frontmatter -- CONTENTS -- WEAK CONVERGENCE OF SEMI-MARKOV RANDOM EVOLUTIONS (MARTINGALE APPROACH) -- CONVERGENCE OF MOMENTS OF RANDOMLY INDEXED RANDOM SEQUENCES -- ON THE RATE OF CONVERGENCE OF THE DISTRIBUTIONS OF SEMIMARTINGALES TO THE DISTRIBUTION OF STABLE PROCESS -- ANTICIPATING STOCHASTIC DIFFERENTIAL EQUATIONS -- SECOND ORDER MINIMAX ESTIMATION: THE NUISANCE PARAMETERS AND HYPOELLIPTIC OPERATORS -- LIMIT THEOREMS FOR THE RIEMANN ZETA-FUNCTION IN THE COMPLEX SPACE -- STOCHASTIC INTEGRALS WITH RESPECT TO SEMIMARTINGALE MEASURES AND CHANGE OF THE FILTRATION -- LIMIT DISTRIBUTIONS OF MEASURES OF SOJOURNS OF VECTOR GAUSSIAN FIELDS WITH STRONG DEPENDENCE -- LIMIT THEOREMS FOR ONE-DIMENSIONAL RANDOM WALKS IN RANDOM ENVIRONMENTS -- ON THE NORM DISTRIBUTION OF GAUSSIAN AND OTHER STABLE VECTORS -- ON SET CONVOLUTIONS AND INTEGRAL-SUM KERNEL OPERATORS -- LARGE DEVIATION FOR MARTINGALES WITH INDEPENDENT AND HOMOGENEOUS INCREMENTS -- LAWS OF THE ITERATED LOGARITHM FOR I.I.D. CASE -- DISTRIBUTION OF VALUES OF ADDITIVE ARITHMETIC FUNCTIONS -- STATISTICAL INFERENCES FOR SEMIMARTINGALE REGRESSION MODELS -- ON THE MARTINGALE PROBLEM ASSOCIATED WITH INTEGRO-DIFFERENTIAL OPERATORS -- PREFERRED DIRECTIONS ON THE HYPERSPHERE -- TWO-PARAMETER STRONG MARTINGALES: INEQUALITIES FOR QUADRATIC VARIATION AND SOME DECOMPOSITIONS -- EXACT RESOLUTION THRESHOLDS FOR CLOSE FREQUENCIES -- ASYMPTOTIC PROPERTIES OF TWO STATISTICAL DECISION RULES BASED ON VALUES OF STUDENTIZED RANGE -- ON A NEW APPROACH TO THE STUDY OF THE DISTRIBUTION OF A NORM OF A RANDOM ELEMENT IN HILBERT SPACE -- RECORDS FOR NONIDENTICALLY DISTRIBUTED RANDOM VARIABLES -- LOCAL CHERNOFF EFFICIENCY OF LINEAR RANK TESTS -- EXTENDED VECTOR STOCHASTIC INTEGRAL IN SOBOLEV SPACES OF WIENER FUNCTIONALS -- WEIGHTED MULTIVARIATE EMPIRICAL PROCESSES AS RANDOM MEASURES -- REMARKS ON THE RANDOM MULTIPLICATIVE ERGODIC THEOREM -- PROBABILITY DISTRIBUTIONS AND BOREL MEASURES UNIQUELY DETERMINED BY THEIR RESTRICTIONS TO A HALF-SPACE -- DISCRETE TIME QUANTUM STOCHASTIC FLOWS, MARKOV CHAINS AND CHAOS EXPANSIONS -- THE ZERO-LEVEL SET OF THE BROWNIAN BRIDGE AS A MODEL OF DISORDERED PHYSICAL SYSTEMS -- SOME INEQUALITIES FOR MOMENTS OF SUMS OF INDEPENDENT RANDOM VARIABLES -- SOME MINIMAX ESTIMATION PROBLEMS -- LARGE DEVIATIONS OF TRAJECTORIES IN THE CENTRAL LIMIT THEOREM FOR RANDOM PROCESSES: SOME NEW RESULTS -- HOMOGENIZATION AND VANISHING VISCOSITY -- SOME REMARKS ON ASYMPTOTIC EFFICIENCY IN BAHADUR SENSE OF MAXIMUM LIKELIHOOD ESTIMATOR -- ON DISTRIBUTION OF SUPREMUM TYPE FUNCTIONALS OF NONPARAMETRIC ESTIMATES FOR SPECTRAL DENSITY -- A CENTRAL LIMIT THEOREM FOR QUADRATIC FORMS IN INDEPENDENT RANDOM VARIABLES -- SUBORDINATION DEPENDING ON A PARAMETER -- GENERAL LEMMAS ON THE DISTRIBUTION DENSITY FOR LARGE DEVIATIONS OF A RANDOM VECTOR -- SPEED OF CONVERGENCE IN THE CENTRAL LIMIT THEOREM IN HILBERT SPACE UNDER WEAKENED MOMENT CONDITIONS -- STATISTICAL FUNCTIONALS, .STOPPING TIMES AND ASYMPTOTIC MINIMUM RISK PROPERTY -- THE CENTRAL LIMIT THEOREM FOR FINITELY DEPENDENT RANDOM VARIABLES -- ON HARMONIC FUNCTIONS OF RANDOM WALKS ON GROUPS -- EXPONENTS OF OPERATOR STABLE DISTRIBUTIONS IN BANACH SPACES -- INFINITE DIMENSIONAL DISTRIBUTIONS AND SECOND QUANTIZATION IN STRING THEORIES -- DIFFERENTIAL CALCULUS ON THE CONFIGURATION SPACE: SURFACES, SURFACE MEASURES, GAUSS-OSTROGRADSKII FORMULA -- THE LOCAL THEOREMS FOR ADDITIVE ARITHMETIC FUNCTIONS -- QUADRATIC FORMS WITH LONG-RANGE DEPENDENCE -- BACKWARD LIMITS AND INHOMOGENEOUS REGENERATION -- ON THE NORMAL APPROXIMATION OF SUMS OF WEAKLY DEPENDENT HILBERT-VALUED RANDOM VARIABLES -- ON DISTRIBUTION OF ADDITIVE ARITHMETICAL FUNCTIONS ON THE SET OF SHIFTED PRIMES -- A NEW LOOK ON SEMIMARTINGALE DISTRIBUTIONS WITH SEVERAL EXAMPLES -- CENTRAL LIMIT THEOREM FOR DEPENDENT RANDOM VARIABLES -- RÉNYI DISTANCES OF SOME DIFFUSION PROCESSES -- ESTIMATES FOR THE SMOOTH FUNCTIONAL IN THE CLASSICAL CASE -- ON LARGE DEVIATIONS IN AVERAGING PRINCIPLE FOR STOCHASTIC DIFFERENTIAL EQWalter de Gruyter GmbH, Genthiner Strasse 13, 10785 Berlin 624 pp. Englisch.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Frontmatter -- CONTENTS -- WEAK CONVERGENCE OF SEMI-MARKOV RANDOM EVOLUTIONS (MARTINGALE APPROACH) -- CONVERGENCE OF MOMENTS OF RANDOMLY INDEXED RANDOM SEQUENCES -- ON THE RATE OF CONVERGENCE OF THE DISTRIBUTIONS OF SEMIMARTINGALES TO THE DISTRIBUTION OF STABLE PROCESS -- ANTICIPATING STOCHASTIC DIFFERENTIAL EQUATIONS -- SECOND ORDER MINIMAX ESTIMATION: THE NUISANCE PARAMETERS AND HYPOELLIPTIC OPERATORS -- LIMIT THEOREMS FOR THE RIEMANN ZETA-FUNCTION IN THE COMPLEX SPACE -- STOCHASTIC INTEGRALS WITH RESPECT TO SEMIMARTINGALE MEASURES AND CHANGE OF THE FILTRATION -- LIMIT DISTRIBUTIONS OF MEASURES OF SOJOURNS OF VECTOR GAUSSIAN FIELDS WITH STRONG DEPENDENCE -- LIMIT THEOREMS FOR ONE-DIMENSIONAL RANDOM WALKS IN RANDOM ENVIRONMENTS -- ON THE NORM DISTRIBUTION OF GAUSSIAN AND OTHER STABLE VECTORS -- ON SET CONVOLUTIONS AND INTEGRAL-SUM KERNEL OPERATORS -- LARGE DEVIATION FOR MARTINGALES WITH INDEPENDENT AND HOMOGENEOUS INCREMENTS -- LAWS OF THE ITERATED LOGARITHM FOR I.I.D. CASE -- DISTRIBUTION OF VALUES OF ADDITIVE ARITHMETIC FUNCTIONS -- STATISTICAL INFERENCES FOR SEMIMARTINGALE REGRESSION MODELS -- ON THE MARTINGALE PROBLEM ASSOCIATED WITH INTEGRO-DIFFERENTIAL OPERATORS -- PREFERRED DIRECTIONS ON THE HYPERSPHERE -- TWO-PARAMETER STRONG MARTINGALES: INEQUALITIES FOR QUADRATIC VARIATION AND SOME DECOMPOSITIONS -- EXACT RESOLUTION THRESHOLDS FOR CLOSE FREQUENCIES -- ASYMPTOTIC PROPERTIES OF TWO STATISTICAL DECISION RULES BASED ON VALUES OF STUDENTIZED RANGE -- ON A NEW APPROACH TO THE STUDY OF THE DISTRIBUTION OF A NORM OF A RANDOM ELEMENT IN HILBERT SPACE -- RECORDS FOR NONIDENTICALLY DISTRIBUTED RANDOM VARIABLES -- LOCAL CHERNOFF EFFICIENCY OF LINEAR RANK TESTS -- EXTENDED VECTOR STOCHASTIC INTEGRAL IN SOBOLEV SPACES OF WIENER FUNCTIONALS -- WEIGHTED MULTIVARIATE EMPIRICAL PROCESSES AS RANDOM MEASURES -- REMARKS ON THE RANDOM MULTIPLICATIVE ERGODIC THEOREM -- PROBABILITY DISTRIBUTIONS AND BOREL MEASURES UNIQUELY DETERMINED BY THEIR RESTRICTIONS TO A HALF-SPACE -- DISCRETE TIME QUANTUM STOCHASTIC FLOWS, MARKOV CHAINS AND CHAOS EXPANSIONS -- THE ZERO-LEVEL SET OF THE BROWNIAN BRIDGE AS A MODEL OF DISORDERED PHYSICAL SYSTEMS -- SOME INEQUALITIES FOR MOMENTS OF SUMS OF INDEPENDENT RANDOM VARIABLES -- SOME MINIMAX ESTIMATION PROBLEMS -- LARGE DEVIATIONS OF TRAJECTORIES IN THE CENTRAL LIMIT THEOREM FOR RANDOM PROCESSES: SOME NEW RESULTS -- HOMOGENIZATION AND VANISHING VISCOSITY -- SOME REMARKS ON ASYMPTOTIC EFFICIENCY IN BAHADUR SENSE OF MAXIMUM LIKELIHOOD ESTIMATOR -- ON DISTRIBUTION OF SUPREMUM TYPE FUNCTIONALS OF NONPARAMETRIC ESTIMATES FOR SPECTRAL DENSITY -- A CENTRAL LIMIT THEOREM FOR QUADRATIC FORMS IN INDEPENDENT RANDOM VARIABLES -- SUBORDINATION DEPENDING ON A PARAMETER -- GENERAL LEMMAS ON THE DISTRIBUTION DENSITY FOR LARGE DEVIATIONS OF A RANDOM VECTOR -- SPEED OF CONVERGENCE IN THE CENTRAL LIMIT THEOREM IN HILBERT SPACE UNDER WEAKENED MOMENT CONDITIONS -- STATISTICAL FUNCTIONALS, .STOPPING TIMES AND ASYMPTOTIC MINIMUM RISK PROPERTY -- THE CENTRAL LIMIT THEOREM FOR FINITELY DEPENDENT RANDOM VARIABLES -- ON HARMONIC FUNCTIONS OF RANDOM WALKS ON GROUPS -- EXPONENTS OF OPERATOR STABLE DISTRIBUTIONS IN BANACH SPACES -- INFINITE DIMENSIONAL DISTRIBUTIONS AND SECOND QUANTIZATION IN STRING THEORIES -- DIFFERENTIAL CALCULUS ON THE CONFIGURATION SPACE: SURFACES, SURFACE MEASURES, GAUSS-OSTROGRADSKII FORMULA -- THE LOCAL THEOREMS FOR ADDITIVE ARITHMETIC FUNCTIONS -- QUADRATIC FORMS WITH LONG-RANGE DEPENDENCE -- BACKWARD LIMITS AND INHOMOGENEOUS REGENERATION -- ON THE NORMAL APPROXIMATION OF SUMS OF WEAKLY DEPENDENT HILBERT-VALUED RANDOM VARIABLES -- ON DISTRIBUTION OF ADDITIVE ARITHMETICAL FUNCTIONS ON THE SET OF SHIFTED PRIMES -- A NEW LOOK ON SEMIMARTINGALE DISTRIBUTIONS WITH SEVERAL EXAMPLES -- CENTRAL LIMIT THEOREM FOR DEPENDENT RANDOM VARIABLES -- RÉNYI DISTANCES OF SOME DIFFUSION PROCESSES -- ESTIMATES FOR THE SMOOTH FUNCTIONAL IN THE CLASSICAL CASE -- ON LARGE DEVIATIONS IN AVERAGING PRINCIPLE FOR STOCHASTIC DIFFERENTIAL EQ.

Buch. Zustand: Neu. Neuware -Frontmatter -- Contents -- Preface -- The low density limit and the quantum Poisson process -- Systems assisting in gathering and analysis of statistical data and adjustable to subject domains -- On the maximum of sums of random variables and the supremum for stable processes -- On the necessity of Cramér's condition in local limit theorems -- Markov random graphs and polygonal fields with Y-shaped nodes -- Probability measures on quantum logics and a non-commutative Choquet theory -- Convolution semigroups of instruments in quantum probability -- Stochastic posterior equations for quantum nonlinear filtering -- Diffusions and parabolic equations in principal bundles -- On Markov processes associated with a projective sequence of harmonic spaces -- Estimation of the tail of the spectral distribution by means of high level sojourn times -- Renormalization of Dyson's vector-valued hierarchical model at low temperatures -- Analitic functionals of stochastic processes and infinite dimensional oscillatory integrals -- Exponential inequalities for the distributions of von Mises and U-statistics -- Ergodicity and stability of Markov chains and of their generalizations. Multidimensional chains -- Event and time averages: The stationary case and the nonstationary case -- On the convergence of sums of independent random vectors normed by matrices -- CLT for families of integral functionals arising in solving the multidimensional Burgers Equation -- The Theory Of Dynamical Semigroups And Its Applications -- An approximation of integer-valued measures by generalized Poisson measures -- Lim inf results for the standardized empirical distribution function -- The smooth measures in Banach spaces and their smooth mappings -- Local invariance principle for i.i.d. random variables -- Conditionally positive definite functions on the coefficient algebra of a nonabelian group -- On the integrability of the maximum and the local properties of Gaussian fields -- On large deviation probabilities for the maximum likelihood estimators -- Functional integrals, a variational method and some problems of stochastical physics -- The law of the iterated logarithm and order statistics -- Martingales in non-life insurance -- Asymptotic Minimaxity Of Usual Goodness Of Fit Tests -- Les fonctions aléatoires à valeurs dans les espaces lusiniens et leurs modifications régulières -- Critical branching caused by interaction with point catalysts -- Statistical analysis and dating of the observations on which Ptolomy's 'Almagest' star catalogue is based -- Global asymptotics of solutions of the first and second boundary value problems for Kolmogorov equation with small diffusion -- Hydrodynamic limit for Ginzburg-Landau type continuum model -- Almost everywhere limit convergence of subsequences of powers -- On shot noise processes with long range dependence -- G-estimates of eigen-values of covariance matrices -- On large deviations for trimmed sums of independent random variables -- Random operator functions defined by stochastic differential equations -- Hellinger integrals and Hellinger processes for solutions of martingale problems -- On connection between the theory of branching processes and queueing theory -- Estimation Of Manova Eigenvalues -- On joint distributions of random elements with given mutual conditional distributions -- Improvement and generalization of Cramér-Rao inequality for a filtered space -- Limit Theorems For Record Times -- On statistics of continuous Markov processes: semi- Markov approach -- Quantum stochastic flows -- Convergence Of The Stochastic Quantization Method -- Adaptive tests for minimax testing of nonparametic hypotheses -- A survey of the metric theory of continued fractions, fifty years after Doeblin's 1940 paper -- Boundary and entropy of random walks in random environment -- Non-linear law of large numbers and Gaussian fluctuation for star-like networks -- Asymptotic solution of inverse Kolmogorov equation for diffWalter de Gruyter GmbH, Genthiner Strasse 13, 10785 Berlin 656 pp. Englisch.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Frontmatter -- Contents -- Preface -- The low density limit and the quantum Poisson process -- Systems assisting in gathering and analysis of statistical data and adjustable to subject domains -- On the maximum of sums of random variables and the supremum for stable processes -- On the necessity of Cramér's condition in local limit theorems -- Markov random graphs and polygonal fields with Y-shaped nodes -- Probability measures on quantum logics and a non-commutative Choquet theory -- Convolution semigroups of instruments in quantum probability -- Stochastic posterior equations for quantum nonlinear filtering -- Diffusions and parabolic equations in principal bundles -- On Markov processes associated with a projective sequence of harmonic spaces -- Estimation of the tail of the spectral distribution by means of high level sojourn times -- Renormalization of Dyson's vector-valued hierarchical model at low temperatures -- Analitic functionals of stochastic processes and infinite dimensional oscillatory integrals -- Exponential inequalities for the distributions of von Mises and U-statistics -- Ergodicity and stability of Markov chains and of their generalizations. Multidimensional chains -- Event and time averages: The stationary case and the nonstationary case -- On the convergence of sums of independent random vectors normed by matrices -- CLT for families of integral functionals arising in solving the multidimensional Burgers Equation -- The Theory Of Dynamical Semigroups And Its Applications -- An approximation of integer-valued measures by generalized Poisson measures -- Lim inf results for the standardized empirical distribution function -- The smooth measures in Banach spaces and their smooth mappings -- Local invariance principle for i.i.d. random variables -- Conditionally positive definite functions on the coefficient algebra of a nonabelian group -- On the integrability of the maximum and the local properties of Gaussian fields -- On large deviation probabilities for the maximum likelihood estimators -- Functional integrals, a variational method and some problems of stochastical physics -- The law of the iterated logarithm and order statistics -- Martingales in non-life insurance -- Asymptotic Minimaxity Of Usual Goodness Of Fit Tests -- Les fonctions aléatoires à valeurs dans les espaces lusiniens et leurs modifications régulières -- Critical branching caused by interaction with point catalysts -- Statistical analysis and dating of the observations on which Ptolomy's 'Almagest' star catalogue is based -- Global asymptotics of solutions of the first and second boundary value problems for Kolmogorov equation with small diffusion -- Hydrodynamic limit for Ginzburg-Landau type continuum model -- Almost everywhere limit convergence of subsequences of powers -- On shot noise processes with long range dependence -- G-estimates of eigen-values of covariance matrices -- On large deviations for trimmed sums of independent random variables -- Random operator functions defined by stochastic differential equations -- Hellinger integrals and Hellinger processes for solutions of martingale problems -- On connection between the theory of branching processes and queueing theory -- Estimation Of Manova Eigenvalues -- On joint distributions of random elements with given mutual conditional distributions -- Improvement and generalization of Cramér-Rao inequality for a filtered space -- Limit Theorems For Record Times -- On statistics of continuous Markov processes: semi- Markov approach -- Quantum stochastic flows -- Convergence Of The Stochastic Quantization Method -- Adaptive tests for minimax testing of nonparametic hypotheses -- A survey of the metric theory of continued fractions, fifty years after Doeblin's 1940 paper -- Boundary and entropy of random walks in random environment -- Non-linear law of large numbers and Gaussian fluctuation for star-like networks -- Asymptotic solution of inverse Kolmogorov equation for diff.

Hardcover. Zustand: Brand New. reprint edition. 584 pages. 6.14x1.44x9.21 inches. In Stock.

Buch. Zustand: Neu. Neuware -Frontmatter -- CONTENTS -- Preface -- Bakuriani Colloquia on Probability Theory and Mathematical Statistics -- I. LIMIT THEOREMS: FINITE - DIMENSIONAL CASE -- On the Bounds for the Probabilities of Large Deviations for Random Variables and Vectors -- The Influence of Extremes Summands on the Law of Iterated Logarithm -- Generalized Marcinkiewicz's Theorem and Asymptotic Expansions in the Central Limit Theorem -- On Integrability of sup [Snk /nk] -- Asymptotic Expansions in Large Deviation Zones for the Distribution Density of Sums of Independent Random Variables -- Strong Law of Large Numbers for Operator Normalized Sums of Independent Random Vectors -- II. LIMIT THEOREMS IN GENERAL SPACES -- On the Distribution of the Sup-Norm for a Stable Motion and the Rate of Convergence -- Semi-Invariant Conditions of Weak Convergence of Random Processes in the Space of Continuous Functions -- Almost Sure Permutational Convergence of Vector Random Series and Kolmogorov's Problem -- Limit Theorems for Stable Laws in Banach Spaces -- An Estimate of the Rate of Convergence in the CLT for Dependent Hilbert Space Valued Random Variables -- An Improved Estimate of the Accuracy of Gaussian Approximation in Hilbert Space -- On Laxge Deviations for L-Estimates -- III. LIMIT THEOREMS FOR STOCHASTIC PROCESSES -- Rates of Convergence in the Invariance Principle for Empirical Processes -- Ergodic Theorem for Semimartingale-Helix -- Ergodic Theorems for Discrete Time Random Processes -- On Functional Principle of Large Deviations -- IV. PROBABILITIES IN GENERAL SPACES -- Some Properties of Gaussian Measures and Potentials in Martingale Spaces with Mixed Norm -- Unexpected Limit Behaviour of the Gaussian Tail Probabilities -- Topologies on the Space of a-Additive Cylindrical Probabilities -- Two-Sided Exponential Inequalities for the Distribution of the Norm of Banach Space Valued Random Variables -- Nonuniform Estimates of the Density of the Squared Norm of a Gaussian Vector in Hilbert Space -- On Sequential Conditions for a Cylindrical Measure to be Countably Additive -- A Family of Measures Admitting Consistent Estimates -- V. STOCHASTIC ANALYSIS AND CONTROL -- Asymptotic Behaviour of Solutions of Stochastic Equations -- On the Decomposition of a Maximum of Semimartingales and Ito's Generalized Formula -- Optimal Transmission of Gaussian Signals Involving Cost for Transmission and Feedback -- Stationary and Periodic Solutions of Stochastic Difference and Differential Equations in Banach Space -- Controlled Random Fields on Graphs and Stochastic Models of Economic Equilibrium -- Asymptotic Expansions for Singulary Perturbed Stochastic Differential Equations -- On Uniformly Optimal Coding of Gaussian Messages in White Gaussian Channels with Feedback -- On the Structure of a Random Graph with Nonuniform Distribution -- Identities for Ladder Functionals of Homogeneous Random Processes and Walks with Independent Increments -- On Convergence of Solutions of Stochastic Equations -- Stochastic Integrals and Stochastic Differential Equations on the Plane Involving Strong Semimartingales -- Itó-Ventsel' Formula For Anticipative Processes -- Connectivity Property and Optimality Almost Surely and in Probability -- Absolute Continuity of Smooth Measures Generated by Nonlinear Equations -- VI. MATHEMATICAL STATISTICS -- A New Method of Asymptotic Analysis of Simple Linear Rank Statistics -- On Stable M-Estimators in the Partial Likelihood Scheme -- Asymptotic Estimation of Integrals of Certain Random Fields -- On Minimax Bound for Parameter Estimation in Ball (Bias Accounting) -- Limit Theorems for Some Random Processes Based on Frequencies -- From Asymptotic Efficiency in Minimax Sense to Bahadur Efficiency -- On Estimating Parameters of a Distribution Concentrated in a Circle -- On the Approximation of the Likelihood Function by a Vector Analogue of the Whittle Statistics -- VII. TOWARDS NATURAL SCIENCES -- On Condensable Point Processes -- The Ground State ofWalter de Gruyter GmbH, Genthiner Strasse 13, 10785 Berlin 720 pp. Englisch.

Buch. Zustand: Neu. Neuware -Frontmatter -- Contents -- Preface -- Mixing properties for f-expansions -- Non-linear time-domain analysis of Gaussian processes -- Malliavin calculus for discontinuous processes -- Accompanying laws for processes with independent increments -- Diffusion approximation of multitype branching processes -- Characterization of queues and its stability estimates -- On the entropy of expansions with odd partial quotients -- On the rate of convergence in Maruyama's invariance principle -- On a general growth model possessing a subexponential growth rate -- Stochastic partial differential equations as stochastic space-time models -- Levy-Baxter type theorems and strong sub-Gaussian random processes -- Principal component analysis under correlated multivariate regression equations model -- Approximation of statistics distribution by convolutions of generalized Poisson measures -- Some general results in control theory -- On The Rate Of Convergence Of Distributions Of Semimartingales -- On Ito's excursion law, local times and spectral measures for quasidiffusions -- Optimum design of general intraclass regression experiments and general analysis of covariance experiments -- Limit theorems for functionals of geometric type of homogeneous isotropic random fields -- On Bounds Foe The Minimax Risk -- Asymptotical properties of the local density of measures for semimartingales and some of their applications -- Generalizations Of The Law Of The Iterated Logarithm -- Limit theorems for sums of random variables with a stable limit law -- Estimates and asymptotic expansion of the remainder term in the CLT for randomized decomposable statistics -- Multiparametric Brownian Motion On Symmetric Spaces -- Markov maps in noncommutative probability theory and mathematical statistics -- Classes Of Limit Laws For Functions Of Some Statistical Estimates -- Topological and probabilistic characterizations of some classes of Banach spaces and operators -- Asymptotic expansions of the distributions of sums of i. i. d. Hilbert space valued random variables -- Limit theorems for order statistics based on sums of random variables -- Markov additive processes: large deviations for the continuous time case -- Hodges-Lehmann Efficiency Of Nonparametric Tests -- An operator approach in limit theorems for sums of the type n-1/p Sn in Banach spaces -- Pointed Priors And Asymptotics Of The A Posteriori Risk -- Stokes-Boussinesq-Langevin Equation And Fluctuation-Dissipation Theorem -- The barycenter concept of a set of probability measures as a tool in statistical decision -- Solutions of Bogolyubov equations for infinite three-dimensional systems of particles -- Inequalities for the maximum of partial sums of random variables and the law of the iterated logarithm -- A characterization of a Gaussian vector based on Kagan-Linnik-Rao theorem -- Extreme Functionals In The Space Op Probability Measures -- ANODIV: generalization of ANO VA through entropy and cross entropy functions -- Limit theorems involving restricted convergence and the continuation theory of distribution -- On approximation accuracy for distribution functions of the sum of independent random variables using infinitely divisible distributions -- On the kinematic dynamo problem in a random flow -- On the probability of large excursion of a nonstationary Gaussian process -- Weak convergence of integral type functionals -- Characterizing the distributions of the random vectors X1, X2, X3 by the distribution of the statistic (X1 -X3, X2 - X 3) -- On large deviations for the probability density of sums of independent random variables -- On Normal Approximation In Hilbert Space -- Almost-Even Number-Theoretical Functions -- Limit theorems for randomly indexed sums in a separable Banach space -- Some properties and applications of Feynman measures in the phase space -- On limit theorems for multilinear forms -- Characteristic functional and cylindrical measures in DS-groups -- On Pareto-type distributions -- ReWalter de Gruyter GmbH, Genthiner Strasse 13, 10785 Berlin 720 pp. Englisch.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Frontmatter -- CONTENTS -- Preface -- Bakuriani Colloquia on Probability Theory and Mathematical Statistics -- I. LIMIT THEOREMS: FINITE - DIMENSIONAL CASE -- On the Bounds for the Probabilities of Large Deviations for Random Variables and Vectors -- The Influence of Extremes Summands on the Law of Iterated Logarithm -- Generalized Marcinkiewicz's Theorem and Asymptotic Expansions in the Central Limit Theorem -- On Integrability of sup [Snk /nk] -- Asymptotic Expansions in Large Deviation Zones for the Distribution Density of Sums of Independent Random Variables -- Strong Law of Large Numbers for Operator Normalized Sums of Independent Random Vectors -- II. LIMIT THEOREMS IN GENERAL SPACES -- On the Distribution of the Sup-Norm for a Stable Motion and the Rate of Convergence -- Semi-Invariant Conditions of Weak Convergence of Random Processes in the Space of Continuous Functions -- Almost Sure Permutational Convergence of Vector Random Series and Kolmogorov's Problem -- Limit Theorems for Stable Laws in Banach Spaces -- An Estimate of the Rate of Convergence in the CLT for Dependent Hilbert Space Valued Random Variables -- An Improved Estimate of the Accuracy of Gaussian Approximation in Hilbert Space -- On Laxge Deviations for L-Estimates -- III. LIMIT THEOREMS FOR STOCHASTIC PROCESSES -- Rates of Convergence in the Invariance Principle for Empirical Processes -- Ergodic Theorem for Semimartingale-Helix -- Ergodic Theorems for Discrete Time Random Processes -- On Functional Principle of Large Deviations -- IV. PROBABILITIES IN GENERAL SPACES -- Some Properties of Gaussian Measures and Potentials in Martingale Spaces with Mixed Norm -- Unexpected Limit Behaviour of the Gaussian Tail Probabilities -- Topologies on the Space of a-Additive Cylindrical Probabilities -- Two-Sided Exponential Inequalities for the Distribution of the Norm of Banach Space Valued Random Variables -- Nonuniform Estimates of the Density of the Squared Norm of a Gaussian Vector in Hilbert Space -- On Sequential Conditions for a Cylindrical Measure to be Countably Additive -- A Family of Measures Admitting Consistent Estimates -- V. STOCHASTIC ANALYSIS AND CONTROL -- Asymptotic Behaviour of Solutions of Stochastic Equations -- On the Decomposition of a Maximum of Semimartingales and Ito's Generalized Formula -- Optimal Transmission of Gaussian Signals Involving Cost for Transmission and Feedback -- Stationary and Periodic Solutions of Stochastic Difference and Differential Equations in Banach Space -- Controlled Random Fields on Graphs and Stochastic Models of Economic Equilibrium -- Asymptotic Expansions for Singulary Perturbed Stochastic Differential Equations -- On Uniformly Optimal Coding of Gaussian Messages in White Gaussian Channels with Feedback -- On the Structure of a Random Graph with Nonuniform Distribution -- Identities for Ladder Functionals of Homogeneous Random Processes and Walks with Independent Increments -- On Convergence of Solutions of Stochastic Equations -- Stochastic Integrals and Stochastic Differential Equations on the Plane Involving Strong Semimartingales -- Itó-Ventsel' Formula For Anticipative Processes -- Connectivity Property and Optimality Almost Surely and in Probability -- Absolute Continuity of Smooth Measures Generated by Nonlinear Equations -- VI. MATHEMATICAL STATISTICS -- A New Method of Asymptotic Analysis of Simple Linear Rank Statistics -- On Stable M-Estimators in the Partial Likelihood Scheme -- Asymptotic Estimation of Integrals of Certain Random Fields -- On Minimax Bound for Parameter Estimation in Ball (Bias Accounting) -- Limit Theorems for Some Random Processes Based on Frequencies -- From Asymptotic Efficiency in Minimax Sense to Bahadur Efficiency -- On Estimating Parameters of a Distribution Concentrated in a Circle -- On the Approximation of the Likelihood Function by a Vector Analogue of the Whittle Statistics -- VII. TOWARDS NATURAL SCIENCES -- On Condensable Point Processes -- The Ground State of.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Frontmatter -- Contents -- Preface -- Mixing properties for f-expansions -- Non-linear time-domain analysis of Gaussian processes -- Malliavin calculus for discontinuous processes -- Accompanying laws for processes with independent increments -- Diffusion approximation of multitype branching processes -- Characterization of queues and its stability estimates -- On the entropy of expansions with odd partial quotients -- On the rate of convergence in Maruyama's invariance principle -- On a general growth model possessing a subexponential growth rate -- Stochastic partial differential equations as stochastic space-time models -- Levy-Baxter type theorems and strong sub-Gaussian random processes -- Principal component analysis under correlated multivariate regression equations model -- Approximation of statistics distribution by convolutions of generalized Poisson measures -- Some general results in control theory -- On The Rate Of Convergence Of Distributions Of Semimartingales -- On Ito's excursion law, local times and spectral measures for quasidiffusions -- Optimum design of general intraclass regression experiments and general analysis of covariance experiments -- Limit theorems for functionals of geometric type of homogeneous isotropic random fields -- On Bounds Foe The Minimax Risk -- Asymptotical properties of the local density of measures for semimartingales and some of their applications -- Generalizations Of The Law Of The Iterated Logarithm -- Limit theorems for sums of random variables with a stable limit law -- Estimates and asymptotic expansion of the remainder term in the CLT for randomized decomposable statistics -- Multiparametric Brownian Motion On Symmetric Spaces -- Markov maps in noncommutative probability theory and mathematical statistics -- Classes Of Limit Laws For Functions Of Some Statistical Estimates -- Topological and probabilistic characterizations of some classes of Banach spaces and operators -- Asymptotic expansions of the distributions of sums of i. i. d. Hilbert space valued random variables -- Limit theorems for order statistics based on sums of random variables -- Markov additive processes: large deviations for the continuous time case -- Hodges-Lehmann Efficiency Of Nonparametric Tests -- An operator approach in limit theorems for sums of the type n-1/p Sn in Banach spaces -- Pointed Priors And Asymptotics Of The A Posteriori Risk -- Stokes-Boussinesq-Langevin Equation And Fluctuation-Dissipation Theorem -- The barycenter concept of a set of probability measures as a tool in statistical decision -- Solutions of Bogolyubov equations for infinite three-dimensional systems of particles -- Inequalities for the maximum of partial sums of random variables and the law of the iterated logarithm -- A characterization of a Gaussian vector based on Kagan-Linnik-Rao theorem -- Extreme Functionals In The Space Op Probability Measures -- ANODIV: generalization of ANO VA through entropy and cross entropy functions -- Limit theorems involving restricted convergence and the continuation theory of distribution -- On approximation accuracy for distribution functions of the sum of independent random variables using infinitely divisible distributions -- On the kinematic dynamo problem in a random flow -- On the probability of large excursion of a nonstationary Gaussian process -- Weak convergence of integral type functionals -- Characterizing the distributions of the random vectors X1, X2, X3 by the distribution of the statistic (X1 -X3, X2 - X 3) -- On large deviations for the probability density of sums of independent random variables -- On Normal Approximation In Hilbert Space -- Almost-Even Number-Theoretical Functions -- Limit theorems for randomly indexed sums in a separable Banach space -- Some properties and applications of Feynman measures in the phase space -- On limit theorems for multilinear forms -- Characteristic functional and cylindrical measures in DS-groups -- On Pareto-type distributions -- Re.

Hardcover. Zustand: Brand New. reprint edition. 624 pages. 6.14x1.50x9.21 inches. In Stock.

Hardcover. Zustand: Brand New. reprint edition. 656 pages. 6.14x1.56x9.21 inches. In Stock.

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