Proceedings of the Third Finnish-Soviet Symposium on Probability Theory and Mathematical Statistics Turku, Finland, August 13 - 16, 1991

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Körperschaft: Finnish Soviet Symposium on Probability Theory and Mathematical Statistics Turku (VerfasserIn)
Format: Tagungsbericht Buch
Sprache:English
Veröffentlicht: Utrecht u.a. TVP u.a. 1993
Ausgabe:1. publ.
Schriftenreihe:Frontiers in pure and applied probability 1
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adam_text FRONTIERS IN PURE AND APPLIED PROBABILITY VOLUME 1 PROCEEDINGS OF THE THIRD FINNISH- SOVIET SYMPOSIUM ON PROBABILITY THEORY AND MATHEMATICAL STATISTICS TURKU, FINLAND, AUGUST 13 - 16, 1991 EDITORS NIEMI H., HOGNAS G., SHIRYAEV A.N., AND MELNIKOV A.V. UNIVERSITATSBIBLIOTHEK HANNOVER TECHNISCHE INFORMATIONSBIBLIOTHEK ///VSP/// TVP UTRECHT, THE NETHERLANDS SCIENCE PUBLISHERS TOKYO, JAPAN MOSCOW, RUSSIA CONTENTS PREFACE VII RENOVATION, REGENERATION, AND COUPLING IN MULTIPLE-SERVER QUEUES IN CONTINUOUS TIME S. ASMUSSEN AND S. G. FOSS 1 ON FUNCTIONAL OF BRANCHING BROWNIAN MOTION A. JV. BORODIN AND P. H. SALMINEN 7 CONVERGENCE RATES IN TRANSIENT PHENOMENA FOR BRANCHING PROCESSES K. A. BOROVKOV 22 THE WICK PRODUCT H. GJESSING, H. HOLDEN, T. LINDSTR0M, B. OKSENDAL, J. UB0E, AND T.-S. ZHANG 29 MODELLING VARMAX-PROCESSES BY EXTENDED SAMPLE AUTOCORRELATION AND LINEAR REGRESSION TECHNIQUES R. HOGLUND AND R. OSTERMARK 68 A BRIEF ACCOUNT OF THE THEORY OF HOMOGENEOUS GAUSSIAN DIFFUSIONS IN FINITE DIMENSIONS M. JACOBSEN 86 A NOTE ON FIRST PASSAGES IN BRANCHING BROWNIAN MOTIONS I. KAJ AND P. SALMINEN 95 RANDOM GRAPHS WITH MARKED CYCLES V.F. KOLCHIN 103 LOCAL LIMIT THEOREM ON CONVERGENCE OF MARKOV CHAINS TO DIFFUSION PROCESSES V.D.KONAKOV 112 A NOTE ON THE STATIONARY MODIFICATION OF THE LOGLIKELIHOOD FUNCTION IN ASYMPTOTIC CONTINUOUS TIME SYSTEM IDENTIFICATION T. KOSKI 135 CONVERGENCE OF FILTERED EXPERIMENTS TO THE EXPERIMENT GENERATED BY A SEMIMARTINGALE D. O. KRAMKOV 145 MARTINGALE APPROACH TO THE PROCEDURES OF STOCHASTIC APPROXIMATION A. V. MELNIKOV AND A. E. RODKINA 165 ON A GENERAL CLASS OF STOCHASTIC APPROXIMATION ALGORITHMS A. V. MELNIKOV, A. E. RODKINA, AND E. VALKEILA 183 STOCHASTIC APPROXIMATIONS IN THE MAXIMUM LIKELIHOOD INFERENCE FOR MARKOV RANDOM FIELDS A. PENTTINEN 197 THE EDGEWORTH EXPANSION IN R* YU. V. PROKHOROV 206 AN IMPROVED NONUNIFORM CONVERGENCE RATE ESTIMATE IN THE CENTRAL LIMIT THEOREM IN R. V. V. SAZONOV 209 ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATORS UNDER RANDOM NORMALIZATION FOR A FIRST ORDER AUTOREGRESSIVE MODEL A. N. SHIRYAEV AND V. G. SPOKOINY 223 INFINITE SYSTEMS OF DISSIMILAR PARTICLES WITH RANDOM INTERACTIONS A. V. SKOROKHOD 228 ON SEQUENTIAL DETECTION OF A SMALL DISORDER V. G. SPOKOINY 238 BRANCHING PROCESSES AND RANDOM TREES V.A. VATUTIN 256 ON THE MARCINKIEWICZ WEAK LAWS OF LARGE NUMBERS IN BANACH SPACES A. I VOLODIN 269 ESTIMATING FUNCTIONS AND EFFICIENCY IN A FILTERED MODEL W. WEMMEYER 287 LIST OF CONTRIBUTORS 296
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series Frontiers in pure and applied probability
series2 Frontiers in pure and applied probability
spellingShingle Proceedings of the Third Finnish-Soviet Symposium on Probability Theory and Mathematical Statistics Turku, Finland, August 13 - 16, 1991
Frontiers in pure and applied probability
Statistik (DE-588)4056995-0 gnd
Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd
subject_GND (DE-588)4056995-0
(DE-588)4079013-7
(DE-588)1071861417
title Proceedings of the Third Finnish-Soviet Symposium on Probability Theory and Mathematical Statistics Turku, Finland, August 13 - 16, 1991
title_auth Proceedings of the Third Finnish-Soviet Symposium on Probability Theory and Mathematical Statistics Turku, Finland, August 13 - 16, 1991
title_exact_search Proceedings of the Third Finnish-Soviet Symposium on Probability Theory and Mathematical Statistics Turku, Finland, August 13 - 16, 1991
title_full Proceedings of the Third Finnish-Soviet Symposium on Probability Theory and Mathematical Statistics Turku, Finland, August 13 - 16, 1991 eds.: Niemi H. ...
title_fullStr Proceedings of the Third Finnish-Soviet Symposium on Probability Theory and Mathematical Statistics Turku, Finland, August 13 - 16, 1991 eds.: Niemi H. ...
title_full_unstemmed Proceedings of the Third Finnish-Soviet Symposium on Probability Theory and Mathematical Statistics Turku, Finland, August 13 - 16, 1991 eds.: Niemi H. ...
title_short Proceedings of the Third Finnish-Soviet Symposium on Probability Theory and Mathematical Statistics
title_sort proceedings of the third finnish soviet symposium on probability theory and mathematical statistics turku finland august 13 16 1991
title_sub Turku, Finland, August 13 - 16, 1991
topic Statistik (DE-588)4056995-0 gnd
Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd
topic_facet Statistik
Wahrscheinlichkeitstheorie
Konferenzschrift 1991 Turku
url http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006994875&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
volume_link (DE-604)BV010497451
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