Asymptotic methods in probability and statistics with applications. Papers from the international conference, St. Petersburg, Russia, June 24--28, 1998
The articles of this volume will be reviewed individually. Indexed articles: \textit{Christoph, Gerd; Schreiber, Karina}, Positive Linnik and discrete Linnik distributions, 3-17 [Zbl 1019.60012] \textit{Malov, S. V.}, On finite-dimensional Archimedean copulas., 19-35 [Zbl 1065.62099] \textit{Christoph, G.; Prohorov, Yu.; Ulyanov, V.}, Characterization and stability problems for finite quadratic forms, 39-50 [Zbl 1014.60007] \textit{Klebanov, L. B.; Szekely, G. J.}, A characterization of Gaussian distributions by signs of even cumulants, 51-54 [Zbl 1014.60005] \textit{Zinger, A. A.}, On a class of pseudo-isotropic distributions, 55-62 [Zbl 1014.60006] \textit{Belopolskaya, Ya.}, Time reversal of diffusion processes in Hilbert spaces and manifolds, 65-79 [Zbl 1022.58016] \textit{Bühler, Bettina; Li, Wenbo V.; Linde, Werner}, Localization of majorizing measures, 81-100 [Zbl 1021.60030] \textit{Götze, F.; Zaitsev, A. Yu.}, Multidimensional Hungarian construction for vectors with almost Gaussian smooth distributions, 101-132 [Zbl 1019.60032] \textit{Lebedev, V. A.}, On the existence of weak solutions for stochastic differential equations with driving \(L^2\)-valued measures, 133-142 [Zbl 1014.60063] \textit{Lifshits, Mikhail; Weber, Michel}, Tightness of stochastic families arising from randomization procedures, 143-159 [Zbl 1022.60003] \textit{Manita, A. D.}, Long-time behavior of multi-particle Markovian models, 161-176 [Zbl 1022.60090] \textit{Nikulin, A. M.}, Applications of infinite-dimensional Gaussian integrals., 177-187 [Zbl 1033.60004] \textit{Piterbarg, Vladimir I.; Stamatovich, Sinisha}, On maximum of Gaussian non-centered fields indexed on smooth manifolds, 189-203 [Zbl 1018.60053] \textit{Sudakov, A. V.; Sudakov, V. N.; von Weizsäcker, H.}, Typical distributions: Infinite-dimensional approaches, 205-212 [Zbl 1019.60005] \textit{Aaronson, Jon; Denker, Manfred}, A local limit theorem for stationary processes in the domain of attraction of a normal distribution, 215-223 [Zbl 1017.60025] \textit{Frolov, Andrei; Martikainen, Alexander; Steinebach, Josef}, On the maximal excursion over increasing runs., 225-242 [Zbl 1069.60032] \textit{Haiman, George; Habach, Lhassan}, Almost sure behaviour of partial maxima sequences of some \(m\)-dependent stationary sequences, 243-249 [Zbl 1015.60027] \textit{Petrov, Valentin V.}, On a strong limit theorem for sums of independent random variables, 251-256 [Zbl 1014.60028] \textit{Aleškevičienė, A.; Statulevičius, V.; Padvelskis, K.}, Development of Linnik's work in his investigation of the probabilities of large deviation, 259-275 [Zbl 1016.60032] \textit{Nagaev, S. V.}, Lower bounds on large deviation probabilities for sums of independent random variables, 277-295 [Zbl 1014.60022] \textit{Aliev, Fazil A.}, Characterization of geometric distribution through weak records, 299-307 [Zbl 1014.60008] \textit{Bairamov, Ismihan G.; Gebizlioglu, Omer L.; Kaya, Mehmet F.}, Asymptotic distributions of statistics based on order statistics and record values and invariant confidence intervals, 309-320 [Zbl 1012.62017] \textit{Balakrishnan, N.; Nevzorova, L. N.; Nevzorov, V. B.}, Record values in Archimedean copula processes, 321-331 [Zbl 1018.60055] \textit{Davydov, Yu.; Egorov, V.}, Functional CLT and LIL for induced order statistics, 333-349 [Zbl 1014.60037] \textit{Mason, David M.}, Notes on the KMT Brownian bridge approximation to the uniform empirical process., 351-369 [Zbl 1046.60030] \textit{Nagaraja, H. N.; Hofmann, G.}, Inter-record times in Poisson paced \(F^\alpha\) models, 371-382 [Zbl 1018.60054] \textit{Bagdonavičius, Vilijandas B.; Nikulin, Mikhail S.}, Goodness-of-fit tests for the generalized additive risk models., 385-394 [Zbl 1181.62059] \textit{Burgio, G.; Nikitin, Ya. Yu.}, The combination of the sign and Wilcoxon tests for symmetry and their Pitman efficiency, 395-407 [Zbl 1012.62046] \textit{Gushchin, A. A.; Valkeila, E.}, Exponential approximation of statistical experiments, 409-423 [Zbl 1012.62006] \textit{Mijnheer, Joop}, The asymptotic distribution of a sequential estimator for the parameter in an AR(1) model with stable errors, 425-434 [Zbl 1012.62019] \textit{Rémillard, Bruno; Theodorescu, Radu}, Estimation based on the empirical characteristic function, 435-449 [Zbl 1012.62029] \textit{Rukhin, Andrew L.}, Asymptotic behavior of approximate entropy, 451-461 [Zbl 1012.62005] \textit{Nagaev, A. V.}, Threshold phenomena in random walks, 465-485 [Zbl 1014.60048] \textit{von Weizsäcker, Heinrich}, Identifying a finite graph by its random walk, 487-490 [Zbl 1015.60062] \textit{Chebotarev, Vladimir I.; Zolotukhin, Anatolii Ya.}, The comparison of the Edgeworth and Bergström expansions, 493-506 [Zbl 1021.62009] \textit{Kubilius, Jonas}, Recent progress in probabilistic number theory, 507-519 [Zbl 1019.60008] \textit{Rusakov, O. V.}, On mean value of profit for option holder: cases of a non-classical and the classical market models., 523-533 [Zbl 1169.91377] \textit{Vavilov, S. A.}, On the probability models to control the investor portfolio., 535-546 [Zbl 1172.93422]
scientific article; zbMATH DE number 1805697