Preface Contributors | |
Probability Distributions Positive | |
Linnik and Discrete | |
Linnik Distributions | |
On Finite--Dimensional Archimedean Copulas | |
Charazterizations of Distributions | |
Characterization and Stability Problems for Finite Quadratic Forms | |
A Characterization of Gaussian Distributions by Signs and Even Cumulants | |
On a Class of Pseudo-Isotropic Distributions | |
Probabilities and Measures in High-Dimensional Structures | |
Time Reversal of Diffusion | |
Processes in Hilbert Spaces and Manifolds Localization of Marjorizing Measures | |
Multidimensional Hungarian Construction for Vectors with Almost Gaussian Smooth Distributions | |
On the Existence of Weak Solutions for Stochastic | |
Differential Equations With Driving L2-Valued | |
Measures Tightness of Stochastic Families Arising From Randomization | |
Procedures Long-Time Behavior of Multi-Particle | |
Markovian Models Applications of Infinite-Dimensional Gaussian Integrals | |
On Maximum of Gaussian Non-Centered Fields | |
Indexed on Smooth Manifolds | |
Typical Distributions: Infinite-Dimensional Approaches | |
Weak and Strong Limit Theorems | |
A Local Limit Theorem for Stationary Processes in the Domain of Attraction of a Normal Distribution | |
On the Maximal Excursion | |
Over Increasing Runs Almost Sure Behaviour of Partial Maxima | |
Sequences of Some m-Dependent Stationary | |
Sequences On a Strong Limit Theorem for Sums of Independent Random Variables | |
Large Deviation Probabilities | |
Development of Linnik's Work in His Investigation of the Probabilities of Large Deviation | |
Lower Bounds on Large Deviation Probabilities for Sums of Independent Random Variables | |
Empirical Processes, Order Statistics, and Records Characterization of Geometric | |
Disribution Through Weak Records Asymptotic Distributions of Statistics | |
Based on Order Statistics and Record Values and Invariant | |
Confidence Intervals Record Values in Archimedean | |
Copula Processes Functional CLT and LIL for Induced Order Statistics | |
Notes on the KMT Brownian Bridge | |
Approximation to the Uniform Empirical Process | |
Inter-Record Times in Poisson paced Fa Models | |
Estimation of Parameters and Hypotheses | |
Testing Goodness-of Fit | |
Tests for the Generalized Additive Risk Models | |
The Combination of the Sign and Wilcoxon | |
Tests for Symmetry and Their Pitman Efficiency Exponential | |
Approximation of Statistical Experiments | |
The Asymptotic Distribution of a Sequential Estimator for the Paramater in an AR(1) | |
Model with Stable Errors Estimation Based on the Empirical Characteristic Function | |
Asymptotic Behavior of Approximate Entropy | |
Random Walks Threshold Phenomena in Random Walks | |
Identifying a Finite Graph by Its Random Walk | |
Miscellanea | |
The Comparison of the Edgeworth and Bergstr÷m Expansions | |
Recent Progress in Probabilistic Number | |
Theory On Mean Value of Profit for Option Holder: Cases of a Non-Classical and the Classical Market | |
Models On the Probability | |
Models to Control the Investor Portfolio | |
Index | |
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