Prokhorov and Contemporary Probability Theory

In Honor of Yuri V. Prokhorov


ISBN: 978-3-642-33548-8 (Print) 978-3-642-33549-5 (Online)

Table of contents (24 chapters)

previous Page of 2
  1. Front Matter

    Pages i-xxxviii

  2. Scientific papers

    1. Front Matter

      Pages 1-1

    2. Chapter

      Pages 3-27

      When Knowing Early Matters: Gossip, Percolation and Nash Equilibria

    3. Chapter

      Pages 29-41

      A Mathematical Model of Investment Incentives

    4. Chapter

      Pages 43-67

      The Shape of Asymptotic Dependence

    5. Chapter

      Pages 69-96

      Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes

    6. Chapter

      Pages 97-106

      Retrieving Information from Subordination

    7. Chapter

      Pages 107-125

      Asymptotic Expansions for Distributions of Sums of Independent Random Vectors

    8. Chapter

      Pages 127-139

      An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems

    9. Chapter

      Pages 141-162

      Optimal and Asymptotically Optimal Control for Some Inventory Models

    10. Chapter

      Pages 163-196

      Levy Preservation and Associated Properties for f -Divergence Minimal Equivalent Martingale Measures

    11. Chapter

      Pages 197-213

      Non-standard Limit Theorems in Number Theory

    12. Chapter

      Pages 215-223

      Additive Functions and Gaussian Measures

    13. Chapter

      Pages 225-237

      Free Infinitely Divisible Approximations of n-Fold Free Convolutions

    14. Chapter

      Pages 239-260

      Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications

    15. Chapter

      Pages 261-273

      The Stein-Tikhomirov Method and Berry-Esseen Inequality for Sampling Sums from a Finite Population of Independent Random Variables

    16. Chapter

      Pages 275-280

      On One Inequality for Characteristic Functions

    17. Chapter

      Pages 281-291

      On the Nonlinear Filtering Equations for Superprocesses in Random Environment

    18. Chapter

      Pages 293-301

      Upper Bounds for Bernstein Basis Functions

    19. Chapter

      Pages 303-323

      On Distribution of Zeros of Random Polynomials in Complex Plane

    20. Chapter

      Pages 325-333

      Dependence and Interaction in Branching Processes

    21. Chapter

      Pages 335-348

      Testing Functional Connection between Two Random Variables

previous Page of 2