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Asymptotic Methods in Probability and Statistics with Applications

  • N. Balakrishnan
  • I. A. Ibragimov
  • V. B. Nevzorov

Part of the Statistics for Industry and Technology book series (SIT)

Table of contents

  1. Front Matter
    Pages i-xxiii
  2. Probability Distributions

    1. Front Matter
      Pages 1-1
    2. Gerd Christoph, Karina Schreiber
      Pages 3-17
  3. Characterizations of Distributions

    1. Front Matter
      Pages 37-37
    2. G. Christoph, Yu. Prohorov, V. Ulyanov
      Pages 39-50
  4. Probabilities and Measures in High-Dimensional Structures

  5. Weak and Strong Limit Theorems

    1. Front Matter
      Pages 213-213
    2. Andrei Frolov, Alexander Martikainen, Josef Steinebach
      Pages 225-242
  6. Large Deviation Probabilities

    1. Front Matter
      Pages 257-257
    2. A. Aleškevičienė, V. Statulevičius, K. Padvelskis
      Pages 259-275
  7. Empirical Processes, Order Statistics, and Records

    1. Front Matter
      Pages 297-297
    2. N. Balakrishnan, L. N. Nevzorova, V. B. Nevzorov
      Pages 321-331
    3. Yu. Davydov, V. Egorov
      Pages 333-349
    4. H. N. Nagaraja, G. Hofmann
      Pages 371-382
  8. Estimation of Parameters and Hypotheses Testing

    1. Front Matter
      Pages 383-383
    2. Vilijandas B. Bagdonavičius, Mikhail S. Nikulin
      Pages 385-394
    3. A. A. Gushchin, E. Valkeila
      Pages 409-423
    4. Bruno Rémillard, Radu Theodorescu
      Pages 435-449
    5. Andrew L. Rukhin
      Pages 451-461
  9. Random Walks

    1. Front Matter
      Pages 463-463
    2. A. V. Nagaev
      Pages 465-485
    3. Heinrich v. Weizsäcker
      Pages 487-490
  10. Miscellanea

    1. Front Matter
      Pages 491-491
    2. Vladimir I. Chebotarev, Anatolii Ya. Zolotukhin
      Pages 493-506
    3. Jonas Kubilius
      Pages 507-519
  11. Applications to Finance

  12. Back Matter
    Pages 547-549

About this book

Introduction

Traditions of the 150-year-old St. Petersburg School of Probability and Statis­ tics had been developed by many prominent scientists including P. L. Cheby­ chev, A. M. Lyapunov, A. A. Markov, S. N. Bernstein, and Yu. V. Linnik. In 1948, the Chair of Probability and Statistics was established at the Department of Mathematics and Mechanics of the St. Petersburg State University with Yu. V. Linik being its founder and also the first Chair. Nowadays, alumni of this Chair are spread around Russia, Lithuania, France, Germany, Sweden, China, the United States, and Canada. The fiftieth anniversary of this Chair was celebrated by an International Conference, which was held in St. Petersburg from June 24-28, 1998. More than 125 probabilists and statisticians from 18 countries (Azerbaijan, Canada, Finland, France, Germany, Hungary, Israel, Italy, Lithuania, The Netherlands, Norway, Poland, Russia, Taiwan, Turkey, Ukraine, Uzbekistan, and the United States) participated in this International Conference in order to discuss the current state and perspectives of Probability and Mathematical Statistics. The conference was organized jointly by St. Petersburg State University, St. Petersburg branch of Mathematical Institute, and the Euler Institute, and was partially sponsored by the Russian Foundation of Basic Researches. The main theme of the Conference was chosen in the tradition of the St.

Keywords

Brownian bridge Estimator Gaussian distribution Maxima Normal distribution Probability distribution Random variable Stochastic p best fit diffusion process experimental design mathematical statistics random walk statistics stochastic process

Editors and affiliations

  • N. Balakrishnan
    • 1
  • I. A. Ibragimov
    • 2
  • V. B. Nevzorov
    • 2
  1. 1.Department of Mathematics and StatisticsMcMaster UniversityHamiltonCanada
  2. 2.Department of Mathematics and MechanicsSt. Petersburg State UniversitySt. PetersburgRussia

Bibliographic information