Asymptotic Methods in Probability and Statistics with Applications

Table of Contents

1. Altmetric Badge
   Book Overview
2. Altmetric Badge
   Chapter 1 Positive Linnik and Discrete Linnik Distributions
3. Altmetric Badge
   Chapter 2 On Finite-Dimensional Archimedean Copulas
4. Altmetric Badge
   Chapter 3 Characterization and Stability Problems for Finite Quadratic Forms
5. Altmetric Badge
   Chapter 4 A Characterization of Gaussian Distributions by Signs of Even Cumulants
6. Altmetric Badge
   Chapter 5 On a Class of Pseudo-Isotropic Distributions
7. Altmetric Badge
   Chapter 6 Time Reversal of Diffusion Processes in Hilbert Spaces and Manifolds
8. Altmetric Badge
   Chapter 7 Localization of Majorizing Measures
9. Altmetric Badge
   Chapter 8 Multidimensional Hungarian Construction for Vectors With Almost Gaussian Smooth Distributions
10. Altmetric Badge
    Chapter 9 On the Existence of Weak Solutions for Stochastic Differential Equations With Driving L 2 -Valued Measures
11. Altmetric Badge
    Chapter 10 Tightness of Stochastic Families Arising From Randomization Procedures
12. Altmetric Badge
    Chapter 11 Long-Time Behavior of Multi-Particle Markovian Models
13. Altmetric Badge
    Chapter 12 Applications of Infinite-Dimensional Gaussian Integrals
14. Altmetric Badge
    Chapter 13 On Maximum of Gaussian Non-Centered Fields Indexed on Smooth Manifolds
15. Altmetric Badge
    Chapter 14 Typical Distributions: Infinite-Dimensional Approaches
16. Altmetric Badge
    Chapter 15 A Local Limit Theorem for Stationary Processes in the Domain of Attraction of a Normal Distribution
17. Altmetric Badge
    Chapter 16 On the Maximal Excursion Over Increasing Runs
18. Altmetric Badge
    Chapter 17 Almost Sure Behaviour of Partial Maxima Sequences of Some m -Dependent Stationary Sequences
19. Altmetric Badge
    Chapter 18 On a Strong Limit Theorem for Sums of Independent Random Variables
20. Altmetric Badge
    Chapter 19 Development of Linnik’s Work in His Investigation of the Probabilities of Large Deviation
21. Altmetric Badge
    Chapter 20 Lower Bounds on Large Deviation Probabilities for Sums of Independent Random Variables
22. Altmetric Badge
    Chapter 21 Characterization of Geometric Distribution Through Weak Records
23. Altmetric Badge
    Chapter 22 Asymptotic Distributions of Statistics Based on Order Statistics and Record Values and Invariant Confidence Intervals
24. Altmetric Badge
    Chapter 23 Record Values in Archimedean Copula Processes
25. Altmetric Badge
    Chapter 24 Functional CLT and LIL for Induced Order Statistics
26. Altmetric Badge
    Chapter 25 Notes on the KMT Brownian Bridge Approximation to the Uniform Empirical Process
27. Altmetric Badge
    Chapter 26 Inter-Record Times in Poisson Paced F α Models
28. Altmetric Badge
    Chapter 27 Goodness-of-Fit Tests for the Generalized Additive Risk Models
29. Altmetric Badge
    Chapter 28 The Combination of the Sign and Wilcoxon Tests for Symmetry and Their Pitman Efficiency
30. Altmetric Badge
    Chapter 29 Exponential Approximation of Statistical Experiments
31. Altmetric Badge
    Chapter 30 The Asymptotic Distribution of a Sequential Estimator for the Parameter in an AR(1) Model With Stable Errors
32. Altmetric Badge
    Chapter 31 Estimation Based on the Empirical Characteristic Function
33. Altmetric Badge
    Chapter 32 Asymptotic Behavior of Approximate Entropy
34. Altmetric Badge
    Chapter 33 Threshold Phenomena in Random Walks
35. Altmetric Badge
    Chapter 34 Identifying a Finite Graph by Its Random Walk
36. Altmetric Badge
    Chapter 35 The Comparison of the Edgeworth and Bergström Expansions
37. Altmetric Badge
    Chapter 36 Recent Progress in Probabilistic Number Theory
38. Altmetric Badge
    Chapter 37 On Mean Value of Profit for Option Holder: Cases of a Non-Classical and the Classical Market Models
39. Altmetric Badge
    Chapter 38 On the Probability Models to Control the Investor Portfolio