Umfang:
Online-Ressource (XXXVIII, 446 p. 25 illus, digital)
ISBN:
9783642335495
,
129919768X
,
9781299197688
Serie:
Springer Proceedings in Mathematics & Statistics 33
Inhalt:
Part I Scientific Papers: David J. Aldous: When Knowing Early Matters: Gossip, Percolation and Nash Equilibria -- Vadim Arkin and Alexander Slastnikov: A Mathematical Model of Investment Incentives -- Guus Balkema, Paul Embrechts and Natalia Nolde: The Shape of Asymptotic Dependence -- Ole E. Barndorff-Nielsen, Jose Manuel Corcuera and Mark Podolskij: Limit theorems for functionals of higher order differences of Brownian semi-stationary processes -- Jean Bertoin and Marc Yor: Retrieving Information from Subordination -- Algimantas Bikelis: Asymptotic Expansions for Distributions of Sums of Independent Random Vectors -- Alexandr A. Borovkov and Konstantin A. Borovkov: An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems -- Ekaterina Bulinskaya: Optimal and Asymptotically Optimal Control for Some Inventory Models -- Suzanne Cawston and Lioudmila Vostrikova: Levy Preservation and Associated Properties for f -divergence Minimal Equivalent Martingale Measures -- Francesco Cellarosi, Yakov G. Sinai: Non-Standard Limit Theorems in Number Theory.- Linan Chen and Daniel W. Stroock: Additive Functions and Gaussian Measures -- Gennadii Chistyakov and Friedrich Gotze: Free Infinitely Divisible Approximations of n-fold Free Convolutions -- Gerd Christoph, Vladimir V. Ulyanov and Yasunori Fujikoshi: Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications -- Shakir K. Formanov and Tamara A. Formanova: The Stein-Tikhomirov Method and Berry-Esseen Inequality for Sampling Sums from a Finite Population of Independent Random Variables -- Nicko Gamkrelidze: On One Inequality for Characteristic Functions -- Bronius Grigelionis: On the Nonlinear Filtering Equations for Superprocesses in Random Environment -- Vijay Gupta and Tengiz Shervashidze: Upper Bounds for Bernstein Basis Functions -- Ildar Ibragimov and Dmitry Zaporozhets: On Distribution of Zeros of Random Polynomials in Complex Plane -- Peter Jagers and Fima C. Klebaner: Dependence and Interaction in Branching Processes -- Gyula O.H. Katona: Testing Functional Connection between Two Random Variables -- Kalyanapuram R.Parthasarathy: The Symmetry Group of Gaussian States in L2(Rn) -- Ernst Presman: Solution of the Optimal Stopping Problem for One-dimensional Diffusion Based on a Modification of the Payoff Function -- Part II Interviews: Friedrich Götze and Willem R. van Zwet: The times of Yuri Vasilyevich Prokhorov.- Larry Shepp: A Conversation with Yuri Vasilyevich Prokhorov. .
Inhalt:
The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. Even early in his career he obtained substantial results on the validity of the strong law of large numbers and on the estimates (bounds) of the rates of convergence, some of which are the best possible. His findings on limit theorems in metric spaces and particularly functional limit theorems are of exceptional importance. Y.V. Prokhorov developed an original approach to the proof of functional limit theorems, based on the weak convergence of finite dimensional distributions and the condition of tightness of probability measures. The present volume commemorates the 80th birthday of Yuri Vasilyevich Prokhorov. It includes scientific contributions written by his colleagues, friends and pupils, who would like to express their deep respect and sincerest admiration for him and his scientific work.
Anmerkung:
Description based upon print version of record
,
Prokhorov and Contemporary Probability Theory; Preface; Contents; Yuri Vasilyevich Prokhorov; List of Publications by Yu.V. Prokhorov*; I Monographs and Textbooks; II Main Scientific Papers; III Works as Translator and Editor of Translations; IV Works as Editor; V Prefaces Forewords and Afterwords to the Books; VI Book Reviews; VII Scientific Life; VIII Papers in Encyclopedias; Part I Scientific Papers; When Knowing Early Matters: Gossip, Percolation and Nash Equilibria; 1 Introduction; 1.1 The General Framework: A Rank-Based Reward Game; 1.2 Methodology; 1.3 Summary of Results
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1.3.1 The Complete Graph Case1.3.2 The Nearest Neighbor Grid; 1.3.3 Grid with Communication Costs Increasing with Distance; 1.3.4 Plan of Paper; 1.4 Variant Models and Questions; 1.5 Conclusions; 2 The Complete Graph; 2.1 Finite Number of Rewards; 2.2 First Passage Percolation : General Setup; 2.3 First Passage Percolation on the Complete Graph; 2.4 Analysis of the Rank-Based Reward Game; 3 The N x N Torus, Nearest Neighbor Case; 3.1 Nearest-Neighbor First Passage Percolation on the Torus; 3.2 Analysis of the Rank-Based Reward Game; 4 Order of Magnitude Arguments
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5 The N x N Torus with General Interactions: A Simple Criterion for Efficiency6 The N x N Torus with Short and Long Range Interactions; 6.1 Order of Magnitude Calculation; 6.2 First Passage Percolation on the N x N Torus with Short and Long Range Interactions; 6.3 Exact Equations for the Nash Equilibrium; 7 Variants; 7.1 Transitivity and the Symmetric Variant; 7.2 Communication at Regular Intervals; 7.3 Gossip with Reward Based on Audience Size; 7.4 Related Literature; References; A Mathematical Model of Investment Incentives; 1 Introduction; 2 The Basic Model
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3 Solution to the Investment Timing Problem4 Compensation of Interest Rates by Tax Holidays; 5 Concluding Remarks; References; The Shape of Asymptotic Dependence; 1 Introduction; 1.1 Notation; 2 Preliminaries; 2.1 Definitions and Basics; 2.2 Meta Distributions; 3 Light Tails to Light Tails; 3.1 Sample Clouds; 3.2 Level Sets and Densities; 4 Heavy Tails to Heavy Tails; 4.1 Sample Clouds; 4.2 Level Sets and Densities; 5 Heavy Tails to Light Tails; 6 Light Tails to Heavy Tails; 6.1 Asymptotic Independence; 6.2 Asymptotic Dependence and Homothetic Densities; 7 Conclusion; References
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Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes1 Introduction; 2 The Setting and the Main Assumptions; 3 Limit Theorems; 4 Estimation of the Smoothness Parameter; 4.1 The Realised Variation Ratio; 4.2 The Modified Realised Variation Ratio; 4.3 Change-of-Frequency Estimator; 5 Proofs; 5.1 Proof of Theorem 1; 5.2 Proof of Theorem 2; References; Retrieving Information from Subordination; 1 Introduction and Motivations Stemming from Hidden Processes; 2 Framework and Main Statements; 3 Proofs; 3.1 Proof of Theorem 1; 3.2 Proof of Proposition 1
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3.3 Proof of Proposition 2
Weitere Ausg.:
ISBN 9783642335488
Weitere Ausg.:
Erscheint auch als Druck-Ausgabe Prokhorov and contemporary probability theory Berlin : Springer, 2013 ISBN 9783642335488
Weitere Ausg.:
ISBN 3642335489
Sprache:
Englisch
Fachgebiete:
Mathematik
Schlagwort(e):
Wahrscheinlichkeitstheorie
;
Prochorov, Jurij V. 1929-2013
;
Aufsatzsammlung
;
Bibliografie
DOI:
10.1007/978-3-642-33549-5
URL:
Volltext
(lizenzpflichtig)
URL:
Volltext
(lizenzpflichtig)
Mehr zum Autor:
Varadhan, S. R. S. 1940-
Mehr zum Autor:
Širjaev, Alʹbert N. 1934-
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