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The Resource Prokhorov and contemporary probability theory : in honor of Yuri V. Prokhorov, Albert N. Shiryaev, S.R.S. Varadhan, Ernst L. Presman, editors

Prokhorov and contemporary probability theory : in honor of Yuri V. Prokhorov, Albert N. Shiryaev, S.R.S. Varadhan, Ernst L. Presman, editors

Contributor
Summary
The role of Yuri Vasilyevich Prokhorov as aprominent mathematician and leading expert inthe 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 ofprobability measures. The presentvolume commemorates the 80th birthday of Yuri Vasilyevich Prokhorov. It includes scientific contributions written by his colleagues, friends andpupils, who would like to express their deep respect and sincerest admiration for him and his scientific work
Language
eng
Work
Publication
Extent
1 online resource
Contents
  • Ole E. Barndorff-Nielsen, José Manuel Corcuera, Mark Podolskij
  • Retrieving Information from Subordination
  • Jean Bertoin, Marc Yor
  • Asymptotic Expansions for Distributions of Sums of Independent Random Vectors
  • Algimantas Bikelis
  • An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems
  • Alexander A. Borovkov, Konstantin A. Borovkov
  • Optimal and Asymptotically Optimal Control for Some Inventory Models
  • Ekaterina Bulinskaya
  • Scientific papers
  • When Knowing Early Matters: Gossip, Percolation and Nash Equilibria
  • David J. Aldous
  • A Mathematical Model of Investment Incentives
  • Vadim Arkin, Alexander Slastnikov
  • The Shape of Asymptotic Dependence
  • Guus Balkema, Paul Embrechts, Natalia Nolde
  • Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes
  • Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications
  • Gerd Christoph, Vladimir V. Ulyanov, Yasunori Fujikoshi
  • The Stein-Tikhomirov Method and Berry-Esseen Inequality for Sampling Sums from a Finite Population of Independent Random Variables
  • Shakir K. Formanov, Tamara A. Formanova
  • On One Inequality for Characteristic Functions
  • Nicko Gamkrelidze
  • Levy Preservation and Associated Properties for f -Divergence Minimal Equivalent Martingale Measures
  • Suzanne Cawston, Lioudmila Vostrikova
  • Non-standard Limit Theorems in Number Theory
  • Francesco Cellarosi, Yakov G. Sinai
  • Additive Functions and Gaussian Measures
  • Linan Chen, Daniel W. Stroock
  • Free Infinitely Divisible Approximations of n-Fold Free Convolutions
  • Gennadii Chistyakov, Friedrich Götze
  • Testing Functional Connection between Two Random Variables
  • Gyula O.H. Katona
  • Scientific papers
  • The Symmetry Group of Gaussian States in L2(Rn)
  • Kalyanapuram R. Parthasarathy
  • Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function
  • Ernst Presman
  • Interviews
  • The Times of Yuri Vasilyevich Prokhorov
  • Friedrich Götze, Willem R. van Zwet
  • On the Nonlinear Filtering Equations for Superprocesses in Random Environment
  • A Conversation with Yuri Vasilyevich Prokhorov
  • Larry Shepp
  • Bronius Grigelionis
  • Upper Bounds for Bernstein Basis Functions
  • Vijay Gupta, Tengiz Shervashidze
  • On Distribution of Zeros of Random Polynomials in Complex Plane
  • Ildar Ibragimov, Dmitry Zaporozhets
  • Dependence and Interaction in Branching Processes
  • Peter Jagers, Fima C. Klebaner
Isbn
9781299197688
Instance
Label
Prokhorov and contemporary probability theory : in honor of Yuri V. Prokhorov
Title
Prokhorov and contemporary probability theory
Title remainder
in honor of Yuri V. Prokhorov
Statement of responsibility
Albert N. Shiryaev, S.R.S. Varadhan, Ernst L. Presman, editors
Contributor
Subject
Genre
Language
eng
Summary
The role of Yuri Vasilyevich Prokhorov as aprominent mathematician and leading expert inthe 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 ofprobability measures. The presentvolume commemorates the 80th birthday of Yuri Vasilyevich Prokhorov. It includes scientific contributions written by his colleagues, friends andpupils, who would like to express their deep respect and sincerest admiration for him and his scientific work
Member of
Cataloging source
GW5XE
Dewey number
519.2
Illustrations
portraits
Index
no index present
LC call number
QA273
LC item number
.P76 2013
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Shiri︠a︡ev, A. N.
  • Varadhan, S. R. S
  • Presman, Ė. L.
Series statement
Springer proceedings in mathematics & statistics,
Series volume
v. 33
http://library.link/vocab/subjectName
  • Probabilities
  • Prochorov, Jurij V
  • MATHEMATICS
  • Probabilities
  • Wahrscheinlichkeitstheorie
Label
Prokhorov and contemporary probability theory : in honor of Yuri V. Prokhorov, Albert N. Shiryaev, S.R.S. Varadhan, Ernst L. Presman, editors
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Ole E. Barndorff-Nielsen, José Manuel Corcuera, Mark Podolskij
  • Retrieving Information from Subordination
  • Jean Bertoin, Marc Yor
  • Asymptotic Expansions for Distributions of Sums of Independent Random Vectors
  • Algimantas Bikelis
  • An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems
  • Alexander A. Borovkov, Konstantin A. Borovkov
  • Optimal and Asymptotically Optimal Control for Some Inventory Models
  • Ekaterina Bulinskaya
  • Scientific papers
  • When Knowing Early Matters: Gossip, Percolation and Nash Equilibria
  • David J. Aldous
  • A Mathematical Model of Investment Incentives
  • Vadim Arkin, Alexander Slastnikov
  • The Shape of Asymptotic Dependence
  • Guus Balkema, Paul Embrechts, Natalia Nolde
  • Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes
  • Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications
  • Gerd Christoph, Vladimir V. Ulyanov, Yasunori Fujikoshi
  • The Stein-Tikhomirov Method and Berry-Esseen Inequality for Sampling Sums from a Finite Population of Independent Random Variables
  • Shakir K. Formanov, Tamara A. Formanova
  • On One Inequality for Characteristic Functions
  • Nicko Gamkrelidze
  • Levy Preservation and Associated Properties for f -Divergence Minimal Equivalent Martingale Measures
  • Suzanne Cawston, Lioudmila Vostrikova
  • Non-standard Limit Theorems in Number Theory
  • Francesco Cellarosi, Yakov G. Sinai
  • Additive Functions and Gaussian Measures
  • Linan Chen, Daniel W. Stroock
  • Free Infinitely Divisible Approximations of n-Fold Free Convolutions
  • Gennadii Chistyakov, Friedrich Götze
  • Testing Functional Connection between Two Random Variables
  • Gyula O.H. Katona
  • Scientific papers
  • The Symmetry Group of Gaussian States in L2(Rn)
  • Kalyanapuram R. Parthasarathy
  • Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function
  • Ernst Presman
  • Interviews
  • The Times of Yuri Vasilyevich Prokhorov
  • Friedrich Götze, Willem R. van Zwet
  • On the Nonlinear Filtering Equations for Superprocesses in Random Environment
  • A Conversation with Yuri Vasilyevich Prokhorov
  • Larry Shepp
  • Bronius Grigelionis
  • Upper Bounds for Bernstein Basis Functions
  • Vijay Gupta, Tengiz Shervashidze
  • On Distribution of Zeros of Random Polynomials in Complex Plane
  • Ildar Ibragimov, Dmitry Zaporozhets
  • Dependence and Interaction in Branching Processes
  • Peter Jagers, Fima C. Klebaner
Control code
824923404
Dimensions
unknown
Extent
1 online resource
File format
unknown
Form of item
online
Isbn
9781299197688
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-33549-5
Other physical details
portraits
http://library.link/vocab/ext/overdrive/overdriveId
451018
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)824923404
Label
Prokhorov and contemporary probability theory : in honor of Yuri V. Prokhorov, Albert N. Shiryaev, S.R.S. Varadhan, Ernst L. Presman, editors
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Ole E. Barndorff-Nielsen, José Manuel Corcuera, Mark Podolskij
  • Retrieving Information from Subordination
  • Jean Bertoin, Marc Yor
  • Asymptotic Expansions for Distributions of Sums of Independent Random Vectors
  • Algimantas Bikelis
  • An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems
  • Alexander A. Borovkov, Konstantin A. Borovkov
  • Optimal and Asymptotically Optimal Control for Some Inventory Models
  • Ekaterina Bulinskaya
  • Scientific papers
  • When Knowing Early Matters: Gossip, Percolation and Nash Equilibria
  • David J. Aldous
  • A Mathematical Model of Investment Incentives
  • Vadim Arkin, Alexander Slastnikov
  • The Shape of Asymptotic Dependence
  • Guus Balkema, Paul Embrechts, Natalia Nolde
  • Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes
  • Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications
  • Gerd Christoph, Vladimir V. Ulyanov, Yasunori Fujikoshi
  • The Stein-Tikhomirov Method and Berry-Esseen Inequality for Sampling Sums from a Finite Population of Independent Random Variables
  • Shakir K. Formanov, Tamara A. Formanova
  • On One Inequality for Characteristic Functions
  • Nicko Gamkrelidze
  • Levy Preservation and Associated Properties for f -Divergence Minimal Equivalent Martingale Measures
  • Suzanne Cawston, Lioudmila Vostrikova
  • Non-standard Limit Theorems in Number Theory
  • Francesco Cellarosi, Yakov G. Sinai
  • Additive Functions and Gaussian Measures
  • Linan Chen, Daniel W. Stroock
  • Free Infinitely Divisible Approximations of n-Fold Free Convolutions
  • Gennadii Chistyakov, Friedrich Götze
  • Testing Functional Connection between Two Random Variables
  • Gyula O.H. Katona
  • Scientific papers
  • The Symmetry Group of Gaussian States in L2(Rn)
  • Kalyanapuram R. Parthasarathy
  • Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function
  • Ernst Presman
  • Interviews
  • The Times of Yuri Vasilyevich Prokhorov
  • Friedrich Götze, Willem R. van Zwet
  • On the Nonlinear Filtering Equations for Superprocesses in Random Environment
  • A Conversation with Yuri Vasilyevich Prokhorov
  • Larry Shepp
  • Bronius Grigelionis
  • Upper Bounds for Bernstein Basis Functions
  • Vijay Gupta, Tengiz Shervashidze
  • On Distribution of Zeros of Random Polynomials in Complex Plane
  • Ildar Ibragimov, Dmitry Zaporozhets
  • Dependence and Interaction in Branching Processes
  • Peter Jagers, Fima C. Klebaner
Control code
824923404
Dimensions
unknown
Extent
1 online resource
File format
unknown
Form of item
online
Isbn
9781299197688
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-33549-5
Other physical details
portraits
http://library.link/vocab/ext/overdrive/overdriveId
451018
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)824923404

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