Probability Theory and Mathematical Statistics

Professor gisiro maruyama, in memoriam.- Some words in memory of Professor G. Maruyama.- Second and third order asymptotic completeness of the class of estimators.- An accuracy of Gaussian approximation of sum distribution of independent random variables in Banach spaces.- On the weak convergence to Brownian local time.- On optimal stopping with incomplete data.- Bellman equation with unbounded coefficients and its applications.- A note on capacities in infinite dimensions.- On diffusive motion of closed curves.- Non-linear filtering of stochastic processes and optimal signal transmission through a feedback channel.- On bessel potentials in linear spaces.- A time change relating continuous semi-markov and markov processes.- Bounded solutions and periodic solutions of a linear stochastic evolution equation.- Renormalization group method on a hierarchical lattice of dyson-wilson type.- Contiguity of distributions of multivariate point processes.- On Benford's law: The first digit problem.- One-dimensional diffusions and random walks in random environments.- The domain of attraction of a non-gaussian self-similar process with finite variance.- Absolutely continuous spectrum of one-dimensional random Schrödinger operators and hamiltonian systems.- Riemannian manifolds with stochastic independence conditions are rich enough.- On some inequalities in the probabilistic number theory.- Helices and isomorphism problems in ergodic theory.- A limit theorem for stochastic partial differential equations.- Some remarks on Getzler's degree theorem.- On limit theorems for conditionally independent random variables controlled by a finite Markov chain.- Joint asymptotic distribution of the maximum likelihood estimator and M-estimator.- On the results of asymptotic analysis for the random walks with two-sided boundary.- Gaussian limit theorems for Wiener functionals.- Multiplicative number theory in probability spaces: An exaple.- Monte carlo methods with stochastic parameters.- Schrödinger operator with potential which is the derivative of a temporally homogeneous Lévy process.- An evolution operator of the Feynman-kac type.- A theorem on the stability of nonlinear filtering systems.- Large deviations for the maximum likelihood estimators.- On the decay rate of correlation for piecewise linear transformations.- A fluctuation theorem for solutions of certain random evolution equations.- Convergence and uniqueness theorems for markov processes associated with Lévy operators.- Bounds for difference of two integrals of a bounded function in terms of extensions of Lévy metric.- Asymptotic expansions for 2-SPRT.- On Dynkin's stopping problem with a finite constraint.- Entropy operators and mcmillan type convergence theorems in a noncommutative dynamical system.- On long time tails of correlation functions for KMO-Langevin equations.- On central limit theorem for continuous additive functional of zero energy.- Ergodic properties of product type odometers.- Measuring processes and repeatability hypothesis.- Estimates of the rate of convergence in the central limit theorem in Banach spaces.- Simple method of obtaining estimates in the invariance principle.- Mutually repelling particles of m types.- Some classes generated by exponential distributions.- Remarks on the canonical representation of stationary linear symmetric ?-stable processes (0<?<1).- Asymptotics of the mean of a functional of a random walk.- Long time asymptotics of the ratio of measures of small tubes and a large deviation result.- On cornish-fisher type expansion of likelihood ratio statistic in one parameter exponential family.- Stochastic process for an infinite hard core particle system in Rd.- Power order decay of elementary solutions of generalized diffusion equations.- Lord's paradox on mean absolute deviation.- Approximation of stationary processes and the central limit problem.- Generalized wiener functionals and their applications.- A heavy traffic limit theorem for G/M/? queueing networks.- An upper bound to the capacity of discrete time Gaussian channel with feedback.- On the value for OLA-optimal stopping problem by potential theoretic method.- Fixed point theorem for measurable field of operators with an application to random differential equation.