Probability Theory and Mathematical Statistics. Vol. 2

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Frontmatter -- Contents -- Preface -- Mixing properties for f-expansions -- Non-linear time-domain analysis of Gaussian processes -- Malliavin calculus for discontinuous processes -- Accompanying laws for processes with independent increments -- Diffusion approximation of multitype branching processes -- Characterization of queues and its stability estimates -- On the entropy of expansions with odd partial quotients -- On the rate of convergence in Maruyama's invariance principle -- On a general growth model possessing a subexponential growth rate -- Stochastic partial differential equations as stochastic space-time models -- Levy-Baxter type theorems and strong sub-Gaussian random processes -- Principal component analysis under correlated multivariate regression equations model -- Approximation of statistics distribution by convolutions of generalized Poisson measures -- Some general results in control theory -- On The Rate Of Convergence Of Distributions Of Semimartingales -- On Ito's excursion law, local times and spectral measures for quasidiffusions -- Optimum design of general intraclass regression experiments and general analysis of covariance experiments -- Limit theorems for functionals of geometric type of homogeneous isotropic random fields -- On Bounds Foe The Minimax Risk -- Asymptotical properties of the local density of measures for semimartingales and some of their applications -- Generalizations Of The Law Of The Iterated Logarithm -- Limit theorems for sums of random variables with a stable limit law -- Estimates and asymptotic expansion of the remainder term in the CLT for randomized decomposable statistics -- Multiparametric Brownian Motion On Symmetric Spaces -- Markov maps in noncommutative probability theory and mathematical statistics -- Classes Of Limit Laws For Functions Of Some Statistical Estimates -- Topological and probabilistic characterizations of some classes of Banach spaces and operators -- Asymptotic expansions of the distributions of sums of i. i. d. Hilbert space valued random variables -- Limit theorems for order statistics based on sums of random variables -- Markov additive processes: large deviations for the continuous time case -- Hodges-Lehmann Efficiency Of Nonparametric Tests -- An operator approach in limit theorems for sums of the type n-1/p Sn in Banach spaces -- Pointed Priors And Asymptotics Of The A Posteriori Risk -- Stokes-Boussinesq-Langevin Equation And Fluctuation-Dissipation Theorem -- The barycenter concept of a set of probability measures as a tool in statistical decision -- Solutions of Bogolyubov equations for infinite three-dimensional systems of particles -- Inequalities for the maximum of partial sums of random variables and the law of the iterated logarithm -- A characterization of a Gaussian vector based on Kagan-Linnik-Rao theorem -- Extreme Functionals In The Space Op Probability Measures -- ANODIV: generalization of ANO VA through entropy and cross entropy functions -- Limit theorems involving restricted convergence and the continuation theory of distribution -- On approximation accuracy for distribution functions of the sum of independent random variables using infinitely divisible distributions -- On the kinematic dynamo problem in a random flow -- On the probability of large excursion of a nonstationary Gaussian process -- Weak convergence of integral type functionals -- Characterizing the distributions of the random vectors X1, X2, X3 by the distribution of the statistic (X1 -X3, X2 - X 3) -- On large deviations for the probability density of sums of independent random variables -- On Normal Approximation In Hilbert Space -- Almost-Even Number-Theoretical Functions -- Limit theorems for randomly indexed sums in a separable Banach space -- Some properties and applications of Feynman measures in the phase space -- On limit theorems for multilinear forms -- Characteristic functional and cylindrical measures in DS-groups -- On Pareto-type distributions -- Re