Probability Theory and Mathematical Statistics: Proceedings of the Fifth Japan-USSR Symposium, held in Kyoto, Japan, July 8-14, 1986 (Lecture Notes in Mathematics, 1299)

These Proceedings Of The Fifth Joint Meeting Of Japanese And Soviet Probabilists Are A Sequel To Lecture Notes In Mathematics Vols. 33o, 550 And 1o21. They Comprise 61 Original Research Papers On Topics Including Limit Theorems, Stochastic Analysis, Control Theory, Statistics, Probabilistic Methods In Number Theory And Mathematical Physics. From The Contents: Y.m. Kabanov: Contiguity Of Distributions Of Multivariate Point Processes -- N. Kôno: The Domain Of Attraction Of A Non-gaussian Self-similar Process With Finite Variance -- J. Kubilius: On Some Inequalities In The Probabilistic Number Theory -- H. Kunita: A Limit Theorem For Stochastic Partial Differential Equations -- S. Kusuoka: Some Remarks On Getzler's Degree Theorem -- A.a. Novikov, V.p. Dragalin: Asymptotic Expansions For 2-sprt -- S.h. Sirazdinov, M.u. Gafurov: Asymptotics Of The Mean Of A Functional Of A Random Walk -- K. Takeuchi, A. Takemura: On Cornish-fisher Type Expansion Of Likelihood Ratio Statistic In One Parameter Exponential Family. Edited By Shinzo Watanabe, Jurii Vasilievich Prokhorov. Professor gisiro maruyama, in memoriam....Pages 1-6 Some words in memory of Professor G. Maruyama....Pages 7-10 Second and third order asymptotic completeness of the class of estimators....Pages 11-27 An accuracy of Gaussian approximation of sum distribution of independent random variables in Banach spaces....Pages 28-54 On the weak convergence to Brownian local time....Pages 55-63 On optimal stopping with incomplete data....Pages 64-68 Bellman equation with unbounded coefficients and its applications....Pages 69-79 A note on capacities in infinite dimensions....Pages 80-85 On diffusive motion of closed curves....Pages 86-94 Non-linear filtering of stochastic processes and optimal signal transmission through a feedback channel....Pages 95-102 On bessel potentials in linear spaces....Pages 103-110 A time change relating continuous semi-markov and markov processes....Pages 111-123 Bounded solutions and periodic solutions of a linear stochastic evolution equation....Pages 124-130 Renormalization group method on a hierarchical lattice of dyson-wilson type....Pages 131-139 Contiguity of distributions of multivariate point processes....Pages 140-157 On Benford's law: The first digit problem....Pages 158-169 One-dimensional diffusions and random walks in random environments....Pages 170-184 The domain of attraction of a non-gaussian self-similar process with finite variance....Pages 185-194 Absolutely continuous spectrum of one-dimensional random Schrödinger operators and hamiltonian systems....Pages 195-205 Riemannian manifolds with stochastic independence conditions are rich enough....Pages 206-213 On some inequalities in the probabilistic number theory....Pages 214-220 Helices and isomorphism problems in ergodic theory....Pages 221-227 A limit theorem for stochastic partial differential equations....Pages 228-238 Some remarks on Getzler's degree theorem....Pages 239-249 On limit theorems for conditionally independent random variables controlled by a finite Markov chain....Pages 250-258 Joint asymptotic distribution of the maximum likelihood estimator and M-estimator....Pages 259-266 On the results of asymptotic analysis for the random walks with two-sided boundary....Pages 267-273 Gaussian limit theorems for Wiener functionals....Pages 274-277 Multiplicative number theory in probability spaces: An exaple....Pages 278-285 Monte carlo methods with stochastic parameters....Pages 286-297 Schrödinger operator with potential which is the derivative of a temporally homogeneous Lévy process....Pages 298-304 An evolution operator of the Feynman-kac type....Pages 305-313 A theorem on the stability of nonlinear filtering systems....Pages 314-325 Large deviations for the maximum likelihood estimators....Pages 326-331 On the decay rate of correlation for piecewise linear transformations....Pages 332-338 A fluctuation theorem for solutions of certain random evolution equations....Pages 339-347 Convergence and uniqueness theorems for markov processes associated with Lévy operators....Pages 348-356 Bounds for difference of two integrals of a bounded function in terms of extensions of Lévy metric....Pages 357-365 Asymptotic expansions for 2-SPRT....Pages 366-375 On Dynkin's stopping problem with a finite constraint....Pages 376-383 Entropy operators and mcmillan type convergence theorems in a noncommutative dynamical system....Pages 384-390 On long time tails of correlation functions for KMO-Langevin equations....Pages 391-397 On central limit theorem for continuous additive functional of zero energy....Pages 398-403 Ergodic properties of product type odometers....Pages 404-411 Measuring processes and repeatability hypothesis....Pages 412-421 Estimates of the rate of convergence in the central limit theorem in Banach spaces....Pages 422-429 Simple method of obtaining estimates in the invariance principle....Pages 430-443 Mutually repelling particles of m types....Pages 444-453 Some classes generated by exponential distributions....Pages 454-463 Remarks on the canonical representation of stationary linear symmetric α-stable processes (0