PROBABILITY THEORY AND MATHEMATICAL STATISTICS : proceedings of the seventh vilnius conference, ... 1998, vilnius, lithuania, 12-18 august, 1998

CONTENTS FOREWORD RATE OF CONVERGENCE IN THE TRANSFERENCE MAX-LIMIT THEOREM THEOREMS OF LARGE DEVIATIONS FOR NON-GAUSSIAN APPROXIMATION ALGORITHM FOR CALCULATION OF JOINT DISTRIBUTION OF BOOTSTRAP SAMPLE ELEMENTS BISMUT TYPE DIFFERENTIATION OF SEMIGROUPS RANDOM PERMUTATIONS AND THE EWENS SAMPLING FORMULA IN GENETICS ON LARGE DEVIATIONS OF SELF-NORMALIZED SUM MINIMAX ESTIMATION IN THE BLURRED SIGNAL MODEL INVARIANT MEASURES OF DIFFUSION PROCESSES IN HILBERT SPACES AND HILBERT MANIFOLDS ONE TERM EDGEWORTH EXPANSION FOR STUDENT'S t STATISTIC ASYNCHRONOUS STOCHASTIC APPROXIMATION AND ADAPTATION IN A COMPETITIVE SYSTEM HOMOGENIZATION OF RANDOM PARABOLIC OPERATOR WITH LARGE POTENTIAL REMARKS ON INFINITELY DIVISIBLE APPROXIMATIONS TO THE BINOMIAL LAW RATES OF CONVERGENCE TO STABLE AND DISCRETE STABLE LAWS NORMAL-ORDERED WHITE NOISE DIFFERENTIAL EQUATIONS II: REGULARITY PROPERTIES OF SOLUTIONS LINE MODELS FOR SNOWFLAKE CRYSTALS AND THEIR HAUSDORFF DIMENSION MULTIPLICATIVE STRONG UNIMODALITY REVISITED RANDOM WALKS WITH JUMPS IN RANDOM ENVIRONMENTS (EXAMPLES OF CYCLE AND WEIGHT REPRESENTATIONS) ANALYSIS OF GENERATING FUNCTIONS AND PROBABILITIES ON TREES ON THE DISTRIBUTION OF ROOTS OF POLYNOMIALS IN SECTORS. Ill ASYMPTOTIC EXPANSIONS FOR THE MOMENTS OF THE REGRET RISK OF CLASSIFICATION BASED ON MIXED VARIABLES ON THE STRUCTURE OF STRONG MARKOV CONTINUOUS LOCAL DIRICHLET PROCESSES ON MINIMAX ROBUSTNESS OF BAYESIAN STATISTICAL PREDICTION ON THE ZEROS OF THE LERCH ZETA-FUNCTION. II THE GALTON-WATSON TREE CONDITIONED ON ITS HEIGHT PROGNOSIS OF EXPERIMENT RESULTS, BASED ON A TWO-STAGE EXAMINATION AND LINKING THE INVERSE PÓLYA DISTRIBUTION TO BAYES' RULE APPLICATIONS OF SEMIPARAMETRIC BIASED SAMPLING MODELS TO AIDS VACCINE AND TREATMENT TRIALS BAYESIAN ESTIMATION OF COMMON LONG-RANGE DEPENDENT MODELS STARTING AN IMAGE SEGMENTATION: A LEVEL SET APPROACH WIDE-RANGING INTERPRETATIONS OF THE CYCLE REPRESENTATIONS OF MARKOV PROCESSES ANALYSIS OF PRICE, INCOME AND MONEY DEMAND INDICATORS ROBUSTNESS IN CLUSTER ANALYSIS OF MULTIVARIATE OBSERVATIONS AN ELEMENTARY APPROACH TO FILTERING IN SYSTEMS WITH FRACTIONAL BROWNIAN OBSERVATION NOISE BOOTSTRAP TESTS FOR PARAMETRIC VOLATILITY STRUCTURE IN NONPARAMETRIC AUTOREGRESSION VALUE-DISTRIBUTION OF GENERAL DIRICHLET SERIES THE ROBBINS-MONRO TYPE SDE AND RECURSIVE ESTIMATION A SQUARED BINOMIAL TREE APPROACH TO DISCRETE-TIME BOND MARKET MODELLING STRONG CONSISTENCY OF £-CENTRES IN REFLEXIVE SPACES ASYMPTOTIC BEHAVIOR OF SMALL BALL PROBABILITIES GOOD STATISTICAL PRACTICE IN ANALYTICAL CHEMISTRY ON THE PRINCIPLE OF MAXIMUM ENTROPY ON THE MEAN AS A METHODOLOGY FOR THE REGULARIZATION OF INVERSE PROBLEMS THE RATE OF CONVERGENCE IN THE CENTRAL LIMIT THEOREM FOR ENDOMORPHISMS OF TWO-DIMENSIONAL TORUS SIMPLE METHODS FOR THE ANALYSIS OF MULTIVARIATE AND LONGITUDINAL CATEGORICAL DATA TRIMMED SUMS AND ASSOCIATED RANDOM VARIABLES IN THE q-DOMAIN OF ATTRACTION OF STABLE LAWS p-VARIATION AND INTEGRATION OF SAMPLE FUNCTIONS OF STOCHASTIC PROCESSES FUNCTIONAL CENTRAL LIMIT THEOREMS ON LIE GROUPS. A SURVEY ON SOME NEW RESULTS FOR COINTEGRATED PROCESSES WITH INFINITE VARIANCE INNOVATIONS SAMPLING METHODS IN LITHUANIAN OFFICIAL STATISTICS. DESIGN AND PARAMETER ESTIMATION PROBLEMS ON L P -ESTIMATES OF STOCHASTIC INTEGRALS VOLATILITY ESTIMATION AND BOOTSTRAP RANDOM FIELDS AND CENTRAL LIMIT THEOREM IN SOME GENERALIZED HOLDER SPACES CONSISTENT ESTIMATION OF DISCRIMINANT SPACE IN MIXTURE MODEL BY USING PROJECTION PURSUIT NONPARAMETRIC WAVELET METHODS FOR NONSTATIONARY TIME SERIES SOME RESULTS ON ARITHMETICAL FUNCTIONS LINEAR APPROXIMATION OF RANDOM PROCESSES AND SAMPLING DESIGN PROBLEMS CONVERGENCE OF SOLUTION OF STOCHASTIC EQUATIONS IN THE SPACE OF FORMAL SERIES UNIFIED INFERENCE IN SURVEY SAMPLING SEMICLASSICAL ANALYSIS AND A NEW RESULT IN EXCURSION THEORY ON KPP EQUATIONS WITH VARIOUS WAVE FRONT SPEEDS, THE LARSON RESULT VIA LARGE DEVIATIONS CO-ORDINATING AND MONITORING THE TRANSFORMATION PROCESS IN STATISTICS IN EMERGING DEMOCRACIES AND ECONOMIES IN TRANSITION - THE POLISH EXPERIENCE BRANCHING DIFFUSIONS WITH RANDOM OFFSPRING DISTRIBUTIONS THE ORGANIZERS THE LIST OF SESSIONS AND ORGANIZERS "A key pedagogical feature of the textbook is the accessible approach to probability concepts through examples with explanations and problems with solutions. The reader is encouraged to simulate in Matlab random experiments and to explore the theoretical aspects of the probabilistic models behind the studied experiments. By this appropriate balance between simulations and rigorous mathematical approach, the reader can experience the excitement of comprehending basic concepts and can develop the intuitive thinking in solving problems. The current textbook does not contain proofs for the stated theorems, but corresponding references are given. Moreover, the given Matlab codes and detailed solutions make the textbook accessible to researchers and undergraduate students, by learning various techniques from probability theory and its applications in other fields. This book is intended not only for students of mathematics but also for students of natural sciences, engineering, computer science and for science researchers, who possess the basic knowledge of calculus for the mathematical concepts of the textbook and elementary programming skills for the Matlab simulations"--Publisher's description