Transactions of the Ninth Prague Conference : Information Theory, Statistical Decision Functions, Random Processes Held at Prague, From June 28 to July 2, 1982

The Ninth Prague Conference on Information Theory, Statistical Decision Functions, and Random Processes was organized by the Institute of Information Theory and Automation of the Czechoslovak Academy of Sciences from June 28 to July 2, 1982. Similarly as the preceding Prague Conferences, during their twenty six years histo­ ry, it provided a space for the presentation and discussion of recent scientific results, as well as for personal contacts of many scien­ tists both from abroad and from Czechoslovakia. Nearly 150 special­ ists from 17 countries participated in the Conference and they read more than 100 papers (including 18 invited ones), 88 of which have been published in the present two volumes of the Transactions of the Conference. Namely invited papers, having been read by outstanding specialists, have brought invaluable offer for participants to create themselves an orientation in the modern trends of the above mention­ ed scientific branches. Allow us to use this opportunity to express our sincere thanks to all who have contributed to the success of the Conference, espe­ cially to those who prepared and presented papers. Our gratitude is also due to Academician Jaroslav Kozesnik, the scientific editor of the Transactions, and to the editorial board for reviewing all papers and fulfilling many printing manage­ ment duties. We would like to appreciate a great work of all colleagues from the Institute of Information Theory and Automation, who participated in the preparation and in the organization of the Conference. Front Matter....Pages 1-10 Front Matter....Pages 11-11 Performance of Exotic Quantum Signals in Free-Space Optical Communications....Pages 13-17 Robust Estimators of Location anD Regression Parameters and their Second Order Asymptotic Relations....Pages 19-32 Generators of Some Classes of Probability Measures On Banach Spaces....Pages 33-38 Monte-Carlo Methods from the Point of View of Algorithmic Complexity....Pages 39-51 Discrimination Rate Least Favorable Pairs of Distributions for ε-Contaminated Statistical Hypotheses or with f -Divergence Like Neighborhoods....Pages 53-66 On the Local Time of Brownian Bridge....Pages 67-76 Robust Estimation of One Real Parameter When Nuisance Parameters are Present....Pages 77-89 Discrete Methods in Cooperative Game Theory....Pages 91-101 A New General Approach to Minimum Distance Estimation....Pages 103-112 On Models of Complicated Functions Under Uncertainty....Pages 113-118 Front Matter....Pages 119-119 An Attempt to Solve Approximately the Optimal Estimation Problem for Markov Processes by Expansion of the A-Pos-Teriori Density in an Edgeworth Series....Pages 121-126 Marginal Distributions of Autoregressive Processes....Pages 127-135 ОБ ОПТИМАЛЬНЫХ АЛГОРИТМАХ ОПТИМИЗАЦИИ ФУНКЦИОНАЛОВ С БУЛЕВЫМИ ПЕРЕМЕННЫМИ....Pages 137-141 An Equilibrium Theory for Multi-Person Multi-Criteria Stochastic Decision Problems with Multiple Subjective Probability Measures....Pages 143-150 Processus D’Ornstein Uhlenbeck Generalise. Mesures Stationnaires dans le cas Gaussien....Pages 151-156 Application of the Statistical Decision Theory to System Identification....Pages 157-163 Computing Fixed Points for Fuzzy Mappings....Pages 165-170 Information Submartingales....Pages 171-176 О КВАДРАШВСКОЙ МЕРЕ ОТКЛОНЕНИЯ ОЦЕНКИ ЛИНИИ РЕГРЕССИИ....Pages 177-182 Coupling of Markov Processes and Holley’s Inequalities for Gibbs Measures Statistical Application of Gibbs Measures....Pages 183-189 Front Matter....Pages 119-119 An Empirical Power of Some Tests for Linearity....Pages 191-197 The Optimal Control of Partially Observable Semi-Markov Processes Over the Infinite Horizon: Discounted Costs....Pages 199-206 Information Methods in Identification....Pages 207-214 Quantum Stochastic Processes....Pages 215-221 Symbol Error Rate of Binary Block Codes....Pages 223-227 Binary Communication over a Channel Subject to Active Interference....Pages 229-233 Generalizations of the Maximum Entropy Principle and their Applications....Pages 235-239 A Modification of the Extended Kalman Filter Algorithm with Application in Hydrology....Pages 241-245 Relations Between the Crude, Factorial and Inverse Factorial Moments....Pages 247-252 The Bern Stein-von Mises Theorem for Non-Stationary Markov Processes....Pages 253-256 On Dynamic Min-Max Decision Models....Pages 257-262 Estimation of Precipitation Characteristics from Time-Integrated Data....Pages 263-268 The Central Limit Theorem for Statistics of a Spectral Density with Time Shift....Pages 269-274 On the Martingale Convergence Theorem in Quantum Theory....Pages 275-280 Some Complexity Considerations Concerning Hypotheses In Multidimensional Contingency Tables....Pages 281-286 Theorems on Selectors in Topological Spaces I....Pages 287-292 A Game-Theoretic Arroi-Debreu Model....Pages 293-299 Asymptotic Results for an Epidemic Process on Random Graphs....Pages 301-306 Maximum Entropy Spectral Analysis and Arma Processes II....Pages 307-312 Discrete Finite State Random Fields and their Reduced Versions as Information Sources....Pages 313-318 Front Matter....Pages 119-119 Strategical Test — A Generalization of the Wald’s Sequential Test....Pages 319-326 Sequences of Stochastic Programming Problems with Incomplete Information....Pages 327-332