Prokhorov and Contemporary Probability Theory

In Honor of Yuri V. Prokhorov

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September 5, 2024 | History

Prokhorov and Contemporary Probability Theory

In Honor of Yuri V. Prokhorov

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The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. Even early in his career he obtained substantial results on the validity of the strong law of large numbers and on the estimates (bounds) of the rates of convergence, some of which are the best possible. His findings on limit theorems in metric spaces and particularly functional limit theorems are of exceptional importance. Y.V. Prokhorov developed an original approach to the proof of functional limit theorems, based on the weak convergence of finite dimensional distributions and the condition of tightness of probability measures.

The present volume commemorates the 80th birthday of Yuri Vasilyevich Prokhorov. It includes scientific contributions written by his colleagues, friends and pupils, who would like to express their deep respect and sincerest admiration for him and his scientific work.​

Publish Date
Language
English
Pages
446

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Edition Availability
Cover of: Prokhorov and Contemporary Probability Theory
Prokhorov and Contemporary Probability Theory: In Honor of Yuri V. Prokhorov
Jun 19, 2015, Springer
paperback
Cover of: Prokhorov and Contemporary Probability Theory
Prokhorov and Contemporary Probability Theory: In Honor of Yuri V. Prokhorov
2013, Springer Berlin Heidelberg, Imprint: Springer
electronic resource : in English
Cover of: Prokhorov and Contemporary Probability Theory
Prokhorov and Contemporary Probability Theory: In Honor of Yuri V. Prokhorov
Jan 09, 2013, Springer, Brand: Springer
hardcover

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Table of Contents

<p>Part I Scientific Papers: David J. Aldous: When Knowing Early Matters: Gossip, Percolation and Nash Equilibria
Vadim Arkin and Alexander Slastnikov: A Mathematical Model of Investment Incentives
Guus Balkema, Paul Embrechts and Natalia Nolde: The Shape of Asymptotic Dependence
Ole E. Barndorff-Nielsen, Jose Manuel Corcuera and Mark Podolskij: Limit theorems for functionals of higher order differences of Brownian semi-stationary processes
Jean Bertoin and Marc Yor: Retrieving Information from Subordination
Algimantas Bikelis: Asymptotic Expansions for Distributions of Sums of Independent Random Vectors
Alexandr A. Borovkov and Konstantin A. Borovkov: An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems
Ekaterina Bulinskaya: Optimal and Asymptotically Optimal Control for Some Inventory Models
^
Suzanne Cawston and Lioudmila Vostrikova: Levy Preservation and Associated Properties for f -divergence Minimal Equivalent Martingale Measures
Francesco Cellarosi, Yakov G. Sinai: Non-Standard Limit Theorems in Number Theory.- Linan Chen and Daniel W. Stroock: Additive Functions and Gaussian Measures
Gennadii Chistyakov and Friedrich Gotze: Free Infinitely Divisible Approximations of n-fold Free Convolutions
Gerd Christoph, Vladimir V. Ulyanov and Yasunori Fujikoshi: Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications
Shakir K. Formanov and Tamara A. Formanova: The Stein-Tikhomirov Method and Berry-Esseen Inequality for Sampling Sums from a Finite Population of Independent Random Variables
Nicko Gamkrelidze: On One Inequality for Characteristic Functions
Bronius Grigelionis: On the Nonlinear Filtering Equations for Superprocesses in Random Environment
^
^^
Vijay Gupta and Tengiz Shervashidze: Upper Bounds for Bernstein Basis Functions
Ildar Ibragimov and Dmitry Zaporozhets: On Distribution of Zeros of Random Polynomials in Complex Plane
Peter Jagers and Fima C. Klebaner: Dependence and Interaction in Branching Processes
Gyula O.H. Katona: Testing Functional Connection between Two Random Variables
Kalyanapuram R.Parthasarathy: The Symmetry Group of Gaussian States in L2(Rn)
Ernst Presman: Solution of the Optimal Stopping Problem for One-dimensional Diffusion Based on a Modification of the Payoff Function
Part II Interviews: Friedrich Götze and Willem R. van Zwet: The times of Yuri Vasilyevich Prokhorov.- Larry Shepp: A Conversation with Yuri Vasilyevich Prokhorov.​ </p><p> </p><p>.
^^

Edition Notes

Published in
Berlin, Heidelberg
Series
Springer Proceedings in Mathematics & Statistics -- 33

Classifications

Dewey Decimal Class
519.2
Library of Congress
QA273.A1-274.9, QA274-274.9

The Physical Object

Format
[electronic resource] :
Pagination
XXXVIII, 446 p. 25 illus.
Number of pages
446

ID Numbers

Open Library
OL27083403M
Internet Archive
prokhorovcontemp00ansh
ISBN 13
9783642335495

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Download catalog record: RDF / JSON / OPDS | Wikipedia citation
September 5, 2024 Edited by MARC Bot import existing book
February 26, 2022 Edited by ImportBot import existing book
July 6, 2019 Created by MARC Bot Imported from Internet Archive item record