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Quadratic Approximation for Log-Likelihood Ratio Processes
P. 179–215.
Alexander Gushchin, Valkeila E.
Ключевые слова: limit theoremslocal asymptotic mixed normalitylocal asymptotic normalitylocal asymptotic quadraticityHellinger processcontiguityfiltered statistical experimentlikelihood ratio process
ПУБЛИКАЦИЯ ПОДГОТОВЛЕНА ПО РЕЗУЛЬТАТАМ ПРОЕКТА:
В книге
Heidelberg: Springer, 2017.
Alexander Gushchin, Pavlyukevich I., Ritsch M., Statistical Inference for Stochastic Processes 2020 Vol. 23 No. 3 P. 553–570
Добавлено: 27 октября 2020 г.
Гришунина С. А., , in: Book of Abstracts of the 17th Applied Stochastic Models and Data Analysis International Conference with Demographics workshop (ASMDA 2017), 6-9 june 2017, London, UK.: ISAST: International Society for the Advancement of Science and Technology, 2017. P. 89–89.
Добавлено: 5 сентября 2017 г.
Кельберт М. Я., Orsingher E., Modern Stochastics: Theory and Applications 2017 Vol. 4 No. 1 P. 79–89
A random flight on a plane with non-isotropic displacements at the moments of direction changes is considered. In the case of exponentially distributed flight lengths a Gaussian limit theorem is proved for the position of a particle in the scheme of series when jump lengths and non-isotropic displacements tend to zero. If the flight lengths ...
Добавлено: 7 апреля 2017 г.
Буфетов А. И., Moscow Mathematical Journal 2014 Vol. 14 No. 2 P. 205–224
Добавлено: 15 октября 2015 г.
Elena V. Anashkina, Иванова О. Ф., Facta Universitatis, Series: Linguistics and Literature 2014 Vol. 12 No. 2 P. 67–79
Добавлено: 26 января 2015 г.
А.И. Буфетов, Успехи математических наук 2013 Т. 68 № 5(413) С. 3–80
В работе получены асимптотическое разложение эргодического интеграла и предельная теорема для специальных потоков над преобразованиями Вершика.
Библиография: 49 названий. ...
Добавлено: 23 октября 2014 г.
Буфетов А. И., Annals of Mathematics 2014 Vol. 179 No. 2 P. 431–499
The aim of this paper is to obtain an asymptotic expansion for ergodic integrals of translation ows on at surfaces of higher genus (Theorem 1) and to give a limit theorem for these ows (Theorem 2). © 2014 Department of Mathematics, Princeton University. ...
Добавлено: 19 февраля 2014 г.
Гущин А. А., Кюхлер У., Bernoulli: a journal of mathematical statistics and probability 2001 Vol. 7 No. 4 P. 629–632
We strengthen the convergence result in our paper, ibid. 5, No. 6, 1059-1098 (1999; Zbl 0983.62049), proving the local asymptotic mixed normality property in one of the 11 cases considered in that paper. ...
Добавлено: 9 октября 2013 г.
Гущин А. А., , in: Probability theory and mathematical statistics. Proceedings of the seventh Japan-Russia symposium, Tokyo, Japan, July 26-30, 1995.: Singapore: World Scientific, 1996. P. 83–109.
Let X be a semimartingale which is locally square integrable and admitting the canonical decompositions X=M+A and X=M ' +A ' with respect to measures P and P ' . Let γ be the density of A-A ' with respect to C=(〈M〉+〈M ' 〉) in the Lebesgue decomposition. Then there is a version ...
Добавлено: 8 октября 2013 г.
Гущин А. А., Кюхлер У., Bernoulli: a journal of mathematical statistics and probability 1999 Vol. 5 No. 6 P. 1059–1098
For the stochastic differential equation
dX(t)=a X ( t ) + b X ( t - 1 )dt+dW(t),t≥0,
the local asymptotic properties of the likelihood function are studied. They depend strongly on the true value of the parameter ϑ=(a,b) * . Eleven different cases are possible if ϑ runs through ℝ 2 . Let ϑ ^ T ...
Добавлено: 8 октября 2013 г.
Heidelberg: Springer, 2013.
With scientific contributions by international experts
Anniversary edition for a winner of the Lenin prize
Includes interviews
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 ...
Добавлено: 12 марта 2013 г.
Буфетов А. И., Solomyak B., Communications in Mathematical Physics 2013 Vol. 319 No. 3 P. 761–789
We study deviation of ergodic averages for dynamical systems given by self-similar tilings on the plane and in higher dimensions. The main object of our paper is a special family of finitely-additive measures for our systems. An asymptotic formula is given for ergodic integrals in terms of these finitely-additive measures, and, as a corollary, limit ...
Добавлено: 11 февраля 2013 г.
Ивченко Г. И., Медведев Ю. И., Математические вопросы криптографии 2012 Т. 3 № 3 С. 21–34
Предлагается общая вероятностная модель для булевых функций от n переменных, задаваемая произвольной вероятностной мерой на множестве всех таких функций. Выводится характеристическая функция спектра Уолша случайной функции и находятся точные и асимптотические (при n→∞) распределения некоторых его характеристик для случая
параметрической меры. ...
Добавлено: 19 ноября 2012 г.