Last update:
Wed Apr 12 08:27:38 MDT 2006
A. A. Zinger Limit laws for cumulative sums of
independent random variables with a
finite number of distribution types . . 596--619
H. J. Engelbert On the theory of controlled Markov
processes . . . . . . . . . . . . . . . 683--689
S. S. Ebralidze Inequalities for probabilities of large
deviations in terms of pseudomoments . . 737--741
I. N. Kovalenko Distribution of the linear rank of a
random matrix . . . . . . . . . . . . . 342--346
L. I. Piterbarg Limit theorems for Markov random sets 426--433
V. N. Sackov Mappings of a finite set with
limitations on contours and height . . . 640--656
D. A. Moskvin A local limit theorem for large
deviations in the case of differently
distributed lattice summands . . . . . . 678--684
E. A. Nadaraja On convergence in the ${L}_2$-norm of
probability density estimates . . . . . 1
S. S. Vallander Calculation of the Wasserstein distance
between probability distributions on the
line . . . . . . . . . . . . . . . . . . 1
V. V. Jurinskii On sample continuity of random fields 602--607
V. D. Konakov On the asymptotic normality of the mode
of multidimensional distributions . . . 794--799
M. P. Ersov The existence of a martingale with given
diffusion functional . . . . . . . . . . 1
G. P. Klimov Time-sharing service systems. I . . . . 1
Michel Metivier The stochastic integral with respect to
processes with values in a reflexive
Banach space . . . . . . . . . . . . . . 1
G. I. Ivcenko On comparison of binomial and Poisson
distributions . . . . . . . . . . . . . 584--587
G. I. Ivcenko Waiting time and testing hypotheses in a
multinomial scheme . . . . . . . . . . . 807--812
E. V. Khmaladze Estimation of the necessary number of
observations for discriminating simple
close hypotheses . . . . . . . . . . . . 116--126
V. A. Egorov and
V. B. Nevzorov On the rate of convergence of linear
combinations of absolute order
statistics to the normal law . . . . . . 203--211
I. A. Ibragimov and
R. Z. Has'minskii Local asymptotic normality for
non-identically distributed observations 246--260
Ju. A. Kutojanc On a problem of testing hypotheses and
asymptotic normality of stochastic
integrals . . . . . . . . . . . . . . . 376--384
G. I. Ivcenko On some distributions connected with
waiting time in a polynomial scheme . . 545--559
A. A. Zinger On samples with identically distributed
linear statistics . . . . . . . . . . . 655--660
B. A. Lifshits On the convergence of moments in the
central limit theorem for
non-homogeneous Markov chains . . . . . 741--758
G. P. Klimov An ergodic theorem for regenerating
processes . . . . . . . . . . . . . . . 392--395
Yu. A. Davydov Local times for random fields . . . . . 652--654
V. I. Paulauskas On the rate of convergence in the
central limit theorem in certain Banach
spaces . . . . . . . . . . . . . . . . . 754--769
A. N. Borodin A limit theorem for solutions of
differential equations with random
right-hand side . . . . . . . . . . . . 2
V. V. Kalashnikov Stability analysis in queueing problems
by the method of trial functions . . . . 86--103
A. A. Borovkov On the power of the $chi^2 $test with
increasing number of class intervals . . 366--370
G. I. Ivchenko and
V. V. Levin Asymptotic normality in the scheme of
simple random sampling without
replacement . . . . . . . . . . . . . . 93--105
M. S. Tikhov On optimal sequential estimation plans
for non-quadratic loss functions . . . . 132--138
A. V. Kakosyan An admissibility condition for a least
squares estimator in the class of
polynomial estimators . . . . . . . . . 201--206
A. D. Slastnikov Limit theorems for moderate deviation
probabilities . . . . . . . . . . . . . 322--340
L. D. Meshalkin and
V. I. Serdobol'skij Errors in the classification of
multi-variate observations . . . . . . . 741--750
R. Z. Khas'minskij A lower bound on the risks of
non-parametric estimates of densities in
the uniform metric . . . . . . . . . . . 794--798
G. K. Golubev and
R. Z. Khas'minskij Estimation in Gaussian white noise using
a finite number of linear statistics . . 274--286
A. A. Zinger On a characterization of the
multi-dimensional normal law by the
independence of linear statistics . . . 388--392
G. I. Salov On a stochastic approximation theorem in
a Hilbert space and its applications . . 413--419
S. I. Pisanets On the strong convergence of a sequence
of diffusion type processes . . . . . . 863--869
S. Yu. Efrojmovich On sequential estimation under the
conditions of local asymptotic normality 27--40
V. G. Mikhajlov Asymptotic normality of the number of
empty cells for group allocation of
particles . . . . . . . . . . . . . . . 82--90
D. M. Chibisov Asymptotic expansion for the
distribution of a statistic admitting a
stochastic expansion. II . . . . . . . . 1--12
N. N. Chentsov On correctness of the problem of
statistical point estimation . . . . . . 13--29
S. T. Mkrtchyan Stability of a characterization of
distributions, and some wide-sense
characteristic properties of the normal
distribution . . . . . . . . . . . . . . 161--167
S. I. Pisanets Limit theorems for diffusion-type
processes in $R^m$ . . . . . . . . . . . 587--594
V. V. Yurinskij On the accuracy of normal approximation
of the probability of hitting a ball . . 280--289
B. A. Zalesskij Estimate of the accuracy of normal
approximation in Hilbert space . . . . . 290--298
S. Ya. Shorgin Nonclassical estimates of the rate of
convergence in the central limit theorem
taking into account large deviations . . 324--337
A. M. Ulanovskij Description of the class $I_0$ in
Kingman's semigroup of standard
$p$-functions . . . . . . . . . . . . . 561--572
Yu. I. Ingster Asymptotically optimal Bayes tests for
composite hypotheses . . . . . . . . . . 775--794
V. I. Timonin Exact distributions of Smirnov's
statistics for a class of alternatives
for complete censored data . . . . . . . 795--797
D. Banjevic On a Kolmogorov inequality . . . . . . . 391--394
Yu. A. Kutoyants Expansion of a maximum likelihood
estimate by diffusion powers . . . . . . 465--477
B. S. Darkhovskij On two estimation problems for times of
change of the probabilistic
characteristics of a random sequence . . 478--487
E. I. Gordienko Adaptive strategies for certain classes
of controlled Markov processes . . . . . 504--518
D. V. Korolyuk and
D. S. Sil'vestrov Entry times into asymptotically receding
regions for processes with semi-Markov
switchings . . . . . . . . . . . . . . . 558--563
N. V. Kartashov Operator methods in limit theorems for
Markov processes . . . . . . . . . . . . 828--829
V. F. Gaposhkin A remark on strong consistency of LS
estimates under weakly correlated
observation errors . . . . . . . . . . . 177--181
N. V. Kartashov Inequalities in theorems of ergodicity
and stability for Markov chains with
common phase space. I. . . . . . . . . . 247--259
N. V. Kartashov Inequalities in theorems of ergodicity
and stability for Markov chains with
common phase space. II . . . . . . . . . 507--515
V. I. Timonin and
O. M. Chernomordik A method for calculating the exact
distribution of Kolmogorov-Smirnov
statistics under Lehmann alternatives 608--610
A. D. Venttsel' Infinitesimal characteristics of Markov
processes in a function space which
describe the past . . . . . . . . . . . 661--676
V. K. Matskyavichyus On a lower bound for the convergence
rate in a local limit theorem . . . . . 810--814
L. V. Rozovskij Some estimates for probabilities of
one-sided large deviations . . . . . . . 850--855
A. A. Makarov The asymptotic behavior of the limit
distribution of the Kolmogorov-Smirnov
statistic in the case of a composite
hypothesis for the class of projecting
estimates of an unknown parameter . . . 380--383
V. P. Dragalin and
A. A. Novikov Asymptotic solution of the Kiefer-Weiss
problem for processes with independent
increments . . . . . . . . . . . . . . . 679--690
M. A. Perel'muter and
Yu. A. Semenov Elliptic operators preserving
probability . . . . . . . . . . . . . . 718--721
L. A. Alyushina and
N. V. Krylov Passage to the limit in Itô stochastic
equations . . . . . . . . . . . . . . . 1--10
T. L. Malevich and
L. N. Volodina Conditions for the finiteness of the
moments of the number of zeros of a
vector-valued Gaussian field . . . . . . 50--61
V. F. Gaposhkin On the summation of sequences of
independent random variables . . . . . . 62--74
K. S. Kubacki and
D. Szynal The convergence of moments in a random
limit theorem of H. Robbins type . . . . 75--85
Yu. L. Pavlov Distributions of the number of vertices
in the strata of a random forest . . . . 96--104
V. S. Korolyuk and
Yu. V. Borovskikh Rate of convergence of degenerate von
Mises functionals . . . . . . . . . . . 125--135
I. A. Ibragimov A probabilistic analogue of a theorem of
Córdoba and Fefferman . . . . . . . . . . 137--139
A. V. Nagaev and
S. M. Shkol\cprimenik Some properties of symmetric stable
distributions that are close to the
normal distribution . . . . . . . . . . 139--144
E. R. Vvedenskaya Monotonicity of exact upper sequences
for sums of independent random vectors
in a Hilbert space . . . . . . . . . . . 148--151
A. I. Elizarov A central limit theorem for the sojourn
time and local time of a stationary
process . . . . . . . . . . . . . . . . 161--164
V. B. Goryainov Theorems of Lévy-Baxter type for elliptic
stochastic equations . . . . . . . . . . 164--167
N. K. Bakirov Extrema of the distribution of the
statistic $S^2$ . . . . . . . . . . . . 171--175
A. I. Pavlov Local limit theorems for the number of
components of random permutations and
mappings . . . . . . . . . . . . . . . . 183--187
G. I. Ivchenko and
S. V. Tsukanov New statistical tests in a multinomial
scheme and their asymptotic properties 187--191
\`E. B. Bagirov Letter to the editor: ``A lower bound
for distributions of quadratic forms of
normally distributed random variables'' 196--196
B. A. Zalesski\uì and
V. V. Sazonov and
V. V. Ul\cprimeyanov Normal approximation in a Hilbert space.
I . . . . . . . . . . . . . . . . . . . 207--227
A. V. Lëtchikov A limit theorem for a random walk in a
random environment . . . . . . . . . . . 228--238
B. A. Zalesski\uì Accuracy of normal approximation in
Banach spaces . . . . . . . . . . . . . 239--247
L. Se\uìdl\cprime Limit distributions of random symmetric
polynomials . . . . . . . . . . . . . . 248--259
V. I. Lotov Accuracy of approximation in the Wald
sequential test . . . . . . . . . . . . 276--285
A. M. Kagan New classes of dependent random
variables and a generalization of the
Darmois-Skitovich theorem to the case of
several forms . . . . . . . . . . . . . 286--295
M. S. Ginovyan Asymptotically efficient nonparametric
estimation of functionals from a
spectral density with zeros . . . . . . 296--303
M. S. Ermakov Asymptotically optimal equivariant
sequential estimation of a location
parameter for a nonsmooth density . . . 304--315
M. P. Krivenko and
I. V. Matskevich Properties of the elements of an
estimate for a monotone trend . . . . . 316--329
V. I. Bogachëv Differentiability of measures in the
sense of Skorokhod . . . . . . . . . . . 330--334
J. Bethmann The Lindeberg-Feller theorem for sums of
a random number of independent random
variables in a triangular array . . . . 334--339
V. M. Kruglov Convergence of the moments of random
sums . . . . . . . . . . . . . . . . . . 339--342
K. A. Borovkov On the problem of improving Poisson
approximation . . . . . . . . . . . . . 343--347
N. G. Gamkrelidze Application of a smoothness function in
the proof of a local limit theorem . . . 352--355
D. S. Mindlin and
B. A. Rubshte\uìn Convolutions of random measures on a
compact group . . . . . . . . . . . . . 355--357
M. Ya. Kel\cprimebert and
M. L. Kontsevich and
A. N. Rybko Jackson networks on countable graphs . . 358--361
E. A. Timofeev Determination of the expectation of the
length of a random minimal tree . . . . 361--365
V. F. Gaposhkin On the connection between the ergodicity
of a continuous-time stationary process
and a quantized process . . . . . . . . 377--381
V. A. Topchi\uì Moderate deviations for the total number
of particles in critical branching
processes . . . . . . . . . . . . . . . 382--385
F. F. Frolov Boundary value problems for systems of
stochastic partial differential
equations . . . . . . . . . . . . . . . 385--388
L. V. Denisov Infinitely divisible Markov mappings in
the quantum theory of probability . . . 392--395
V. A. Gurevich Weighted $M$-estimates in nonlinear
regression . . . . . . . . . . . . . . . 395--399
V. N. Ol\cprimeman Preservation of the Bayes property in a
problem of the estimation of functions
from the mean of the normal law . . . . 399--402
V. V. Prelov Capacity of channels with almost
Gaussian noise . . . . . . . . . . . . . 405--422
S. S. Barsov A comparison principle . . . . . . . . . 423--433
I. V. Evstigneev Controllable random fields on an
oriented graph . . . . . . . . . . . . . 433--445
A. V. Mel\cprimenikov and
A. A. Novikov Sequential inferences with guaranteed
accuracy for semimartingales . . . . . . 446--459
V. A. Vatutin and
S. M. Sagitov A decomposable critical Bellman-Harris
branching process with two types of
particles. I . . . . . . . . . . . . . . 460--472
B. A. Zalesski\uì and
V. V. Sazonov and
V. V. Ul\cprimeyanov Normal approximation in a Hilbert space.
II . . . . . . . . . . . . . . . . . . . 473--487
N. V. Smorodina Differential calculus in a configuration
space, and stable measures. I . . . . . 488--499
A. V. Uglanov Smoothness of distributions of
functionals of random processes . . . . 500--508
M. O. Dzhne\uìd and
N. A. Ruzhevich and
V. M. Shurenkov Potentials of ergodic chains,
semi-Markov processes, and sums of
nonnegative variables . . . . . . . . . 509--522
Z. J. Jurek and
J. Rosi\'nski Continuity of certain random integral
mappings and the uniform integrability
of infinitely divisible measures . . . . 523--535
V. V. Senatov Some remarks on nonuniform estimates for
the rate of convergence . . . . . . . . 536--539
V. Yu. Korolev Accuracy of the normal approximation for
distributions of sums of a random number
of independent random variables . . . . 540--544
A. P. Korostelëv Recurrent nonparametric estimation based
on the observation of the path of a
process with independent increments . . 544--547
A. D. Bendikov and
I. V. Pavlov The Wiener process with reflection, and
harmonic functions with a finite energy
integral . . . . . . . . . . . . . . . . 547--550
S. V. Vinnichenko and
V. V. Mazalov Games with a stopping rule based on
Wiener processes . . . . . . . . . . . . 550--552
Yu. I. Ingster Minimax test for a simple hypothesis
against a weakly nonparametric set of
alternatives . . . . . . . . . . . . . . 552--556
E. Omey and
S. Rachev On the rate of convergence in extreme
value theory . . . . . . . . . . . . . . 560--566
Sh. A. Khashimov Limit theorems for distributions of
generalized von Mises functionals . . . 566--571
O. G. Purtukhiya Equations for the filtering of a
multidimensional diffusion process
(increasing coefficients) . . . . . . . 574--578
A. V. Mel\cprimenikov The disorder problem for semimartingales 578--582
N. O. Vil\cprimechevski\uì A process in inventory theory . . . . . 582--585
A. A. Borovkov Ergodicity and stability of the sequence
$\omega_{n+1}=f(w_n,\xi_n)$.
Applications to switching circuits . . . 595--611
M. L. Blank Deterministic properties of
stochastically perturbed dynamical
systems . . . . . . . . . . . . . . . . 612--623
V. V. Buldygin and
S. A. Solntsev Equivalence of sample and sequential
continuity of Gaussian processes and the
continuity of Gaussian Markov processes 624--637
S. B. Shlosman Relations between cumulants of random
fields with attraction . . . . . . . . . 645--655
R. V. Yanushkyavichyus Convolution equations in problems of the
stability of characterizations of
probability laws . . . . . . . . . . . . 668--681
M. L. Puri and
M. Seoh On the rate of convergence in normal
approximation and large deviation
probabilities for a class of statistics 682--697
B. A. Zalesski\uì and
V. V. Sazonov and
V. V. Ul\cprimeyanov A sharp estimate for the accuracy of the
normal approximation in a Hilbert space 700--701
V. P. Artamonovski\uì On the maximum likelihood estimator for
location and scale parameters based on
combined samples . . . . . . . . . . . . 705--708
A. D. Bendikov and
I. V. Pavlov Spaces of harmonic functions with
martingale mixed norm . . . . . . . . . 715--718
M. Sh. Braverman and
V. M. Kruglov An inequality for absolute pseudomoments 718--722
V. A. Gurevich On an estimator for a parameter of a
regression function without the
condition of being unbiased . . . . . . 729--732
G. M. Koshkin An improved nonnegative kernel density
estimator . . . . . . . . . . . . . . . 759--764
N. K. Bakirov Letter to the editors: ``Inequalities
for distributions of normalized
quadratic forms in random variables''
[Teor. Veroyatnost. i Primenen. \bf 23
(1978), no. 3, 676--680; MR 80h:60030]
by L. S. Ponomarenko and ``A lower bound
for distributions of quadratic forms of
normally distributed random variables''
[ibid. \bf 32 (1987), no. 4, 815--819;
MR 90m:62118a] by \`E. B. Bagirov . . . 765--765
A. Yu. Za\uìtsev A multidimensional variant of
Kolmogorov's second uniform limit
theorem . . . . . . . . . . . . . . . . 108--128
N. H. Bingham The work of A. N. Kolmogorov on strong
limit theorems . . . . . . . . . . . . . 129--139
V. I. Oseledets Kolmogorov's theory of turbulence and
the evolution of states of a system of
cellular automata of lattice-gas type.
Invariant states . . . . . . . . . . . . 140--152
V. M. Zolotarev Limit theorems as stability theorems . . 153--163
V. S. Korolyuk The boundary layer in the asymptotic
analysis of random walks . . . . . . . . 179--186
Yu. A. Rozanov On the theory of generalized random
functions . . . . . . . . . . . . . . . 197--200
N. K. Bakirov Extrema of distributions of quadratic
forms in Gaussian variables . . . . . . 207--215
V. A. Vatutin and
S. M. Sagitov A decomposable critical Bellman-Harris
branching process with two types of
particles. II . . . . . . . . . . . . . 216--227
S. Yu. Efro\uìmovich Sequential nonparametric estimation of a
density . . . . . . . . . . . . . . . . 228--239
O. K. Zakusilo General storage processes with additive
input . . . . . . . . . . . . . . . . . 240--251
V. K. Malinovski\uì Limit theorems for Harris Markov chains.
II . . . . . . . . . . . . . . . . . . . 252--265
N. V. Smorodina and
M. A. Lifshits On the distribution of the norm of a
stable vector . . . . . . . . . . . . . 266--274
\uI. Tomko On the theory of semi-Markov processes
with a general phase space . . . . . . . 275--289
G. M. Fel\cprimedman Marcinkiewicz and Lukacs theorems on
abelian groups . . . . . . . . . . . . . 290--297
Sh. A. Khashimov Asymptotic properties of functions of
spacings . . . . . . . . . . . . . . . . 298--306
W. Linde Gaussian measure of translated balls in
a Banach space . . . . . . . . . . . . . 307--317
T. R. Vinogradova An estimate for the characteristic
functions of functionals of
multidimensional Gaussian random
variables . . . . . . . . . . . . . . . 318--321
A. A. Dorogovtsev Superposition of random mappings in a
Hilbert space . . . . . . . . . . . . . 322--327
A. M. Kagan A generalized condition for identical
distribution of random vectors in
connection with the analytic theory of
linear forms of independent random
variables . . . . . . . . . . . . . . . 327--332
R. E. Ma\uìboroda The central limit theorem for empirical
moment-generating functions . . . . . . 332--335
V. F. Onishchenko Estimation of the parameters of a moving
average in the case of infinite variance 335--340
I. S. Pinelis and
S. A. Utev Sharp exponential estimates for sums of
independent random variables . . . . . . 340--346
S. N. Smirnov A converse of B. A. Sevast\cprimeyanov's
ergodic theorem . . . . . . . . . . . . 346--348
L. V. Rozovski\uì The rate of convergence in the weak law
of large numbers . . . . . . . . . . . . 348--351
V. V. Sarafyan Weak convergence of measures and the
asymptotic behavior of the Cauchy
problem for systems of differential
equations with a small parameter . . . . 351--357
S. L. Semakov The probability of the first hitting of
a level by a component of a
multidimensional process on a prescribed
interval under restrictions on the
remaining components . . . . . . . . . . 357--361
F. A. Aliev The rate of convergence in the central
limit theorem in a Hilbert space . . . . 361--363
N. M. Arató A limit theorem for generalized Gaussian
random fields defined by stochastic
partial differential equations . . . . . 363--366
V. V. Senatov An estimate for the rate of convergence
in the central limit theorem in a
Hilbert space . . . . . . . . . . . . . 366--366
E. Rafaj\lowicz Minimum cost experimental design with a
prescribed information matrix . . . . . 367--370
Y. S. R. Krishnaiah and
M. S. Rao A note on weak convergence of empirical
processes based on mixing random
variables subject to perturbation and
scale factors . . . . . . . . . . . . . 370--375
A. N. Borodin Distributions of functionals of Brownian
local time. I . . . . . . . . . . . . . 385--401
A. D. Venttsel\cprime Refinement of a functional central limit
theorem for stationary processes . . . . 402--415
Il. I. Gikhman Quasilinear evolution stochastic systems
with averaging . . . . . . . . . . . . . 416--429
M. S. Ermakov Asymptotically efficient sequential
estimation for the location parameter of
a nonsmooth density . . . . . . . . . . 430--440
V. K. Malinovski\uì Power functions and the deficiency of
asymptotically efficient tests in the
case of Markov observations . . . . . . 441--453
R. Z. Khas\cprimeminski\uì Some optimal algorithms for random
multiple access . . . . . . . . . . . . 454--463
M. G. Shur On limit theorems for ratios generated
by random walks in homogeneous spaces.
II . . . . . . . . . . . . . . . . . . . 464--473
A. A. Yushkevich Verification theorems for Markov
decision processes with controllable
deterministic drift, gradual and impulse
controls . . . . . . . . . . . . . . . . 474--496
G. Siegel Operator-stable distributions in
separable Banach spaces . . . . . . . . 497--505
M. Sh. Braverman Symmetric spaces and sequences of
independent random variables . . . . . . 506--509
O. G. Bulycheva and
A. D. Venttsel\cprime Differentiability of expected values of
functionals of the Wiener process . . . 509--512
V. V. Vinogradov and
V. V. Godovan\cprimechuk Large deviations of sums of independent
random variables without several maximal
terms . . . . . . . . . . . . . . . . . 512--515
O. K. Zakusilo Markov semigroups and processes with
broad domains of infinitesimal operators 515--519
V. A. Ivnitski\uì A condition for the invariance of
stationary probabilities of states for
networks of single-server queueing
systems . . . . . . . . . . . . . . . . 519--523
V. Yu. Korolev Approximation of distributions of sums
of a random number of independent random
variables by mixtures of normal laws . . 523--531
M. M. Lutsenko A game-theoretic method for estimating a
parameter of a binomial law from the
results of a single observation . . . . 531--535
A. L. Miroshnikov Estimates for a multidimensional Lévy
concentration function . . . . . . . . . 535--540
M. N. Sviridenko A martingale approach to limit theorems
for semi-Markov processes . . . . . . . 540--545
A. P. Suchkov and
N. G. Ushakov Rapid decrease of the concentration
function of sums of independent random
variables . . . . . . . . . . . . . . . 545--548
M. T. Tarashchanski\uì Uniqueness of the extension of a
probability measure . . . . . . . . . . 549--553
É. Lanery Letter to the editors: ``Bayes solutions
without disintegration'' [Teor.
Veroyatnost. i Primenen. \bf 32 (1987),
no. 1, 181--188; MR 89a:60124] . . . . . 554--554
I. Rakhimov Letter to the editors: ``A limit theorem
for random sums of dependent indicators
and its applications in the theory of
branching processes'' [Teor.
Veroyatnost. i Primenen. \bf 32 (1987),
no. 2, 317--326; MR 89e:60055] . . . . . 554--554
V. V. Sazonov Letter to the editors: ``A sharp
estimate for the accuracy of the normal
approximation in a Hilbert space''
[Teor. Veroyatnost. i Primenen. \bf 33
(1988), no. 4, 753--754; MR 90f:60017]
by B. A. Zalesski\uì, Sazonov and V. V.
Ul\cprimeyanov . . . . . . . . . . . . . 554--554
A. E. Fryntov Erratum: ``Characterization of the
Gaussian distribution by lacunae of a
sequence of cumulants'' [Teor.
Veroyatnost. i Primenen. \bf 33 (1988),
no. 4, 687--693; MR 90a:60027] . . . . . 554--555
A. N. Arkhangel\cprimeski\uì Lower bounds for the probabilities of
large deviations of sums of independent
random variables . . . . . . . . . . . . 565--575
A. N. Borodin Distributions of functionals of Brownian
local time. II . . . . . . . . . . . . . 576--590
B. A. Zalesski\uì Probabilities of large deviations in a
Hilbert space . . . . . . . . . . . . . 591--596
A. N. Kochube\uì On diffusions with invariant generating
operators . . . . . . . . . . . . . . . 597--603
O. V. Lepski\uì Asymptotically minimax estimation with
prescribed properties . . . . . . . . . 604--615
A. B. Mukhin Local probabilities of sums of
independent random variables . . . . . . 616--624
L. V. Rozovski\uì Probabilities of large deviations of
sums of independent random variables
with a common distribution function that
belongs to the domain of attraction of a
normal law . . . . . . . . . . . . . . . 625--644
S. Kh. Sirazhdinov and
Sh. A. Mirakhmedov and
Sh. A. Ismatullaev Probabilities of large deviations for
randomized decomposable statistics in a
multinomial scheme . . . . . . . . . . . 645--657
V. I. Tarieladze Topological description of
characteristic functionals on some
groups . . . . . . . . . . . . . . . . . 658--667
D. O. Chikin A functional limit theorem for
stationary processes: a martingale
approach . . . . . . . . . . . . . . . . 668--678
G. W. Johnson and
G. Kallianpur Some remarks on Y. Z. Hu and P.-A.
Meyer's paper and infinite-dimensional
calculus on finitely additive canonical
Hilbert space: ``Wiener chaos and the
Feynman integral'' [in \it Séminaire de
Probabilités, XXII, 51--71, Lectures
Notes in Math., 1321, Springer, Berlin,
1988; MR 89m:60193] . . . . . . . . . . 679--689
I. S. Badalbaev and
A. Mukhitdinov Limit theorems for some functionals in
critical multitype branching processes 690--694
A. G. Gadzhiev Statistical estimates in linear
regression models with correlated errors
of observation . . . . . . . . . . . . . 694--699
M. V. Boldin On hypothesis testing in a moving
average scheme by the Kolmogorov-Smirnov
and the $\omega^2$ tests . . . . . . . . 699--704
A. A. Dorogovtsev Fourier transform of Wiener functionals,
and various methods of stochastic
integration . . . . . . . . . . . . . . 705--709
T. A. Zhdanok On the measurability of an operator that
is inverse to a random linear operator 709--713
M. Ya. Kel\cprimebert On the central limit theorem for Jackson
networks on countable graphs . . . . . . 713--714
L. B. Klebanov and
M. V. Neupokoeva Characterization of distributions by
means of the property of mean values of
order statistics . . . . . . . . . . . . 715--720
S. M. Krasnit\cydotski\uì Conditions for the equivalence of
distributions of Gaussian homogeneous
fields . . . . . . . . . . . . . . . . . 720--725
V. A. Lebedev Stochastic integration with respect to
semimartingale random measures . . . . . 725--727
M. Mirvaliev Chi-square tests of fit for a family of
multidimensional distributions . . . . . 728--732
G. I. Salov An equation for the a posteriori
probability of the existence of
``disorder'' in a sequence of dependent
random variables, and the detection of
the time of the appearance of
``disorder'' that is optimal in the
sense of Shiryaev . . . . . . . . . . . 732--735
A. P. Suchkov and
N. G. Ushakov Exponential estimates for the rate of
decrease of the maximal probability in
infinite-dimensional spaces . . . . . . 735--738
R. M. Trigub A criterion for the characteristic
function and a Pólya-type test for radial
functions of several variables . . . . . 738--742
S. A. Utev Cumulants and moment inequalities . . . 742--747
B. A. Zalesski\uì Accuracy of Gaussian approximation in
Banach spaces . . . . . . . . . . . . . 747--748
A. K. Aleshkyavichene Probabilities of Large Deviations for
$U$-Statistics and Von Mise Functionals 1--14
I. G. Ba\uìramov and
Yu. I. Petunin Structure of Invariant Confidence
Intervals Containing the Main
Distributed Mass . . . . . . . . . . . . 15--26
Yu. A. Davydov Distributions of multiple Wiener-Itô
integrals . . . . . . . . . . . . . . . 27--37
S. A. Grishechkin Branching Processes and Queueing Systems
with Repeated Orders or with Random
Discipline . . . . . . . . . . . . . . . 28--53
B. P. Kharlamov Random Curvilinear Integrals and Their
Applications . . . . . . . . . . . . . . 54--65
N. N. Lyashenko and
M. S. Nikulin Probability Analysis of Round-Off Errors
in Floating-Point Arithmetic . . . . . . 66
P. G. Matukhin and
E. I. Ostrovski\uì Nonparametric Density Estimation by
Results of Multifactor Testing . . . . . 75--86
S. A. Molchanov and
V. N. Tutubalin and
A. D. Ventzel Asymptotic Problems in Probability
Theory and the Theory of Random Media 87
A. D. Venttsel\cprime and
S. A. Molchanov and
V. N. Tutubalin Asymptotic problems in probability
theory and the theory of random
environments . . . . . . . . . . . . . . 87--93
A. S. Nemirovskii On Necessary Conditions for Efficient
Estimation of Functionals of a
Nonparametric Signal in White Noise . . 94
I. F. Pinelis On Minimax Risk . . . . . . . . . . . . 104
S. T. Rachev and
L. Ruschendorf A Transformation Property of Minimal
Metrics . . . . . . . . . . . . . . . . 110
S. M. Sagitov A Multidimensional Critical Branching
Process Generated by a Large Number of
Particles of One Type . . . . . . . . . 118--130
S. A. Utev On the Central Limit Theorem for
$(\phi)$-Mixing Arrays of Random
Variables . . . . . . . . . . . . . . . 131
N. N. Amosova Narrow Zones of Local Normal Attraction 140--145
O. Chrysaphinou and
S. Papastavridis The Occurrence of Sequence Patterns in
Repeated Dependent Experiments . . . . . 145
Yu. S. Mishura A Martingale Characterization of
Diffusion Random Fields on the Plane . . 152--157
V. P. Nosko The Investigation of High-Level
Excursions of Gaussian Fields: A Fresh
Approach Involving Convexity . . . . . . 157--163
Y. Ouknine ``Skew-Brownian Motion'' and Derived
Processes . . . . . . . . . . . . . . . 163
H. J. Rossberg Positive Definite Probability Densities 169--174
L. Se\uìdl\cprime Analytic Description of Limit Laws for
Sequences of Random Symmetric
Polynomials . . . . . . . . . . . . . . 174--177
J. M. ten Vregelaar Note on the Convergence to Normality of
Quadratic Forms in Independent Variables 177--179
Yu. N. Tyurin and
V. E. Figurnov On the Testing of Random Number
Generators . . . . . . . . . . . . . . . 180
Yu. F. Yakushev On the Optimal Service of Conflicting
Flows . . . . . . . . . . . . . . . . . 184--190
V. V. Ul\cprimeyanov Letter to the editors: ``Normal
approximation in a Hilbert space. I,
II'' [Teor. Veroyatnost. i Primenen. \bf
33 (1988), no. 2, 225--245; MR
89k:60008; ibid. \bf 33 (1988), no. 3,
508--521; MR 90b:60010] by B. A.
Zalesski\uì, V. V. Sazonov and
Ul\cprimeyanov . . . . . . . . . . . . . 191--192
V. I. Afanas\cprimeev On a Maximum of a Transient Walk in
Random Environment . . . . . . . . . . . 205--215
P. M. Blekher and
N. N. Ganikhodzhaev On Pure Phases of the Ising Model on the
Bethe Lattices . . . . . . . . . . . . . 216--227
N. S. Brati\uìchuk Arrival Time and Jump Size for a Random
Walk on a Markov Chain . . . . . . . . . 228--240
A. G. Grin\cprime On Domains of Attraction for Sums of
Dependent Variables . . . . . . . . . . 241--257
P. P. Kargaev and
S. V. Fomin The Walsh-Fourier Expansions with Random
Coefficients . . . . . . . . . . . . . . 258--268
A. A. Novikov On the First Passage Time of an
Autoregressive Process Over a Level and
an Application to a ``Disorder'' Problem 269--279
I. V. Pavlov Sequential Procedure of Testing
Composite Hypotheses with Applications
to the Kiefer-Weiss Problem . . . . . . 280--292
B. T. Polyak and
A. B. Tsybakov Asymptotic Optimality of the $C_p$-Test
for the Orthogonal Series Estimation of
Regression . . . . . . . . . . . . . . . 293--306
\`E. L. Presman Poisson version of the ``two-armed
bandit'' problem with discounting . . . 307--317
I. N. Volodin and
S. V. Simushkin Confidence Estimation Within the
Framework of the $d$-A Posteriori
Approach . . . . . . . . . . . . . . . . 318--329
V. I. Afanas\cprimeev A Conditional Limit Theorem for Additive
Functionals of a Random Walk . . . . . . 330--336
S. V. Anulova Counterexamples: A Stochastic
Differential Equation with Linearly
Increasing Coefficients May Have an
Explosive Solution Within a Domain . . . 336--338
A. E. Barabanov Optimal Filtering of a Stationary
Process with Respect to Measured
Discrepancies . . . . . . . . . . . . . 339--341
V. A. Egorov A Functional Law of the Iterated
Logarithm for Ordered Sums . . . . . . . 342--347
H. Herrmann On a Paditz's Problem Concerning the
Restricted Convergence on a Half-Axis in
the Local Central Limit Theorem . . . . 347--352
E. I. Kaplan On the Disorder Problem for Random
Fields . . . . . . . . . . . . . . . . . 352--358
L. V. Kir\cprimeyanova Nonuniform Estimates of the Accuracy of
Normal Approximation for Martingales . . 359--360
A. V. Lëtchikov On a Solution of Kesten's Problem . . . 360--363
T. Mikosch On a Lower Bound in the Law of the
Iterated Logarithm for Gaussian
Quadratic Forms . . . . . . . . . . . . 363--367
D. S. Mindlin The rate of convergence of convolutions
of random measures on a compact group 368--373
D. Monrad and
W. Philipp The Problem of Embedding Vector-Valued
Martingales in a Gaussian Process . . . 374--377
V. N. Nikulin On Two Metrics Applied in Problems of
Stability Characterization . . . . . . . 377--380
R. Norva\uìsha A Remark on Some Stability Results for
Empirical Processes . . . . . . . . . . 380--383
F. G. Ragimov On the Local Probabilities of
Intersection of Nonlinear Boundaries by
Sums of Independent Random Variables . . 384--387
G. Sh. Tsitsiashvili Some Methods of Investigating
Regeneration Times in Queueing Networks 387--390
A. Yu. Veretennikov On Large Deviations of the Sojourn Time
for an Ergodic Process . . . . . . . . . 390--393
O. K. Zakusilo Once More on the Local Behavior of
Storage Processes with Stable Input . . 393--396
L. C. Zhao and
P. R. Krishnaiah and
X. R. Chen Almost Sure $L_r$-Norm Convergence for
Data-Based Histogram Density Estimates 396--403
S. V. Anulova and
R. Sh. Liptser Diffusional Approximation for Processes
with the Normal Reflection . . . . . . . 411--423
V. G. Alekseev On Certain Properties of Statistical
Estimates of Higher-Order Spectral
Densities . . . . . . . . . . . . . . . 424--430
A. A. Gushchin and
A. I. Ekushov Estimation of the Average Payoff from
and Open-Loop Control for One Type of
Controlled Markov Sequences . . . . . . 431--442
V. F. Kovalenko and
Yu. A. Semenov $C_0$-Semigroups in $L^p(R^d)$ and $\hat
C(R^d)$ Spaces Generated by the
Differential Expression $\Delta + b
\cdot \nabla$ . . . . . . . . . . . . . 443
O. V. Lepski\uì On a Problem of Adaptive Estimation in
Gaussian White Noise . . . . . . . . . . 454--466
M. M. Lutsenko A Game Theoretic Method for the
Estimation of a Parameter of the
Binomial Law . . . . . . . . . . . . . . 467--477
A. Mokkadem Study of Risks of Kernel Estimators . . 478--486
E. I. Ostrovski\uì Exponential Bounds for the Distribution
of the Maximum of a Non-Gaussian Random
Field . . . . . . . . . . . . . . . . . 487--499
I. F. Pinelis On Minimax Estimation of Regression . . 500
A. K. Stepanov A Similarity Theorem and Its
Applications to Percolation of Random
Fields on the Plane II: Percolation of
Random Fields on $Z^2$ . . . . . . . . . 513--522
E. I. Trofimov Normed Supports and Limit Theorems for
Semimartingales . . . . . . . . . . . . 523--538
\uI. Kubilyus and
B. Grigelionis and
V. Paulauskas and
L. Saulis Vitautas Antanovich Statulyavichus (on
the occasion of his sixtieth birthday) 539--540
A. A. Borovkov Ergodicity and Stability of
Multidimensional Markov Chains . . . . . 542--546
K. A. Borovkov On the Convergence of Projections of
Uniform Distributions on Balls . . . . . 546--550
B. E. Brodski\uì and
B. S. Darkhovski\uì Asymptotic Analysis of Some Estimates in
the A Posteriori ``Disorder'' Problem 550--556
M. V. Burnashev and
I. A. Begmatov On a Problem of Signal Detection Leading
to Stable Distributions . . . . . . . . 556--560
P. Dittrich A Critical Branching Process in Random
Environment . . . . . . . . . . . . . . 560--563
V. A. Dubko On Diffusion Approximation of the Slow
Component of a Solution of a System of
Stochastic Differential Equations . . . 563--570
V. A. Egorov On the Influence of Extreme Order
Statistics on the Rate of Growth of Sums 570--574
S. V. Kaverin A Refinement of Limit Theorems for
Critical Branching Processes with
Emigration . . . . . . . . . . . . . . . 574--580
A. Yu. Khrennikov The central limit theorem for a
quasi-Gaussian distribution on an
infinite-dimensional superspace . . . . 580--583
N. V. Krylov A Simple Proof of the Existence of a
Solution of Itô's Equation with Monotone
Coefficients . . . . . . . . . . . . . . 583--587
P. L. Logunov Estimates for the Convergence Rate to
the Poisson Distribution for Random Sums
of Independent Indicators . . . . . . . 587--590
R. E. Ma\uìboroda A Nonparametric Method in the
Change-Point Problem for Multivariate
Observations . . . . . . . . . . . . . . 590--593
I. S. Molchanov Empirical Estimation of Distribution
Quantiles of Random Closed Sets . . . . 594--600
V. E. Mosyagin On the Rate of Convergence of a Maximum
Likelihood Process: The Case of
Discontinuous Density . . . . . . . . . 600--602
E. Pancheva Stability of Decomposition in
Multiplicative Semigroup of
Multidimensional Distributions . . . . . 602--604
I. F. Pinelis Inequalities for Distributions of Sums
of Independent Random Vectors and Their
Application to Estimating a Density . . 605--607
G. E. Shuteev Saddlepoint Approximation of a
Distribution of a Statistic . . . . . . 607--612
A. F. Sidorenko A Precise Inequality for the Sum of Two
Random Vectors with Symmetric
Distribution . . . . . . . . . . . . . . 613--617
M. G. Shur Erratum: ``On limit theorems for ratios
generated by random walks in homogeneous
spaces. II'' [Teor. Veroyatnost. i
Primenen. \bf 34 (1989), no. 3,
516--527; MR 91d:60165] . . . . . . . . 618--618
I. S. Badalbaev and
A. Mukhitdinov On the Limit Distributions of Some
Functionals in Multi-Type Branching
Processes . . . . . . . . . . . . . . . 625--638
B. E. Brodski\uì and
B. S. Darkhovski\uì Comparative Analysis of Some
Nonparametric Methods of Fastest
Detection of the Moment of ``Disorder''
of a Random Sequence . . . . . . . . . . 639--652
V. A. Egorov On the Strong Law of Large Numbers and
the Law of the Iterated Logarithm for
Martingales and Sums of Independent
Random Variables . . . . . . . . . . . . 653--666
M. S. Ermakov Minimax Detection of a Signal in
Gaussian White Noise . . . . . . . . . . 667--679
V. L. Girko Limit Theorems for Maximal and Minimal
Eigenvalues of Random Matrices . . . . . 680--695
A. V. Pavlov Asymptotically Optimal Queue Disciplines
in Heavy Traffic . . . . . . . . . . . . 696--706
Yu. A. Rozanov Some Boundary Value Problems for
Generalized Random Fields . . . . . . . 707--724
N. V. Smorodina The Gauss-Ostrogradski\uì formula for a
configuration space . . . . . . . . . . 725--736
M.-C. Viano Random Iterations and Kalman Filtering 737--745
S. V. Vinnichenko and
V. V. Mazalov Optimal Stopping of Observations in
Control Problems for Random Walks . . . 746--753
Jurii Vasil'evich Prokhorov Sixtieth Birthday Congratulations . . . 754
Yu. V. Prokhorov Limit Theorems for Sums of Random
Vectors, Whose Dimension Tends to
Infinity . . . . . . . . . . . . . . . . 755--757
N. N. Amosova A Note on the Local Limit Theorem for
Large Deviations . . . . . . . . . . . . 758--760
E. A. Asarin On the Equivalence of Being Typical and
Chaotic for Finite Objects . . . . . . . 760--761
K. A. Borovkov The functional form of the Erdös-Rényi law
of large numbers . . . . . . . . . . . . 762--766
E. A. Gorin and
S. Yu. Favorov Generalizations of Khinchin's Inequality 766--771
T. Inglot and
T. Jurlewicz and
T. Ledwina Asymptotics for Multinomial Goodness of
Fit Tests for a Simple Hypothesis . . . 771--777
S. N. Joshi and
A. L. Rukhin Asymptotic Estimation of Variance . . . 777--784
A. P. Korostelëv On Estimation Accuracy for Nonsmooth
Functionals of Regression . . . . . . . 784--787
A. I. Koryakin and
N. N. Chentsov On Estimating a Function Given at Random
Nodes by the Method of Least Squares . . 788
A. V. Makarichev Reliability of a Large Complex of
Single-Type Renewable Redundant Systems 792--797
Yu. V. Malinkovski\uì A Criterion for Pointwise Independence
of States of Units in an Open Stationary
Markov Queueing Network with One Class
of Customers . . . . . . . . . . . . . . 797--802
V. I. Paulauskas A Note on Gaussian Measure of Balls in
Banach Spaces . . . . . . . . . . . . . 802--805
M. G. Shur Absolutely Continuously and Singularly
Generated Harmonic Functions for Random
Walks on Groups . . . . . . . . . . . . 805--810
Hermann Thorisson The Classical Coupling, a Refinement . . 810--819
A. A. Yushkevich Sensitive Criteria in the
Continuous-Time Two-Armed Bandit Problem 819--824
A. A. Borovkov Lyapunov Functions and Ergodicity of
Multidimensional Markov Chains . . . . . 1--18
S. A. Grishechkin Crump-Mode-Jagers Branching Processes as
a Method of Investigating $M/G/1$
Systems with Processor Sharing . . . . . 19--35
S. M. Pergamenshchikov Asymptotic Properties of Sequential
Design for Estimating the Parameter of a
First-Order Autoregression . . . . . . . 36--49
V. I. Piterbarg On Large Jumps of a Random Walk . . . . 50--62
A. V. Skorokhod $\sigma$-Algebras of Events on
Probability Spaces. Similarity and
Factorization . . . . . . . . . . . . . 63--73
I. M. Sonin An Arbitrary Nonhomogeneous Markov Chain
with Bounded Number of States May Be
Decomposed into Asymptotically
Noncommunicating Components Having the
Mixing Property . . . . . . . . . . . . 74--85
V. A. Vatutin and
S. M. Sagitov A Critical Branching Process: The
Distant Past Under Favorable Present . . 86--98
V. V. Yurinski\uì On the asymptotics of large deviations
in a Hilbert space. I . . . . . . . . . 99--114
A. A. Zinger and
A. M. Kagan A Least Squares Estimate, Nonquadratic
Losses, and Gaussian Distributions . . . 115--123
V. M. Zolotarev Reflection on the classical theory of
limit theorems. I . . . . . . . . . . . 124--137
\`E. B. Bagirov New Consequences of Kolmogorv's Formula
for Infinitely Divisible Laws . . . . . 138--143
A. N. Chuprunov Spaces of Sequences in a Banach Space
Associated with a Sequence of
Independent Random Variables . . . . . . 143--149
G. I. Falin Diffusion approximation for queueing
systems with repeated calls . . . . . . 149--152
G. K. Golubev Local asymptotic normality in problems
of nonparametric estimation of
functions, and lower bounds for
quadratic risks . . . . . . . . . . . . 152--157
A. P. Korostelëv Minimax Two-Dimensional Image
Reconstruction . . . . . . . . . . . . . 158--165
V. I. Lotov On Random Walks in a Strip . . . . . . . 165--170
V. K. Malinovski\uì Large Deviations for Recurrent Markov
Renewal Processes . . . . . . . . . . . 170--173
V. G. Mikha\uìlov On a theorem of Janson . . . . . . . . . 173--176
V. I. Pagurova and
S. A. Nesterova On the Weak Convergence of Counting
Processes with Nuisance Parameters . . . 176--185
A. V. Pavlov Asymptotically Optimal Queueing
Disciplines for Some Multichannel
Networks . . . . . . . . . . . . . . . . 185--190
G. A. Sharshanova-Khodareva Notes on Infinite Divisibility of
Meromorphic Characteristic Functions
with One Pole . . . . . . . . . . . . . 190--193
M. G. Shur On the Compactness of a Family of
Functions That are Harmonic for a Random
Walk on a Group . . . . . . . . . . . . 193--197
A. \uI. Zhalis and
A. A. Tempelman Spatially Stationary Generalized
Gaussian Fields with Local Interaction 197--200
V. G. Alekseev Some Problems of Statistical Estimation
of the Regression Curve . . . . . . . . 209--216
A. V. Bulinski\uì and
S. A. Molchanov Asymptotical Normality of a Solution of
Burgers' Equation with Random Initial
Data . . . . . . . . . . . . . . . . . . 217--236
G. P. Butsan Mixed Product of Dependent Operator
Stochastic Systems in the Absence of
Continuity and Martingale Conditions . . 237--248
V. F. Gaposhkin Moment Bounds for Integrals of
$\rho$-Mixing Fields . . . . . . . . . . 249--260
V. L. Girko Systems of Linear Algebraic Equations
with Random Coefficients . . . . . . . . 261--271
A. G. Grin\cprime Norming Sequences in the Limit Theorems
for Weakly Dependent Variables . . . . . 272--288
L. V. Kir\cprimeyanova and
V. I. Rotar\cprime Estimates for the Rate of Convergence in
the Central Limit Theorem for
Martingales . . . . . . . . . . . . . . 289--302
V. I. Kolchinski\uì Entropic Order of Operators in Banach
Spaces and the Central Limit Theorem . . 303--315
Z. Y. Lin On the Increments of Partial Sums of a
$\phi$-Mixing Sequence . . . . . . . . . 316
V. G. Vovk Asymptotic Efficiency of Estimators:
Algorithmic Approach . . . . . . . . . . 329--343
E. L. Aleksandrov On the completeness of a system of
powers of a random variable in the
Hilbert space $L^2(\Omega,{\scr
F},{\mathbf{P}})$ . . . . . . . . . . . 344--349
Z. D. Bai and
X. R. Chen and
P. R. Krishnaiah and
Y. H. Wu and
L. C. Zhao Strong Consistency of Maximum Likelihood
Parameter Estimation of Superimposed
Exponential Signals in Noise . . . . . . 349--355
K. A. Borovkov On a New Variant of the Monte Carlo
Method . . . . . . . . . . . . . . . . . 355--360
V. V. Buldygin and
S. A. Solntsev On Convergence of Sums of
Operator-Normed Independent Random
Vectors . . . . . . . . . . . . . . . . 360
M. Finkelstein and
H. G. Tucker and
J. A. Veeh Convergence of Random Sums with
Nonrandom Centering . . . . . . . . . . 366 (or 360--365??)
B. M. Gurevich On Joint Distribution of Random
Variables with Given Cross Conditional
Distributions: Discrete Case . . . . . . 371--375
H. Herrmann Continuation of Convergence in the
Central Limit Theorem for Dependent
Summands . . . . . . . . . . . . . . . . 375
V. M. Kruglov Convergence of the Distributions of
Random Sums to the Normal and Poisson
Laws . . . . . . . . . . . . . . . . . . 378--380
I. K. Matsak and
A. N. Plichko On the Support of a Measure in a Banach
Space and Finite Representability . . . 381--385
S. M. Pozin and
L. A. Sakhnovich Two-Sided Estimation of the Smallest
Eigenvalue of an Operator Characterizing
Stable Processes . . . . . . . . . . . . 385--388
Yu. V. Prokhorov An Estimate of the Total Variation of
Signed Measures Arising in Connection
with the Central Limit Theorem . . . . . 388--390
L. N. Pushkin Borel Normal Vectors on a Manifold in
$R^n$ . . . . . . . . . . . . . . . . . 391
I. L. Sapegin On Boundary Properties of Wiener Fields 395--401
V. V. Senatov Some Remarks on Estimating the Rate of
Convergence in the Central Limit Theorem
in Hilbert Space . . . . . . . . . . . . 401--405
A. V. Skorokhod and
V. I. Stepakhno On Some Empirical Properties of a
Multidimensional Normal Law . . . . . . 405
T.-J. Wu and
M. T. Wasan Some Results on Sequential Unbiased
Estimation of a Binomial Parameter . . . 411--419
A. Yu. Zaitsev An Example of a Distribution Whose Set
of $n$-Fold Convolutions is Uniformly
Separated from the Set of Infinitely
Divisible Laws in Distance in Variation 419
Yu. V. Borovskikh ${UB}$-statistics . . . . . . . . . . . 427--444
A. N. Chuprunov On the Generalization of Spaces of
Stable and Rademacher Type $P$ . . . . . 445
N. G. Dokuchaev Boundary value problems for functionals
of Itô processes . . . . . . . . . . . . 459--476
S. A. Grishechkin On the Use of Branching Processes for
Finding Steady-State Distributions in
Queuing Theory . . . . . . . . . . . . . 477--493
L. I. Saulis Probabilities of Large Deviations for
Random Vectors . . . . . . . . . . . . . 494--507
M. S. Sgibnev Asymptotic Behavior of Higher Renewal
Epochs . . . . . . . . . . . . . . . . . 508--518
D. S. S\=ìl\cprimevestrov Invariance Principle for Cumulative
Processes with Semi-Markov Switch-Overs
in Triangular Array . . . . . . . . . . 519--535
N. V. Verdenskaya and
A. G. Tartakovski\uì Asymptotically Optimal Sequential
Testing of Multiple Hypotheses for
Nonhomogeneous Gaussian Processes in an
Asymmetric Situation . . . . . . . . . . 536--547
V. V. Yurinski\uì On Large Deviation Asymptotics in
Hilbert Space II . . . . . . . . . . . . 548--554
Regina I. Ivanovskaya Congratulations . . . . . . . . . . . . 555
D. Alimov Semicontinuous Processes with
Independent Increments with a Boundary
and a ``Homographic'' Time Change . . . 557--564
M. A. Antonets and
I. A. Shereshevski\uì On a Model of Tree Growth . . . . . . . 565--570
B. V. Bondarev Estimation of Nonlinearity Parameter in
Initial Boundary-Value Problems with
Gaussian Perturbations . . . . . . . . . 570--578
A. A. Butov Some Estimates for a One-Dimensional
Birth and Death Process in a Random
Environment . . . . . . . . . . . . . . 578--583
L. V. Denisov Convolution Semigroups in
Noncommunicative Probability Theory . . 583--588
M. Freimer and
G. S. Mudholkar An Analogue of the Chernoff-Borokov-Utev
Inequality and Related Characterization 589
E. I. Gaivoronskii and
E. I. Ostrovskii A Nonasymptotic Bound for Deviation of a
Multidimensional Empirical Distribution
Function . . . . . . . . . . . . . . . . 592
N. G. Gamkrelidze An Inequality for Multidimensional
Characteristic Function . . . . . . . . 594--596
V. S. Korolyuk and
Yu. V. Borovskikh Weak Convergence of Distributions of
$UH$-Statistics to Stable Laws . . . . . 596
I. S. Molchanov A Consistent Estimate of Parameters of
Boolean Models of Random Closed Sets . . 600
V. A. Plaksin A Statistical Property of the Sieve of
Eratosthenes . . . . . . . . . . . . . . 608--614
A. Pluci\'nska Some Limit Properties of Processes with
the Linear Regression . . . . . . . . . 615--619
M. L. Puri and
V. V. Sazonov On Hilbert space valued $U$-statistics 619--621
V. N. Radchenko Integrals with Respect to Random
Measures and Random Linear Functionals 621--623
B. A. Rogozin Ladder Subordinators for Processes with
Independent Increments . . . . . . . . . 623--629
M. S. Tikhov On Reduction of Test Duration in the
Case of Censoring . . . . . . . . . . . 629--633
O. V. Viskov Some Remarks on Hermite Polynomials . . 633
W. Zieba On Some Properties of Conditional Amarts 637
J. Beirlant and
P. Deheuvels and
J. H. J. Einmahl and
D. M. Mason Bahadur-Kiefer Theorems for Uniform
Spacings Processes . . . . . . . . . . . 647--669
G. M. Fel'dman Cauchy Distribution on Abelian Groups
and Its Characterization . . . . . . . . 670
O. V. Lepski\uì Asymptotically minimax adaptive
estimation. I. Upper bounds. Optimally
adaptive estimates . . . . . . . . . . . 682--697
A. B. Mukhin Local Limit Theorems for Lattice
Variables . . . . . . . . . . . . . . . 698--713
S. Yu. Novak On the Distribution of the Maximum of a
Random Number of Random Variables . . . 714
R. G. Safaryan On a Certain Class of Random Processes
and Related Systems of Differential
Equations with a Small Parameter . . . . 722
A. N. Tikhomirov On the Accuracy of Normal Approximation
of the Probability of Hitting a Ball of
Sums of Weakly Dependent Hilbert Space
Values Random Variables I . . . . . . . 738--751
A. Touati Sur la convergence en loi fonctionnelle
de suites de semimartingales vers un
mélange de mouvements browniens. (French)
[On the convergence in a functional law
of semimartingale sets towards a mixture
of Brownian movement] . . . . . . . . . 752--771
A. Yu. Veretennikov On Large Deviations for Systems of Ito
Stochastic Equations . . . . . . . . . . 772
T. M. Zuparov On the Rate of Convergence in the
Central Limit Theorem for Weakly
Dependent Random Variables . . . . . . . 783
G. K. Golubev Quasi-Linear Filtering of Stationary
Gaussian Sequences . . . . . . . . . . . 793--800
V. M. Zolotarev Asymptotic Expansions with Probability
One for Sums of Independent Random
Variables . . . . . . . . . . . . . . . 800
N. G. Gamkrelidze Letter to the editors: ``The connection
between the local theorem and the
integral theorem for lattice
distributions'' [Teor. Veroyatnost. i
Primenen. \bf 13 (1968), 175--179; MR
\bf 36 #7176] . . . . . . . . . . . . . 859--859
V. V. Sazonov Letter to the editors: ``On Hilbert
space valued $U$-statistics'' by M. L.
Puri and Sazonov . . . . . . . . . . . . 859--859
Anonymous 2nd World Congress of the Bernoulli
Society . . . . . . . . . . . . . . . . 1
Dzh. M. P. Al\cprimebin Upper and Lower Classes for Gaussian
Random Fields and the General LIL . . . 3--6
A. A. Borovkov and
A. A. Mogul\cprimeski\uì Large Deviations and Statistical
Invariance Principle . . . . . . . . . . 7--13
S. D. Durkh\`em and
N. Flourno\uì Convergence Results for an Adaptive
Ordinal Urn Design . . . . . . . . . . . 14--17
R. D. Gill Multivariate survival analysis. I . . . 18--31
G. Gomes Estimate of induction distribution of
periods with doubly censored data and
application to the number of cases of
AIDS . . . . . . . . . . . . . . . . . . 32--39
P. Grinvud and
I. V. Evstigneev A Markov Evolving Random Field and
Splitting Random Elements . . . . . . . 40--42
A. A. Gushchin A Regular Filtered Statistical Model and
Families of Martingales . . . . . . . . 43--46
D. Khaugton Consistency of a Class of Information
Criteria for Model Selection in
Nonlinear Regression . . . . . . . . . . 47--53
G. Khëgnas Sequences of Random Transformations . . 54--60
B. G. Ivanova and
E. Mertsbakh Set-Indexed Stochastic Processes and
Predictability . . . . . . . . . . . . . 61--66
O. Kallenberg From Optimal Skipping to Random Time
Change --- On Some Recent Advances in
Exchangeability Theory . . . . . . . . . 67--75
Huiling Le The Global Geodesic Geometry of Shape
Spaces and an Application to
Collinearity Testing . . . . . . . . . . 76--79
A. I. Martika\uìnen and
V. V. Petrov On Strong Limit Theorems for Sums of
Independent Random Variables . . . . . . 80--84
M. L. Menéndez and
Yu. A. Pardo Unified $(r,s)$-Entropy Measures in a
Bayesian Context . . . . . . . . . . . . 85--88
A. E. Shemyakin On Information Inequalities in the
Parametric Estimation . . . . . . . . . 89--91
A. Shen\cprime Algorithmic Complexity and Randomness:
Recent Developments . . . . . . . . . . 92--97
A. D. Solov\cprimeev and
D. G. Kostantinidis Reliability Estimation of a Complex
Renewable System with an Unbounded
Number of Repair Units . . . . . . . . . 98--100
Ya. Shtrik Asymptotic Analysis of the Reliability
of a Complex Renewable Standby System
with Fast Repair . . . . . . . . . . . . 101--104
G. Torisson From Coupling to Shift-Coupling . . . . 105--112
V. V. Yurinski\uì On Exponential Bounds for Probabilities
of Large Deviations . . . . . . . . . . 113--114
N. R. Argkhami and
L. Billard Some Sequential Analogues of Stein's
Two-Sample Test . . . . . . . . . . . . 115--117
T. A. Azlarov and
A. A. Narkhuzhaev On Asymptotic Behavior of Distributions
of Some Statistics for Markov Chains . . 117--119
F. Boll and
P. Donelli Branching Process Approximation of
Epidemic Models . . . . . . . . . . . . 119--121
S. Broun and
D. Pallant Time Series Models for Infinitely
Divisible Processes . . . . . . . . . . 122--124
R. Chou and
F. Khu On the $Z$ Representation of a Statistic 124--126
K. L. Chou $A$-Optimal Designs for Supplementary
Experiments . . . . . . . . . . . . . . 126--129
Kh. A. Ku\`esta and
Kh. S. Domingez and
K. Matran On the Consistency of the $L_p$-Isotonic
Regression . . . . . . . . . . . . . . . 129--132
G. Dinges Wiener Germs . . . . . . . . . . . . . . 132--136
K. A. Doksum and
A. Kho\uìland Models for Variable-Stress Accelerated
Life Testing Experiments Based on Wiener
Processes and the Inverse Gaussian
Distribution . . . . . . . . . . . . . . 137--139
P. E. Grinvud and
V. Vefel\cprimema\uìer Partially Specified Filtered Models and
Efficiency . . . . . . . . . . . . . . . 139--142
P. Ibarrola and
R. Velez Hypothesis Testing for Multidimensional
Gaussian Process . . . . . . . . . . . . 142--145
W. C. M. Kallenberg Interpretation and manipulation of
Edgeworth expansions . . . . . . . . . . 145--147
Sh. A. Khashimov Limiting Behavior of Generalized
$U$-Statistics of Weakly Dependent
Stationary Processes . . . . . . . . . . 148--150
L. Markush Likelihood Ratio of Gaussian, Globally
Markovian Random Fields . . . . . . . . 150--153
I. J. McKendrick An Exploratory Technique to Detect
Departures from Complete Spatial
Randomness . . . . . . . . . . . . . . . 153
D. Morales and
I. Kh. Tanekha and
L. Pardo Hypoentropy as an Index of Diversity . . 155--158
T. F. Mori Random Walks on de Bruijn Graphs . . . . 158--160
T. Norberg An Ordered Random Set Coupling . . . . . 161--163
V. Polachek and
K. Pëttsel\cprimeberger Robust Bayesian Methods in Simple ANOVA
Models . . . . . . . . . . . . . . . . . 163--166
R. Ro\uì Percolation of Poisson Sticks on the
Plane . . . . . . . . . . . . . . . . . 167--168
S. Sawyer Inferring Population Structure from DNA
Sequences . . . . . . . . . . . . . . . 168
M. Shve\uìtser Semimartingales and Hedging in
Incomplete Markets . . . . . . . . . . . 169--171
Zh. S. D'Suza and
Dzh. D. Biggins The Supercritical Varying-Environment
Galton-Watson Process . . . . . . . . . 171--172
T. Zh. Terpstra Construction of Asymptotically Optimal
and Independent Nonparametric
Experimental Design Test in the Cox
Regression Model . . . . . . . . . . . . 173--175
Vinsent de Val\cprimek One-Dependent Processes and Their
Hilbert Space Representations . . . . . 176--179
P. Volf Estimation of Additive Regression Model
with Proportional Intensity . . . . . . 179--181
D. Uolshou An Application in Extreme Value Theory
of Nonregular Maximum Likelihood
Estimation . . . . . . . . . . . . . . . 182--184
E. Ve\uìt\cydots A Stochastic Heat Equation for
Stationary Freeway Traffic Flow . . . . 185--188
S. R. Wilson and
P. J. Solomon Use of the Back-Projection Method for
Predictions of the Australian AIDS
Epidemic . . . . . . . . . . . . . . . . 188
A. Zempléni Testing Max-Infinite Divisibility . . . 191--193
I. A. Ignatyuk and
V. A. Malyshev and
V. Sidoravichyus Convergence of the stochastic
quantization method. I . . . . . . . . . 209--221
S. T. Rachev and
L. Rüschendorf Rate of Convergence for Sums and Maxima
and Doubly Ideal Metrics . . . . . . . . 222--235
R. Rudzkis On the Distribution of Supremum-Type
Functionals of Nonparametric Estimates
of Probability and Spectral Densities 236--249
A. K. Md. E. Saleh On Shrinkage Estimation of the
Parameters of an Autoregressive Gaussian
Process . . . . . . . . . . . . . . . . 250--260
V. V. Yurinski\uì On the asymptotics of large deviations
in a Hilbert space. III . . . . . . . . 261--268
Dzh. D. Biggins Martingale Convergence and Large
Deviations in the Branching Random Walk 269--273
D. F. Findli Comparing Nonnested, Misspecified Models 274--283
R. D. Gill Multivariate survival analysis. II.
Methods . . . . . . . . . . . . . . . . 284--301
R. Norva\uìsha The central limit theorem for empirical
and quantile processes in $L_p$ spaces,
$1\leq p<+\infty$ . . . . . . . . . . . . 302--313
K. U. Anderson and
K. F. Turkman Limiting Joint Distributions of Sums and
Maxima in a Statistical Context . . . . 314--316
A. J. G. Cairns Epidemic Estimation with Removal Time
Data . . . . . . . . . . . . . . . . . . 317
R. Kouen Expected Pattern Frequency in Markov
Chain Realizations Conditional Upon
Transition Counts: Application of
Whittle's Combinatoric Formula to
Problems in DNA Sequences . . . . . . . 320--322
C. Derquenne Outlier Detection Before Running
Statistical Methods . . . . . . . . . . 323
K. A. Doksum Measures of Dependence in Semiparametric
Heteroscedastic Regression Models . . . 326--328
Dzh. \`Elton and
T. P. Khill Fusions of a Probability Distribution:
Preliminary Announcement . . . . . . . . 328--331
Zh. Fellman and
K. Nordstrëm Robust Estimation in Linear Models with
Nuisance Parameters . . . . . . . . . . 332--333
M. I. Fraga Alves The Influence of Central Observations on
Discrimination Among Multivariate
Extremal Models . . . . . . . . . . . . 334--337
B. Dzhirotto and
S. Khol\cprimetser Weak Convergence of Masses on Normal
Topological Spaces . . . . . . . . . . . 337--340
R. Gutierres and
M. Val\cprimederama An Improved Procedure for Evaluating the
Statistical Characteristics of a Doubly
Stochastic Poisson Process . . . . . . . 340--342
V. Kale Improved Parametric Confidence
Estimation --- The Calculation of
Bartlett Adjustment for the
Two-Parameter Exponential Family . . . . 343--345
D. Myers Cross-Validation and Variogram
Estimation . . . . . . . . . . . . . . . 345
F. George and
I. Kitesku and
G. Obre\uìya On the Distribution of the Decisive
Sample Number of the Invariant
${T^2}$-Sequential Test . . . . . . . . 348--350
M. F. Oliveira Limiting Distribution of Sums of Certain
Types of Nonstationary Sequences . . . . 350--353
S. Penev Stability of Nonparametric Procedures
Against Dependence . . . . . . . . . . . 353--355
K. Pëttsel\cprimeberger Updating of Moments . . . . . . . . . . 355--357
F. Ruggeri Bounds on the Prior Probability of a Set
and Robust Bayesian Analysis . . . . . . 358--359
Rainer Schwabe Recursive Estimation and Difference
Equations . . . . . . . . . . . . . . . 359--362
D. Torbërn Confidence Intervals Using a Modified
Bootstrap . . . . . . . . . . . . . . . 363--365
\Dbarinh Quang Lu'u On Further Classes of Martingale-Like
Sequences . . . . . . . . . . . . . . . 366--371
V. Harison and
S. N. Smirnov Jonction maximale. (French) [Maximal
Junction] . . . . . . . . . . . . . . . 372--376
V. A. Ivnitski\uì The Invariance of the Steady State
Distribution of a Multichannel Queueing
System Serving a Finite Number of
Different Sources of Customers Under the
Absolute Priority of an Arriving
Customer . . . . . . . . . . . . . . . . 376--379
Yu. M. Kabanov On the Probabilistic Representation of a
Solution of the Telegraph Equation . . . 379--380
V. K. Malinovski\uì Asymptotic Expansions in the Problem of
Sequential Estimation of an
Autoregressive Parameter . . . . . . . . 381--383
\`E. A. Nadaraya On Limit Distribution for Quadratic
Deviation of Generalized Kernel
Estimates of a Density . . . . . . . . . 383--392
B. L. S. Prakasa Rao On Some Inequalities of Chernoff-Type 392--398
V. I. Rotar\cprime and
A. G. Sholomitski\uì A Condition for Convergence of
Convolutions . . . . . . . . . . . . . . 398--401
O. G. Smolyanov and
E. T. Shavgulidze A Simple Proof of Tarieladze's Theorem
on Sufficiency of Positively Sufficient
Topologies . . . . . . . . . . . . . . . 402--404
A. A. Basalikas On the Closeness of Distributions of
Multilinear Forms . . . . . . . . . . . 405--414
\Dbar\brevudotang H\`ung Th\brevacang Vector Symmetric Random Measures and
Random Integrals . . . . . . . . . . . . 415--423
V. M. Kruglov Criteria for Concentration Functions to
Belong to the Domains of Attraction of
Stable Laws . . . . . . . . . . . . . . 424--432
O. V. Lepski\uì Asymptotically Minimax Adaptive
Estimation. II. Schemes Without Optimal
Adaptation: Adaptive Estimators . . . . 433--448
S. M. Pergamenshchikov and
A. N. Shiryaev Sequential Estimation of the Parameter
of a Stochastic Difference Equation with
Random Coefficients . . . . . . . . . . 449--470
B. T. Polyak and
A. B. Tsybakov A Family of Asymptotically Optimal
Methods for Choosing the Order of a
Projective Regression Estimate . . . . . 471--481
I. Rakhimov General Branching Processes with
Reproduction Dependent Immigration . . . 482--496
R. Vasudeva and
G. Divanji The Law of the Iterated Logarithm for
Delayed Sums Under a Nonidentically
Distributed Setup . . . . . . . . . . . 497--506
V. P. Borovikov On estimation of functionals of a
density . . . . . . . . . . . . . . . . 507--514
D. Byambazhav and
A. A. Mogul\cprimeski\uì A Limit Theorem for the Minimum and
Minimum Point of a ``Distorted''
Function . . . . . . . . . . . . . . . . 514--520
G. K. Golubev and
M. Nussbaum Adaptive Spline Estimates for
Nonparametric Regression Models . . . . 521--529
S. Jankovic Preservation of Type Under Mixing . . . 529
V. Yu. Korolev On Limit Distributions of Randomly
Indexed Random Sequences . . . . . . . . 535--542
A. P. Korostelëv and
S. L. Leonov An action functional for a diffusion
process with discontinuous drift . . . . 543--550
S. M. Kozlov and
J. B. Pitman and
M. \uIor Wiener soccer . . . . . . . . . . . . . 550--553
A. V. Lëtchikov A Criterion for Applicability of the
Central Limit Theorem to One-Dimensional
Random Walks in Random Environments . . 553--557
J. Pusz Characterization of Exponential
Distributions by Conditional Moments . . 557--560
F. G. Ragimov Asymptotic Expansion for the
Distribution of Nonlinear Boundary
Crossing Time . . . . . . . . . . . . . 560--564
N. P. Salikhov On Strengthening Chernoff's Inequality 564--567
M. A. Shashiashvili On a Semimartingale Inequality for Snell
Envelopes . . . . . . . . . . . . . . . 568--569
A. V. Stepanov Limit Theorems for Weak Records . . . . 570--574
E. I. Trofimov On a Martingale Characterization of
Measures and on General Functional Limit
Theorems . . . . . . . . . . . . . . . . 574--576
R. Zieli\'nski A Moment Preserving Probability Metric 576--579
T. Cacoullos and
V. Papathanasiou and
S. Utev Another Characterization of the Normal
Law and a Proof of the Central Limit
Theorem Connected with it . . . . . . . 581
I. A. Ibragimov and
R. Z. Khas\cprimeminski\uì Estimation of a parameter under local
asymptotic normality conditions in the
presence of constraints . . . . . . . . 589--598
I. A. Ignatyuk and
V. A. Malyshev and
V. Sidoravichus Convergence of the stochastic
quantization method. II. The stochastic
quantization method for Grassmannian
Gibbs fields . . . . . . . . . . . . . . 599--620
G. M. Fel\cprimedman On the Skitovich-Darmois Theorem on
Abelian Groups . . . . . . . . . . . . . 621--631
N. R. Mohan and
S. Ravi Max Domains of Attraction of Univariate
and Multivariate $p$-Max Stable Laws . . 632--643
M. S. Tikhov Asymptotics of $T$-Estimators . . . . . 644
I. K. Urinov Tests of Homogeneity Under Small
Grouping. Martingale Limit Theorems . . 658--672
A. N. Shiryaev In Celebration of the $80$th Birthday of
Boris Valdimirovitch Gnedenko (An
Interview) . . . . . . . . . . . . . . . 674--691
Yu. V. Prokhorov On Polynomials in Normally Distributed
Random Values . . . . . . . . . . . . . 692--695
E. V. Sedunov and
A. V. Lipin Randomization of Conditions in a
Regression Experiment for Functional
Measurement Model . . . . . . . . . . . 695--702
V. V. Senatov On Estimates of the Rate of Convergence
in the Central Limit Theorem in
Multidimensional Spaces . . . . . . . . 703--706
Anonymous XVI Seminar on Problems of the Stability
of Stochastic Systems . . . . . . . . . 707--760
S. Albeverio and
Yu. A. Rozanov On Stochastic Evolution Equations with
Stochastic Boundary Conditions . . . . . 1--13
I. A. Dzhvarshe\uìshvili On Maximal Functions for Harmonic
Functions with Respect to Brownian
Motion . . . . . . . . . . . . . . . . . 14--26
T. L. Malevich and
L. N. Volodina Some Finiteness Conditions for Factorial
Moments of the Number of Zeros of
Gaussian Field Zeros . . . . . . . . . . 27--45
A. V. Nagaev Large Deviation Theorems for the First
Time of Crossing an Increasing Level in
a Transient Random Walk . . . . . . . . 46--52
L. V. Rozovski\uì Probabilities of Large Deviations on the
Whole Axis . . . . . . . . . . . . . . . 53--79
A. N. Tikhomirov On the Accuracy of Normal Approximation
of the Probability of Hitting a Ball of
Sums of Weakly Dependent Hilbert Space
Valued Random Variables II . . . . . . . 80--94
A. Touati Deux théor\`emes de convergence en loi
pour des intégrales stochastiques et
application statistique. (French) [Two
convergence theorems of a law for
stochastic integrals and statistical
application] . . . . . . . . . . . . . . 95--117
I. N. Volodin and
An. A. Novikov Statistical Estimators with
Asymptotically Minimum $d$-Risk . . . . 118--128
M. V. Boldin On the Distribution of Run Statistics in
a Linear Regression Scheme . . . . . . . 129--136
V. V. Bratishchenko An Autoregressive-Moving-Average Process
with Integer Coefficients on a Circle 136--142
N. V. Gribkova On Analogues of the Berry-Esseen
Inequality for Truncated Linear
Combinations of Order Statistics . . . . 142--149
D. A. Korshunov Transient Phenomena for Real-Valued
Markov Chains . . . . . . . . . . . . . 149--152
O. V. Lepski\uì Estimation of the Maximum of a
Nonparametric Signal to Within a
Constant . . . . . . . . . . . . . . . . 152--158
A. D. Lisitski\uì A property of $M$-divisibility for
strictly stable laws . . . . . . . . . . 158--161
Yu. V. Prokhorov On Polynomials in Random Variables with
Gamma-Distribution . . . . . . . . . . . 162--166
N. N. Vakhaniya Elementary Proof of Polya's
Characterization Theorem and of the
Necessity of Second Moment in the CLT 166--168
O. P. Vinogradov Random Walk with Correction and Tandem
System with Identical Service Times . . 169--173
O. E. Barndorf-Nil\cprimesen Statistical inferences, based on refined
probabilities, for parameters that are
of interest . . . . . . . . . . . . . . 179--193
P. Dzh. Bikel and
I. Ritov Efficient estimation using both direct
and indirect observations . . . . . . . 194--213
A. A. Borovkov and
S. A. Utev Estimates for distributions of sums
stopped at a Markov time . . . . . . . . 214--225
L. E. Dubins and
L. A. Shepp and
A. N. Shiryaev Optimal stopping rules and maximal
inequalities for Bessel processes . . . 226--261
P. \`Embrekht\cydots and
K. Klyuppel\cprimeberg Some aspects of insurance mathematics 262--295
L. B. Koralov and
S. K. Nechaev and
Ya. G. Sina\uì Limit behavior of a two-dimensional
random walk with topological constraints 296--306
M. M. Rao and
V. V. Sazonov A theorem on the projective limit of
probability spaces and its applications 307--315
Yu. A. Rozanov On the evolution of random fields with
an ultra unbounded source . . . . . . . 316--329
V. A. Vatutin Distribution of the distance to a root
of a minimal subtree containing all the
vertices of a given height . . . . . . . 330--341
A. V. Bulinski\uì Inequalities for moments of sums of
associated multi-indexed variables . . . 342--349
I. Khoffman-Iënsen Stable densities . . . . . . . . . . . . 350--355
I. A. Ibragimov On a characteristic of exactness in the
estimation of the density of a
distribution . . . . . . . . . . . . . . 355--360
G. Peshkir Measure compact sets of functions and
the consistency of statistical models 360--367
P. Revesh Covering problems . . . . . . . . . . . 367--379
B. A. Sevast\cprimeyanov Distribution of the height of a random
tree with marked edges . . . . . . . . . 379--382
Ya. G. Sina\uì A random walk with a random potential 382--385
V. A. Statulyavichus and
A. K. Aleshkyavichene On large deviations in Poisson
approximation . . . . . . . . . . . . . 385--393
L. I. Gal\cprimechuk Semimartingales of a process with
independent increments and an
enlargement of a filtration . . . . . . 395--404
M. Harel and
M. L. Puri Weak convergence of the simple linear
rank statistic under mixing conditions
in the nonstationary case . . . . . . . 405--422
A. Yakubovski\uì and
Zh. Memen Functional central limit theorems for a
class of quadratic forms in independent
random variables . . . . . . . . . . . . 423--432
A. V. Karpenko and
S. V. Nagaev Limit theorems for the complete number
of descendants in a Galton-Watson
branching process . . . . . . . . . . . 433--455
Sh. A. Khashimov A central limit theorem for generalized
$U$-statistics for weakly dependent
vectors . . . . . . . . . . . . . . . . 456--469
A. A. Lebedev and
V. A. Lebedev A generalization of mathematical
expectation for a unified description of
random and indeterminate factors . . . . 470--478
V. G. Mikha\uìlov On a refinement of a central limit
theorem for sums of independent random
indicators . . . . . . . . . . . . . . . 479--489
A. A. Pukhal\cprimeski\uì On the theory of large deviations . . . 490--497
N. N. Vakhaniya Canonical factorization of Gaussian
covariance operators and some of their
applications . . . . . . . . . . . . . . 498--505
N. S. Bakhvalov and
A. A. Borovkov and
R. L. Dobrushin and
A. V. Zabrodin and
V. M. Zolotarev and
I. A. Ibragimov and
Yu. V. Prokhorov and
B. A. Sevast\cprimeyanov and
Ya. G. Sina\uì and
A. V. Skorokhod and
V. A. Statulyavichus and
R. Z. Khas\cprimeminski\uì and
A. S. Kholevo and
D. M. Chibisov and
A. N. Shiryaev Nikola\uì Nikolaevich Chentsov (February
19, 1930--July 5, 1992) . . . . . . . . 506--515
A. V. Balakrishnan An infinite-dimensional Gaussian Markov
process with non-nuclear steady state
covariance . . . . . . . . . . . . . . . 516--520
R. Dasgupta Cauchy equation on discrete domain and
some characterisation theorems . . . . . 520--524
Z. A. Ivkovi\'c A stochastic measure and nonlinear
approximation of some random fields . . 525--528
A. I. Kirillov Brownian motion with drift in a Hilbert
space and its application in integration
theory . . . . . . . . . . . . . . . . . 529--533
A. Yu. Khrennikov The random Wiener-Feynman process on
superspace . . . . . . . . . . . . . . . 533--537
D. O. Kramkov On a comparison of some statistical
models of ``signal-noise'' type . . . . 537--540
I. S. Molchanov Limit theorems for unions of random sets
with multiplicative normalization . . . 541--547
T. F. Móri and
V. K. Rohatgi and
G. J. Székely On multivariate skewness and kurtosis 547--551
E. Pancheva Convergence of types under monotonous
mappings . . . . . . . . . . . . . . . . 551--556
B. A. Rogozin Inequalities for the concentration of an
expansion . . . . . . . . . . . . . . . 556--562
M. van Lambalgen Axioms for randomness . . . . . . . . . 562--566
V. A. Vatutin The total number of particles in a
reduced Bellman-Harris branching process 567--571
V. P. Belavkin Quantum diffusion, measurement and
filtering. I . . . . . . . . . . . . . . 573--585
L. Bertini and
E. Presutti and
B. Rüdiger and
E. Saada Dynamical fluctuations at the critical
point: convergence to a nonlinear
stochastic PDE . . . . . . . . . . . . . 586--629
G. K. Golubev Nonparametric estimation of smooth
spectral densities of Gaussian
stationary sequences . . . . . . . . . . 630--639
I. V. Grinevich Domains of attraction for max-semistable
laws under linear and power
normalizations . . . . . . . . . . . . . 640--650
T. Inglot and
T. Ledwina Cramér type large deviations for some
$U$-statistics . . . . . . . . . . . . . 651--659
A. S. Kholevo The Lévy-Khinchin formula in
noncommutative probability theory . . . 660--672
V. K. Malinovski\uì Limit theorems for stopped random
sequences. I. Estimates for the rate of
convergence and asymptotic expansions 673--693
S. A. Solntsev Sample continuity of multidimensional
Gaussian Markov processes . . . . . . . 694--705
A. Yu. Veretennikov On large deviations for additive
functionals of Markov processes. I . . . 706--719
V. G. Alekseev Symmetry properties of the higher-order
spectral densities of multidimensional
stationary and periodically
nonstationary random processes . . . . . 722--726
E. Carlstein and
S. Lele Nonparametric change-point estimation
for data from an ergodic sequence . . . 726--733
A. N. Chuprunov The laws of large numbers in Banach
spaces of type $(F,F_1)$ . . . . . . . . 733--737
A. P. Korostelëv An asymptotically minimax regression
estimator in the uniform norm up to a
constant . . . . . . . . . . . . . . . . 737--743
Yu. V. Larin On the concentration of distributions of
sums of independent random vectors on
unbounded sets . . . . . . . . . . . . . 743--751
A. B. Piunovski\uì Control of random sequences in problems
with constraints . . . . . . . . . . . . 751--762
A. V. Stepanov A characterization theorem for weak
records . . . . . . . . . . . . . . . . 762--764
A. N. Shiryaev On some concepts and stochastic models
in financial mathematics . . . . . . . . 1--13
A. N. Shiryaev and
Yu. M. Kabanov and
D. O. Kramkov and
A. V. Mel\cprimenikov Toward a theory of pricing options of
European and American types. I. Discrete
time . . . . . . . . . . . . . . . . . . 14--60
A. N. Shiryaev and
Yu. M. Kabanov and
D. O. Kramkov and
A. V. Mel\cprimenikov Toward a theory of pricing options of
European and American types. II.
Continuous time . . . . . . . . . . . . 61--102
L. A. Shepp and
A. N. Shiryaev A new look at the ``Russian option'' . . 103--119
S. T. Rachev and
L. Rushendorf Models for option prices . . . . . . . . 120--152
D. O. Kramkov and
A. N. Shiryaev Rational pricing of a ``Russian option''
in a symmetric binomial model of a
$(B,S)$-market . . . . . . . . . . . . . 153--162
D. O. Kramkov and
\`E. Mordetski An integral option . . . . . . . . . . . 162--172
G. B. Di Mazi and
Yu. M. Kabanov and
V. I. Runggal\cprimeder Mean-square hedging of options on a
stock with Markov volatilities . . . . . 172--182
Yu. M. Kabanov and
D. O. Kramkov Large financial markets: asymptotic
arbitrage and contiguity . . . . . . . . 182--187
Sh. O. Alekperov and
V. M. Kruglov Convergence of the convolution of
concentration functions to degenerate,
normal and Poisson laws . . . . . . . . 197--216
S. Cambanis and
I. Fakhre-Zakeri On prediction of heavy-tailed
autoregressive sequences: forward versus
reversed time . . . . . . . . . . . . . 217--233
Ya. Galambosh The development of the mathematical
theory of extremes in the past half
century . . . . . . . . . . . . . . . . 234--248
V. Khatsod On the limit behavior of products of a
random number of group-valued
independent identically distributed
random variables . . . . . . . . . . . . 249--263
V. N. Khadson and
Dzh. D. Me\uìson and
Dzh. A. Vi Operator-stable probability measures: an
overview . . . . . . . . . . . . . . . . 264--276
D. G. Kendall How to look at objects in a
five-dimensional space. I. Looking at
distributions . . . . . . . . . . . . . 277--281
V. Yu. Korolev Convergence of random sequences with
independent random indices. I . . . . . 282--297
G.-\uI. Rossberg Limit theorems involving restricted
convergence . . . . . . . . . . . . . . 298--314
G. P. Chistyakov Order-sharp estimates for the stability
of decompositions of distributions from
Yu. V. Linnik's class $\germ L$ . . . . 315--322
L. de Khaan A unified criterion for the domain of
attraction of extreme-value
distributions . . . . . . . . . . . . . 323--329
E. Pancheva On a problem of a Khinchin-type
decomposition theorem for extreme values 329--336
K. Sato Multimodal convolutions of unimodal
infinitely divisible distributions . . . 336--347
M. Yamazato Absolute continuity of transition
probabilities of multidimensional
processes with stationary independent
increments . . . . . . . . . . . . . . . 347--354
V. M. Zolotarev On the representation of the densities
of stable laws by special functions . . 354--362
V. P. Belavkin Quantum diffusion, measurement and
filtering. II . . . . . . . . . . . . . 363--378
K. A. Borovkov Analysis of transient phenomena for
branching processes . . . . . . . . . . 379--395
M. S. Ermakov Minimax nonparametric testing of
hypotheses on a distribution density . . 396--416
Yu. I. Ingster Minimax testing of hypotheses on the
density of a distribution for ellipsoids
in $l_p$ . . . . . . . . . . . . . . . . 417--436
S. Ya. Makhno A large deviation theorem for a class of
diffusion processes . . . . . . . . . . 437--447
E. A. Sataev Asymptotically Markov random processes 448--464
A. R. Soltani On spectral representation of
multivariate stable processes . . . . . 465--475
A. V. Teplyaev Continuous analogues of random
polynomials that are orthogonal on the
circle . . . . . . . . . . . . . . . . . 476--489
E. A. Zhizhina and
R. A. Minlos A local limit theorem for a
nonhomogeneous random walk on a lattice 490--503
D. Alimov Markov functionals of an ergodic Markov
process . . . . . . . . . . . . . . . . 504--512
I. A. Dzhvarshe\uìshvili On amarts in continuous time . . . . . . 512--519
I. Gyöngy On the support of the solutions of
stochastic differential equations . . . 519--523
Yu. M. Kabanov and
D. O. Kramkov Nonarbitrage and equivalent martingale
measures: a new proof of the
Harrison-Pliska theorem . . . . . . . . 523--527
E. I. Ostrovski\uì and
S. Yu. Tsykunova Asymptotic properties of the
distribution of the maximum of a
Gaussian nonstationary process that
arises in covariance statistics . . . . 527--534
D. Alimov Limit-ergodic Markov functionals of an
ergodic process . . . . . . . . . . . . 537--546
I. M. Arbekov and
V. I. Vinokurov and
B. V. Ryazanov On the problem of detecting random
trajectories . . . . . . . . . . . . . . 547--557
A. A. Butov Martingale methods for studying random
walks in a one-dimensional random
environment . . . . . . . . . . . . . . 558--572
N. V. Norin Itô's formula for the extended stochastic
integral with an anticipating kernel . . 573--592
S. Yu. Novak Poisson approximation for the number of
long ``repetitions'' in random sequences 593--603
N. U. Prabkhu and
A. Pasheku A storage model for data transmission
systems . . . . . . . . . . . . . . . . 604--627
V. A. Vatutin Branching processes with final types of
particles, and random trees . . . . . . 628--641
Yu. A. Veliki\uì and
A. I. Motsa and
D. S. Sil\cprimevestrov Dual processes and theorems of ergodic
type for Markov chains in a scheme of
series . . . . . . . . . . . . . . . . . 642--653
N. V. Krylov and
S. E. Kuznetsov and
A. V. Skorokhod and
A. A. Yushkevich E. B. Dynkin (on the occasion of his
seventieth birthday) . . . . . . . . . . 654--656
A. N. Chuprunov A refinement of Banach-valued limit
theorems for stable laws . . . . . . . . 657--662
N. G. Dokuchaev Distributions of Itô processes: bounds
for density and for conditional
expectations of integral functionals . . 662--670
M. Finkelstein and
S. Scheiberg and
H. G. Tucker Integral transforms with infinitely
divisible kernels . . . . . . . . . . . 670--676
V. F. Gaposhkin On the strong law of large numbers for
blockwise-independent and
blockwise-orthogonal random variables 677--684
V. L. Girko The canonical spectral equation . . . . 685--691
S. A. Grishechkin Interoutput times in the queue
$M/G/1/PS$ with instantaneous feedback 692--696
F. I. Karpelevich On a bound for the maxima of sums of
random variables indexed by graph edges 696--702
R. E. Ma\uìboroda Some problems of the statistics of
mixtures of distributions with variable
concentrations . . . . . . . . . . . . . 703--707
S. I. Pisanets Two limit theorems for stochastic
equations of diffusion type . . . . . . 708--713
O. P. Vinogradov On some asymptotic properties of the
waiting time in a queueing system with
identical service and a large number of
servers . . . . . . . . . . . . . . . . 714--718
V. K. Malinovski\uì Letter to the editors: ``Asymptotic
expansions in a problem of the
sequential estimation of an
autoregression parameter'' [Teor.
Veroyatnost. i Primenen. \bf 37 (1992),
no. 2, 426--428] . . . . . . . . . . . . 719--719
Dzh. G. Da\uì and
R. Dzh. Vil\cprimeyams Existence and uniqueness of
semimartingale reflecting Brownian
motions in convex polyhedra . . . . . . 1--40
M. S. Ermakov Asymptotic minimaxity of tests of
Kolmogorov and omega-square types . . . 41--51
O. I. Klesov Almost sure convergence of multiple
series of independent random variables 52--65
A. V. Makarichev Optimal distribution of elements in a
complex of repairable systems with cold
standby . . . . . . . . . . . . . . . . 66--75
T. Mikosch On the strong law of large numbers for
random quadratic forms . . . . . . . . . 76--91
A. B. Mukhin A relationship between local and
integral limit theorems . . . . . . . . 92--103
Shan Sun Central limit theorem of the perturbed
sample quantile for a sequence of
$m$-dependent nonstationary random
process . . . . . . . . . . . . . . . . 116--129
N. K. Bakirov A uniqueness property of the chi-square
distribution . . . . . . . . . . . . . . 130--136
A. V. Bulinski\uì The rate of convergence in the central
limit theorem for fields of associated
variables . . . . . . . . . . . . . . . 136--144
L. Gerencsér Slow stochastic approximation processes
are good for estimating slope . . . . . 145--151
L. Goldstein and
R. Khas\cprimeminski\uì On efficient estimation of smooth
functionals . . . . . . . . . . . . . . 151--156
V. I. Kabanovich On a time dependency in the simple
random walk . . . . . . . . . . . . . . 156--158
A. Yu. Khrennikov Probability distributions on the field
of $p$-adic numbers . . . . . . . . . . 159--162
N. V. Kvashko A direct equation for the interpolation
of a semimartingale based on
observations over a point process . . . 162--165
S. V. Lisyano\uì A group analogue of a theorem of A. M.
Kagan . . . . . . . . . . . . . . . . . 165--167
H. Luschgy Linear estimators and Radonifying
operators . . . . . . . . . . . . . . . 167--175
Nguy\cftilen V\uan Giang Marcinkiewicz-Zygmund laws for
Banach-space-valued random variables
with multidimensional parameters . . . . 175--181
D. Plachky Characterizations of completion
regularity of measures . . . . . . . . . 181--186
E. A. Sataev Continuous dependence of the final
probabilities on the transition
probabilities of an asymptotically
Markov process . . . . . . . . . . . . . 186--191
Q. M. Shao A small deviation theorem for
independent random variables . . . . . . 191--200
O. E. Barndorff-Nielsen and
A. E. Koudou Cuts in natural exponential families . . 220--229
A. A. Borovkov Unimprovable exponential bounds for the
distributions of the sums of a random
number of random variables . . . . . . . 230--237
A. A. Gushchin Asymptotic optimality of parameter
estimators under the LAQ condition . . . 261--272
N. Leonenko and
E. Orsingher Limit theorems for solutions of the
Burgers equation with Gaussian and
non-Gaussian initial conditions . . . . 294--308
N. K. Bakirov Comparison theorems for distribution
functions of quadratic forms in Gaussian
variables . . . . . . . . . . . . . . . 340--348
T. S. Chiang and
Y. Chow On global and sharp Markov properties of
random functional series in Sobolev
spaces . . . . . . . . . . . . . . . . . 348--354
I. V. Grinevich and
Yu. S. Khokhlov Domains of attraction of semistable laws 361--366
M. U. Khafizov Weakly measurable seminorms and
sufficient topologies . . . . . . . . . 366--371
V. I. Pagurova and
I. L. Chizhikova Criteria for outlier detection that use
robust estimates of nuisance parameters 390--397
V. A. Vatutin On the maximum of a simple random walk 398--402
V. G. Alekseev Some of the most important properties of
higher-order periodograms . . . . . . . 409--419
A. N. Baushev Weak convergence of probability measures
in Orlicz spaces . . . . . . . . . . . . 420--429
V. Bentkus and
F. Götze On minimal moment assumptions in
Berry-Esséen theorems for $U$-statistics 430--455
I. D. Cherkasov Transformation of one-dimensional
diffusion fields on a plane . . . . . . 446--455
A. A. Dorogovtsev On solutions of linear equations with an
extended stochastic integral . . . . . . 456--468
G. L. Kulinich and
M. V. Kharkova Limit theorems for stochastic
differential equations without
aftereffect . . . . . . . . . . . . . . 469--483
M. I. Rivlin Asymptotic properties of thinning random
sets . . . . . . . . . . . . . . . . . . 484--494
B. A. Sevast\cprimeyanov Extinction probabilities of branching
processes bounded from below . . . . . . 495--502
V. Vol\cprimekovich On $V$-infinitely divisible
distributions . . . . . . . . . . . . . 503--517
M. Yamazato On the strong unimodality of infinitely
divisible distributions of class CME . . 518--532
L. A. Alyushina On controlled diffusion processes in a
bounded domain . . . . . . . . . . . . . 533--538
I. R. Bagdasarova and
E. I. Ostrovski\uì A nonuniform exponential estimate for
large deviations in a Banach space . . . 538--542
N. K. Bakirov Extrema of the distribution function of
the ratio of two quadratic forms in
Gaussian variables . . . . . . . . . . . 542--546
I. V. Grinevich The rate of convergence in limit
theorems for semistable laws in the
maximum scheme . . . . . . . . . . . . . 546--549
L. Kruk and
W. Zi\ceba On $(B,\rho)$-amarts and almost sure
convergence . . . . . . . . . . . . . . 549--556
G. N. Mil\cprimeshte\uìn Solution of the first boundary value
problem for equations of parabolic type
by means of the integration of
stochastic differential equations . . . 556--563
F. S. Nasyrov On the reflection of continuous
functions and random processes having
local time . . . . . . . . . . . . . . . 563--567
N. Papadatos and
V. Papathanasiou Distance in variation between two
arbitrary distributions via the
associated $w$-functions . . . . . . . . 567--575
S. M. Sagitov On a nonregular branching process . . . 575--577
K. Schladitz and
H. J. Engelbert On probability density functions which
are their own characteristic functions 577--581
O. P. Vinogradov On the exit flow and joint distribution
of the sojourn time in a multiphase
system with identical service . . . . . 581--588
O. L. Yanushkyavichene On limit distributions of homogeneous
random symmetric polynomials of
arbitrary degree . . . . . . . . . . . . 588--594
M. V. Burnashev Letter to the editors . . . . . . . . . 595--596
I. S. Badalbaev and
T. D. Yakubov Limit theorems for critical
Galton-Watson branching processes with
migration . . . . . . . . . . . . . . . 599--612
N. K. Bakirov A refinement of the asymptotics in the
Donsker-Prokhorov invariance principle
for integral functionals . . . . . . . . 613--634
V. L. Girko A matrix equation for the resolvents of
random matrices with independent blocks 635--644
V. A. Lebedev Behavior of random measures under a
change of filtration . . . . . . . . . . 645--652
A. Y. Lo and
V. V. Sazonov Von Mises $\omega^2$-statistic and the
bootstrap . . . . . . . . . . . . . . . 653--659
S. Ya. Makhno Large deviations for solutions of
stochastic equations . . . . . . . . . . 660--678
V. G. Mikha\uìlov On the repeatability of the states of a
pseudorandom number generator under
multiple use . . . . . . . . . . . . . . 679--689
P. Del Moral Non-linear filtering using random
particles . . . . . . . . . . . . . . . 690--701
F. S. Nasyrov Local times for functions and random
processes. I . . . . . . . . . . . . . . 702--713
O. V. Rusakov A functional limit theorem for random
variables with strong residual
dependence . . . . . . . . . . . . . . . 714--728
Yu. N. Vladimirski\uì Equimeasurable sets and cylindrical
measures . . . . . . . . . . . . . . . . 729--736
D. R. Bagdasarov and
E. I. Ostrovski\uì An inversion of Chebyshev's inequality 737--742
A. A. Dorogovtsev On a type of stochastic equation with
anticipation . . . . . . . . . . . . . . 753--756
A. G. Grin\cprime Limit theorems for schemes of arrays of
weakly dependent random variables . . . 756--764
W. Hazod A generalization of E. Siebert's theorem
on convergence of convolution semigroups
and accompanying laws . . . . . . . . . 765--769
V. Yu. Korolev Convergence of random sequences with
independent random indices. II . . . . . 770--772
L. Mattner and
M. Reinders Optimal unbiased estimators in additive
models with bounded errors are
deterministic . . . . . . . . . . . . . 772--777
V. I. Serdobol\cprimeski\uì Spectral properties of sample covariance
matrices . . . . . . . . . . . . . . . . 777--786
A. Yu. Volkova A refinement of the central limit
theorem for sums of independent random
indicators . . . . . . . . . . . . . . . 791--794
A. L. Yakymiv Asymptotics of the $k$th record times 794--797
A. A. Borovkov and
D. A. Korshunov Large-Deviation Probabilities for
One-Dimensional Markov Chains. Part 1:
Stationary Distributions . . . . . . . . 1--24
M. P. Krivenko and
K. V. Streltsov On the Distribution of the Number of
Steps in an Estimate of Monotone Trend 25--34
R. Sh. Liptser Large Deviations for Occupation Measures
of Markov Processes: Discrete Time,
Noncompact Case . . . . . . . . . . . . 35--54
V. M. Maksimov Cubic Stochastic Matrices and Their
Probability Interpretation . . . . . . . 55--69
V. K. Malinovski\uì Limit Theorems for Stopped Random
Sequences II: Large Deviations . . . . . 70--90
N. V. Smorodina An Asymptotic Expansion of the
Distribution of a Homogeneous Functional
of a Strictly Stable Vector . . . . . . 91--115
N. N. Vakhania and
N. P. Kandelaki Random Vectors with Values in Complex
Hilbert Spaces . . . . . . . . . . . . . 116--131
B. M. Gurevich and
I. A. Ibragimov and
R. A. Minlos and
I. A. Ovseevich and
V. I. Oseledets and
M. S. Pinsker and
V. V. Prelov and
Yu. V. Prokhorov and
Ya. G. Sina\uì and
A. S. Kholevo and
A. N. Shiryaev Roland L\cprimevovich Dobrushin (July
20, 1929--December 12, 1995) . . . . . . 132--136
Anonymous Short Communications . . . . . . . . . . 137--195
G. N. Mil\cprimeshte\uìn Application of the numerical integration
of stochastic equations for the solution
of boundary value problems with Neumann
boundary conditions . . . . . . . . . . 170--177
E. Omey Operators of probabilistic type . . . . 178--185
I. Szyszkowski Weak invariance principle for integral
type functionals . . . . . . . . . . . . 185--192
Anonymous New Books . . . . . . . . . . . . . . . 196--197
D. Applegate and
J. Reeds and
S. Scheinberg and
L. Shepp and
P. Shor Some Problems in Probabilistic
Tomography . . . . . . . . . . . . . . . 199--209
S. Basu and
A. DasGupta The Mean, Median, and Mode of Unimodal
Distributions: A Characterization . . . 210--223
S. Fortini and
L. Ladelli and
E. Regazzini A Central Limit Problem for Partially
Exchangeable Random Variables . . . . . 224--246
V. F. Gaposhkin Spectral Criteria for Existence of
Generalized Ergodic Transforms . . . . . 247--264
V. G. Mikha\uìlov Limit Theorems for a Random Covering of
a Finite Set and for the Number of
Solutions of a System of Random
Equations . . . . . . . . . . . . . . . 265--274
F. S. Nasyrov On Local Times for Functions and
Stochastic Processes . . . . . . . . . . 275--287
I. V. Pavlov On the Invariance of Some Martingale
Inequalities for the Processes of More
General Kind . . . . . . . . . . . . . . 288--295
S. S. Ralescu A Bahadur-Kiefer Law for the Nadaraya
Empiric-Quantile Processes . . . . . . . 296--306
O. I. Shipilov The empirical distribution function in
an experiment with binomial
randomization . . . . . . . . . . . . . 307--317 (or 307--316??)
V. A. Vatutin and
V. G. Mikha\uìlov Asymptotic Properties of Matrices
Related to Mappings of Partitions . . . 318--325
V. A. Vatutin and
others Boris Vladimirovich Gnedenko (January 1,
1912--December 27, 1995) . . . . . . . . 326--327
M. I. Baron On the first passage time for waiting
processes . . . . . . . . . . . . . . . 328--334
Anonymous Short Communications . . . . . . . . . . 328--403
A. N. Baushev On the boundedness of the density of the
distribution of the norm of a Gaussian
random vector . . . . . . . . . . . . . 334--340
M. V. Boldin On the least absolute deviation
estimator in nonstationary
autoregression, and testing for
stationarity . . . . . . . . . . . . . . 340--348
I. Yu. Denisova Asymptotic behavior of the solution of a
system of stochastic differential
equations . . . . . . . . . . . . . . . 348--352
V. V. Gorya\uìnov and
A. A. Polkovnikov On limit probability distributions for
subcritical branching processes . . . . 352--359
M. L. Kleptsyna The averaging principle and diffusion
approximation for Volterra equations . . 359--367
T. L. Mikhaleva and
V. I. Piterbarg On the distribution of the maximum of a
Gaussian field with constant variance on
a smooth manifold . . . . . . . . . . . 367--379
\`E. Orsinger and
A. Kolesnik The exact distribution in a model of
random motion in a plane, controlled by
a fourth-order hyperbolic equation . . . 379--386
Yu. A. Rozanov On a Hilbert space method for estimating
mean values . . . . . . . . . . . . . . 387--393
V. I. Sherstnev Joint distribution of carries in integer
addition . . . . . . . . . . . . . . . . 394--399
A. G. Sholomitski\uì A theorem of W. Feller for sums of
dependent variables . . . . . . . . . . 399--403
Yu. V. Borovskikh and
L. Madan Puri and
V. V. Sazonov Normal Approximation of $U$-Statistics
in Hilbert Space . . . . . . . . . . . . 405--424
C. Ceci and
A. Gerardi and
L. Mazliak Some Results about Stopping Times of the
Marked Tree Space . . . . . . . . . . . 425--435
T. V. Dudnikova and
A. I. Komech Ergodic Properties of Hyperbolic
Equations with Mixing . . . . . . . . . 436--448
H. L. Hurd and
A. Russek Stepanov Almost Periodically Correlated
and Almost Periodically Unitary
Processes . . . . . . . . . . . . . . . 449--467
V. M. Kruglov and
Chzhan Bo Limit theorems for maximal random sums 468--478
S. Yu. Novak On the Distribution of the Ratio of Sums
of Random Variables . . . . . . . . . . 479--503
N. P. Salikhov An Estimate of the Concentration
Function by the Esseen Method . . . . . 504--518
Anonymous Pafnuti\uì L\cprimevovich Chebyshev (on
the 175th anniversary of his birth) . . 519--531 (or 519--530??)
I. M. Arbekov and
G. V. Proskurin On a lower bound for the probability of
the correct classification of
observations . . . . . . . . . . . . . . 532--537
Anonymous Short Communications . . . . . . . . . . 532--608
Z. I. Bezhaeva and
V. I. Oseledets On the variance of sums for functions of
a stationary Markov process . . . . . . 537--541
V. A. Egorov On the asymptotic behavior of
self-normalized sums of random variables 542--548
V. R. Fatalov Large deviations of Gaussian measures in
the spaces $l^p$ and $L^p$, $p\geq 2$ 548--555
V. A. Kashtanov and
I. M. Yanishevski\uì Joint distribution of catastrophe time
and of the additive functional of
profits . . . . . . . . . . . . . . . . 555--560
S. V. Nagaev and
S. S. Khodzhabagyan On an estimate for the concentration
function of sums of independent random
variables . . . . . . . . . . . . . . . 560--569
Nguyen Van Quang and
Nguyen Duy Tien The strong law of large numbers for
$d$-dimensional arrays in von Neumann
algebras . . . . . . . . . . . . . . . . 569--578
G. Pap and
M. van Zuijlen Asymptotic inference for nearly unstable
multidimensional AR processes . . . . . 578--586
\`E. L. Presman and
V. I. Rotar\cprime On the law of large numbers for
nonlinear functions of several random
variables . . . . . . . . . . . . . . . 586--592
L. N. Pushkin Ergodic properties of sets defined by
frequencies of numbers . . . . . . . . . 593--597
V. N. Radchenko On a definition of the integral of a
random function . . . . . . . . . . . . 597--601
Z. P. Tsigroshvili On moduli of continuity of innovation
evolvents of empirical fields . . . . . 601--605
V. G. Vovk A strictly martingale version of
Kolmogorov's strong law of large numbers 605--608
Anonymous Reviews and Bibliography . . . . . . . . 609--613
Anonymous New Books . . . . . . . . . . . . . . . 614--614
I. S. Badalbaev and
A. V. Dryakhlov The Asymptotic Behavior of Nonextinction
Probability of a Branching Process with
Pairwise Interaction of Particles . . . 617--631
M. V. Burnashev Asymptotic Expansions for Median
Estimate of a Parameter . . . . . . . . 632--645
S. Cheng and
L. de Haan and
J. Yang Asymptotic Distributions of Multivariate
Intermediate Order Statistics . . . . . 646--656
S. A. Egishyants and
E. I. Ostrovskii Local and Global Upper Functions for
Random Fields . . . . . . . . . . . . . 657--665
N. James and
Y. Peres Cutpoints and Exchangeable Events for
Random Walks . . . . . . . . . . . . . . 666--677
V. V. Konev and
S. M. Pergamenshchikov The Prescribed Precision Estimators of
the Autoregression Parameter Using the
Generalized Least Square Method . . . . 678--694
N. V. Lazakovitch and
S. P. Stashulenok An Approximation of the Ito and
Stratonovich Stochastic Integrals by
Elements of a Direct Product of Algebras
of Generalized Random Processes . . . . 695--715
A. A. Novikov Martingales, Tauberian Theorem, and
Strategies of Gambling . . . . . . . . . 716--729
A. N. Startsev On the Distribution of the Size of an
Epidemicin a Non-Markovian Model . . . . 730--740
Anonymous Short Communications . . . . . . . . . . 741--814
Anonymous Reviews and Bibliography . . . . . . . . 815--819
Anonymous News of Scientific Life . . . . . . . . 820--820
A. K. Aleshkyavichene and
V. A. Statulyavichus Inversion Formulas in the Case of a
Discontinuous Limit Law . . . . . . . . 1--16
V. A. Vatutin and
V. A. Topchi\uì Maximum of the Critical Galton-Watson
Processes and Left-Continuous Random
Walks . . . . . . . . . . . . . . . . . 17--27
F. Gotze and
Yu. V. Prokhorov and
V. V. Ulyanov On Smooth Behavior of Probability
Distributions Under Polynomial Mappings 28--38
V. V. V\cprimeyugin Effective Convergence in Probability and
an Ergodic Theorem for Individual Random
Sequences . . . . . . . . . . . . . . . 39--50
A. B. Piunovskii A Controlled Jump Discounted Model with
Constraints . . . . . . . . . . . . . . 51--72
Yu. A. Zuev On the Estimation of Efficiency of
Voting Procedures . . . . . . . . . . . 73--81
P. Berti and
E. Regazzini and
P. Rigo Well Calibrated, Coherent Forecasting
Systems . . . . . . . . . . . . . . . . 82--102
P. E. Greenwood and
W. Wefelmeyer Maximum Likelihood Estimator and
Kullback-Leibler Information in
Misspecified Markov Chain Models . . . . 103--111
L. V. Rozovski\uì A Generalization of the Kolmogorov
Theorem on the Law of the Iterated
Logarithm . . . . . . . . . . . . . . . 112--120
V. L. Girko A Refinement of the Central Limit
Theorem for Random Determinants . . . . 121--129
\`E. M. Kudlaev Weak Convergence of Distributions of
Separable Statistics . . . . . . . . . . 130--148
T. Cacoullos and
N. Papadatos and
V. Papathanasiou Short Communication: Variance
Inequalities for Covariance Kernels and
Applications to Central Limit Theorems 149--155
D. Ferger Short Communication: Optimal Bounds for
the Prokhorov Distance of the Miller-Sen
Process and Brownian Motion . . . . . . 155--162
V. A. Ivnitskii Short Communication: On the Invariance
of Stationary Probabilities of States of
a Closed Star-Shaped Queueing Network
with State-Dependent Transition
Probabilities . . . . . . . . . . . . . 162--167
A. Jakubowski Short Communication: The Almost Sure
Skorokhod Representation for
Subsequences in Nonmetric Spaces . . . . 167--174
V. G. Mikhailov Short Communication: On a Poisson
Approximation for the Distribution of
the Number of Empty Cells in a
Nonhomogeneous Allocation Scheme . . . . 174--179
S. I. Pisanets Short Communication: On the Existence of
Strong Solutions of Diffusion-Type
Stochastic Equations in $R^{m*}$ . . . . 179--184
G. J. Székely and
A. Zemplén Short Communication: Remarks on the
Paper ``On a Problem of a Khinchin-Type
Decomposition Theorem for Extreme
Values'' [Teor. Veroyatnost. i Primenen.
\bf 39 (1994), no. 2, 395--402; MR
97c:60136] by E. Pancheva . . . . . . . 184--185
Anonymous Reviews and Bibliography . . . . . . . . 186--188
V. Bentkus and
F. Götze and
A. Yu. Zaitsev Approximation of Quadratic Forms of
Independent Random Vectors by
Accompanying Laws . . . . . . . . . . . 189--212
B. V. Bondarev On the Kolmogorov-Hajek-Rényi Inequality
for Normed Integrals of Weakly Dependent
Processes . . . . . . . . . . . . . . . 213--224
V. M. Kruglov To the Invariance Principle . . . . . . 225--243
A. M. Kulik Regular Gaussian Random Operators and
Strook-Varadhan Theorem for Symmetric
Stochastic Fredholm-Type Equations . . . 244--253
S. Yu. Novak On the distribution of the maximum of
Erdös-Rényi partial sums . . . . . . . . . 254--270
Sh. Yakshyavichyus On a Method of Expansion of the
Probabilities of Lattice Random
Variables . . . . . . . . . . . . . . . 271--282
E. Clement Short Communication: Bias Correction for
the Estimation of Discretized Diffusion
Processes from an Approximated
Likelihood Function . . . . . . . . . . 283--288
E. B. Dynkin Short Communication: A Probabilistic
Approach to a Nonlinear Differential
Equation on a Riemannian Manifold . . . 289--294
R. Ibragimov and
Sh. Sharakhmetov Short Communications: On an Exact
Constant for the Rosenthal Inequality 294--302
E. I. Ostrovskii Short Communications: Estimates of the
Distribution of the Maximum of a Random
Field . . . . . . . . . . . . . . . . . 302--310
V. N. Radchenko Short Communications: Convergence of
Integrals of Unbounded Real Functions in
Random Measures . . . . . . . . . . . . 310--314
Anonymous The XVIIIth International Seminar on
Stability Problems for Stochastic Models 315--383
K. A. Borovkov Propagation of chaos in queueing
networks . . . . . . . . . . . . . . . . 385--394
M. Broniatowski and
M. Weber Strong laws for sums of extreme values 395--404
V. F. Gaposhkin On the almost everywhere convergence of
Riesz means of homogeneous random fields 405--415
S. E. Graversen and
G. Pe\vskir On the Russian option: the expected
waiting time . . . . . . . . . . . . . . 416--425
A. I. Il\cprimeinski\uì and
G. P. Chistyakov On the characterization of probability
distributions by the absolute moments of
partial sums . . . . . . . . . . . . . . 426--432
V. I. Pagurova On the asymptotic power of a test for
detecting outliers . . . . . . . . . . . 433--443
G. Pe\vskir and
A. N. Shiryaev On the Brownian first-passage time over
a one-sided stochastic boundary . . . . 444--453
L. V. Rozovski\uì Probabilities of large deviations of
sums of independent random variables
with a common distribution function from
the domain of attraction of a
nonsymmetric stable law . . . . . . . . 454--482
L. Rüschendorf and
W. Thomsen Closedness of sum spaces and the
generalized Schrödinger problem . . . . . 483--494
M. S. Tikhov Asymptotics of statistical estimates
from censored samples for distributions
with regularly varying tails . . . . . . 495--512
V. I. Bakhtin Large deviations for a random variable
with a finite number of cumulants whose
values are calculated approximately . . 513--517
S. G. Bobkov and
F. Götze On moments of polynomials . . . . . . . 518--520
S. V. Nagaev Probabilistic inequalities for sums of
independent random variables in terms of
truncated pseudo-moments . . . . . . . . 520--528
I. V. Pavlov Haar systems and some results on bases
in a martingale space with a mixed norm 528--531
\`E. L. Presman Optimality almost surely and in
probability for a stochastic
linear-quadratic regulator . . . . . . . 531--535
M. S. Sgibnev Asymptotics of generalized renewal
functions under finite variance . . . . 536--541
V. V. V\cprimeyugin On the length of the maximal series of
``successes'' in an individual random
sequence . . . . . . . . . . . . . . . . 541--546
V. G. Alekseev New Modifications of Second- and
Third-Order Periodograms . . . . . . . . 559--567
C. Berzin-Joseph and
J. R. León Weak Convergence of the Integrated
Number of Level Crossings to the Local
Time for Wiener Processes . . . . . . . 568--579
U. Capar Fusions of Stable Measures in Banach
Spaces . . . . . . . . . . . . . . . . . 580--588
M. S. Ermakov Asymptotic Minimaxity of Chi-Square
Tests . . . . . . . . . . . . . . . . . 589--610
G. M. Fel'dman The Skitovich--Darmois Theorem for
Discrete Periodic Abelian Groups . . . . 611--617
A. D. Lisitskii The Eaton Problem and Multiplicative
Properties of Multivariate Distributions 618--632
A. B. Mukhin Approximation of Local Probabilities of
Sums of Independent Random Variables . . 633--645
R. Norvaisa Strassen's Law for Weighted Sup-Norms 646--655
E. Regazzini and
V. V. Sazonov On the Central Limit Problem for
Partially Exchangeable Random Variables
with Values in a Hilbert Space . . . . . 656--670
N. P. Salikhov On the Absolute Significance Test for
Polynomial Distribution . . . . . . . . 671--683
D. R. Bagdasarov and
E. I. Ostrovskii Exponential Confidence Intervals in
Nonparametric Density Estimation . . . . 684--689
A. Yu. Khrennikov $p$-adic Behavior of Bernoulli
Probabilities . . . . . . . . . . . . . 689--694
V. Yu. Korolev On the Convergence of Distributions of
Random Sums of Independent Random
Variables to Stable Laws . . . . . . . . 695--696
V. V. Mazalov E. A. Kochetov A Game with Optimal Stopping of Random
Walks . . . . . . . . . . . . . . . . . 697--701
Yu. V. Mednitskii On the Existence of Strong Solutions of
Linear Stochastic Differential Equations
in $\mathbb{R}^\infty$ . . . . . . . . . 702--706
S. V. Nagaev Some Refinements of Probabilistic and
Moment Inequalities . . . . . . . . . . 707--713
Anonymous Reviews and Bibliography . . . . . . . . 714--716
Anonymous Award of the Wolf Prize . . . . . . . . 717--719
A. A. Borovkov and
A. A. Mogulskii Integro-Local Limit Theorems Including
Large Deviations for Sums of Random
Vectors . . . . . . . . . . . . . . . . 1--12
B. Cadre On a Functional Version of the
Convergence of a Quadratic Form in
Independent Martingales to a $\chi^2$
Distribution . . . . . . . . . . . . . . 13--25
P. Eichelsbacher and
M. Lowe Large Deviations Principle for Partial
Sums $U$-Processes . . . . . . . . . . . 26--41
G. Kallianpur and
Y.-T. Kim A Curious Example from Statistical
Differential Geometry . . . . . . . . . 42--62
A. Khashimov and
G. R. Abdurakhmanov Estimates of the Convergence Rate in the
Central Limit Theorem for Generalized
$U$-Statistics . . . . . . . . . . . . . 63--74
V. I. Masol A Theorem on the Limiting Distribution
for the Number of False Solutions of a
System of Nonlinear Random Boolean
Equations . . . . . . . . . . . . . . . 75--88
A. N. Timashev On Asymptotic Expansions in the Domain
of Large Deviations for Binomial and
Poisson Distributions . . . . . . . . . 89--98
N. N. Vakhania Random Vectors with Values in Quaternion
Hilbert Spaces . . . . . . . . . . . . . 99--115
A. A. Abdushukurov On Nonparametric Estimation of
Reliability Indices . . . . . . . . . . 116--122
N. M. Arato On Estimating the Mean Value of Levy's
Brownian Motion . . . . . . . . . . . . 123--125
Gy. Michaletzky and
L. Szeidl and
P. Varlaki On the Characteristic Function of the
Joint Limit Distribution of the First-
and Second-Order Power Sums . . . . . . 126--134
A. A. Novikov Hedging of Options with a Given
Probability . . . . . . . . . . . . . . 135--143
B. L. S. Rao Prakasa On a Characterization of Stochastic
Processes by the Absolute Moments of
Stochastic Integrals . . . . . . . . . . 144--145
Yu. A. Rozanov On Piecewise Linear Approximation for
Nonlinear Stochastic Evolution . . . . . 146--151
L. V. Rozovsky On the Cramér Series Coefficients . . . . 152--157
S. V. Savchenko On the Probability of the Existence of a
Localized Basic State for a Discrete
Schrödinger Equation with Random
Potential, Perturbed by a Compact
Operator . . . . . . . . . . . . . . . . 158--162
J. Sunklodas On a Lower Bound of the Rate of
Convergence in the Central Limit Theorem
for $m$-Dependent Random Fields . . . . 162--169
N. G. Dokuchaev Local Sojourn Time of Diffusion and
Degenerating Processes on a Mobile
Surface . . . . . . . . . . . . . . . . 171--188
H.-J. Engelbert and
J. Wolf Strong Markov Local Dirichlet Processes
and Stochastic Differential Equations 189--202
V. M. Kruglov Weak Compactness of Random Sums of
Independent Random Variables . . . . . . 203--220
N. V. Lazakovitch and
S. P. Stashulenok and
T. V. Stemkovskaia Associated Solutions of Equations in
Differentials in the Direct Product of
Algebras of Generalized Random Processes 221--238
N. P. Salikhov On One Generalization of Chernov's
Distance . . . . . . . . . . . . . . . . 239--255
B. I. Selivanov On a Generalization of the Classical
Allocation Problem . . . . . . . . . . . 256--268
I. N. Volodin and
An. A. Novikov Local Asymptotic Efficiency of a
Sequential Probability Ratio Test for
$d$-Guarantee Discrimination of
Composite Hypotheses . . . . . . . . . . 269--281
B. S. Darkhovskii On a Stochastic Renewal Problem . . . . 282--288
S. V. Nagaev and
E. L. Presman On the Iterated Logarithm Lawin a
Control Problem . . . . . . . . . . . . 288--293
A. F. Nikolaev On a Formulation of the Multiple
``Disorder'' Problem . . . . . . . . . . 293--297
M. L. Nikolaev On Optimal Multiple Stopping of Markov
Sequences . . . . . . . . . . . . . . . 298--306
B. Roos Metric Multivariate Poisson
Approximation of the Generalized
Multinomial Distribution . . . . . . . . 306--316
B. A. Sevastyanov Asymptotic Behavior of the Extinction
Probabilities for Stopped Branching
Processes . . . . . . . . . . . . . . . 315--322
M. S. Sgibnev On the Distribution of the Supremum of a
Random Walk When the Characteristic
Equation Has Roots . . . . . . . . . . . 322--329
V. I. Sherstnev A Random Variable Uniformly Distributed
ona Finite Abelian Group as Sum of
Independent Summands . . . . . . . . . . 329--335
A. Yu. Veretennikov On Large Deviations for Stochastic
Differential Equations with a Small
Diffusion and Averaging . . . . . . . . 335--337
O. P. Vinogradov Ruin Probability of an Insurance Company
in the Case where Intervals Between
Payments Have Unequal Exponential
Distributions . . . . . . . . . . . . . 337--342
S. Aspandiiarov and
R. Iasnogorodski General Criteria of Integrability of
Functions of Passage-Times for
Nonnegative Stochastic Processes and
Their Applications . . . . . . . . . . . 343--369
I. A. Ibragimov and
R. Z. Khas'minskii Estimation Problems for Coefficients of
Stochastic Partial Differential
Equations. Part I . . . . . . . . . . . 370--387
H. Luschgy Minimaxity and Equivariance in Infinite
Dimension . . . . . . . . . . . . . . . 388--404
A. V. Nagaev Cramer Large Deviations when the Extreme
Conjugate Distribution is Heavy-tailed 405--421
S. V. Pazizin and
B. V. Ryazanov Asymptotic Normality of the
Log-likelihood Ratio for a Class of
$m$-dependent Random Variables . . . . . 422--433
A. G. Sholomitskii On the Necessary Conditions of Normal
Convergence for Martingales . . . . . . 434--448
M. A. Vronskii Rate of Convergence in the SLLN for
Associated Sequences and Fields . . . . 449--462
Zhong Gen Su On the Weak Convergence of Vector-Valued
Continuous Random Processes . . . . . . 463--476
G. M. Fel'dman On a Characterization of Gaussian
Distributions on Abelian Groups by
Constancy of Regression . . . . . . . . 477--480
V. G. Mikhailov Limit Theorems for the Number of Nonzero
Solutions of a System of Random
Equations over GF(2) . . . . . . . . . . 480--487
Yu. S. Mishura and
F. Weisz Atomic Decompositions and Inequalities
for Vector-Valued Discrete-Time
Martingales . . . . . . . . . . . . . . 487--496
A. N. Quas An Entropy Estimator for a Class of
Infinite Alphabet Processes . . . . . . 496--507
V. A. Vasiliev G. M. Koshkin Nonparametric Identification of
Autoregressions . . . . . . . . . . . . 507--517
S. Albeverio and
L. V. Bogachev Localization vs. Delocalization of
Random Discrete Measures . . . . . . . . 519--538
A. A. Borovkov Asymptotically Optimal Solutions in the
Change-Point Problem . . . . . . . . . . 539--561
P. Del Moral and
M. Doisy Maslov Idempotent Probability Calculus,
I . . . . . . . . . . . . . . . . . . . 562--576
B. Delyon and
A. Juditsky On Small Perturbations of Stable Markov
Operators: Unbounded Case . . . . . . . 577--587
A. V. Melnikov and
M. L. Nechaev On the Mean-Variance Hedging Problem . . 588--603
Y. Rinott and
V. Rotar Some Bounds on the Rate of Convergence
in the CLT for Martingales. I . . . . . 604--619
V. Vatutin and
A. Wakolbinger Spatial Branching Populations with Long
Individual Lifetimes . . . . . . . . . . 620--632
A. V. Kalinkin Final Probabilities for a Branching
Process with Interaction of Particles
and an Epidemic Process . . . . . . . . 633--640
A. V. Kolesnikov On Topological Properties of the
Skorokhod Space . . . . . . . . . . . . 640--644
V. Yu. Korolev On Convergence of Distributions of
Compound Cox Processes to Stable Laws 644--650
A. A. Pashko Uniform Convergence of Sub-Gaussian
Integrals . . . . . . . . . . . . . . . 650--655
N. A. Tolmachev On the Smoothness and Singularity of
Invariant Measures and Transition
Probabilities of Infinite-dimensional
Diffusions . . . . . . . . . . . . . . . 655--664
A. Yu. Veretennikov On Large Deviations in the Averaging
Principle for Stochastic Differential
Equations with ``Complete Dependence'' 664--666
P. A. Zanzotto Representation of a Class of
Semimartingales as Stable Integrals . . 666--676
A. M. Zubkov Two-sided Inequalities for Laplace
Transforms . . . . . . . . . . . . . . . 676--681
Anonymous Letter to the Editors . . . . . . . . . 682--682
Anonymous Reviews and Bibliography . . . . . . . . 683--684
Anonymous News of Scientific Life . . . . . . . . 685--686
Anonymous The 20th International Seminar on
Stability Problems for Stochastic
Models, Lublin--Naleczow, Poland,
September 5--11, 1999 . . . . . . . . . 687--688
V. I. Bakhtin Cramér Asymptotics in a System with Slow
and Fast Markovian Motions . . . . . . . 1--17
V. Cekanavicius On Compound Poisson Approximations Under
Moment Restrictions . . . . . . . . . . 18--28
R. Douady and
A. N. Shiryaev and
M. Yor On Probability Characteristics of
``Downfalls'' in a Standard Brownian
Motion . . . . . . . . . . . . . . . . . 29--38
P. Grandits On Martingale Measures for Stochastic
Processes with Independent Increments 39--50
W. Schachermayer and
W. Schachinger Is There a Predictable Criterion for
Mutual Singularity of Two Probability
Measures on a Filtered Space? . . . . . 51--59
N. V. Tsilevich Stationary Random Partitions of Positive
Integers . . . . . . . . . . . . . . . . 60--74
S. V. Zhulenev On Large Deviations, I . . . . . . . . . 75--92
A. N. Chuprunov On Convergence in Law of Maxima of
Independent Identically Distributed
Random Variables with Random
Coefficients . . . . . . . . . . . . . . 93--97
G. M. Molchan On the Maximum of a Fractional Brownian
Motion . . . . . . . . . . . . . . . . . 97--102
M. L. Nechaev On the Mean-Variance Hedging in the
Ho--Lee Diffusion Model . . . . . . . . 102--106
D. Neuenschwander The Class ${I}_0$ for Random Increasing
Upper Semicontinuous Functions . . . . . 106--109
S. Yu. Novak On the Mode of an Unknown Probability
Distribution . . . . . . . . . . . . . . 109--113
Yu. A. Rozanov and
F. Sanso On Stochastic Boundary Problems for
Harmonic Functions in Banach Spaces . . 114--119
L. V. Rozovsky On a Feller Theorem . . . . . . . . . . 119--124
V. I. Serdobolskii Asymptotically Dominating Estimation of
Expectation Value Vectors . . . . . . . 124--130
T. Shervashidze Local Limit Theorems for Conditionally
Independent Random Variables Controlled
by a Finite Markov Chain . . . . . . . . 131--135
Zhengyan Lin The Invariance Principle for Some Class
of Markov Chains . . . . . . . . . . . . 136--139
Anonymous The XIXth International Seminar on
Stability Problems for Stochastic Models 140--196
O. E. Barndorff-Nielsen $L$-Nonformation, $L$-Ancillarity, and
$L$-Sufficiency . . . . . . . . . . . . 197--201
O. V. Gulinsky and
R. Sh. Liptser An Example of Large Deviations for a
Stationary Process . . . . . . . . . . . 201--217
E. Mordecki Necessary Conditions for Stable
Convergence of Semimartingales . . . . . 217--221
Anonymous Reviews and Bibliography . . . . . . . . 222--224
A. N. Shiryaev On the History of the Foundation of the
Russian Academy of Sciences and about
the First Articles on Probability Theory
in Russian Publications . . . . . . . . 225--230
A. A. Borovkov and
S. G. Foss Estimates for Overshooting an Arbitrary
Boundary by a Random Walk and Their
Applications . . . . . . . . . . . . . . 231--253
I. A. Ibragimov and
M. A. Lifshits On Almost Sure Limit Theorems . . . . . 254--272
A. G. Kukush and
Yu. S. Mishura Asymptotic Properties of an Intensity
Estimator of an Inhomogeneous Poisson
Process in a Combined Model . . . . . . 273--292
J. R. Magnus The Traditional Pretest Estimator . . . 293--308
V. P. Maslov An Equation of the Kolmogorov--Feller
Type in a Factorized Probability Space 309--318
P. Del Moral and
M. Doisy Maslov Idempotent Probability Calculus.
II . . . . . . . . . . . . . . . . . . . 319--332
E. Valkeila and
A. V. Melnikov Martingale Models of Stochastic
Approximation and Their Convergence . . 333--360
A. Yu. Veretennikov On Polynomial Mixing and Convergence
Rate for Stochastic Difference and
Differential Equations . . . . . . . . . 361--374
A. N. Kolmogorov and
N. G. Rychkova Russian Poetry Rhythm Analysis and
Probability Theory . . . . . . . . . . . 375--385
V. F. Gaposhkin On the Integrability of a Maximal Square
Function in Ergodic Theory . . . . . . . 386--394
V. Yu. Korolev Asymptotic Properties of Sample
Quantiles Constructed from Samples with
Random Sizes . . . . . . . . . . . . . . 394--399
A. V. Lebedev Limit Theorems on Maximums of Poisson
Sequences and Their Applications to
Queuing Theory . . . . . . . . . . . . . 400--404
F. S. Nasyrov On the Representation of Certain Classes
of Stochastic Ito Integrals in the Form
of Pathwise Lebesgue Integrals . . . . . 404--409
B. A. Rogozin On the Constant in the Definition of
Subexponential Distributions . . . . . . 409--412
A. N. Shiryaev and
A. S. Cherny Some Distributional Properties of a
Brownian Motion with a Drift and an
Extension of P. Lévy's Theorem . . . . . 412--418
N. V. Smorodina Asymptotic Expansion of the Distribution
of a Homogeneous Functional of a
Strictly Stable Random Vector. II . . . 419--427
Anonymous Reviews and Bibliography . . . . . . . . 428--431
A. N. Borodin Distribution of Functionals of Certain
Non-Markovian Processes . . . . . . . . 433--452
G. Freiman and
A. M. Vershik and
Yu. V. Yakubovich A Local Limit Theorem for Random Strict
Partitions . . . . . . . . . . . . . . . 453--468
I. A. Ibragimov and
R. V. Khas'minskii Estimation Problems for Coefficients of
Stochastic Partial Differential
Equations. Part II . . . . . . . . . . . 469--494
S. Ya. Makhno Convergence of Solutions of
One-Dimensional Stochastic Equations . . 495--510
M. Minozzo Purely Game-theoretic Random Sequences:
I. Strong Law of Large Numbers and Law
of the Iterated Logarithm . . . . . . . 511--522
Y. Rinott and
V. Rotar Some Bounds on the Rate of Convergence
in the CLT for Martingales. II . . . . . 523--536
A. Tempelman Dimension of Random Fractals in Metric
Spaces . . . . . . . . . . . . . . . . . 537--557
A. V. Lebedev Limit Theorems for Maxima of Independent
Random Sums . . . . . . . . . . . . . . 558--561
C. Noquet Inequalities for the Total Variation
between the Distributions of a Sequence
and Its Translate . . . . . . . . . . . 561--569
S. Y. Novak Generalized Kernel Density Estimator . . 570--583
L. V. Rozovsky An Extremal Property of the Uniform
Distribution and Some of Its
Consequences . . . . . . . . . . . . . . 583--588
L. V. Rozovsky On the J. Doob Inequality for
Characteristic Functions . . . . . . . . 588--590
A. Le Breton and
A. A. Novikov On Stochastic Approximation Procedures
with Averaging . . . . . . . . . . . . . 591--604
R. Mikulevicius and
B. Rozovskii Fourier--Hermite Expansions for
Nonlinear Filtering . . . . . . . . . . 606--612
Anonymous Reviews and Bibliography . . . . . . . . 613--621
Anonymous News of Scientific Life . . . . . . . . 622--631
I. Epifani and
A. Lijoi A Finitely Additive Version of the Law
of the Iterated Logarithm . . . . . . . 633--649
C. Gamet and
M. Weber Entropy Numbers of Some Ergodic Averages 650--668
R. Lipster and
W. J. Runggaldier and
M. Taksar Diffusion Approximation and Optimal
Stochastic Control . . . . . . . . . . . 669--698
A. Pellegrinotti and
V. Sidoravicius and
M. E. Vares Stationary State and Diffusion for a
Charged Particle in a One-Dimensional
Medium with Lifetimes . . . . . . . . . 697--721
A. C. M. van Rooij and
F. H. Ruymgaart and
W. R. van Zwet Asymptotic Efficiency of Inverse
Estimators . . . . . . . . . . . . . . . 722--738
V. N. Soloviov Towards the Theory of Minimax-Bayesian
Estimation . . . . . . . . . . . . . . . 739--754
Anonymous On the 70th Birthday of Vitautas
Antanovich Statulevicius . . . . . . . . 755--755
F. A. Aliev New Characterization of Discrete
Distributions Through Weak Records . . . 756--761
E. B. Dynkin Exit Laws and Excessive Functions for
Superprocesses . . . . . . . . . . . . . 762--767
A. G. Grin' On Strong Attraction of Stationary
Sequences to a Normal Law . . . . . . . 768--775
I. K. Matsak On the Law of the Iterated Logarithm in
Banach Lattices . . . . . . . . . . . . 775--784
Yu. V. Zhukov On the Accuracy of Normal Approximation
for the Densities of Sums of Independent
Identically Distributed Random Variables 785--793
A. M. Zubkov Isomorphisms Between Sets of Probability
Distributions . . . . . . . . . . . . . 794--797
Anonymous Reviews and Bibliography . . . . . . . . 798--805
Anonymous News of Scientific Life . . . . . . . . 806--807
Anonymous 70th Birthday of Yurii Vasilievich
Prokhorov . . . . . . . . . . . . . . . 1--1
A. A. Borovkov and
A. A. Mogulskii Integro-Local Limit Theorems Including
Large Deviations for Sums of Random
Vectors. II . . . . . . . . . . . . . . 3--22
K. Fleischmann and
V. A. Vatutin Deviations from Typical Type Proportions
in Critical Multitype Galton-Watson
Processes . . . . . . . . . . . . . . . 23--40
S. E. Graversen and
G. Peskir and
A. N. Shiryaev Stopping Brownian Motion Without
Anticipation as Close as Possible to Its
Ultimate Maximum . . . . . . . . . . . . 41--50
V. A. Kopytsev Limit Theorems for the Number of
Solutions of a System of Random
Equations . . . . . . . . . . . . . . . 51--68
V. M. Kruglov The Asymptotic Behavior of the Pearson
Statistic . . . . . . . . . . . . . . . 69--92
E. Regazzini and
V. V. Sazonov Approximation of Laws of Random
Probabilities by Mixtures of Dirichlet
Distributions with Applications to
Nonparametric Bayesian Inference . . . . 93--110
A. L. Ruhkin Testing Randomness: A Suite of
Statistical Procedures . . . . . . . . . 111--132
N. G. Gamkrelidze An Inequality for a Multidimensional
Characteristic Function . . . . . . . . 133--135
V. Yu. Korolev Asymptotic Properties of Extrema of
Compound Cox Processes and Their
Applications to Some Problems of
Financial Mathematics . . . . . . . . . 136--147
V. V. Kvaratskhelia Unconditional Convergence of Gaussian
Random Series in Banach Spaces . . . . . 147--152
S. V. Nagaev On Probability and Moment Inequalities
for Dependent Random Variables . . . . . 152--160
A. Yu. Veretennikov On Polynomial Mixing for SDEs with a
Gradient-Type Drift . . . . . . . . . . 160--164
O. V. Viskov A Random Walk with a Skip-Free Component
and the Lagrange Inversion Formula . . . 164--172
Anonymous News of Scientific Life . . . . . . . . 173--174
O. E. Barndorff-Nielsen Superposition of Ornstein--Uhlenbeck
Type Processes . . . . . . . . . . . . . 175--194
A. S. Cherny Convergence of Some Integrals Associated
with Bessel Processes . . . . . . . . . 195--209
I. A. Ibragimov and
R. Z. Khas'minskii Estimation Problems for Coefficients of
Stochastic Partial Differential
Equations. Part III . . . . . . . . . . 210--232
M. Minozzo Purely Game-Theoretic Random Sequences:
II. Limiting Empirical Distributions and
Strong Central Limit Theorem . . . . . . 233--245
V. I. Piterbarg and
Yu. N. Tyurin Multivariate Rank Correlations: A
Gaussian Field on a Direct Product of
Spheres . . . . . . . . . . . . . . . . 246--257
B. Roos Binomial Approximation to the Poisson
Binomial Distribution: The Krawtchouk
Expansion . . . . . . . . . . . . . . . 258--272
M. G. Shur Ratio Limit Theorems for Self-Adjoint
Operators and Symmetric Markov Chains 273--288
I. S. Borisov and
D. V. Mironov An Asymptotic Representation for the
Likelihood Ratio for Multidimensional
Samples with Discontinuous Densities . . 289--300
K. A. Borovkov and
D. Pfeifer Estimates for the Syracuse Problem via a
Probabilistic Model . . . . . . . . . . 300--310
Yu. I. Ingster On Testing a Hypothesis Which Is Close
to a Simple Hypothesis . . . . . . . . . 310--323
V. A. Malyshev Macrodimension: An Invariant of Local
Dynamics . . . . . . . . . . . . . . . . 323--329
M. E. Mancino and
L. Pratelli Some Results of Stable Convergence for
Exchangeable Random Variables in Hilbert
Spaces . . . . . . . . . . . . . . . . . 329--337
M. Mania and
R. Tevzadae Semimartingale Functions of a Class of
Diffusion Processes . . . . . . . . . . 337--343
G. M. Molchan On a Maximum of Stable Lévy Processes . . 343--349
D. Ramachandran and
L. Rüschendorf On the Monge-Kantorovitch Duality
Theorem . . . . . . . . . . . . . . . . 350--356
R. Zielinski A Reparameterization of the Symmetric
$\alpha$-Stable Distributions and Their
Dispersive Ordering . . . . . . . . . . 357--358
Anonymous Reviews and Bibliography . . . . . . . . 359--361
Anonymous Letter to the Editors . . . . . . . . . 362--362
V. Bogachev and
M. Röckner A Generalization of Khasminskii's
Theorem on the Existence of Invariant
Measures for Locally Integrable Drifts 363--378
A. A. Borovkov and
D. A. Korshunov Large-Deviation Probabilities for
One-Dimensional Markov Chains. Part 2:
Prestationary Distributions in the
Exponential Case . . . . . . . . . . . . 379--405
Yu. V. Borovskikh On a Normal Approximation of
${U}$-Statistics . . . . . . . . . . . . 406--423
S. Chobanyan and
H. Saleh Exact Maximal Inequalities for
Exchangeable Systems of Random Variables 424--435
I. Fazekas and
O. Klesov A General Approach to the Strong Law of
Large Numbers . . . . . . . . . . . . . 436--449
B. P. Harlamov On the Distribution Density of the First
Exit Point of a Diffusion Process form a
Small Neighborhood of Its Initial
Position . . . . . . . . . . . . . . . . 450--465
M. N. Malyshkin Subexponential Estimates of the Rate of
Convergence to the Invariant Measure for
Stochastic Differential Equations . . . 466--479
Yu. S. Mishura and
Ya. A. Oltsik Choosing an Optimal Switching Moment on
the Financial Market with Alternative
Strategies (Semimartingale Approach) . . 480--493
A. N. Timashev On the Large-Deviation Asymptotics in an
Allocation Scheme of Particles into
Distinguishable Cells with Restrictions
on the Size of the Cells . . . . . . . . 494--506
G. M. Feldman More on the Skitovich-Darmous Theorem
for Finite Abelian Groups . . . . . . . 507--511
S. S. Gabriyelyan On the Automorphically Stable
Distributions on Abelian Groups . . . . 512--517
J. Geiger and
G. Kersting The Survival Probability of a Critical
Branching Process in a Random
Environment . . . . . . . . . . . . . . 517--525
S. Levental A Maximal Inequality for Real Numbers
with Application to Exchangeable Random
Variables . . . . . . . . . . . . . . . 525--532
A. V. Pechinkin The $MAP/G/1/\infty$ Queue with SRPT
Service Discipline . . . . . . . . . . . 532--539
T. S. Rybunikova On Linear Row-Finite Systems of
Stochastic Differential Equations . . . 539--545
Anonymous News of Scientific Life . . . . . . . . 546--546
M. Beibel and
H. R. Lerche Optimal Stopping of Regular Diffusions
under Random Discounting . . . . . . . . 547--557
M. V. Burnashev and
Sh. Amari and
T. S. Han On Some Testing of Hypothesis Problems
with Information Constraints . . . . . . 558--568
P. Eichelsbacher Large Deviations for Partial Sums
${U}$-Processes in Dependent Cases . . . 569--588
A. P. Korostelev and
A. L. Rukhin Recursive Estimation of a Vector
Parameter under Bahadur Risk . . . . . . 589--603
C. Landim and
M. Mourragui and
S. Sellami Hydrodynamic Limit for a Nongradient
Interacting Particle System with
Stochastic Reservoirs . . . . . . . . . 604--623
A. Yu. Zaitsev Multidimensional Version of a Result of
Sakhanenko in the Invariance Principle
for Vectors with Finite Exponential
Moments. I . . . . . . . . . . . . . . . 624--641
Anonymous Anatolii Vladimirovich Skorokhod . . . . 643--643
S. G. Bobkov Some Generalizations of Prokhorov's
Results on Khinchin-Type Inequalities
for Polynomials . . . . . . . . . . . . 644--647
E. V. Boguslavskaya On Optimization of Long-Term
Irreversible Investments in a Diffusion
Model . . . . . . . . . . . . . . . . . 647--658
L. Canto E Castro and
L De Haan and
M. G. Temido Rarely Observed Sample Maxima . . . . . 658--662
E. B. Dynkin and
S. E. Kuznetsov Rough Boundary Trace for Solutions of
$Lu=\psi{u}$ . . . . . . . . . . . . . . 662--667
P. F. Koehl and
H. Pham and
N. Touzi On Super-Replication in Discrete Time
under Transaction Costs . . . . . . . . 667--673
R. Kühne and
L. Rüschendorf On a Best Choice Problem for Discounted
Sequences . . . . . . . . . . . . . . . 673--677
V. P. Maslov Quantized Entropy and Its Relation to
Occupation Numbers . . . . . . . . . . . 678--680
T. Romanova Numerical Analysis of Piterbarg-Tyurin
Procedures for Testing Homogeneity and
Independence . . . . . . . . . . . . . . 681--687
A. A. Ryabinin On Characteristic Functions of
Probability Distributions of Sums with
Random Permutations of Signs . . . . . . 687--690
A. S. Rybakov On the Asymptotic Optimality of the
Bayesian Decision Rule in the Problem of
Multiple Classification of Hypotheses 690--695
A. V. Shipileva Estimates of the Distribution of the
Extinction Moment of a Markov Branching
Process . . . . . . . . . . . . . . . . 695--698
Anonymous Twentieth International Seminar on
Stability Problems for Stochastic Models 699--724
Anonymous Reviews and Bibliography . . . . . . . . 725--730
B. Bercu and
A. Rouault Sharp Large Deviations for the
Ornstein--Uhlenbeck Process . . . . . . 1--19
V. I. Bogachev and
A. V. Kolesnikov Open Mappings of Probability Measures
and the Skorokhod Representation Theorem 20--38
V. M. Kruglov and
Zhang Bo Weak Convergence of Random Sums . . . . 39--57
J. D. Mason and
Xiao Yimin Sample Path Properties of
Operator-Self-Similar Gaussian Random
Fields . . . . . . . . . . . . . . . . . 58--78
S. V. Nagaev Lower Bounds on Large Deviation
Probabilities for Sums of Independent
Random Variables . . . . . . . . . . . . 79--102
B. Roos Multinomial and Krawtchouk
Approximations to the Generalized
Multinomial Distribution . . . . . . . . 103--117
A. S. Cherny Families of Consistent Probability
Measures . . . . . . . . . . . . . . . . 118--121
G. Di Nunno and
Yu. A. Rozanov On Measurable Modification of Stochastic
Functions . . . . . . . . . . . . . . . 122--127
R. Ibragimov and
Sh. Sharakhmetov The Exact Constant in the Rosenthal
Inequality for Random Variables with
Mean Zero . . . . . . . . . . . . . . . 127--132
A. D. Kolesnik and
E. Orsingher Analysis of a Finite-Velocity Planar
Random Motion with Reflection . . . . . 132--140
Yu. A. Kutoyants and
I. Negri On $L_2$ Efficiency of an Empiric
Distribution for Ergodic Diffusion
Processes . . . . . . . . . . . . . . . 140--146
S. Leventhal On Coupling of Brownian Bridges . . . . 146--153
V. I. Oseledets and
D. V. Khmelev Stochastic Transportation Networks and
Stability of Dynamical Systems . . . . . 154--161
E. I. Ostrovskii The Anisotropic Moduli of Continuity of
Random Fields . . . . . . . . . . . . . 161--167
G. Peskir and
A. N. Shiryaev A Note on the Call-Put Parity and a
Call-Put Duality . . . . . . . . . . . . 167--170
Anonymous Twentieth International Seminar on
Stability Problems for Stochastic Models 171--184
Anonymous Reviews and Bibliography . . . . . . . . 185--191
A. A. Borovkov and
K. A. Borovkov On Probabilities of Large Deviations for
Random Walks. I. Regularly Varying
Distribution Tails . . . . . . . . . . . 193--213
M. V. Burnashev and
T. S. Han and
S. Amari On Some Estimation Problems with
Information Constraints . . . . . . . . 214--225
G. P. Chistyakov A New Asymptotic Expansion and
Asymptotically Best Constants in
Lyapunov's Theorm. I. . . . . . . . . . 226--242
A. Fuchs and
A. Joffe and
J. Teugels Expectation of the Ratio of the Sum of
Squares to the Square of the Sum: Exact
and Asymptotic Results . . . . . . . . . 243--255
A. Yu. Khrennikov Interpretations of Probability and Their
$p$-Adic Extensions . . . . . . . . . . 256--273
Zeng-Hu Li Skew Convolution Semigroups and Related
Immigration Processes . . . . . . . . . 274--297
S. Louhichi Rates of Convergence in the CLT for Some
Weakly Dependent Random Variables . . . 297--315
P. S. Ruzankin Construction of the Optimal Joint
Distribution of Two Random Variables . . 316--334
Anonymous Regina Ivanovskaya's Anniversary . . . . 335--335
D. V. Belomestnyi On the Problem of Reconstructing a
Summands Distribution by Their Sum . . . 336--341
V. F. Gaposhkin Some Examples of the Problem of
$\varepsilon$-Deviatations for
Stationary Sequences . . . . . . . . . . 341--346
A. V. Kalinkin On the Extinction Probability of a
Branching Process with Two Kinds of
Interaction of Particles . . . . . . . . 347--352
A. E. Kondratenko The Relation Between a Rate of
Convergence of Moments of Normed Sums
and the Chebyshev-Hermite Models . . . . 352--355
D. A. Korshunov Large-Deviation Probabilities for Maxima
of Sums of Independent Random Variables
with Negative Mean and Subexponential
Distribution . . . . . . . . . . . . . . 355--366
V. A. Koval' On the Law of the Iterated Logarithm for
Operator Normed Sums of Random Vectors 366--368
Su Chun and
Taizhong Hu and
Hanying Liang On the Logarithm Law for Strictly
Stationary and Negatively Associated
Arrays . . . . . . . . . . . . . . . . . 369--379
Anonymous Reviews and Bibliography . . . . . . . . 380--385
Anonymous Birthday Congratulations . . . . . . . . 386--386
Yu. Yu. Bakhtin A Functional Central Limit Theorem for
Transformed Solutions of the
Multidimensional Burgers Equation with
Random Initial Data . . . . . . . . . . 387--405
A. S. Cherny On the Uniqueness in Law and the
Pathwise Uniqueness for Stochastic
Differential Equations . . . . . . . . . 406--419
A. V. Prokhorov and
N. G. Ushakov On the Problem of Reconstructing a
Summands Distribution by the
Distribution of Their Sum . . . . . . . 420--430
A. N. Startsev On a Model of Interacting Particles of
Two Types Generalizing the
Bartlett--McKendrick Epidemic Process 431--447
Z. G. Su On Central Limit Theorems for Vector
Random Measures and Measure-Valued
Processes . . . . . . . . . . . . . . . 448--468
T. M. Suidan Convex Minorants of Random Walks and
Brownian Motion . . . . . . . . . . . . 469--481
N. V. Vakulenko On Estimating Multimodal Spectra of Time
Series . . . . . . . . . . . . . . . . . 482--489
A. Yu. Zaitsev Multidimensional Version of a Result of
Sakhanenko in the Invariance Principle
for Vectors with Finite Exponential
Moments. II . . . . . . . . . . . . . . 490--514
Anonymous 80th Birthday of Andrei Sergeevich Monin 515--515
G. P. Chistyakov A New Asymptotic Expansion and
Asymptotically Best Constants in
Lyapunov's Theorem. II . . . . . . . . . 516--522
J. Kallsen and
A. N. Shiraev Time Change Representation of Stochastic
Integrals . . . . . . . . . . . . . . . 522--528
V. I. Khokhlov Polynomials Orthogonal with Respect to
the Multinomial Distribution and the
Factorial-Power Formalism . . . . . . . 529--536
V. A. Lebedev $L^p$-Valued Random Measures and Good
Extensions of a Stochastic Basis . . . . 536--542
V. V. Petrov On the Law of the Iterated Logarithm for
a Sequence of Independent Random
Variables . . . . . . . . . . . . . . . 542--544
Yu. V. Prokhorov and
O. V. Viskov and
V. I. Khokhlov Binomial Analogues of the Chernoff
Inequality . . . . . . . . . . . . . . . 544--547
G. Yu. Sofronov Asymptotically $d$-Optimal Test of a
Change-Point Detection . . . . . . . . . 547--548
Anonymous Nikolai Aleksandrovich Dmitriev
(Obituary) . . . . . . . . . . . . . . . 549--553
Anonymous Author Index to Volumes 41-45 . . . . . 554--570
I. B. Alberlink and
V. Bentkus Lyapunov-Type Bounds for
${U}$-Statistics . . . . . . . . . . . . 571--588
A. Aleskeviciene and
V. Statulvicius Large Deviations in the Approximation by
the Poisson Law . . . . . . . . . . . . 589--602
A. A. Borovkov and
D. A. Korshunov Large-Deviation Probabilities for
One-Dimensional Markov Chains. Part 3:
Prestationary Distributions in the
Subexponential Case . . . . . . . . . . 603--618
G. G. Golubev and
F. N. Enikeeva On the Minimax Estimation Problem of a
Fractional Derivative . . . . . . . . . 619--635
M. ~V. ~Kozlov On the Erdos--Renyi Partial Sums: Large
Deviations, Conditional Behavior . . . . 636--651
M. F. Lifshits and
E. Yu. Shmileva Poisson Measures Quasi-Invariant with
Respect to Multiplicative
Transformations . . . . . . . . . . . . 652--666
V. G. Mikhailov Estimate of the Accuracy of the Compound
Poisson Approximation for the
Distribution of the Number of Matching
Patterns . . . . . . . . . . . . . . . . 667--675
A. Yu. Zaitsev Multidimensional Version of a Result of
Sakhanenko in the Invariance Principle
for Vectors with Finite Exponential
Moments. III . . . . . . . . . . . . . . 676--698
T. Cacoullos and
N. Papadatos and
V. Papathanasiou An Application of a Density Transform
and the Local Limit Theorem . . . . . . 699--707
V. K. Domansky Randomized Optimal Stopping Times for a
Class of Stopping Games . . . . . . . . 708--717
Gan Shixin Strong Laws of Large Numbers for
$B$-Valued $L_q$-Mixingale Sequences and
the $q$-Smoothness of Banach Space . . . 717--721
V. M. Kruglov and
G. N. Petrovskaya Weak Convergence of a Certain Functional 721--727
S. V. Nagaev Lower Bounds for Probabilities of Large
Deviations of Sums of Independent Random
Variables . . . . . . . . . . . . . . . 728--735
V. P. Nosko The Horizon of a Random Cone Field under
a Trend: One-Dimensional Distributions 736--744
B. A. Rogozin Ratio Limit Theorem for Concentration
Functions . . . . . . . . . . . . . . . 744--746
Yu. A. Rozanov On Monotone Extension of Linear
Continuous Functionals . . . . . . . . . 747--749
Anonymous Reviews and Bibliography . . . . . . . . 750--752
Anonymous News of Scientific Life . . . . . . . . 753--756
V. E. Bening and
V. Yu. Korolev Nonparametric Estimation of the Ruin
Probability for Generalized Risk
Processes . . . . . . . . . . . . . . . 1--16
S. Csorgo and
Z. Megyesi Merging to Semistable Laws . . . . . . . 17--33
F. LeBlanc and
O. V. Lepski Test of Symmetry in Nonparametric
Regression . . . . . . . . . . . . . . . 34--52
G. N. Milstein and
m. V. Tretyakov The Simplest Random Walks for the
Dirichlet Problem . . . . . . . . . . . 53--68
G. M. Molchan Linear Problems for a Fractional
Brownian Motion: Group Approach . . . . 69--78
T. Schreiber Limit Theorems for Certain Functionals
of Unions of Random Closed Sets . . . . 79--90
A. N. Timashev Integral Limit Theorems on Large
Deviations for Multidimensional
Hypergeometric Distribution . . . . . . 91--98
V. A. Vatutin Reduced Branching Processes in Random
Environment: The Critical Case . . . . . 99--113
A. L. Yakymiv On the Asymptotics of the Density of an
Infinitely Divisible Distribution at
Infinity . . . . . . . . . . . . . . . . 114--122
G. G. Amosov and
A. S. Holevo On the Multiplicativity Hypothesis for
Quantum Communication Channels . . . . . 123--127
A. Baltrunas and
E. Omey Second-Order Renewal Theorem in the
Finite-Means Case . . . . . . . . . . . 127--132
K. Borovkov A Note on Diffusion-Type Approximation
to Branching Processes in Random
Environments . . . . . . . . . . . . . . 132--138
S. Grishechkin and
M. Devetsikiotis and
I. Lambadaris and
C. Hobbs Multistability in Queues with
Retransmission and Its Relationship with
Large Deviations in Branching Processes 139--150
N. V. Klykova Limit Distribution of a Number of
Coinciding Intervals . . . . . . . . . . 151--156
S. B. Kuksin and
N. S. Nadirashvili and
A. L. Piatnitski Holder Estimates for Solutions of
Parabolic SPDEs . . . . . . . . . . . . 157--163
A. V. Makrushin he Unimprovability of Moment Estimates 164--171
L. V. Rozovsky A Remark on the Kolmogorov Law of the
Iterated Logarithm . . . . . . . . . . . 171--173
L. V. Rozovsky An Estimate from Below of the Remainder
in the Central Limit Theorem for a Sum
of Independent Random Variables with
Finite Moments of a High Order . . . . . 174--183
Anonymous Reviews and Bibliography . . . . . . . . 184--187
Louis Nirenberg In Memoriam: Natascha Artin Brunswick,
Editor Emeritus . . . . . . . . . . . . 189--189
A. Abrams and
H. Landau and
Z. Landau and
J. Pommersheim and
E. Zaslow An Iterated Random Function with
Lipschitz Number One . . . . . . . . . . 190--201
O. E. Barnsdorff-Nielsen ad V. Perez-Abreu Extensions of Type $G$ and Marginal
Infinite Divisibility . . . . . . . . . 202--218
Yu. Davydov and
E. Thilly Convex Rearrangements of Gaussian
Processes . . . . . . . . . . . . . . . 219--235
A. Y. Lo and
V. V. Sazonov On Consistency of Bayes Procedures . . . 236--256
L. D. Pustyl'nikov Discrete Wave Equations with Random
Parameters and a Discrete String with
Random Masses . . . . . . . . . . . . . 257--268
T. Rychlik Sharp Mean-Variance Inequalities for
Quantiles of Distributions Determined by
Convex and Star Orders . . . . . . . . . 269--285
N. P. Salikhov Optimal Sequences of Tests for Several
Polynomial Schemes of Trials . . . . . . 286--298
Anonymous In Memoriam: Professor Vyacheslav
Vasilievich Sazonov . . . . . . . . . . 299--299
M. Bloznelis and
H. Putter Second-Order and Bootstrap Approximation
to Student's $t$-Statistic . . . . . . . 300--307
S. G. Bobkov Localization Proof of the Bakry--Ledoux
Isoperimetric Inequality and Some
Applications . . . . . . . . . . . . . . 308--314
A. N. Frolov On the Asymptotic Behavior of the Large
Increments of Sums of Independent Random
Variables . . . . . . . . . . . . . . . 315--323
F. Gotze and
A. N. Tikhomirov Rate of Convergence to the Semicircular
Law for the Gaussian Unitary Ensemble 323--330
V. M. Kruglov On Extending the Brunk--Prokhorov Strong
Law of Large Numbers . . . . . . . . . . 330--333
J. C. Mattingly Contractivity and Ergodicity of the
Random Map
$\boldsymbol{\lowercase{x\,\mapsto\,|x-\theta|}}$ 333--343
V. G. Mikhailov Poisson-type Limit Theorems for the
Number of Incomplete Matches of
$S$-patterns . . . . . . . . . . . . . . 343--351
B. A. Rogozin Tauberian Theorems for Decreasing
Functions of Dominated Variation . . . . 351--357
B. Roos Kerstan's Method in the Multivariate
Poisson Approximation: An Expansion in
the Exponent . . . . . . . . . . . . . . 358--363
A. Stepanov Conditional Distributions of the Times
of One-Sided Sequential Approximations 363--365
M. G. Temido and
L. Canto e Castro Max-Semistable Laws in Extremes of
Stationary Random Sequences . . . . . . 365--374
Anonymous Reviews and Bibliography . . . . . . . . 375--376
A. S. Cherny and
A. N. Shiryaev and
M. Yor Limit Behavior of the
``Horizontal-Vertical'' Random Walk and
Some Extensions of the
Donsker--Prokhorov Invariance Principle 377--394
G. P. Chistyakov A New Asymptotic Expansion and
Asymptotically Best Constants in
Lyapunov's Theorem. III . . . . . . . . 395--414
G. P. Chistyakov and
F. Gotze Moderate Deviations for Student's
Statistic . . . . . . . . . . . . . . . 415--428
K. Fleischmann and
V. A. Vatutin and
A. Wakolbinger Branching Systems with Long-Living
Particles at the Critical Dimension . . 429--454
T.-C. Hu and
D. Li and
A. Rosalsky and
A. I. Volodin On the Rate of Complete Convergence for
Weighted Sums of Arrays of Banach Space
Valued Random Elements . . . . . . . . . 455--468
A. V. Kalinkin Absorption Probability at the Border of
a Random Walk in a Quadrant and a
Branching Process with Interaction of
Particles . . . . . . . . . . . . . . . 469--487
The Editors Ildar Abdullovich Ibragimov . . . . . . 488--488
A. V. Boikov The Cramer--Lundberg Model with
Stochastic Premium Process . . . . . . . 489--493
V. Cekanavivcius On Multivariate Compound Distributions 493--506
A. G. Grin' On the Minimal Condition of Weak
Dependency in the Central Limit Theorem
for Stationary Sequences . . . . . . . . 506--510
L. A. Imhof Random Polynomials with a Prescribed
Number of Real Zeros . . . . . . . . . . 511--518
G. I. Ivchenko and
Yu. I. Medvedev Goncharov's Method and Its Development
in the Analysis of Different Models of
Random Permutations . . . . . . . . . . 518--526
E. Janvresse Bounds on Semigroups of Random Rotations
on $SO(n)$ . . . . . . . . . . . . . . . 526--532
I. M. Khamdamov and
A. V. Nagaev On the Role of Extreme Summands in Sums
of Independent Random Variables . . . . 533--541
R. Khasminskii and
R. Liptser Online Estimation of a Smooth Regression
Function . . . . . . . . . . . . . . . . 541--550
V. I. Sherstnev Decompositions of the Uniform
Distribution on a Finite Group . . . . . 550--555
Anonymous Reviews and Bibliography . . . . . . . . 556--565
M. A. Arcones The Large Deviation Principle for
Stochastic Processes. Part I . . . . . . 567--583
A. A. Borovkov Asymptotics of Crossing Probability of a
Boundary by the Trajectory of a Markov
Chain. Heavy Tails of Jumps . . . . . . 584--608
B. S. Darkhovski and
M. Staroswiecki The Hypotheses Testing Problem under
Unknown Parameter . . . . . . . . . . . 609--622
V. R. Fatalov Asymptotics of Large Deviations for
Wiener Random Fields in $L^p$-Norm,
Nonlinear Hammerstein Equations, and
High-Order Hyperbolic Boundary-Value
Problems . . . . . . . . . . . . . . . . 623--636
V. A. Lebedev On the Existence of Weak Solutions for
Stochastic Differential Equations with
Driving $L^0$-Valued Measures . . . . . 637--648
S. Louhichi Moment Inequalities for Sums of Certain
Dependent Random Variables . . . . . . . 649--664
V. P. Maslov Quantum Statistics Methods from the
Viewpoint of Probability Theory. I . . . 665--683
Yu. Bakhtin Existence and Uniqueness of a Stationary
Solution of a Nonlinear Stochastic
Differential Equation with Memory . . . 684--688
S. A. Bogatyrev A Nonuniform Estimate for the Error in
Short Asymptotic Expansions in Hilbert
Space . . . . . . . . . . . . . . . . . 689--692
A. A. Kulikova Estimate of the Rate of Convergence of
Probability Distributions to a Uniform
Distribution . . . . . . . . . . . . . . 693--699
A. A. Kulikova and
Yu. V. Prokhorov Uniform Distributions on Convex Sets:
Inequality for Characteristic Functions 700--701
A. V. Lebedev Extremes of Shot-Noise Fields in the
Presence of Regularly Varying Tails . . 702--706
Z. Peng and
S. Nadarajah On the Joint Limiting Distribution of
Sums and Maxima of Stationary Normal
Sequence . . . . . . . . . . . . . . . . 706--709
A. I. Petrov Random Context-Free Grammars:
Supercritical Case with a Nonzero
Extinction Probability . . . . . . . . . 709--718
V. I. Piterbarg and
A. M. Kozlov On Large Jumps of a Cramer Random Walk 719--729
O. Sh. Sharipov Invariance Principle for
${U}$-Statistics and von Mises'
Functionals of Weakly Dependent
Observations . . . . . . . . . . . . . . 730--733
A. Yu. Veretennikov On SDE and Semigroup Approximations and
Large Deviations . . . . . . . . . . . . 733--741
Anonymous News of Scientific Life . . . . . . . . 742--744
A. A. Aleskeviciené Transient Phenomena in a Random Walk . . 1--18
M. A. Arcones The Large Deviation Principle for
Stochastic Processes. II . . . . . . . . 19--44
N. G. Dokuchaev Parabolic Ito Equations with Nonsmooth
Nonlinearity and Duality Approach . . . 45--62
A. A. Dorogovtsev and
V. V. Bakun Random Mappings and a Generalized
Additive Functional of a Wiener Process 63--79
N. B. Engibaryan Asymptotic and Structural Theorems for
the Markov Renewal Equation . . . . . . 80--92
A. N. Frolov Limit Theorems for Increments of Sums of
Independent Random Variables . . . . . . 93--107
L. V. Rozovsky Superlarge Deviations of a Sum of
Independent Random Variables Having a
Common Absolutely Continuous
Distribution under the Cramer Condition 108--130
N. Christopeit A Note on the Pricing of American
Options . . . . . . . . . . . . . . . . 131--140
A. Chuprunov and
I. Fazekas Almost Sure Limit Theorems for the
Pearson Statistic . . . . . . . . . . . 140--147
L. V. Gadasina Berry--Esseen Inequalities for ${U}$
-Statistics . . . . . . . . . . . . . . 147--152
J. Kallsen $\sigma$-Localization and
$\sigma$-Martingales . . . . . . . . . . 152--163
S. Ya. Makhno Limit Theorem for One-Dimensional
Stochastic Equations . . . . . . . . . . 164--169
E. Mordecki Ruin Probabilities for Levy Processes
with Mixed-Exponential Negative Jumps 170--176
G. Di Nunno Holder Equality for Conditional
Expectations with Application to Linear
Monotone Operators . . . . . . . . . . . 177--181
P. A. Zanzotto Representation of a Class of
Semimartingales as Stable Integrals.
Part 2 . . . . . . . . . . . . . . . . . 181--188
Anonymous New Books . . . . . . . . . . . . . . . 189--189
Anonymous In Memoriam: Paul Andre Meyer . . . . . 190--190
A. N. Kolmogorov From the Heritage of A. N. Kolmogorov:
The Theory of Probability . . . . . . . 191--220
A. N. Kolmogorov On Some Inequalities Connected to the
Strong Law of Large Numbers . . . . . . 221--225
A. A. Borovkov Asymptotics of Crossing Probability of a
Boundary by the Trajectory of a Markov
Chain. Exponentially Decaying Tails . . 226--242
A. S. Holevo Entanglement-Assisted Capacities of
Constrained Quantum Channels . . . . . . 243--255
I. A. Ibragimov Estimation of Multivariate Regression 256--272
M. A. Lifshits and
Z. Shi Lower Functions of Empirical Processes
and Brownian Sheets . . . . . . . . . . 273--287
A. Novikov Martingales and First-Passage Times for
Ornstein--Uhlenbeck Processes with a
Jump Component . . . . . . . . . . . . . 288--303
A. N. Shiryaev and
M. Yor On the Problem of Stochastic Integral
Representations of Functionals of the
Brownian Motion. I . . . . . . . . . . . 304--313
V. A. Vatutin and
E. E. Dyakonova Galton--Watson Branching Processes in a
Random Environment I: Limit Theorems . . 314--336
A. S. Cherny and
M. A. Urusov Separating Times for Measures on
Filtered Spaces . . . . . . . . . . . . 337--347
V. M. Kruglov Normal and Poisson Convergencies . . . . 347--355
A. A. Kulikova and
Yu. V. Prokhorov Distribution of the Fractional Parts of
Random Vectors: The Gaussian Case. I . . 355--359
V. P. Maslov Integral Equations and Phase Transitions
in Stochastic Games. An Analogy with
Statistical Physics . . . . . . . . . . 359--367
Yu. V. Matiyasevich One Probabilistic Equivalent of the Four
Color Conjecture . . . . . . . . . . . . 368--372
A. M. Vershik Kolmogorov's Example (A Survey of
Actions of Infinite-Dimensional Groups
with an Invariant Probability Measure) 373--378
Anonymous News of Scientific Life . . . . . . . . 379--381
Anonymous On the International Conference
``Kolmogorov and Contemporary
Mathematics'' . . . . . . . . . . . . . 383--383
V. I. Afanasyev On the Ratio Between the Maximal and
Total Numbers of Individuals in a
Critical Branching Process in a Random
Environment . . . . . . . . . . . . . . 384--399
P. Carr and
M. Schröder Bessel Processes, the Integral of
Geometric Brownian Motion, and Asian
Options . . . . . . . . . . . . . . . . 400--425
L. Cavalier and
Y. Golubev and
O. Lepski and
A. Tsybakov Block Thresholding and Sharp Adaptive
Estimation in Severely Ill-Posed Inverse
Problems . . . . . . . . . . . . . . . . 426--446
A. S. Cherny and
V. P. Maslov On Minimization and Maximization of
Entropy in Various Disciplines . . . . . 447--464
R. Kühne and
L. Rüschendorf Approximate Optimal Stopping of
Dependent Sequences . . . . . . . . . . 465--480
V. A. Vatutin Limit Theorem for an Intermediate
Subcritical Branching Process in a
Random Environment . . . . . . . . . . . 481--492
A. L. Yakymiv Tauberian Theorems and Asymptotics of
Infinitely Divisible Distributions in a
Cone . . . . . . . . . . . . . . . . . . 493--505
K. Benhenni and
R. Drouilhet$^dag$ Adjusted Euler--MacLaurin Predictor for
Integrating Smooth Spatial Processes . . 506--520
I. S. Borisov A Note on Dobrushin's Theorem and
Couplings in Poisson Approximation in
Abelian Groups . . . . . . . . . . . . . 521--528
G. P. Chistyakov and
F. Götze On Bounds for Moderate Deviations for
Student's Statistic . . . . . . . . . . 528--535
O. Johnson Convergence of the Poincaré Constant . . 535--541
F. Mauch On the Existence of Probability
Distributions with Given Marginals . . . 541--548
V. V. Mazalov and
N. V. Peshkov On Asymptotic Properties of Optimal
Stopping Time . . . . . . . . . . . . . 549--555
B. Roos Poisson Approximation via the
Convolution with Kornya--Presman Signed
Measures . . . . . . . . . . . . . . . . 555--560
L. V. Rozovsky On Exact Asymptotics in the Weak Law of
Large Numbers for Sums of Independent
Random Variables with a Common
Distribution Function from the Domain of
Attraction of a Stable Law . . . . . . . 561--568
Anonymous Reviews and Bibliography . . . . . . . . 569--573
S. Albeverio and
M. V. Kozlov On the Recurrence and Transience of
State-Dependent Branching Processes in
Random Environment . . . . . . . . . . . 575--591
T. A. Belkina and
Yu. M. Kabanov and
E. L. Presman On a Stochastic Optimality of the
Feedback Control in the LQG-Problem . . 592--603
S. G. Bobkov and
F. Götze On the Central Limit Theorem along
Subsequences of Noncorrelated
Observations . . . . . . . . . . . . . . 604--621
M. S. Ermakov On Asymptotically Efficient Statistical
Inference for Moderate Deviation
Probabilities . . . . . . . . . . . . . 622--641
V. R. Fatalov Precise Laplace-Type Asymptotics for
Moderate Deviations of the Distributions
of Sums of Independent Banach-Valued
Random Elements . . . . . . . . . . . . 642--663
A. Yu. Zaigraev and
A. V. Nagaev Abelian Theorems, Limit Properties of
Conjugate Distributions, and Large
Deviations for Sums of Independent
Random Vectors . . . . . . . . . . . . . 664--680
M. Weber Ergodic Regularity of Some Donsker
Classes . . . . . . . . . . . . . . . . 681--696
Anonymous On the 80th Birthday of B. A.
Sevastyanov . . . . . . . . . . . . . . 697--702
A. Baltrunas and
A. L. Yakymiv Second-Order Asymptotic Behavior of
Subexponential Infinitely Divisible
Distributions . . . . . . . . . . . . . 703--710
K. T. Hess Conditional Zero-One Laws . . . . . . . 711--718
F. López-Blázquez Linear Prediction of Weak Records: The
Discrete Case . . . . . . . . . . . . . 718--723
V. P. Maslov Nonlinear Averaging Axioms in Financial
Mathematics and Stock Price Dynamics . . 723--733
V. Piterbarg and
S. Stamatovic Limit Theorem for High Level
$a$-Upcrossings by $\chi$-Process . . . 734--741
A. N. Timashev Random Mappings of Finite Sets with a
Known Number of Components . . . . . . . 741--751
Anonymous Letter to the Editors . . . . . . . . . 752--752
D. V. Belomestnyi Reconstruction of the General
Distribution by the Distribution of Some
Statistics . . . . . . . . . . . . . . . 1--15
R. Buckdahn and
H.-J. Engelbert and
A. Ruascanu On Weak Solutions of Backward Stochastic
Differential Equations . . . . . . . . . 16--50
B. S. Darkhovskii A New Approach to the Stochastic
Recovery Problem . . . . . . . . . . . . 51--64
A. Khrennikov and
S. Yamada On the Concept of Random Sequence with
Respect to $p$-Adic Valued Probabilities 65--76
A. Rackauskas and
C. Suquet Central Limit Theorems in Hölder
Topologies for Banach Space Valued
Random Fields . . . . . . . . . . . . . 77--92
R. Rudzkis and
M. Radavicius Adaptive Estimation of Distribution
Density in the Basis of Algebraic
Polynomials . . . . . . . . . . . . . . 93--109
S. A. Klokov and
A. Yu. Veretennikov On Subexponential Mixing Rate for Markov
Processes . . . . . . . . . . . . . . . 110--122
G. G. Amosov On Markovian Perturbations of the Group
of Unitary Operators Associated with a
Stochastic Process with Stationary
Increments . . . . . . . . . . . . . . . 123--132
W. Bryc and
A. Dembo and
A. Kagan On the Maximum Correlation Coefficient 132--138
P. Eichelsbacher Refined Large Deviations for von Mises
Statistics . . . . . . . . . . . . . . . 139--148
B. L. Granovsky and
A. I. Zeifman On the Lower Bound of the Spectrum of
Some Mean-Field Models . . . . . . . . . 148--155
S. G. Kobelkov The Ruin Problem for the Stationary
Gaussian Process . . . . . . . . . . . . 155--163
A. A. Kulikova and
Yu. V. Prokhorov Completely Asymmetric Stable Laws and
Benford's Law . . . . . . . . . . . . . 163--169
M. A. Urusov On a Property of the Moment at Which
Brownian Motion Attains Its Maximum and
Some Optimal Stopping Problems . . . . . 169--176
M. A. Vlasenko Local Visitation Measures for Some
Sequences of Random Variables with
Decreasing Coefficients . . . . . . . . 176--186
Anonymous In memoriam: Vitautas Antanovich
Statulevicius . . . . . . . . . . . . . 187--187
A. A. Borovkov and
K. A. Borovkov On Probabilities of Large Deviations for
Random Walks. II. Regular Exponentially
Decaying Distributions . . . . . . . . . 189--206
A. S. Holevo Asymptotic Estimation of a Shift
Parameter of a Quantum State . . . . . . 207--220
V. P. Maslov Nonlinear Financial Averaging, the
Evolution Process, and Laws of
Econophysics . . . . . . . . . . . . . . 221--244
S. V. Pastukhov On Some Probabilistic-Statistical
Methods in Technical Analysis . . . . . 245--260
A. V. Selivanov On the Martingale Measures in
Exponential Lévy Models . . . . . . . . . 261--274
V. A. Vatutin and
E. E. Dyakonova Galton--Watson Branching Processes in a
Random Environment. II:
Finite-dimensional Distributions . . . . 275--308
Anonymous On the 80th Birthday of E. B. Dynkin . . 310--310
V. Bentkus A Lyapunov-type Bound in $R^d$ . . . . . 311--323
A. A. Gushchin and
U. Küchler On Recovery of a Measure from Its
Symmetrization . . . . . . . . . . . . . 323--333
A. A. Lipchius On a Property of Independent Mappings 333--336
S. Y. Novak On Self-normalized Sums and Student's
Statistic . . . . . . . . . . . . . . . 336--344
A. A. Novikov and
A. N. Shiryaev On an Effective Solution of the Optimal
Stopping Problem for Random Walks . . . 344--354
A. I. Sakhanenko On Transient Phenomena in Random Walks 354--367
G. Yu. Sofronov Asymptotically $d$-optimal Test of A
Posteriori Change-Point Detection . . . 367--371
Anonymous Anniversaries . . . . . . . . . . . . . 372--372
Anonymous Letter to the Editors . . . . . . . . . 373--375
V. E. Bening and
V. Yu. Korolev On an Application of the Student
Distribution in the Theory of
Probability and Mathematical Statistics 377--391
M. V. Boldin and
W. Stute On Sign Tests in ARMA Models with
Possibly Infinite Error Variance . . . . 392--413
S. I. Glukhova and
E. A. Palkin Application of Catastrophe Theory for
Multimodal Distributions Statistical
Analysis . . . . . . . . . . . . . . . . 414--428
D. B. Rokhlin An Extended Version of the
Dalang--Morton--Willinger Theorem under
Portfolio Constraints . . . . . . . . . 429--443
O. Sh. Sharipov The Bounded Law of the Iterated
Logarithm for Weakly Dependent Random
Variables with Values in a Type $2$
Banach Space . . . . . . . . . . . . . . 444--457
A. G. Tartakovsky and
V. V. Veeravalli General Asymptotic Bayesian Theory of
Quickest Change Detection . . . . . . . 458--497
V. A. Vatutin and
V. A. Topchii Limit Theorem for Critical Catalytic
Branching Random Walks . . . . . . . . . 498--518
A. K. Aleskeviciene and
V. A. Statulevicius Approximation by the Compound Poisson
Law . . . . . . . . . . . . . . . . . . 519--526
G. M. Feldman and
P. Graczyk On the Skitovich--Darmois Theorem for
Discrete Abelian Groups . . . . . . . . 527--531
A. N. Frolov Unified Limit Theorems for Increments of
Processes with Independent Increments 531--540
A. Dermoune $d$-Dimensional Pressureless Gas
Equations . . . . . . . . . . . . . . . 540--545
D. N. Karymov On the Decomposition of Lattice
Distributions into Convolutions of
Poisson Signed Measures . . . . . . . . 545--552
Anonymous News of Scientific Life . . . . . . . . 553--559
Ph. Barbe and
M. Broniatowski On Sharp Large Deviations for Sums of
Random Vectors and Multidimensional
Laplace Approximation . . . . . . . . . 561--588
Ya. Belopolskaya A Probabilistic Approach to a Solution
of Nonlinear Parabolic Equations . . . . 589--611
M. S. Ginovyan and
A. A. Sahakyan On the Central Limit Theorem for
Toeplitz Quadratic Forms of Stationary
Sequences . . . . . . . . . . . . . . . 612--628
V. S. Korolyuk and
N. Limnios Poisson Approximation of Increment
Processes with Markov Switching . . . . 629--644
A. I. Nazarov and
Ya. Yu. Nikitin Logarithmic ${L}_2$-Small Ball
Asymptotics for some Fractional Gaussian
Processes . . . . . . . . . . . . . . . 645--658
A. N. Timashev Limit Theorems for Allocation of
Particles over Different Cells with
Restrictions to the Size of the Cells 659--670
S. V. Zhulenev On Large Deviations, II . . . . . . . . 671--690
translated by Ya. G. Sinai On the 70th Birthday of A. N. Shiryaev 691--694
V. M. Kruglov Short Communications On Inequalities for
Large Deviations in the Bernoulli Scheme 695--700
A. V. Lebedev Maxima of Independent Sums in the
Presence of Heavy Tails . . . . . . . . 700--703
S. V. Nagaev On Large Deviations of a Self-normalized
Sum . . . . . . . . . . . . . . . . . . 704--713
E. Nowak Absolute Continuity between a Gibbs
Measure and Its Translate . . . . . . . 713--724
L. V. Rozovsky On Exact Asymptotics in the Weak Law of
Large Numbers for Sums of Independent
Random Variables with a Common
Distribution Function from the Domain of
Attraction of a Stable Law. II . . . . . 724--734
A. G. Sholomitskii On the Necessary Conditions of Poisson
Convergence for Martingales . . . . . . 735--737
N. B. Yengibarian A Renewal Equation in a Multidimensional
Space . . . . . . . . . . . . . . . . . 737--744