Advances in Probability Theory: Limit Theorems and Related Problems, 1984, 392 pp., ISBN 0-911575-03-0, $98.00

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Focuses on recent advances in this active branch of Probability Theory featuring works of specialists at the Siberian Branch of the Academy of Sciences of the USSR.  Part 1: Limit Theorems and the Invariance Principle; Part 2: Limit Theorems for Random Processes and Applications; Part 3: Some Properties of Distributions and Applied Problems.
 

Preface ..... xiii

I.S. Borisov
Methods of a Common Probability Space for Markov Processes ..... 3

V.I. Lotov
On the Asymptotics of Distributions Connected with the Exit of a Non-discrete Random Walk from an Interval ..... 29

A.A. Mogul’skij
Large Deviations of the Wiener Process ..... 41

I.F. Pinelis
The Rate of Convergence in Boundary Value Problems for Domains with Discontinuities ..... 86

A.I. Sakhanenko
On Estimates of the Rate of Convergence in the Invariance Principle ..... 124

A.A. Borovkov and A.I. Sakhanenko
On Asymptotically Optimal Tests for Testing Complex Close Hypotheses ..... 139

A.A. Mogul’skij
On Moderately Large Deviations from the Invariant Measure ..... 163

V.A. Topchij
A Local Theorem for Bellman-Harris Critical Processes with Discrete Time ..... 175

V.I. Chebotarev
The Estimates of the Rate of Convergence in a Local Limit Theorem for the Square of the Norm in ₂ ..... 219

K. Arndt
On the Distribution of the Supremum of a Random Walk on a Markov Chain ..... 253

V.M. Borodikhin
On a Problem of Martingales on a Plane ..... 267

G.P. Karev
Quadratic Variation of Random Sequences ..... 286

S.V. Nagaev
Probability Inequalities for Sums of Independent Random Variables with Values in a Banach Space ..... 292

G.V. Nedogibchenko and L.Ya. Savel’ev
Inductive Limits of Directed Systems of Continuous Measures ..... 308

A.I. Sakhanenko
An Estimate for Density of the Distribution of the Integral Type ..... 335

S.G. Foss
Queues with Customers of Several Types ..... 348