Advances in Probability Theory: Limit Theorems for Sums of Random Variables, 1985, 313 pp., ISBN 0-911575-17-0, $80.00
Features recent work on convergent rates for sums of independent
random variables and limiting behavior of random sequences and processes.
By specialists at the Siberian Branch of the Academy of Sciences of the
USSR.
TABLE OF CONTENTS
PART 1. THE INVARIANCE PRINCIPLE CONVERGENCE-RATE
ESTIMATES AND LARGE DEVIATIONS ..... 1
A.I. Sakhanenko
Convergence Rate in the Invariance Principle for Non-identically
Distributed Variables with Exponential Moments ..... 2
S.S. Utev
Inequalities for Sums of Weakly Dependent Random Variables
and Estimates of the Convergence Rate in the Invariance Principle .....
73
V.R. Khodzhibaev
Asymptotic Analysis of Distributions in Two-Boundary
Problems for Continuous- Time Random Walks ..... 114
A.A. Mogul’skij
Probabilities of Large Deviations for Trajectories of
Random Walks ..... 140
PART 2. LIMIT THEOREMS FOR RANDOM PROCESSES
OF PARTICULAR TYPES ..... 185
I.S. Borisov
On the Convergence Rate in the Central Limit Theorem
..... 186
V.S. Luganov
On the Distribution of the Sojourn Time on a Half-Axis
and the Final Position of a Process with Independent Increments, Controlled
by a Markov Chain ..... 214
A.L. Miroshnikov
Inequalities for the Integral Concentration Function
..... 236
A.V. Pozhidaev
Asymptotic Normality of Solutions of Parabolic Equations
with Random Coefficients ..... 253
V.A. Topchij
Asymptotics of the Probability of Continuation for Critical
General Branching Processes with No Second Moment for the Number of Descendants
..... 269
List of Forthcoming Publications ..... 297
Transliteration Table ..... 299