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Found 167 Documents (Results 1–100)

Pseudo-regularly varying functions and generalized renewal processes. (English) Zbl 1422.60003

Probability Theory and Stochastic Modelling 91. Cham: Springer (ISBN 978-3-319-99536-6/hbk; 978-3-319-99537-3/ebook). xxii, 482 p. (2018).
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Asymptotic properties of absolutely continuous functions and strong laws of large numbers for renewal processes. (English. Ukrainian original) Zbl 1301.26006

Theory Probab. Math. Stat. 87, 1-12 (2013); translation from Teor. Jmovirn. Mat. Stat. 87, 1-11 (2012).
MSC:  26A12 26A48
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Karamata theorem for regularly log-periodic functions. (English. Ukrainian original) Zbl 1278.26002

Ukr. Math. J. 64, No. 11, 1635-1657 (2013); translation from Ukr. Mat. Zh. 64, No. 11, 1443-1463 (2012).
MSC:  26A12 44A20 45M05
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Pseudo-regularly varying functions and generalized renewal processes. (Псевдорегулярні функції та узагальнені процеси відновлення.) (Ukrainian) Zbl 1318.60004

Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka. Kiev: TBiMC (ISBN 978-966-8725-06-9/hbk). 440 p. (2012).
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A generalization of Karamata’s theorem on the asymptotic behavior of integrals. (Ukrainian, English) Zbl 1224.26007

Teor. Jmovirn. Mat. Stat. 81, 13-24 (2009); translation in Theory Probab. Math. Stat. 81, 15-26 (2010).
MSC:  26A12 26A48 34C41
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Inequalities for the distributions of functionals of sub-Gaussian vectors. (Ukrainian, English) Zbl 1224.60112

Teor. Jmovirn. Mat. Stat. 80, 23-33 (2009); translation in Theory Probab. Math. Stat. 80, 25-36 (2010).
MSC:  60G60 60G17
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On some properties of asymptotic quasi-inverse functions. (Ukrainian, English) Zbl 1199.26009

Teor. Jmovirn. Mat. Stat. 77, 13-27 (2007); translation in Theory Probab. Math. Stat. 77, 15-30 (2008).
MSC:  26A12 60F99 26A48
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Prokhorov-Loeve strong law of large numbers for martingales normalized by operators. (Ukrainian, English) Zbl 1119.60022

Teor. Jmovirn. Mat. Stat. 73, 27-42 (2005); translation in Theory Probab. Math. Stat. 73, 31-46 (2006).
MSC:  60F15 60G42
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PRV property of functions and asymptotic behaviour of solutions to stochastic differential equations. (Ukrainian, English) Zbl 1123.60044

Teor. Jmovirn. Mat. Stat. 72, 10-23 (2005); translation in Theory Probab. Math. Stat. 72, 11-25 (2006).
MSC:  60H10 34D05
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Some properties of asymptotic quasi-inverse functions and their applications. II. (Ukrainian, English) Zbl 1101.26003

Teor. Jmovirn. Mat. Stat. 71, 33-48 (2004); translation in Theory Probab. Math. Stat. 71, 37-52 (2005).
MSC:  26A12 60F15
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Integrals involving cyclic products of kernels and asymptotic normality of cross-correlogram estimates of the response function. (English) Zbl 1099.62528

Ukrainian mathematical congress – 2001, Kiev, Ukraine, August 21–23, 2001. Proceedings. Section 9. Probability theory and mathematical statistics. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 966-02-2616-0). 13-37 (2002).
MSC:  62M09 62G20 62M99
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Mykhajlo Josypovych Yadrenko (on his 70-th birthday). (English. Ukrainian original) Zbl 1029.01525

Ukr. Math. J. 54, No. 4, 533-535 (2002); translation from Ukr. Mat. Zh. 54, No. 4, 435-438 (2002).
MSC:  01A70
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Cumulants of sample correlograms of a stationary Gaussian time series. (English) Zbl 1005.62077

Aivazian, S. (ed.) et al., Computer data analysis and modeling: Robustness and computer intensive methods (CDAM 2001). Proceedings of the 6th international conference, Minsk, Belarus, September 10-14, 2001. Vol. 1. Minsk: Belarusian State Univ., National Research Center for Applied Problems of Mathematics and Informatics; Belarusian Republican Foundation for Fundamental Research; Belarusian Statistical Association; 985-445-490-8 (vol. 1)). 85-90 (2001).
MSC:  62M10
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On a functional limit theorem for time series constructed from shot noise processes. (English. Ukrainian original) Zbl 0990.60028

Theory Probab. Math. Stat. 63, 21-25 (2001); translation from Teor. Jmovirn. Mat. Stat. 63, 21-25 (2000).
MSC:  60F17
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On the asymptotic properties of solutions of linear stochastic differential equations in \(R^{d}\). (English. Ukrainian original) Zbl 0971.60061

Ukr. Math. J. 52, No. 9, 1334-1345 (2000); translation from Ukr. Mat. Zh. 52, No. 9, 1166-1175 (2000).
MSC:  60H10 60J25 60F15
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Strong law of large numbers with operator normalizations for martingales and sums of orthogonal random vectors. (English. Russian original) Zbl 0973.60045

Ukr. Math. J. 52, No. 8, 1195-1214 (2000); translation from Ukr. Mat. Zh. 52, No. 8, 1045-1061 (2000).
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On asymptotic properties of the empirical correlation matrix of homogeneous vector-valued Gaussian fields. (English. Russian original) Zbl 0973.60038

Ukr. Math. J. 52, No. 3, 346-367 (2000); translation from Ukr. Mat. Zh. 52, No. 3, 300-318 (2000).
MSC:  60G15 62G20 60G60
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Geometric aspects of probability theory and mathematical statistics. (English) Zbl 0968.60002

Mathematics and its Applications (Dordrecht). 514. Dordrecht: Kluwer Academic Publishers. x, 303 p. Dfl 235.00; $ 125.00; £78.00 (2000).
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Metric characterization of random variables and random processes. Transl. from the Russian by V. Zaiats. (English) Zbl 0998.60503

Translations of Mathematical Monographs. 188. Providence, RI: AMS, American Mathematical Society. xii, 257 p. (2000).
MSC:  60G07 60-01 60G17
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On the exponential integrability of semiadditive functionals on Gaussian vectors. (English. Ukrainian original) Zbl 0957.60005

Theory Probab. Math. Stat. 60, 13-18 (2000); translation from Teor. Jmorvirn. Mat. Stat. 60, 11-16 (1999).
MSC:  60B11 60G15
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On the Lévy-Baxter theorems for shot-noise fields. I. (English. Ukrainian original) Zbl 0948.60034

Ukr. Math. J. 50, No. 11, 1671-1685 (1998); translation from Ukr. Mat. Zh. 50, No. 11, 1463-1476 (1998).
MSC:  60G60 60J57 60H05
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Metric characteristics of random variables and processes. (Metricheskie kharakteristiki sluchajnykh velichin i protsessov.) (Russian) Zbl 0933.60031

Teoriya Veroyatnostej i Matematicheskaya Statistika/Probability Theory and Mathematical Statistics. 3. Kiev: TViMS. 290 p. (1998).
MSC:  60G07 60-01 60G17
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On weak and strong almost sure convergence of series of independent random elements in Banach spaces. (English. Russian original) Zbl 0926.60023

Theory Probab. Math. Stat. 56, 61-66 (1998); translation from Teor. Jmovirn. Mat. Stat. 56, 61-66 (1997).
MSC:  60F05 60B12 60F15
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Asymptotic behaviour of linearly transformed sums of random variables. Transl. from the Russian by V. Zaiats. Compl. rev., upd. and expanded ed. (English) Zbl 0906.60002

Mathematics and its Applications (Dordrecht). 416. Dordrecht: Kluwer Academic Publishers. xii, 500 p. (1997).
MSC:  60-02
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On asymptotic normality of estimates of impulse response function for linear systems. I. (English. Russian original) Zbl 0927.62096

Theory Probab. Math. Stat. 54, 17-24 (1997); translation from Teor. Jmovirn. Mat. Stat. 54, 16-24 (1996).
MSC:  62M20 62G20 60G35
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On asymptotic normality of estimators of unit impulse responses of linear systems. II. (English. Russian original) Zbl 0927.62097

Theory Probab. Math. Stat. 55, 29-36 (1997); translation from Teor. Jmovirn. Mat. Stat. 55, 30-37 (1996).
MSC:  62M20 62G20 60G35
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Continuity of vector-valued Gaussian Markov processes. (English) Zbl 0966.60038

Skorokhod, A. V. (ed.) et al., Exploring stochastic laws. Festschrift in honour of the 70th birthday of Academician Vladimir Semenovich Korolyuk. Utrecht: VSP. 91-100 (1995).
MSC:  60G15 60G17 60J25
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On asymptotic normality of estimates of correlation functions of stationary Gaussian processes in a space of continuous functions. (English. Russian original) Zbl 0939.62090

Ukr. Math. J. 47, No. 11, 1696-1710 (1995); translation from Ukr. Mat. Zh. 47, No. 11, 1485-1497 (1995).
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On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density. (English. Russian original) Zbl 0933.62098

Ukr. Math. J. 47, No. 7, 1006-1021 (1995); translation from Ukr. Mat. Zh. 47, No. 7, 876-889 (1995).
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On some singular integrals and their applications to problems of statistical estimation. (English. Ukrainian original) Zbl 0939.62099

Theory Probab. Math. Stat. 53, 19-31 (1996); translation from Teor. Jmovirn. Mat. Stat. 53, 17-28 (1995).
MSC:  62M40 62G20 60F17
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On some properties of the generalized Schottky effect processes. (English) Zbl 1029.60507

Àrato, M. (ed.) et al., New trends in probability and mathematical statistics. Proceedings of the second Ukrainian-Hungarian conference, Mukachevo, Ukraine, September 25-October 1, 1992. Kiev: TViMS. Teor. Veroyatn. Mat. Stat./Probab. Theory Math. Stat. 2, 34-51 (1995).
MSC:  60F15 60F17
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On the normalization of random fields represented by stochastic integrals over fields with independent increments. (English. Ukrainian original) Zbl 0863.60047

Theory Probab. Math. Stat. 49, 47-58 (1994); translation from Teor. Jmovirn. Mat. Stat. 49, 65-81 (1993).
MSC:  60G60 60G15 60G10
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Asymptotic normality of an estimate of the correlation function in different functional spaces. (English) Zbl 0818.60022

Shiryaev, A. N. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the 6th USSR-Japan symposium, Kiev, USSR, 5-10 August, 1991. Singapore: World Scientific. 19-31 (1992).
MSC:  60F05 62G05 62M40
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Estimation of correlation function and its derivatives over the whole parametric set. (English) Zbl 0783.62063

Information theory, statistical decision functions, random processes, Trans. 11th Prague Conf., Prague/Czech. 1990, Vol. A, 315-321 (1992).
MSC:  62M09 62F12 60F05
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Asymptotic behaviour of solutions of stochastic equations. (English) Zbl 0774.60062

New trends in probability and statistics. Vol. 1, Proc. 23rd Bakuriani Colloq. in Honour of Yu. V. Prokhorov, Bakuriani/USSR 1990, 289-300 (1991).
Reviewer: A.Dale (Durban)
MSC:  60H99 60F15
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Semi-invariant conditions of weak convergence of random processes in the space of continuous functions. (English) Zbl 0790.60009

New trends in probability and statistics. Vol. 1, Proc. 23rd Bakuriani Colloq. in Honour of Yu. V. Prokhorov, Bakuriani/USSR 1990, 78-92 (1991).
Reviewer: J.Szulga (Auburn)
MSC:  60B10 60B05 60B12
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Comparison theorems and asymptotic behavior of correlation estimators in spaces of continuous functions. II. (English. Russian original) Zbl 0766.60044

Ukr. Math. J. 43, No. 5, 535-539 (1991); translation from Ukr. Mat. Zh. 43, No. 5, 579-583 (1991).
MSC:  60G10 62M99
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Comparison theorems and asymptotic behavior of correlation estimators in spaces of continuous functions. I. (English. Russian original) Zbl 0744.60038

Ukr. Math. J. 43, No. 4, 444-451 (1991); translation from Ukr. Mat. Zh. 43, No. 4, 482-489 (1991).
MSC:  60G15 60G10 60G60
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A. V. Skorokhod’s works related to investigations of probability distributions in infinitely dimensional spaces. (English. Russian original) Zbl 0717.60011

Ukr. Math. J. 42, No. 9, 1040-1043 (1990); translation from Ukr. Mat. Zh. 42, No. 9, 1170-1174 (1990).
Reviewer: M.I.Yadrenko
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Equivalence of sample and sequential continuity of Gaussian processes and the continuity of Gaussian Markov processes. (English. Russian original) Zbl 0679.60056

Theory Probab. Appl. 33, No. 4, 624-637 (1988); translation from Teor. Veroyatn. Primen. 33, No. 4, 672-686 (1988).
MSC:  60G17 60G15
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