Probability Theory and Mathematical Statistics

1. Front Matter

   Pages I-VIII

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2. Professor gisiro maruyama, in memoriam

   • H. Tanaka

   Pages 1-6

3. Some words in memory of Professor G. Maruyama

   • A. N. Shiryayev

   Pages 7-10

4. Second and third order asymptotic completeness of the class of estimators

   • Masafumi Akahira, Fumiko Hirakawa, Kei Takeuchi

   Pages 11-27

5. An accuracy of Gaussian approximation of sum distribution of independent random variables in Banach spaces

   • I. S. Borisov

   Pages 28-54

6. On the weak convergence to Brownian local time

   • A. N. Borodin

   Pages 55-63

7. On optimal stopping with incomplete data

   • V. M. Dochviri

   Pages 64-68

8. Bellman equation with unbounded coefficients and its applications

   • Masatoshi Fujisaki

   Pages 69-79

9. A note on capacities in infinite dimensions

   • Masatoshi Fukushima

   Pages 80-85

10. On diffusive motion of closed curves

    • Tadahisa Funaki

    Pages 86-94

11. Non-linear filtering of stochastic processes and optimal signal transmission through a feedback channel

    • O. A. Glonti

    Pages 95-102

12. On bessel potentials in linear spaces

    • Z. G. Gorgadze

    Pages 103-110

13. A time change relating continuous semi-markov and markov processes

    • B. P. Harlamov

    Pages 111-123

14. Bounded solutions and periodic solutions of a linear stochastic evolution equation

    • Akira Ichikawa

    Pages 124-130

15. Renormalization group method on a hierarchical lattice of dyson-wilson type

    • Keiichi R. Ito

    Pages 131-139

16. Contiguity of distributions of multivariate point processes

    • Yu. M. Kabanov

    Pages 140-157

17. On Benford's law: The first digit problem

    • Shigeru Kanemitsu, Kenji Nagasaka, Gérard Rauzy, Jau-Shyong Shiue

    Pages 158-169

18. One-dimensional diffusions and random walks in random environments

    • K. Kawazu, Y. Tamura, H. Tanaka

    Pages 170-184

19. The domain of attraction of a non-gaussian self-similar process with finite variance

    • Norio Kôno

    Pages 185-194

20. Absolutely continuous spectrum of one-dimensional random Schrödinger operators and hamiltonian systems

    • S. Kotani

    Pages 195-205

These proceedings of the fifth joint meeting of Japanese and Soviet probabilists are a sequel to Lecture Notes in Mathematics Vols. 33O, 550 and 1O21. They comprise 61 original research papers on topics including limit theorems, stochastic analysis, control theory, statistics, probabilistic methods in number theory and mathematical physics.

• Estimator
• Likelihood
• Probability space
• Probability theory
• Random variable
• Variance
• correlation
• mathematical statistics

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