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Prokhorov and Contemporary Probability Theory

In Honor of Yuri V. Prokhorov

  • Conference proceedings
  • © 2013

Overview

Editors:
  1. Albert N. Shiryaev

    1. Steklov Mathematical Institute, Russian Academy of Sciences, Moscow, Russia

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  2. S. R. S. Varadhan

    1. Courant Institute, New York University, New York, USA

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  3. Ernst L. Presman

    1. Central Economics & Math. Institute, Russian Academy of Sciences, Moscow, Russia

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  • With scientific contributions by international experts
  • Anniversary edition for a winner of the Lenin prize
  • Includes interviews
  • Includes supplementary material: sn.pub/extras

Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 33)

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Table of contents (24 papers)

  1. Front Matter

    Pages i-xxxviii
    Download chapter PDF

  2. Scientific Papers

    1. Front Matter

      Pages 1-1
      Download chapter PDF

  3. Scientific papers

    1. When Knowing Early Matters: Gossip, Percolation and Nash Equilibria

      • David J. Aldous
      Pages 3-27

    2. A Mathematical Model of Investment Incentives

      • Vadim Arkin, Alexander Slastnikov
      Pages 29-41

    3. The Shape of Asymptotic Dependence

      • Guus Balkema, Paul Embrechts, Natalia Nolde
      Pages 43-67

    4. Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes

      • Ole E. Barndorff-Nielsen, José Manuel Corcuera, Mark Podolskij
      Pages 69-96

    5. Retrieving Information from Subordination

      • Jean Bertoin, Marc Yor
      Pages 97-106

    6. Asymptotic Expansions for Distributions of Sums of Independent Random Vectors

      • Algimantas Bikelis
      Pages 107-125

    7. An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems

      • Alexander A. Borovkov, Konstantin A. Borovkov
      Pages 127-139

    8. Optimal and Asymptotically Optimal Control for Some Inventory Models

      • Ekaterina Bulinskaya
      Pages 141-162

    9. Levy Preservation and Associated Properties for f -Divergence Minimal Equivalent Martingale Measures

      • Suzanne Cawston, Lioudmila Vostrikova
      Pages 163-196

    10. Non-standard Limit Theorems in Number Theory

      • Francesco Cellarosi, Yakov G. Sinai
      Pages 197-213

    11. Additive Functions and Gaussian Measures

      • Linan Chen, Daniel W. Stroock
      Pages 215-223

    12. Free Infinitely Divisible Approximations of n-Fold Free Convolutions

      • Gennadii Chistyakov, Friedrich Götze
      Pages 225-237

    13. Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications

      • Gerd Christoph, Vladimir V. Ulyanov, Yasunori Fujikoshi
      Pages 239-260

    14. The Stein-Tikhomirov Method and Berry-Esseen Inequality for Sampling Sums from a Finite Population of Independent Random Variables

      • Shakir K. Formanov, Tamara A. Formanova
      Pages 261-273

    15. On One Inequality for Characteristic Functions

      • Nicko Gamkrelidze
      Pages 275-280

    16. On the Nonlinear Filtering Equations for Superprocesses in Random Environment

      • Bronius Grigelionis
      Pages 281-291

    17. Upper Bounds for Bernstein Basis Functions

      • Vijay Gupta, Tengiz Shervashidze
      Pages 293-301

    18. On Distribution of Zeros of Random Polynomials in Complex Plane

      • Ildar Ibragimov, Dmitry Zaporozhets
      Pages 303-323
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Keywords

About this book

The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. Even early in his career he obtained substantial results on the validity of the strong law of large numbers and on the estimates (bounds) of the rates of convergence, some of which are the best possible. His findings on limit theorems in metric spaces and particularly functional limit theorems are of exceptional importance. Y.V. Prokhorov developed an original approach to the proof of functional limit theorems, based on the weak convergence of finite dimensional distributions and the condition of tightness of probability measures. 

The present volume commemorates the 80th birthday of Yuri Vasilyevich Prokhorov. It includes scientific contributions written by his colleagues, friends and pupils, who would like to express their deep respect and sincerest admiration for him and his scientific work.​

Editors and Affiliations

  • Steklov Mathematical Institute, Russian Academy of Sciences, Moscow, Russia

    Albert N. Shiryaev

  • Courant Institute, New York University, New York, USA

    S. R. S. Varadhan

  • Central Economics & Math. Institute, Russian Academy of Sciences, Moscow, Russia

    Ernst L. Presman

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