Probability and Mathematical Statistics vol. 25, fasc. 2, 2005

Kazimierz Urbanik (red.)
ISSN: 0208-4147
Liczba stron: 195
Format: B5, oprawa broszurowa
Nakład wyczerpany

Kazimierz Urbanik (1930-2005)

  • Sums of Dufresne random variables

  • On a new affine invariant and consistent test for multivariate normality

  • Weak limits and integrals of Gaussian covariances in Banach spaces

  • Portfolio diversification with Markovian prices

  • The dependence structure of the fractional Ornestein-Uhlenbeck process

  • Backward stochastic nonlinear Volterra integral equations with local Lipschitz drift

  • A proof of Grabiner’s theorem on non-colliding particles

  • On the construction and properties of bootstrap-t prediction intervals for stationary time series

  • Functional limit theorems for probability measures on hypergroups

  • On approximations of risk process with renewal arrivals in ?-stable domain

  • Application of the exact inverse of the Toeplitz matrix with singular rational symbol to random walks


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