Titlebook: Asymptotic Methods in Probability and Statistics with Applications; N. Balakrishnan,I. A. Ibragimov,V. B. Nevzorov Book 2001 Springer Scie

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Time Reversal of Diffusion Processes in Hilbert Spaces and ManifoldsWe describe some results of the theory of diffusion processes in infinite dimensional Hilbert spaces and manifolds and apply them to investigation of invariant measures and time reversal of diffusion processes.

Schlemms-Canal

foreign

誘惑

Long-Time Behavior of Multi-Particle Markovian ModelsWe find convergence time to equilibrium for wide classes of large multi-Particle Markovian systems. We show that if a “one-Particle” state space is large, then the long-time behavior of the multi-Particle Markovian system strongly depends on the type of stochastic evolution of a single Particle.

Pander

Applications of Infinite-Dimensional Gaussian IntegralsIn this chapter, the difference between an absolute moment of any Gaussian measure on the Hilbert space and the same moment of its projection onto some finite-dimensional subspace is evaluated.

比目魚

預(yù)兆好

senile-dementia

A Local Limit Theorem for Stationary Processes in the Domain of Attraction of a Normal DistributionIn this chapter, we prove local limit theorems for Gibbs-Markov processes in the domain of attraction of normal distributions.

Talkative

集中營

On Finite-Dimensional Archimedean Copulas necessary and sufficient conditions for the generators of Archimedean copulas and give some properties of degenerate finite dimensional Archimedean copulas. Some examples of degenerate finite dimensional Archimedean copulas are also represented.