Titlebook: Recent Developments in Stochastic Methods and Applications; ICSM-5, Moscow, Russ Albert N. Shiryaev,Konstantin E. Samouylov,Dmitry Confere

CHOIR

PSA-velocity

Two–Sided Bounds for PDF’s Maximum of a Sum of Weighted Chi-square Variableshi-square variables are considered. The upper and lower bounds have the same dependence on the parameters of the sum and differ only in absolute constants. The estimates obtained will be useful, in particular, when comparing two Gaussian random elements in a Hilbert space and in multidimensional cen

Mutter

crutch

On Asymptotic Power of the New Test for Equality of Two Distributionsest possesses high efficiency. For the case of normal and Cauchy distributions that differ only by shift the asymptotic power of the test appears to be approximately the same as for the Wilcoxon-Mann-Whitney, the Kolmogorov-Smirnov and the Anderson-Darling tests. But if the distributions differ by s

絕種

browbeat

Limit of the Smallest Eigenvalue of a Sample Covariance Matrix for?Spherical and Related Distributioith probability one, the empirical spectral distribution of this matrix has a weak limit . and its smallest eigenvalue tends to the left edge of the support of ., when . grows at the same rate as the sample size, quadratic forms of . satisfy a weak concentration property, and a uniform integrability

aspect

抗原

Conference proceedings 2021he 5th International Conference on Stochastic Methods (ICSM-5), held in Moscow, Russia, November 23-27, 2020. The contributions deal with diverse topics such as stochastic analysis, stochastic methods in computer science, analytical modeling, asymptotic methods and limit theorems, Markov processes,

BARK

averse

Cycles in Spaces of Finitely Additive Measures of General Markov Chainsomposed into the coordinate-wise sum of a cycle of countably additive measures and a cycle of purely finitely additive measures. A theorem is proved (under certain conditions) that if a finitely additive cycle of a Markov chain is unique, then it is countably additive.