1. Random Gaussian Markov sequences with values in a Hilbert space

   • A. Žalys

   OriginalPaper Pages: 307 - 314

2. Unilateral estimate for the supremum distribution of certain processes

   • N. Kalinauskaité

   BriefCommunication Pages: 315 - 317

3. Adaptive kernel-type estimator for square-integrable distribution density

   • A. Kazbaras

   OriginalPaper Pages: 318 - 324

4. Local limit theorems for the density of the maximum of sums of independent random variables

   • B. Kryžienė

   OriginalPaper Pages: 325 - 330

5. Approximations of distributions of sums of lattice random variables. II

   • J. Kruopis

   OriginalPaper Pages: 330 - 339

6. Asymptotics of Minimax mean-square risk of statistical estimators of spectral density parameter

   • R. Maliukevičius

   OriginalPaper Pages: 339 - 347

7. Weak convergence in multiphase queues

   • S. Minkevičius

   OriginalPaper Pages: 347 - 351

8. Local limit theorem in the case of convergence to a law of class L

   • A. Mitalauskas

   OriginalPaper Pages: 351 - 355

9. Monotone transformations and the Pareto condition

   • A. Morkeliūnas

   OriginalPaper Pages: 355 - 361

10. B-measurable and continuous multivalued mappings

    • P. Rupšys

    OriginalPaper Pages: 361 - 366

11. Weighted boundary problems for a second-order ordinary differential equation with singularity. I

    • R. Rutkauskas

    OriginalPaper Pages: 367 - 376

12. Remarks on the theorem of E. Lukacs

    • S. Steišūnas
    • R. Januškevičius

    OriginalPaper Pages: 377 - 383

13. Local distribution law for additive functions on an arithmetic progression

    • G. Stepanauskas

    OriginalPaper Pages: 383 - 389

14. Completely conservative scheme for the problem of the interaction of three optical waves

    • R. Čiegis

    OriginalPaper Pages: 389 - 393