The strong law of large numbers for L-statistics with dependent data E. A. Baklanov OriginalPaper Pages: 975 - 979
Limit theorems for the canonical von Mises statistics with dependent data I. S. BorisovA. A. Bystrov OriginalPaper Pages: 980 - 989
Integro-local and integral theorems for sums of random variables with semiexponential distributions A. A. BorovkovA. A. Mogul’skii OriginalPaper Pages: 990 - 1026
On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distributions S. ZacharyS. G. Foss OriginalPaper Pages: 1034 - 1041
Mean fixation time estimates in constant size populations S. A. KlokovV. A. Topchii OriginalPaper Pages: 1042 - 1053
On the regular Sylow p-subgroups of Chevalley groups over \(\mathbb{Z}_{p^m } \) S. G. Kolesnikov OriginalPaper Pages: 1054 - 1059
On the distribution density of the supremum of a random walk in the subexponential case D. A. Korshunov OriginalPaper Pages: 1060 - 1065
Asymptotic expansions for the distribution of the crossing number of a strip by a Markov-modulated random walk V. I. LotovN. G. Orlova OriginalPaper Pages: 1066 - 1083
Large deviations of the first passage time for a random walk with semiexponentially distributed jumps A. A. Mogul’skii OriginalPaper Pages: 1084 - 1101
Estimates in the invariance principle in terms of truncated power moments A. I. Sakhanenko OriginalPaper Pages: 1113 - 1127
Asymptotically optimal estimation in a linear-fractional regression problem with random errors in coefficients A. I. SakhanenkoYu. Yu. Linke OriginalPaper Pages: 1128 - 1153
On approximations of transformed chi-squared distributions in statistical applications V. V. UlyanovG. ChristophY. Fujikoshi OriginalPaper Pages: 1154 - 1166
On the smallest eigenvalue of the Stokes operator in a domain with fine-grained random boundary V. V. Yurinsky OriginalPaper Pages: 1167 - 1178