Asymptotic Methods in Probability and Statistics with Applications

Preface Contributors

Part I: Probability Distributions Positive Linnik and Discrete Linnik Distributions On Finite--Dimensional Archimedean Copulas

Part II: Charazterizations of Distributions Characterization and Stability Problems for Finite Quadratic Forms A Characterization of Gaussian Distributions by Signs and Even Cumulants On a Class of Pseudo-Isotropic Distributions

Part III: Probabilities and Measures in High-Dimensional Structures Time Reversal of Diffusion Processes in Hilbert Spaces and Manifolds Localization of Marjorizing Measures Multidimensional Hungarian Construction for Vectors with Almost Gaussian Smooth Distributions On the Existence of Weak Solutions for Stochastic Differential Equations With Driving L2-Valued Measures Tightness of Stochastic Families Arising From Randomization Procedures Long-Time Behavior of Multi-Particle Markovian Models Applications of Infinite-Dimensional Gaussian Integrals On Maximum of Gaussian Non-Centered Fields Indexed on Smooth Manifolds Typical Distributions: Infinite-Dimensional Approaches

Part IV: Weak and Strong Limit Theorems A Local Limit Theorem for Stationary Processes in the Domain of Attraction of a Normal Distribution On the Maximal Excursion Over Increasing Runs Almost Sure Behaviour of Partial Maxima Sequences of Some m-Dependent Stationary Sequences On a Strong Limit Theorem for Sums of Independent Random Variables

Part V: Large Deviation Probabilities Development of Linnik's Work in His Investigation of the Probabilities of Large Deviation Lower Bounds on Large Deviation Probabilities for Sums of Independent Random Variables

Part VI: Empirical Processes, Order Statistics, and Records Characterization of Geometric Disribution Through Weak RecordsAsymptotic Distributions of Statistics Based on Order Statistics and Record Values and Invariant Confidence Intervals Record Values in Archimedean Copula Processes Functional CLT and LIL for Induced Order Statistics Notes on the KMT Brownian