Davenport, Wilbur B. jun.; Root, William L. Introduction to the theory of random signals and noise. Repr. (English) Zbl 0862.94001 Piscataway, NJ: IEEE. 408 p. (1987). MSC: 94A12 94-01 94A13 93E10 60G35 PDFBibTeX XMLCite \textit{W. B. Davenport jun.} and \textit{W. L. Root}, Introduction to the theory of random signals and noise. Repr. Piscataway, NJ: IEEE (1987; Zbl 0862.94001)
Rujàn, Pàl Cellular automata and statistical mechanical models. (English) Zbl 0960.82524 J. Stat. Phys. 49, No. 1-2, 139-222 (1987). MSC: 82C32 68Q80 82C20 PDFBibTeX XMLCite \textit{P. Rujàn}, J. Stat. Phys. 49, No. 1--2, 139--222 (1987; Zbl 0960.82524) Full Text: DOI
Lütkepohl, Helmut Forecasting aggregated vector ARMA processes. (English) Zbl 1440.62001 Lecture Notes in Economics and Mathematical Systems 284. Berlin, Heidelberg: Springer (ISBN 978-3-540-17208-6/pbk; 978-3-642-61584-9/ebook). x, 323 p. (1987). MSC: 62-02 62M20 62P20 PDFBibTeX XMLCite \textit{H. Lütkepohl}, Forecasting aggregated vector ARMA processes. Berlin, Heidelberg: Springer (1987; Zbl 1440.62001) Full Text: DOI
Gharib, M. On the third moment of the maximum of partial sums of \(n\)-exchangeable random variables with applications. (English) Zbl 0812.60037 Proc. Math. Phys. Soc. Egypt 63(1990), 91-101 (1987). Reviewer: N.Weber (Sidney) MSC: 60G09 PDFBibTeX XMLCite \textit{M. Gharib}, Proc. Math. Phys. Soc. Egypt 63, 91--101 (1987; Zbl 0812.60037)
West, Kenneth D. A note on the power of least squares tests for a unit root. (English) Zbl 1328.62547 Econ. Lett. 24, No. 3, 249-252 (1987). MSC: 62M20 PDFBibTeX XMLCite \textit{K. D. West}, Econ. Lett. 24, No. 3, 249--252 (1987; Zbl 1328.62547) Full Text: DOI
Reinsel, Gregory C.; Lewis, Richard A. Prediction mean square error for non-stationary multivariate time series using estimated parameters. (English) Zbl 1328.62545 Econ. Lett. 24, No. 1, 57-61 (1987). MSC: 62M20 PDFBibTeX XMLCite \textit{G. C. Reinsel} and \textit{R. A. Lewis}, Econ. Lett. 24, No. 1, 57--61 (1987; Zbl 1328.62545) Full Text: DOI
Davis, M. H. A.; Spathopoulos, M. P. Pathwise nonlinear filtering for nondegenerate diffusions with noise correlation. (English) Zbl 1300.60056 SIAM J. Control Optim. 25, No. 2, 260-278 (1987). MSC: 60G35 93E11 58J65 PDFBibTeX XMLCite \textit{M. H. A. Davis} and \textit{M. P. Spathopoulos}, SIAM J. Control Optim. 25, 260--278 (1987; Zbl 1300.60056) Full Text: DOI
Matvijchuk, K. S. On the technical stability of parametrically excited distributed processes. (English. Russian original) Zbl 0793.60075 J. Sov. Math. 66, No. 1, 2036-2042 (1993); translation from Mat. Metody Fiz.-Mekh. Polya 26, 18-24 (1987). MSC: 60H99 93E15 PDFBibTeX XMLCite \textit{K. S. Matvijchuk}, J. Sov. Math. 66, No. 1, 1 (1987; Zbl 0793.60075); translation from Mat. Metody Fiz.-Mekh. Polya 26, 18--24 (1987)
Baxter, Laurence A.; Lee, Eui Yong A diffusion model for a system subject to continuous wear. (English) Zbl 1134.60328 Probab. Eng. Inf. Sci. 1, 405-416 (1987). MSC: 60G35 60J60 PDFBibTeX XMLCite \textit{L. A. Baxter} and \textit{E. Y. Lee}, Probab. Eng. Inf. Sci. 1, 405--416 (1987; Zbl 1134.60328) Full Text: DOI
Keilson, Julian; Ramaswamy, Ravi The relaxation time for truncated birth-death processes. (English) Zbl 1134.60332 Probab. Eng. Inf. Sci. 1, 367-381 (1987). MSC: 60G35 92D25 PDFBibTeX XMLCite \textit{J. Keilson} and \textit{R. Ramaswamy}, Probab. Eng. Inf. Sci. 1, 367--381 (1987; Zbl 1134.60332) Full Text: DOI
van der Wal, Jan; Schweitzer, Paul J. Iterative bounds on the equilibrium distribution of a finite Markov chain. (English) Zbl 1133.60330 Probab. Eng. Inf. Sci. 1, 117-131 (1987). MSC: 60G99 PDFBibTeX XMLCite \textit{J. van der Wal} and \textit{P. J. Schweitzer}, Probab. Eng. Inf. Sci. 1, 117--131 (1987; Zbl 1133.60330) Full Text: DOI
Ross, Sheldon M. Are mass extinctions really periodic? (English) Zbl 1133.60329 Probab. Eng. Inf. Sci. 1, 61-64 (1987). MSC: 60G99 62-XX 92D15 PDFBibTeX XMLCite \textit{S. M. Ross}, Probab. Eng. Inf. Sci. 1, 61--64 (1987; Zbl 1133.60329) Full Text: DOI
Aldous, David On the Markov chain simulation method for uniform combinatorial distributions and simulated annealing. (English) Zbl 1133.60327 Probab. Eng. Inf. Sci. 1, 33-46 (1987). MSC: 60G99 PDFBibTeX XMLCite \textit{D. Aldous}, Probab. Eng. Inf. Sci. 1, 33--46 (1987; Zbl 1133.60327) Full Text: DOI
Böker, Fred Über statistische Methoden bei Punktprozessen. (On statistical methods for point processes). (German) Zbl 0719.62094 Göttinger Wirtschaftswissenschaftliche Studien, 25. Göttingen: Verlag Otto Schwartz & Co.; Zugl.: Univ. Göttingen, Wirtschaftswiss. Fachbereich, Habil.-Schr. 410 S. DM 44.00 (1987). Reviewer: R.Schlittgen MSC: 62Mxx 60G55 62-02 62M07 62M09 62M99 60G44 60F05 62N05 PDFBibTeX XMLCite \textit{F. Böker}, Über statistische Methoden bei Punktprozessen. (On statistical methods for point processes). Göttingen: Verlag Otto Schwartz \&| Co.; Göttingen: Univ. Göttingen, Wirtschaftswiss. Fachbereich (1987; Zbl 0719.62094)
Balakrishnan, A. V. Kalman filtering theory. 2nd ed. (English) Zbl 0721.93073 Series in Communication and Control Systems. New York etc.: Optimization Software, Inc., Publications Div. xiv, 253 p. $ 52.00 (1987). MSC: 93E11 93-01 62-01 60G35 62M20 93C55 93E10 PDFBibTeX XMLCite \textit{A. V. Balakrishnan}, Kalman filtering theory. 2nd ed. New York etc.: Optimization Software, Inc., Publications Div. (1987; Zbl 0721.93073)
Bichteler, Klaus; Gravereaux, Jean-Bernard; Jacod, Jean Malliavin calculus for processes with jumps. (English) Zbl 0706.60057 Stochastics Monographs, 2. New York etc.: Gordon and Breach Science Publishers. ix, 161 p. $ 36.00 (1987). Reviewer: A.Yu.Veretennikov MSC: 60H07 60G30 60-02 60J75 PDFBibTeX XMLCite \textit{K. Bichteler} et al., Malliavin calculus for processes with jumps. New York etc.: Gordon and Breach Science Publishers (1987; Zbl 0706.60057)
Albin, Susan L. (ed.); Harris, Carl M. (ed.) [Neuts, M. F.; Stidham, S. jun.; Glynn, P. W.; Iglehart, D. L.; Heyman, D. P.; Krakowski, M.; Marchal, W. G.; Taaffe, M. R.; Ong, K. L.; Jo, K. Y.; Basawa, I. V.; Bhat, U. N.; Grassmann, W. K.; Kelton, C. M. L.; Kelton, W. D.; Thompson, M. E.; Gani, J.; Gaver, D. P.; Lehoczky, J. P.; Ramalhoto, M. F.; Swain, J. J.; Schmeiser, B. W.; Heidelberger, P.; Nelson, R. D.; Welch, P. D.; Cao, W.-L.; Stewart, W. J.; Goyal, A.; Lavenberg, S. S.; Trivedi, K. S.; Chaudhry, M. L.; Jain, J. L.; Templeton, J. G. C.; Sumita, U.; Kijima, M.; White, K. P. jun.; Crovelli, R. A.; Gray, H. L.; Woodward, W. A.; Smith, W.; Harris, Carl M.; Petruccelli, J. D.; Woolford, S. W.; Keilson, J.; Elsayed, E. A.; Norton, J. J.; Green, L.; Kolesar, P.; Altiok, T.; Perros, H. G.; Gershwin, S. B.; Yao, D. D.; Heimann, D. I.; Glickman, T. S.; Jaiswal, N. K.; Smith, R. L.; Naylor, J. C.; Foley, R. D.; Suresh, S.; Singpurwalla, N. D.; Wegman, E. J.; Broemeling, L. D.] Statistical and computational issues in probability modeling. Part I and II. Proceedings of the conference, held in Williamsburg, Virginia, USA, at January 1985. Reprint of the journal Annals of Operations Research 8-9 (1987). (English) Zbl 0731.62004 Annals of Operations Research 8-9. Basel: J.C. Baltzer AG Scientific Publishing Company (ISBN 3-905135-26-4). 652 p. (1987). MSC: 62-06 62M10 62P99 60-06 60K25 60K30 62M99 00B25 PDFBibTeX XMLCite \textit{S. L. Albin} (ed.) and \textit{C. M. Harris} (ed.), Statistical and computational issues in probability modeling. Part I and II. Proceedings of the conference, held in Williamsburg, Virginia, USA, at January 1985. Reprint of the journal Annals of Operations Research 8-9 (1987). Basel: J.C. Baltzer AG Scientific Publishing Company (1987; Zbl 0731.62004)
Gutiérrez Jaimez, Ramón; Valderrama Bonnet, Mariano J. On the Karhunen-Loève expansion for transformed processes. (English) Zbl 0734.60042 Trab. Estad. 2, No. 2, 81-90 (1987). MSC: 60G12 45B05 60G15 PDFBibTeX XMLCite \textit{R. Gutiérrez Jaimez} and \textit{M. J. Valderrama Bonnet}, Trab. Estad. 2, No. 2, 81--90 (1987; Zbl 0734.60042) Full Text: DOI EuDML
Blaquière, Augustin; Marzollo, Angelo An alternative approach to wave mechanics of a particle at the non- relativistic approximation. (English) Zbl 0733.93078 Information complexity and control in quantum physics, Proc. 4th Int. Semin. Math. Theory Dyn. Syst. Microphys., Udine/Italy 1985, CISM Courses Lect. 294, 145-161 (1987). Reviewer: G.Leugering (Washington) MSC: 93E20 81P20 82C31 PDFBibTeX XML
Rytov, S. M.; Kravtsov, Yu. A.; Tatarskii, V. I. [Rep’ev, A. P.] Principles of statistical radiophysics, 1. Elements of random process theory. Transl. from the Russian 2., rev. and enlarged ed. by A. P. Repyev. (In 4 volumes). (English) Zbl 0668.60001 Berlin etc.: Springer-Verlag. x, 253 p. DM 124.00 (1987). Reviewer: J.Stoyanov MSC: 60K35 85-01 85A35 PDFBibTeX XMLCite \textit{S. M. Rytov} et al., Principles of statistical radiophysics, 1. Elements of random process theory. Transl. from the Russian 2., rev. and enlarged ed. by A. P. Repyev. (In 4 volumes). Berlin etc.: Springer-Verlag (1987; Zbl 0668.60001)
Zambrini, Jean Claude Schrödinger’s stochastic variational dynamics. (English) Zbl 0723.60104 Information complexity and control in quantum physics, Proc. 4th Int. Semin. Math. Theory Dyn. Syst. Microphys., Udine/Italy 1985, CISM Courses Lect. 294, 163-180 (1987). MSC: 60J70 82B05 PDFBibTeX XML
Parthasarathy, K. R.; Sinha, Kalyan B. Stop times in Fock space stochastic calculus. (English) Zbl 0723.60057 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 495-498 (1987). MSC: 60H05 60G40 46L51 46L53 46L54 60J99 46N50 46E20 81S05 81P20 PDFBibTeX XML
Dittrich, T.; Graham, R. Quantization of the kicked rotator with dissipation. (English) Zbl 0722.60110 Information complexity and control in quantum physics, Proc. 4th Int. Semin. Math. Theory Dyn. Syst. Microphys., Udine/Italy 1985, CISM Courses Lect. 294, 265-274 (1987). MSC: 60K40 81S20 PDFBibTeX XML
Jun, Duk B.; Oliver, Robert M. An adaptive response rate to monitor exponential smoothing. (English) Zbl 0719.62527 Asia-Pac. J. Oper. Res. 4, No. 2, 112-122 (1987). MSC: 62M20 PDFBibTeX XMLCite \textit{D. B. Jun} and \textit{R. M. Oliver}, Asia-Pac. J. Oper. Res. 4, No. 2, 112--122 (1987; Zbl 0719.62527)
Yurovskij, A. Yu. The asymptotic behavior of the second moments of spectral density statistics. (English. Russian original) Zbl 0719.62107 Mosc. Univ. Comput. Math. Cybern. 1987, No. 4, 51-55 (1987); translation from Vestn. Mosk. Univ., Ser. XV 1987, No. 4, 46-50 (1987). MSC: 62M15 PDFBibTeX XMLCite \textit{A. Yu. Yurovskij}, Mosc. Univ. Comput. Math. Cybern. 1987, No. 4, 51--55 (1987; Zbl 0719.62107); translation from Vestn. Mosk. Univ., Ser. XV 1987, No. 4, 46--50 (1987)
Krzywicki, Andre Recent progress in the study of random surfaces. (English) Zbl 0719.60504 Nonperturbative methods in quantum field theory, Proc. Workshop Conf., Siofok/Hung. 1986, 261-278 (1987). MSC: 60-XX PDFBibTeX XML
Stoyan, D. Statistical analysis of spatial point processes: A soft-core model and cross-correlations of marks. (English) Zbl 0719.60013 Biom. J. 29, No. 8, 971-980 (1987). MSC: 60D05 62H20 62F10 PDFBibTeX XMLCite \textit{D. Stoyan}, Biom. J. 29, 971--980 (1987; Zbl 0719.60013) Full Text: DOI
Datta, Lakshmikanta On the efficiency between forecasting models - a study in the Indian context. (English) Zbl 0718.62290 Bull., Calcutta Stat. Assoc. 36, No. 141-142, 19-27 (1987). MSC: 62P20 62M20 PDFBibTeX XMLCite \textit{L. Datta}, Bull., Calcutta Stat. Assoc. 36, No. 141--142, 19--27 (1987; Zbl 0718.62290) Full Text: DOI
Baldessari, Bruno Intrinsic inference model for finite populations of dependent random vectors. (English) Zbl 0718.62005 Metron 45, No. 1-2, 169-186 (1987). MSC: 62A01 62D05 60G09 PDFBibTeX XMLCite \textit{B. Baldessari}, Metron 45, No. 1--2, 169--186 (1987; Zbl 0718.62005)
Xu, Quanhua Espaces d’interpolation réels entre les espaces \(V_ p:\) Proprietés géometriques et applications probabilistes. (Real interpolation spaces between \(V_ p\) spaces: Geometric properties and probabilistic applications.). (French) Zbl 0718.46060 Sémin. d’analyse fonctionnelle, Paris 1985/1986/1987, Publ. Math. Univ. Paris VII 28, 77-123 (1987). MSC: 46M35 46E30 60G99 PDFBibTeX XML
Adlakha, Veena G. A Monte Carlo technique with quasirandom points for the stochastic shortest path problem. (English) Zbl 0717.60106 Am. J. Math. Manage. Sci. 7, No. 3-4, 325-358 (1987). MSC: 60K20 62F10 65C05 PDFBibTeX XMLCite \textit{V. G. Adlakha}, Am. J. Math. Manage. Sci. 7, No. 3--4, 325--358 (1987; Zbl 0717.60106) Full Text: DOI
Romanovskij, R. K. Passing the stochastic processes through regular distributed systems. (Russian) Zbl 0716.60041 Stochastic models and information systems, Collect. Sci. Works, Novosibirsk, 118-127 (1987). MSC: 60G35 93E10 PDFBibTeX XML
Basu, A. K.; Sen Roy, S. On asymptotic prediction problems for multivariate autoregressive models in the unstable nonexplosive case. (English) Zbl 0715.62179 Bull., Calcutta Stat. Assoc. 36, No. 141-142, 29-37 (1987). MSC: 62M20 62M10 PDFBibTeX XMLCite \textit{A. K. Basu} and \textit{S. Sen Roy}, Bull., Calcutta Stat. Assoc. 36, No. 141--142, 29--37 (1987; Zbl 0715.62179) Full Text: DOI
Zinchenko, N. M. Asymptotic behavior of the increments of stable random processes with jumps of one sign. (English. Russian original) Zbl 0715.60041 Theory Probab. Appl. 32, No. 4, 724-727 (1987); translation from Teor. Veroyatn. Primen. 32, No. 4, 793-796 (1987). MSC: 60F15 60J99 60G17 PDFBibTeX XMLCite \textit{N. M. Zinchenko}, Theory Probab. Appl. 32, No. 4, 724--727 (1987; Zbl 0715.60041); translation from Teor. Veroyatn. Primen. 32, No. 4, 793--796 (1987) Full Text: DOI
Darkhovskij, B. S.; Brodskij, B. E. A nonparametric method for fastest detection of a change in the mean of a random sequence. (English. Russian original) Zbl 0714.62045 Theory Probab. Appl. 32, No. 4, 640-648 (1987); translation from Teor. Veroyatn. Primen. 32, No. 4, 703-711 (1987). MSC: 62G99 62L15 60G40 62M99 PDFBibTeX XMLCite \textit{B. S. Darkhovskij} and \textit{B. E. Brodskij}, Theory Probab. Appl. 32, No. 4, 640--648 (1987; Zbl 0714.62045); translation from Teor. Veroyatn. Primen. 32, No. 4, 703--711 (1987) Full Text: DOI
Zuparov, T. M.; Abzalimov, R. R. Weak convergence of empirical processes of weakly dependent random vectors. (Russian) Zbl 0714.60015 Probabilistic models and mathematical statistics, Collect. Artic., Tashkent, 33-43 (1987). Reviewer: V.Kvaratskhelia MSC: 60F05 60B10 60G10 60G15 PDFBibTeX XML
Anisimov, V. V.; Petrenko, O. R. Recurrent adaptive optimization of controlled Markov systems. (Russian. English summary) Zbl 0713.93066 Tr. Inst. Prikl. Mat. Im. I. N. Vekua 20, 5-20 (1987). MSC: 93E35 93E20 90C40 93C55 PDFBibTeX XMLCite \textit{V. V. Anisimov} and \textit{O. R. Petrenko}, Tr. Inst. Prikl. Mat. Im. I. N. Vekua 20, 5--20 (1987; Zbl 0713.93066)
Disney, Ralph L.; Kiessler, Peter C. Traffic processes in queueing networks. A Markov renewal approach. (English) Zbl 0713.90032 Johns Hopkins Series in the Mathematical Sciences, 4. Baltimore-London: The Johns Hopkins University Press. XIX, 252 p.; $ 57.00 (1987). Reviewer: R.Subramanian MSC: 90B22 90B15 60K10 60K20 60K25 90-02 90C40 PDFBibTeX XML
Devajkin, S. V. Statistical check of stationary Gaussian systems with the rational spectral density. (Russian) Zbl 0712.62089 Stochastic models and information systems, Collect. Sci. Works, Novosibirsk, 60-66 (1987). MSC: 62M15 60G10 PDFBibTeX XML
Zhurbenko, I. G. Analysis of stationary and homogeneous stochastic systems. Textbook. (Analiz statsionarnykh i odnorodnykh sluchajnykh sistem. Uchebnoe posobie). (Russian) Zbl 0712.62088 Moskva: Izdatel’stvo Moskovskogo Universiteta. 240 p. R. 0.85 (1987). MSC: 62M15 62-01 62M10 60G10 PDFBibTeX XML
Chani, A. S. An integral representation of the exponential product of stochastic semigroups. (Russian) Zbl 0712.60071 Teor. Sluch. Protsess. 15, 106-110 (1987). MSC: 60H25 47D07 60J99 PDFBibTeX XMLCite \textit{A. S. Chani}, Teor. Sluch. Protsess. 15, 106--110 (1987; Zbl 0712.60071)
Talagrand, Michel Regularity of Gaussian processes. (English) Zbl 0712.60044 Acta Math. 159, No. 1-2, 99-149 (1987). MSC: 60G17 60G15 60G12 PDFBibTeX XMLCite \textit{M. Talagrand}, Acta Math. 159, 99--149 (1987; Zbl 0712.60044) Full Text: DOI Backlinks: MO
Zuparov, T. M. On the rate of convergence in a central limit theorem for stationary processes with uniformly strong intermixing. (Russian) Zbl 0712.60025 Dokl. Akad. Nauk UzSSR 1987, No. 12, 7-9 (1987). MSC: 60F05 60G10 PDFBibTeX XMLCite \textit{T. M. Zuparov}, Dokl. Akad. Nauk UzSSR 1987, No. 12, 7--9 (1987; Zbl 0712.60025)
Azlarov, T. A.; Bektaev, A. K.; Chernysheva, A. N. Probabilistic prediction of evolution of atmospheric processes. (Russian) Zbl 0709.62702 Probabilistic models and mathematical statistics, Collect. Artic., Tashkent, 3-6 (1987). MSC: 62-XX 60-XX 86-XX PDFBibTeX XML
Singh, S. R.; Prasad, S. S. A note on Poisson stable process. (English) Zbl 0709.60539 Prog. Math., Varanasi 21, No. 2, 113-118 (1987). MSC: 60-XX PDFBibTeX XMLCite \textit{S. R. Singh} and \textit{S. S. Prasad}, Prog. Math., Varanasi 21, No. 2, 113--118 (1987; Zbl 0709.60539)
Panchenko, A. I. Probability in classical and quantum physics. (Russian) Zbl 0709.60518 Rules in the development of modern mathematics, Methodol. Aspects, Moskva 1987, 303-313 (1987). MSC: 60-XX 00-XX PDFBibTeX XML
Sonnenburg, Joern; Mahnke, Reinhard A random walker on a circle. (English) Zbl 0709.60516 Wiss. Z. Wilhelm-Pieck-Univ. Rostock, Naturwiss. Reihe 36, No. 1, 59-64 (1987). MSC: 60-XX 70-XX PDFBibTeX XMLCite \textit{J. Sonnenburg} and \textit{R. Mahnke}, Wiss. Z. Wilhelm-Pieck-Univ. Rostock, Naturwiss. Reihe 36, No. 1, 59--64 (1987; Zbl 0709.60516)
Galves, Antonio; Olivieri, Enzo; Vares, Maria Eulália Metastability for a class of dynamical systems subject to small random perturbations. (English) Zbl 0709.60058 Ann. Probab. 15, 1288-1305 (1987). MSC: 60H10 60J60 60K35 PDFBibTeX XMLCite \textit{A. Galves} et al., Ann. Probab. 15, 1288--1305 (1987; Zbl 0709.60058) Full Text: DOI
Fadeeva, E. P. Explicit formulas of linear filtration in case of L-Markov property of a received signal. (Russian) Zbl 0708.60036 Veroyatn. Metody Kibern. 22, 74-79 (1987). Reviewer: G.Steidl MSC: 60G35 93E11 60G10 PDFBibTeX XMLCite \textit{E. P. Fadeeva}, Veroyatn. Metody Kibern. 22, 74--79 (1987; Zbl 0708.60036) Full Text: EuDML
Arjas, E.; Haara, P. On the exponentiality of total hazards before failure. (English) Zbl 0705.60074 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 123-125 (1987). MSC: 60K10 60G07 PDFBibTeX XML
Mertens, Jean-François Repeated games. (English) Zbl 0703.90107 Proc. Int. Congr. Math., Berkeley/Calif. 1986, Vol. 2, 1528-1577 (1987). Reviewer: L.-A.Gerard-Varet MSC: 91A20 90C40 91-02 91A15 91A05 91A10 90C39 PDFBibTeX XML
Weil, Wolfgang Point processes of compact sets. (English) Zbl 0696.60014 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 601-610 (1987). Reviewer: V.Oganyan MSC: 60D05 60G55 PDFBibTeX XML
Kendall, W. S. Stochastic differential geometry. (English) Zbl 0696.53026 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 515-528 (1987). MSC: 53C20 58J65 60J65 PDFBibTeX XML
Mel’nik, S. A. Control over a finite-dimensional system with the help of a supervisor. (Russian) Zbl 0695.93116 Teor. Sluch. Protsess. 15, 71-74 (1987). Reviewer: V. Lánská (M.R. 88k:93101) MSC: 93E20 60J10 60J60 49J55 PDFBibTeX XMLCite \textit{S. A. Mel'nik}, Teor. Sluch. Protsess. 15, 71--74 (1987; Zbl 0695.93116)
Basu, Parantap An adjustment cost model of asset pricing. (English) Zbl 0694.90012 Int. Econ. Rev. 28, No. 3, 609-621 (1987). Reviewer: G.L.Gómez M MSC: 91B28 91B62 91B24 60G35 PDFBibTeX XMLCite \textit{P. Basu}, Int. Econ. Rev. 28, No. 3, 609--621 (1987; Zbl 0694.90012) Full Text: DOI
Słomiński, Leszek Some remarks on approximation of predictable characteristics of processes with filtrations. (English) Zbl 0694.60035 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 583-586 (1987). Reviewer: M.Chaleyat-Maurel MSC: 60G35 PDFBibTeX XML
Ayupov, Sh. A.; Sarymsakov, T. A. Markov operators on quantum probability spaces. (English) Zbl 0692.60087 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 445-454 (1987). Reviewer: R.Jajte MSC: 60K35 46L55 81P20 60J99 PDFBibTeX XML
Gaveau, B.; Schulman, L. S. Grassmann-valued processes for the Weyl and the Dirac equations. (English) Zbl 0692.58047 Phys. Rev., D 36, No. 4, 1135-1140 (1987). MSC: 58Z05 58D30 81S40 81P20 60H05 60J99 PDFBibTeX XMLCite \textit{B. Gaveau} and \textit{L. S. Schulman}, Phys. Rev. D (3) 36, No. 4, 1135--1140 (1987; Zbl 0692.58047) Full Text: DOI Link
Hudson, R. L. Quantum diffusions and cohomology of algebras. (English) Zbl 0692.46068 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 479-483 (1987). Reviewer: H.Yamagata MSC: 46N99 46L99 60J60 46M20 PDFBibTeX XML
Aalen, Odd O. Dynamic modelling and causality. (English) Zbl 0691.62087 Scand. Actuarial J. 1987, No. 3-4, 177-190 (1987). Reviewer: V.T.Stefanov MSC: 62M99 62M05 62P10 PDFBibTeX XMLCite \textit{O. O. Aalen}, Scand. Actuarial J. 1987, 177--190 (1987; Zbl 0691.62087) Full Text: DOI
Kerbache, Laoucine; MacGregor Smith, J. The generalized expansion method for open finite queueing networks. (English) Zbl 0691.60088 Eur. J. Oper. Res. 32, 448-461 (1987). Reviewer: B.D.Craven MSC: 60K25 90B22 65C99 PDFBibTeX XMLCite \textit{L. Kerbache} and \textit{J. MacGregor Smith}, Eur. J. Oper. Res. 32, 448--461 (1987; Zbl 0691.60088) Full Text: DOI
Lindsay, J. M. Quantum stochastic calculus with integral kernels. I. (English) Zbl 0691.46053 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 485-489 (1987). Reviewer: A.Wehrl MSC: 46N99 46L60 60G05 81Q99 PDFBibTeX XML
Godambe, V. P. The functions of finite sample estimation in stochastic processes. II. (English) Zbl 0689.62074 Mathematical statistics theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 2, 49-54 (1987). MSC: 62M09 62M99 PDFBibTeX XML
Dia, Galaye Étude d’un estimateur de la fonction de régression pour un processus ponctuel à valeurs dans \(R^ s_+\times R(s\geq 1)\). (Study of an estimator of the regression function of a point process with values in \(R^ s_+\times R(s\geq 1))\). (French) Zbl 0689.62032 Serdica 13, 382-395 (1987). MSC: 62G05 62M99 62M09 60G55 PDFBibTeX XMLCite \textit{G. Dia}, Serdica 13, 382--395 (1987; Zbl 0689.62032)
Paladin, G. (ed.); Vulpiani, A. (ed.) Advances in nonlinear dynamics and stochastic processes II. Proceedings of the meeting on nonlinear dynamics, Rome, Italy, October 27–29 1986. (English) Zbl 0947.58501 Singapore: World Scientific. x, 267 p. (1987). MSC: 58-06 60-06 00B25 PDFBibTeX XMLCite \textit{G. Paladin} (ed.) and \textit{A. Vulpiani} (ed.), Advances in nonlinear dynamics and stochastic processes II. Proceedings of the meeting on nonlinear dynamics, Rome, Italy, October 27--29 1986. Singapore: World Scientific (1987; Zbl 0947.58501)
Burridge, R.; Papanicolaou, G.; Sheng, P.; White, B. Pulse reflection by a random medium. (English) Zbl 0686.73028 Non-classical continuum mechanics, Proc. Symp., Durham/Engl. 1986, Lond. Math. Soc. Lect. Note Ser. 122, 3-21 (1987). MSC: 74J99 74A40 60G35 74J25 82D30 60H15 60H10 PDFBibTeX XML
Mazmanishvili, A. S. Path integration as a method for solving problems of physics. (Kontinual’noe integrirovanie kak metod resheniya fizicheskikh zadach). (Russian. English summary) Zbl 0686.60064 Kiev: Naukova Dumka. 224 p. R. 2.70 (1987). MSC: 60H99 81P20 34F05 62M99 PDFBibTeX XML
Makhno, S. Ya. On sufficient conditions for the convergence of solutions of stochastic equations. (English) Zbl 0686.60047 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 571-574 (1987). Reviewer: D.Beyer MSC: 60H10 60J60 PDFBibTeX XML
Hernández-Lerma, Onésimo Controlled Markov processes: Recent results on appproximation and adaptive control. (English) Zbl 0685.93077 Visiting scholars’ lect. 1987, Math. Ser., Tex. Tech. Univ. 15, 91-117 (1987). Reviewer: A.Kistner MSC: 93E20 93E10 93E25 49J55 49M37 93C55 90C40 93C40 PDFBibTeX XML
Yaglom, A. M. Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references. (English) Zbl 0685.62078 Springer Series in Statistics. New York etc.: Springer-Verlag. IX, 258 p; DM 115.00 (1987). Reviewer: J.Franke MSC: 62M15 62-01 60-01 60G10 60G35 60G12 PDFBibTeX XML
Yaglom, A. M. Correlation theory of stationary and related random functions. Volume I: Basic results. (English) Zbl 0685.62077 Springer Series in Statistics. New York etc.: Springer-Verlag. XIV, 526 p.; DM 115.00 (1987). Reviewer: J.Franke MSC: 62M15 62-01 60-01 60G10 60G12 60G35 PDFBibTeX XML
Pavlov, I. V. Martingales with mixed norm: General theory and applications. (English) Zbl 0685.60007 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 575-578 (1987). Reviewer: A.D.Bendikov MSC: 60B05 60B15 60G44 60E15 60F25 60G15 60G42 60J45 60J50 PDFBibTeX XML
Kolmanovskij, V. B.; Shajkhet, L. E. Estimation of the solutions of linear stochastic integral equations. (English. Russian original) Zbl 0684.93080 J. Appl. Math. Mech. 51, No. 5, 607-612 (1987); translation from Prikl. Mat. Mekh. 51, No. 5, 775-781 (1987). Reviewer: W.Rümelin MSC: 93E11 60G35 93C30 PDFBibTeX XMLCite \textit{V. B. Kolmanovskij} and \textit{L. E. Shajkhet}, J. Appl. Math. Mech. 51, No. 5, 607--612 (1987; Zbl 0684.93080); translation from Prikl. Mat. Mekh. 51, No. 5, 775--781 (1987) Full Text: DOI
Feigin, P. D. Semimartingale convergence theory and conditional inference for stochastic processes. (English) Zbl 0684.62020 Mathematical statistics theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 2, 41-48 (1987). Reviewer: F.Liese MSC: 62C99 62M99 62B15 PDFBibTeX XML
Veretennikov, A. Yu. Malliavin calculus and its application to some limit theorems. (English) Zbl 0684.60043 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 557-565 (1987). Reviewer: M.P.Jerschow MSC: 60H07 60H10 60J60 PDFBibTeX XML
Brandt, A.; Franken, P.; Lisek, B. Stationary queueing systems. Existence and stability. (English) Zbl 0683.60072 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 245-260 (1987). MSC: 60K25 PDFBibTeX XML
Ragimov, F. G. Tangential approximation for the density of the moment of first entry of a stable process to a nonlinear boundary. I. (Russian. English summary) Zbl 0683.60034 Izv. Akad. Nauk Az. SSR, Ser. Fiz.-Tekh. Mat. Nauk 1987, No. 4, 3-7 (1987). MSC: 60G99 60E07 PDFBibTeX XMLCite \textit{F. G. Ragimov}, Izv. Akad. Nauk Az. SSR, Ser. Fiz.-Tekh. Mat. Nauk 1987, No. 4, 3--7 (1987; Zbl 0683.60034)
Hoover, Douglas N. Adapted distribution. (English) Zbl 0683.60025 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 201-204 (1987). MSC: 60G05 03H10 PDFBibTeX XML
Oganyan, V. K. On homogeneous processes of lines in the plane. (English) Zbl 0683.60012 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 615-618 (1987). MSC: 60D05 60G55 PDFBibTeX XML
Evstigneev, I. V. Random sets and Markov fields. (English) Zbl 0683.60011 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 339-344 (1987). Reviewer: G.A.Sokhadze MSC: 60D05 60G60 60J99 PDFBibTeX XML
Pinsky, Mark Brownian motion in a small ball. (English) Zbl 0683.58050 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 529-532 (1987). Reviewer: P.Boxler MSC: 58J65 58-02 PDFBibTeX XML
Elworthy, K. D. Some geometric aspects of diffusions on manifolds. (English) Zbl 0683.58049 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 501-513 (1987). Reviewer: P.Boxler MSC: 58J65 PDFBibTeX XML
Lyons, T. J. Reversible diffusion processes on manifolds. (English) Zbl 0683.58047 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 297-305 (1987). Reviewer: P.Boxler MSC: 58J65 PDFBibTeX XML
Khoroshun, L. P. Conditional-moment method in problems of the mechanics of composite materials. (English. Russian original) Zbl 0682.73044 Sov. Appl. Mech. 23, No. 10, 989-996 (1987); translation from Prikl. Mekh., Kiev 23, No. 10, 100-108 (1987). MSC: 74E30 74A40 74B20 60H99 PDFBibTeX XMLCite \textit{L. P. Khoroshun}, Sov. Appl. Mech. 23, No. 10, 989--996 (1987; Zbl 0682.73044); translation from Prikl. Mekh., Kiev 23, No. 10, 100--108 (1987) Full Text: DOI
Keenan, Daniel MacRae Limiting behavior of functionals of higher-order sample cumulant spectra. (English) Zbl 0682.62070 Ann. Stat. 15, 134-151 (1987). MSC: 62M15 60G10 PDFBibTeX XMLCite \textit{D. M. Keenan}, Ann. Stat. 15, 134--151 (1987; Zbl 0682.62070) Full Text: DOI
Zhurbenko, I. G. Robust spectral estimation. (English) Zbl 0682.62069 Mathematical statistics, theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 2, 369-378 (1987). MSC: 62M15 62F35 PDFBibTeX XML
Tamura, Yoshiyasu-Hamada An approach to the nonstationary process analysis. (English) Zbl 0682.62068 Ann. Inst. Stat. Math. 39, No. 1, 227-241 (1987). MSC: 62M15 62F15 PDFBibTeX XMLCite \textit{Y.-H. Tamura}, Ann. Inst. Stat. Math. 39, No. 1--2, 227--241 (1987; Zbl 0682.62068) Full Text: DOI
Holley, Richard; Stroock, Daniel Logarithmic Sobolev inequalities and stochastic Ising models. (English) Zbl 0682.60109 J. Stat. Phys. 46, No. 5-6, 1159-1194 (1987). MSC: 60K35 82B05 PDFBibTeX XMLCite \textit{R. Holley} and \textit{D. Stroock}, J. Stat. Phys. 46, No. 5--6, 1159--1194 (1987; Zbl 0682.60109) Full Text: DOI
Dresden, M. New perspectives on Kac ring models. (English) Zbl 0682.60107 J. Stat. Phys. 46, No. 5-6, 829-842 (1987). MSC: 60K35 82B05 81P20 PDFBibTeX XMLCite \textit{M. Dresden}, J. Stat. Phys. 46, No. 5--6, 829--842 (1987; Zbl 0682.60107) Full Text: DOI
Fichtner, K.-H.; Freudenberg, W. Point processes and the position distribution of infinite boson systems. (English) Zbl 0682.60036 J. Stat. Phys. 47, No. 5-6, 959-978 (1987). MSC: 60G55 81P20 PDFBibTeX XMLCite \textit{K. H. Fichtner} and \textit{W. Freudenberg}, J. Stat. Phys. 47, No. 5--6, 959--978 (1987; Zbl 0682.60036) Full Text: DOI
Kasteleyn, P. W. Variations on a theme by Mark Kac. (English) Zbl 0682.60029 J. Stat. Phys. 46, No. 5-6, 811-827 (1987). MSC: 60G10 PDFBibTeX XMLCite \textit{P. W. Kasteleyn}, J. Stat. Phys. 46, No. 5--6, 811--827 (1987; Zbl 0682.60029) Full Text: DOI
Donsker, M. D.; Varadhan, S. R. S. Large deviations for noninteracting infinite-particle systems. (English) Zbl 0682.60020 J. Stat. Phys. 46, No. 5-6, 1195-1232 (1987). MSC: 60F10 60K35 81P20 PDFBibTeX XMLCite \textit{M. D. Donsker} and \textit{S. R. S. Varadhan}, J. Stat. Phys. 46, No. 5--6, 1195--1232 (1987; Zbl 0682.60020) Full Text: DOI
Fadeeva, E. P. On linear filtration of a two-dimensional process with stationary components having simultaneous quasi-rational spectral density. (Russian) Zbl 0681.62082 Issled. Prikl. Mat. 14, 160-165 (1987). MSC: 62M20 60G35 PDFBibTeX XMLCite \textit{E. P. Fadeeva}, Issled. Prikl. Mat. 14, 160--165 (1987; Zbl 0681.62082) Full Text: EuDML
Egozcue, J. J.; Griful, E. Equations of model decomposition of ARMA processes. (Spanish) Zbl 0681.62077 Stochastica 11, No. 2-3, 121-136 (1987). Reviewer: M.Piccioni MSC: 62M10 60G10 62M15 PDFBibTeX XMLCite \textit{J. J. Egozcue} and \textit{E. Griful}, Stochastica 11, No. 2--3, 121--136 (1987; Zbl 0681.62077)
Schlittgen, Rainer; Streitberg, Bernd H. J. Time series analysis. 2., erw. Aufl. (Zeitreihenanalyse.) (German) Zbl 0681.62073 München-Wien: R. Oldenbourg Verlag. XII, 505 S. (1987). Reviewer: J.Becker MSC: 62M10 62-01 62M15 62M20 PDFBibTeX XML
Diggle, Peter J. Parametric and non-parametric estimation for pairwise-interaction point processes. (English) Zbl 0681.62071 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 101-111 (1987). MSC: 62M05 62M99 62F10 62G05 PDFBibTeX XML
Accardi, Luigi A mathematical theory of quantum noise. (English) Zbl 0681.60104 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 427-444 (1987). Reviewer: J.P.Caubet MSC: 60K35 81P20 PDFBibTeX XML
Salinetti, G. Semicontinuous random functions and probability measures. (Italian. English summary) Zbl 0681.60041 Rend. Semin. Mat. Fis. Milano 57, 465-482 (1987). MSC: 60G17 60G30 PDFBibTeX XMLCite \textit{G. Salinetti}, Rend. Semin. Mat. Fis. Milano 57, 465--482 (1987; Zbl 0681.60041) Full Text: DOI
Regazzini, Eugenio To the origins of exchangeability in probability and statistics. A memento to Bruno de Finetti. (Italian. English summary) Zbl 0681.60036 Rend. Semin. Mat. Fis. Milano 57, 261-273 (1987). MSC: 60G09 01A60 60-03 PDFBibTeX XMLCite \textit{E. Regazzini}, Rend. Semin. Mat. Fis. Milano 57, 261--273 (1987; Zbl 0681.60036) Full Text: DOI
Accardi, Luigi; Olla, Stefano Large deviation for stationary processes. (English) Zbl 0681.60031 Rend. Semin. Mat. Fis. Milano 57, 381-433 (1987). MSC: 60F10 60G07 60G10 PDFBibTeX XMLCite \textit{L. Accardi} and \textit{S. Olla}, Rend. Semin. Mat. Fis. Milano 57, 381--433 (1987; Zbl 0681.60031) Full Text: DOI