Theory of Probability and Mathematical Statistics
(Teoriya imovirnostey ta matematychna statystyka)
Volume 72
1.
Zbl 1125.60094 Bouallouche, Louiza; Aissani, Djamil
Measurement and performance of the strong stability method. (English)
Teor. Jmovirn. Mat. Stat. 72, 1-9 (2005) and in Theory Probab. Math. Stat. 72, 1-9 (2006). MSC2000:
*60K25 68M20 90B22,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
2.
Zbl 1125.62061 Sugakova, O.V.
Recogintion of mixture components. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 72, 140-149 (2005); translation in Theory Probab. Math. Stat. 72, 157-166 (2006). MSC2000:
*62H30 62C12,
Reviewer: R. E. Maiboroda (Ky\"iv)
3.
Zbl 1125.60068 Mishura, Yuliya
An estimate of ruin probabilities for long range dependence models. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 72, 93-100 (2005); translation in Theory Probab. Math. Stat. 72, 103-111 (2006). MSC2000:
*60H30 60H10 91B30,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
4.
Zbl 1125.62064 Ivanov, O.V.; Orlovs'kyj, I.V.
Asymptotic normality of Koenker-Basset estimates in nonlinear regression models. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 72, 30-41 (2005); translation in Theory Probab. Math. Stat. 72, 33-45 (2006). MSC2000:
*62J02 62G08 62G20,
Reviewer: R. E. Maiboroda (Ky\"iv)
5.
Zbl 1124.60054 Shevchenko, Georgij
Euler approximations of anticipating quasilinear stochastic differential equations. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 72, 150-157 (2005); translation in Theory Probab. Math. Stat. 72, 167-175 (2006). MSC2000:
*60H35 65C30,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
6.
Zbl 1124.62015 Pohyl'ko, D.I.
Histogram estimates of the shape of concentration functions of two-component mixtures. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 72, 111-119 (2005); translation in Theory Probab. Math. Stat. 72, 125-133 (2006). MSC2000:
*62G05 62G20,
Reviewer: R. E. Maiboroda (Ky\"iv)
7.
Zbl 1124.60035 Olenko, A.Ya.
An estimate of the mean square error of interpolation of stochastic processes. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 72, 101-110 (2005); translation in Theory Probab. Math. Stat. 72, 113-123 (2006). MSC2000:
*60G12 94A20 26D15,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
8.
Zbl 1124.60005 Matsak, I.K.
Some remarks on the ordinal strong law of large numbers. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 72, 84-92 (2005); translation in Theory Probab. Math. Stat. 72, 93-102 (2006). MSC2000:
*60B12 60F15,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
9.
Zbl 1124.60060 Kartashov, M.V.
The ergodicity and stability of quasi-homogeneous Markov semigroups of operators. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 72, 54-62 (2005); translation in Theory Probab. Math. Stat. 72, 59-68 (2006). MSC2000:
*60J35 60A05 47D07
10.
Zbl 1124.60077 Zakusylo, O.K.; Lysak, N.P.
On a queueing system with sequential service. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 72, 24-29 (2005); translation in Theory Probab. Math. Stat. 72, 27-32 (2006). MSC2000:
*60K25 90B22
11.
Zbl 1123.60024 Posashkov, S.V.
Optimal filtration for systems with fractional Brownian noises. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 72, 120-128 (2005); translation in Theory Probab. Math. Stat. 72, 135-144 (2006). MSC2000:
*60G35 60G15 60H05,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
12.
Zbl 1123.60040 Kulik, A.M.
Malliavin calculus for Lévy processes with arbitrary Lévy measures. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 72, 67-83 (2005); translation in Theory Probab. Math. Stat. 72, 75-92 (2006). MSC2000:
*60H07 60G51,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
13.
Zbl 1123.60017 Koval, V.O.
Bounded law of iterated logarithm for matrix-normalized sums of independent random vectors. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 72, 63-66 (2005); translation in Theory Probab. Math. Stat. 72, 69-73 (2006). MSC2000:
*60F15,
Reviewer: R. E. Maiboroda (Ky\"iv)
14.
Zbl 1123.60044 Buldygin, V.V.; Klesov, O.I.; Steinbach, J.G.
PRV property of functions and asymptotic behaviour of solutions to stochastic differential equations. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 72, 10-23 (2005); translation in Theory Probab. Math. Stat. 72, 11-25 (2006). MSC2000:
*60H10 34D05,
Reviewer: R. E. Maiboroda (Ky\"iv)
15.
Zbl 1121.62084 Yadrenko, M.I.; Semenovs'ka, N.
The problem of estimation of unknown mean value for some correlation models of homogeneous and isotropic random fields. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 72, 172-179 (2005); translation in Theory Probab. Math. Stat. 72, 193-201 (2006). MSC2000:
*62M40 60G60,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
16.
Zbl 1121.62076 Yurachkivs'kyj, A.P.; Ivanenko, D.O.
Estimation of matrix autoregression process parameters with nonstationary noise. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 72, 158-171 (2005); translation in Theory Probab. Math. Stat. 72, 177-191 (2006). MSC2000:
*62M10 62F10 62M09,
Reviewer: R. E. Maiboroda (Ky\"iv)
17.
Zbl 1120.62085 Ryzhov, A.Yu.
A test for homogeneity of mixtures with varying concentration components by censored data. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 72, 129-139 (2005); translation in Theory Probab. Math. Stat. 72, 145-155 (2006). MSC2000:
*62N03 62N01 62G10,
Reviewer: R. E. Maiboroda (Ky\"iv)
18.
Zbl 1119.60028 Kozachenko, Yu.V.; Fedoryanich, T.V.
Estimates for the distribution of the supremum of square-Gaussian stochastic processes defined on noncompact sets. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 73, 72-87 (2005); translation in Theory Probab. Math. Stat., Vol 73, 81-97 (2006). MSC2000:
*60G17 60G07,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
19.
Zbl 1114.37028 Kapustyan, O.V.; Valero, J.; Pereguda, O.V.
Random attractor for the reaction-diffusion equation perturbed by a stochastic càdlàg process. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 73, 52-62 (2005); translation in Theory Probab. Math. Stat., Vol 73, 57-69 (2006). MSC2000:
*37H10 34F05 60H10,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
20.
Zbl 1102.91048 Jönsson, H.; Kukush, A.G.; Silvestrov, D.S.
Threshold structure of optimal stopping strategies for American type option. II. (English)
Teor. Jmovirn. Mat. Stat. 72, 42-53 (2005) and Theory Probab. Math. Stat. 72, 47-58 (2006). MSC2000:
*91B28 62L15 60J25,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
Volume 73
1.
Zbl 1123.60017 Koval, V.O.
Bounded law of iterated logarithm for matrix-normalized sums of independent random vectors. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 72, 63-66 (2005); translation in Theory Probab. Math. Stat. 72, 69-73 (2006). MSC2000:
*60F15,
Reviewer: R. E. Maiboroda (Ky\"iv)
2.
Zbl 1120.60023 Castellucci, A.; Antonini, R.Giuliano
Laws of iterated logarithm for stochastic integrals of generalized sub-Gaussian processes. (English)
Teor. Jmovirn. Mat. Stat. 73, 43-51 (2005) and Theory Probab. Math. Stat., Vol 73, 47-56 (2006) MSC2000:
*60F15 60G44 60H05,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
3.
Zbl 1119.60030 Mishura, Yu.S.; Posashkov, S.V.
Optimal filtration in systems with noise modeled by a polynomial of fractional Brownian motion. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 73, 104-111 (2005); translation in Theory Probab. Math. Stat., Vol 73, 117-124 (2006). MSC2000:
*60G35 60G15 60H05,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
4.
Zbl 1119.60028 Kozachenko, Yu.V.; Fedoryanich, T.V.
Estimates for the distribution of the supremum of square-Gaussian stochastic processes defined on noncompact sets. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 73, 72-87 (2005); translation in Theory Probab. Math. Stat., Vol 73, 81-97 (2006). MSC2000:
*60G17 60G07,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
5.
Zbl 1119.60022 Buldygin, V.V.; Koval', V.O.
Prokhorov-Loeve strong law of large numbers for martingales normalized by operators. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 73, 27-42 (2005); translation in Theory Probab. Math. Stat. 73, 31-46 (2006). MSC2000:
*60F15 60G42,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
6.
Zbl 1118.60076 Yamnenko, R.E.
An estimate of the probability that the queue length exceeds the maximum for a queue that is a generalized Ornstein-Uhlenbeck stochastic process. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 73, 161-172 (2005); translation in Theory Probab. Math. Stat., Vol 73, 181-194 (2006). MSC2000:
*60K25 60G07 60K30,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
7.
Zbl 1118.60026 Ponomarenko, O.I.; Perun, Yu.D.
Multidimensional weakly stationary random functions on semigroups. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 73, 134-145 (2005); translation in Theory Probab. Math. Stat., Vol 73, 151-162 (2006). MSC2000:
*60G10 60G57 60G15,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
8.
Zbl 1118.60049 Androshchuk, T.O.
Approximation of a stochastic integral with respect to fractional Brownian motion by integrals with respect to absolutely continuous processes. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 73, 17-26 (2005); translation in Theory Probab. Math. Stat., Vol 73, 19-29 (2006). MSC2000:
*60H05 60G15,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
9.
Zbl 1118.60043 Angulo, J.M.; Ruiz-Medina, M.D.; Anh, V.V.
Wavelet orthogonal approximation of fractional generalized random fields on bounded domains. (English)
Teor. Jmovirn. Mat. Stat. 73, 1-16 (2005) and Theory Probab. Math. Stat., Vol 73, 1-17 (2006) MSC2000:
*60G60 60G20 60G12,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
10.
Zbl 1117.62103 Moklyachuk, M.P.; Masyutka, O.Yu.
Interpolation of multidimensional stationary sequences. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 73, 112-119 (2005); translation in Theory Probab. Math. Stat., Vol 73, 125-133 (2006). MSC2000:
*62M20 60G10 93E10,
Reviewer: Yu. V. Kozachenko (Ky\"iv)
11.
Zbl 1117.62116 Melnikov, A.V.; Moliboga, M.M.; Skornyakova, V.S.
Valuation of flexible insurance contracts. (English)
Teor. Jmovirn. Mat. Stat. 73, 97-103 (2005) and Theory Probab. Math. Stat., Vol 73, 109-115 (2006) MSC2000:
*62P05 91B30 91B28,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
12.
Zbl 1116.60039 Kartashov, M.V.; Stroev, O.M.
Lundberg approximation for the risk function in an almost homogeneous environment. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 73, 63-71 (2005); translation in Theory Probab. Math. Stat., Vol 73, 71-79 (2006). MSC2000:
*60J45 60A05 91B30,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
13.
Zbl 1115.60056 Olenko, A.Ya.
Tauberian theorems for random fields with an OR spectrum. I. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 73, 120-133 (2005); translation in Theory Probab. Math. Stat. 73, 135-149 (2006). MSC2000:
*60G60 62E20 40E05
14.
Zbl 1114.62042 Lodatko, N.; Maiboroda, R.
Estimation of the density of a distribution from data with an admixture. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 73, 88-96 (2005); translation in Theory Probab. Math. Stat., Vol 73, 99-108 (2006). MSC2000:
*62G07 62G20,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
15.
Zbl 1114.37028 Kapustyan, O.V.; Valero, J.; Pereguda, O.V.
Random attractor for the reaction-diffusion equation perturbed by a stochastic càdlàg process. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 73, 52-62 (2005); translation in Theory Probab. Math. Stat., Vol 73, 57-69 (2006). MSC2000:
*37H10 34F05 60H10,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
16.
Zbl 1113.62083 Repetats'ka, G.S.
Inconsistency of the orthogonal regression estimator for the vector nonlinear errors-in-variables model. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 73, 146-150 (2005); translation in Theory Probab. Math. Stat., Vol 73, 163-179 (2006). MSC2000:
*62J02 62F12 62H12,
Reviewer: Mikhail P. Moklyachuk (Ky\"iv)
17.
Zbl 1075.60099 Korolyuk, Vladimir S.; Limnios, Nicolaos
Diffusion approximation of evolutionary systems with equilibrium in asymptotic split phase space. (English)
Teor. Jmovirn. Mat. Stat. 70, 63-73 (2004) and Theory Probab. Math. Stat. 70, 71-82 (2005). MSC2000:
*60J55 60J75 60F17
