Probability and Mathematical Statistics, 35, z. 2, 2015, ss.365

New interpolations between classical and free Gaussian processes

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Non-commutative probability, commutation relations, Gaussian processes

HCM property and the half-Cauchy distribution

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Half-Cauchy distribution, complete monotonicity, generalized gamma convolution, hyperbolically completely monotone function, Pick function, positive stable density

Supremum distribution of Bessel process of drifting Brownian motion

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Drifting Brownian motion, Bessel process, supremum distribution, estimates of theta function

Geometric stable and semistable distributions on (Z+)^d

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Semigroup, geometric infinite divisibility, branching processes, mixture representation, domain of geometric attraction

Extremal properties of one-dimensional Cauchy- type measures

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Cauchy distribution, isoperimetry

Limit theory for bivariate central and bivariate intermediate dual generalized order statistics

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Dual generalized order statistics, dual generalized central order statistics, dual generalized intermediate order statistics

Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein–Uhlenbeck processes

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Almost sure central limit theorem, least squares estimator, fractional Ornstein–Uhlenbeck process, multiple stochastic integrals

Confidence intervals for average success probabilities

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Bernoulli convolution, binomial distribution inequality, Clopper–Pearson, hypergeometric distribution, inhomogeneous Bernoulli chain, Poisson-binomial distribution, robustness

On a general concept of suffi ciency in von Neumann algebras

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Sufficient subalgebras, normal states, Bayesian discrimination, unbiased estimation

Frobenius–Perron operator description of Markov chains

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Markov chain, quasi-Markov chain, exactness, Frobenius–Perron operator, measure-preserving transformation, skewproduct transformation, Gauss endomorphism

Stochastic differential equations with constraints driven by processes with bounded p-variation

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Skorokhod problem, p-variation, integral equations, stochastic differential equations with constraints, reflecting boundary condition


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