http://scitation.aip.org/ Theory of Probability and its Applications http://link.aip.org/link/?TPR/54/177/1&agg=rss A. V. Syulyukin<br/> This paper considers asymptotic expansions, which define the central limit theorem precisely and are called BergstromChebyshev expansions. For the given expansions we obtain explicit estimators of remainders. ... [Theory Probab. Appl. 54, 177 (2010)] published Fri Feb 26, 2010. http://link.aip.org/link/?TPR/54/168/1&agg=rss L. Sakhanenko<br/> A vector field is observed at random locations with additive noise. The corresponding integral curve is to be estimated based on the data. The focus of the current paper is to obtain lower bounds for the functions of deviations between true and estimated integral curves. In particular, we show that ... [Theory Probab. Appl. 54, 168 (2010)] published Fri Feb 26, 2010. http://link.aip.org/link/?TPR/54/160/1&agg=rss V. N. Radchenko<br/> This paper considers stochastic measures, i.e., sets of functions given on the Borel sigma-algebra in $[0,1]^d$ sigma-additive with respect to probability. It is shown that realizations of continuous random functions generated by stochastic measures belong to the Besov spaces under some general suf ... [Theory Probab. Appl. 54, 160 (2010)] published Fri Feb 26, 2010. http://link.aip.org/link/?TPR/54/154/1&agg=rss I. Yu. Osmolovskii<br/> This paper obtains the explicit estimate of a residual part for one asymptotic expansion in the central limit theorem for random variables taking values in polynomial spaces. ... [Theory Probab. Appl. 54, 154 (2010)] published Fri Feb 26, 2010. http://link.aip.org/link/?TPR/54/151/1&agg=rss S. V. Nagaev<br/> A new proof of the absolute convergence of the Spitzer series is given which is based on the BerryEsseen bound. Moreover, the upper bound is deduced for the sum of the series generated by the absolute values of the terms of the Spitzer series. ... [Theory Probab. Appl. 54, 151 (2010)] published Fri Feb 26, 2010. http://link.aip.org/link/?TPR/54/140/1&agg=rss M. Gregoratti<br/> We study the classical probability analogue of the unitary dilations of a quantum dynamical semigroup in quantum probability. Given a (not necessarily homogeneous) Markov chain in discrete time in a finite state space $E$, we introduce a second system, an environment, and a deterministic invertible ... [Theory Probab. Appl. 54, 140 (2010)] published Fri Feb 26, 2010. http://link.aip.org/link/?TPR/54/129/1&agg=rss F. Gotze and A. N. Tikhomirov<br/> It is shown that the Kolmogorov distance between the spectral distribution function of a random covariance matrix ${\frac{1}{p}} {\bf X}\,{\bf X}^T$, where ${\bf X}$ is an $n\times p$ matrix with independent entries and the distribution function of the MarchenkoPastur law is of order $O(n^{-1/2})$. ... [Theory Probab. Appl. 54, 129 (2010)] published Fri Feb 26, 2010. http://link.aip.org/link/?TPR/54/114/1&agg=rss A. L. Yakymiv<br/> In this article, random permutation $\tau_n$ is considered uniformly distributed on the set of all permutations with degree $n$ and with cycle lengths from fixed set $A$ (so-called $A$-permutations). Let $\zeta_n$ be the general number of cycles and $\eta_n(1)\leq\eta_n(2)\leq\cdots\leq\eta_n(\zeta ... [Theory Probab. Appl. 54, 114 (2010)] published Fri Feb 26, 2010. http://link.aip.org/link/?TPR/54/97/1&agg=rss E. A. van Doorn, A. I. Zeifman, and T. L. Panfilova<br/> The first part of the paper is a review; it describes the proposed approach and gives the general basis of the method constructed by one of the authors in the 1990s in order to obtain estimates and explicit representations for the rates of convergence for birth-death processes. The second part of t ... [Theory Probab. Appl. 54, 97 (2010)] published Fri Feb 26, 2010. http://link.aip.org/link/?TPR/54/68/1&agg=rss G. Metafune, D. Pallara, and A. Rhandi<br/> We prove global Sobolev regularity and pointwise upper bounds for transition densities associated with second order differential operators in ${\bf R}^N$ with unbounded drift. As an application, we obtain sufficient conditions implying the differentiability of the associated transition semigroup on ... [Theory Probab. Appl. 54, 68 (2010)] published Fri Feb 26, 2010. http://link.aip.org/link/?TPR/54/51/1&agg=rss T. Grbic and E. Pap<br/> The main result of this paper is a theorem of portmanteau type for pseudoweak convergent sequences of capacity functionals for a sequence of random closed sets. For that purpose the classical Lebesgue integral had been substituted with a more general one, known as general pseudo-integral, and there ... [Theory Probab. Appl. 54, 51 (2010)] published Fri Feb 26, 2010. http://link.aip.org/link/?TPR/54/29/1&agg=rss P. Chigansky and R. Liptser<br/> Let $\sigma(u)$, $u\in {\bf R}$, be an ergodic stationary Markov chain, taking a finite number of values $a_1,\ldots,a_m$, and let $b(u)=g(\sigma(u))$, where $g$ is a bounded and measurable function. We consider the diffusion-type process $dX^\varepsilon_t = b\big(\frac{X^\varepsilon_t}{\varepsilon ... [Theory Probab. Appl. 54, 29 (2010)] published Fri Feb 26, 2010. http://link.aip.org/link/?TPR/54/14/1&agg=rss D. V. Belomestny, L. Ruschendorf, and M. A. Urusov<br/> This paper is concerned with a modification of the classical formulation of the free boundary problem for the optimal stopping of integral functionals of one-dimensional diffusions with, possibly, irregular coefficients. This modification was introduced in [L. Ruschendorf and M. A. Urusov, Ann. App ... [Theory Probab. Appl. 54, 14 (2010)] published Fri Feb 26, 2010. http://link.aip.org/link/?TPR/54/1/1&agg=rss V. I. Afanasyev<br/> A conditional invariance principle is established for the critical branching process in a random environment attaining a high level, and finite-dimensional distributions of the limiting process are found. ... [Theory Probab. Appl. 54, 1 (2010)] published Fri Feb 26, 2010.