Selected works of A.N. Kolmogorov, volume II, Probability theory and mathematical statistics

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Author(s): A.N. Shiryayev (ed.)
Series: Mathematics and its applications
Publisher: Kluwer
Year: 1992

Language: English
Pages: 611

Title page
From the publishers of the Russian edition
A few words about A.N. Kolmogorov
1. On convergence of series whose terms are determined by random events (with A. Khinchin)
2. On the law of large numbers
3. On a limit formula of A. Khinchin
4. On sums of independent random variables
5. On the law of the iterated logarithm
6. On the law of large numbers
7. General measure theory and probability calculus
8. On the strong law of large numbers
9. On analytical methods in probability theory
10. The waiting problem
11. The method of the median in the theory of errors
12. A generalization of the Laplace-Lyapunov Theorem
13. On the general form of a homogeneous stochastic process
14. On computing the mean Brownian area
15. On the empirical determination of a distribution law
16. On the limit theorems of probability theory
17. On the theory of continuous random processes
18. On the problem of the suitability of forecasting formulas found by statistical methods
19. Random motions
20. Deviations from Hardy's formulas under partial isolation
21. On the theory of Markov chains
22. On the statistical theory of metal crystallization
23. Markov chains with a countable number of possible states
24. On the reversibility of the statistical laws of nature
25. Solution of a biological problem
26. On a new confirmation of Mendel's laws
27. Stationary sequences in Hilbert space
28. Interpolation and extrapolation of stationary random sequences
29. On the logarithmic normal distribution of particle sizes under grinding
30. Justification of the method of least squares
31. A formula of Gauss in the method of least squares
32. Branching random processes
33. Computation of final probabilities for branching random processes
34. Statistical theory of oscillations with continuous spectrum
35. On sums of a random number of random terms
36. A local limit theorem for classical Markov chains
37. Solution of a probabilistic problem relating to the mechanism of bed formation
38. Unbiased estimators
39. On differentiability of transition probabilities of time-homogeneous Markov processes with a countable number of states
40. A generalization of Poisson's formula for a sample from a finite set
41. Some recent work on limit theorems in probability theory
42. On A.V. Skorokhod's convergence
43. Two uniform limit theorems for sums of independent terms
44. Random functions and limit theorems
45. On the properties of P. Lévy's concentration functions
46. Transition of branching processes to diffusion processes and related genetic problems
47. On the classes Φ^(n) of Fortet and Blanc-Lapierre
48. On conditions of strong mixing of a Gaussian stationary process
49. Random functions of several variables almost all realizations of which are periodic
50. An estimate of the parameters of a complex stationary Gaussian Markov process
51. On the approximation of distributions of sums of independent terms by infinitely divisible distributions
52. Estimators of spectral functions of random processes
53. On the logical foundations of probability theory
COMMENTS
A.N. Kolmogorov. On the papers on probability theory and mathematical statistics
Analytical methods in probability theory (N°9) (A.D. Ventsel)
Markov processes with a countable number of states (N°10) (B.A. Sevast'yanov)
Homogeneous random processes (N°13) (V.M. Zolotarev)
Homogeneous Markov processes (N°39) (A.A. Yushkevich)
Branching processes (N°25,32,33,46) (B.A. Sevast'yanov)
Stationary sequences (N°27) (Yu.A. Rozanov)
Stationary processes (N°48) (V.A. Statulyavichus)
Statistics of processes (N°50) (A.N. Shiryaev)
Spectral theory of stationary processes (N°34) (A.M. Yaglom)
Spectral representation of random processes (N°47,49) (Yu. G. Balasanov and I. G. Zhurbenko)
Brownian motion (N°14,19,24) (A.M. Yaglom)
Markov chains with a countable number of states (N°23) (A.A. Yushkevich)
Wald identities (N°35) (A.A. Novikov)
S-Convergence (N°42) (A. V. Skorokhod)
Uniform limit theorems (N°43,51) (T. V. Arak)
Concentration functions (N°45) (V.M. Kruglov)
Empirical distributions (N°15) (E. V. Khmaladze)
The method of least squares (N°30,31) (M.B. Malyutov)
Unbiased estimators (N°38) (Yu.K. Belyaev and Ya.P. Lumel'skii)
Statistical prediction (N°18) (A.M. Yaglom)
On inter-bed washout (N°37) (A.B. Vistelius)