Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Volume III: Probability Theory

By Lucien M. Le Cam and Jerzy Neyman

This title is part of UC Press's Voices Revived program, which commemorates University of California Press’s mission to seek out and cultivate the brightest minds and give them voice, reach, and impact. Drawing on a backlist dating to 1893, Voices Revived makes high-quality, peer-reviewed scholarship accessible once again using print-on-demand technology. This title was originally published in 1972.

• Language: English
• Publisher: University of California Press
• Release date: Apr 5, 2024
• ISBN: 9780520375918

Book preview

CONTENTS

CONTENTS OF PROCEEDINGS VOLUMES I, II, AND III

PREFACE

CONTENTS

PAUL LÉVY. 1886-1971

Passage Problems

Point Processes and First Passage Problems

Limit Theorems for Random Walks with Boundaries

The Range of Random Walk

On the Law of the Iterated Logarithm for Maxima and Minima

Asymptotic Distribution of the Moment of First Crossing of a High Level by a Birth and Death Process

Markov Processes—Potential Theory

Martin Boundaries of Random Walks on Locally Compact Groups

The Structure of a Markov Chain

Classical Potential Theory and Brownian Motion

Logarithmic Potentials and Planar Brownian Motion

Potential Operators for Markov Processes

Markov Processes—Trajectories—Functionals

Approximation of Continuous Additive Functionals

Poisson Point Processes Attached to Markov Processes

Regenerative Phenomena and the Characterization of Markov Transition Probabilities

Stochastic Differential Equations and Models of Random Processes

Birth and Death of Markov Processes

Stochastic Integrals and Processes with Stationary Independent Increments

On the Support of Diffusion Processes with Applications to the Strong Maximum Principle

Diffusion Processes

Point Processes, Branching Processes

Random Fields of Segments and Random Mosaic on a Plane

Nonhomogeneous Poisson Fields of Random Lines with Applications to Traffic Flow

Multivariate Point Processes

On Basic Results of Point Process Theory

The Distribution of Generations and Other Aspects of the Family Structure of Branching Processes

A Method for Studying the Integral Functionals of Stochastic Processes with Applications, III

Uses of the Sojourn Time Series for the Markovian Birth Process

First Emptiness Problems in Queueing, Storage, and Traffic Theory

Kuhn-GriinType Approximations for Polymer Chain Distributions

Coverage of Generalized Chess Boards by Randomly Placed Rooks

Pressure and Helmholtz Free Energy in a Dynamic Model of a Lattice Gas

The Rate of Spatial Propagation of Simple Epidemic

Asymptotic Distribution of Eigenvalues of Random Matrices

Information and Control

A Priori Bounds for the Riccati Equation

Lose a Dollar or Double Your Fortune

Necessary Conditions for Discrete Parameter Stochastic Optimization Problem

Differential Games

Epsilon Entropy of Probability Distributions

AUTHOR REFERENCE INDEX