Sommaire

The strong law of large numbers for -statistics with dependent data.
p. 1199
Limit theorems for the canonical von Mises statistics with dependent data.
p. 1205
Integro-local and integral theorems for sums of random variables with semiexponential distributions.
p. 1218
Root continuity theorems in valued fields.
p. 1258
On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distribution.
p. 1265
Mean fixation time estimates in constant size populations.
p. 1275
On the regular Sylow -subgroups of Chevalley groups over .
p. 1289
On the distribution density of the supremum of a random walk in the subexponential case.
p. 1296
Asymptotic expansions for the distribution of the crossing number of a strip by a Markov-modulated random walk.
p. 1303
Large deviations of the first passage time for a random walk with semiexponentially distributed jumps.
p. 1323
The theory of function structure models.
p. 1342
Estimates in the invariance principle in terms of truncated power moments.
p. 1355
Asymptotically optimal estimation in a linear fractional regression problem with random errors in coefficients.
p. 1372
On approximations of transformed chi-squared distributions in statistical applications.
p. 1401
On the smallest eigenvalue of the Stokes operator in a domain with fine-grained random boundary.
p. 1414