Volume 19(35), no.1, 2014

Table of contents
A. V. Ivanov, I. V. Orlovsky
Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise
Pages 1-10
Abstract Full version
O. L. Izyumtseva
On the local times for Gaussian integrators
Pages 11-25
Abstract Full version
Ie. V. Karnaukh
Distribution of some functionals for a Lévy process with matrix-exponential jumps of the same sign
Pages 26-36
Abstract Full version
V. V. Konarovskyi
Large deviations principle for finite system of heavy diffusion particles
Pages 37-45
Abstract Full version
M. M. Osypchuk, M. I. Portenko
On Ornshtein-Uhlenbeck's measure of a Hilbert ball in the space of continuous functions
Pages 46-51
Abstract Full version
A. Yu. Pilipenko, Yu. E. Prykhodko
Limit behavior of a simple random walk with non-integrable jump from a barrier
Pages 52-61
Abstract Full version
A. V. Rudenko
Some uniform estimates for the transition density of a Brownian motion on a Carnot group and their application to local times
Pages 62-90
Abstract Full version
V. I. Senin
Sojourn measures of random walks on deterministic sequences
Pages 91-99
Abstract Full version