Analytical Methods in Probability Theory Proceedings of the Conferen

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861

Analytical Methods in Probability Theory Proceedings of the Conference Held at Oberwolfach, Germany, June 9-14, 1980

Edited by D. Duque, E. Lukacs, and V. K. Rohatgi

Springer-Verlag Berlin Heidelberg New York 1981

Editors Daniel Dugue Institut de Statistique, Universite de Paris VI 4, Place Jussieu, 75230 Paris Cedex 05, France Eugene Lukacs The Catholic University of America Washington, DC 20064, USA Vijay K. Rohatgi Department of Mathematics and Statistics Bowling Green State University Bowling Green, OH 43403, USA

AMS Subject Classifications (1980): 26A51, 60-02, 60B05, 60B15, 60 E05, 60 F05, 60F15, 60Gxx, 62ElO, 62E20, 62F10, 62G10

ISBN 3-540-10823-8 Springer-Verlag Berlin Heidelberg New York ISBN 0-387-10823-8 Springer-Verlag New York Heidelberg Berlin

This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically those of translation, reprinting, re-use of illustrations, broadcasting, reproduction by photocopying machine or similar means, and storage in data banks. Under § 54 of the German Copyright Law where copies are made for other than private use, a fee is payable to "Verwertungsgesellschaft Wort", Munich.

© by Springer-Verlag Berlin Heidelberg 1981 Printed in Germany Printing and binding: Beltz Offsetdruck, Hemsbach/Bergstr. 2141/3140-543210

This is a collection of papers read at the conference on "Analytical Methods in Probability Theory" held at the Mathematische Forschungsinstitut Oberwolfach, June 9-14, 1980.

Thirty-one mathe-

maticians from nine different countries participated in the conference. A record of the meetings and a list of the participants is given at the end of this volume. the conference.

This volume contains most of the papers read at

All papers contained here were refereed.

D. Dugue University of Paris

E. Lukacs Catholic University

v.

K. Rohatgi Bowling Green State University

CONTENTS

BERGSTR5M, H.

Reduction of weak limit problems by trans-

formations

.. • .

.

.

BERTIN, E.M.J. and THEODORESCU, R.

• • .



Characterizations of

unimodal distribution functions . . BLUM, J.R. and BOYLES, R.A.

.

. .

10

• .

Random sampling from a continuous

time stochastic process . • . CS5RG5, M.

.

. .

• ..

15

On a test for goodness-of-fit based on the empirical

probability measure of Foutz and testing for exponentiality

25

DAVIES,P.L. A theorem of Deny with applications to characterization problems DEHEUVELS, P.

.

.

.

.

.

..•.••

42

Multivariate tests for independence

DE HAAN, L. and RESNICK, 5.1.

Local limit theorem for sample

extremes

51

HALL, R.R. and VINCZE, I.

On a simultaneous characterization

of the Poisson law and the Gamma distribution . . VAN HARN, K., STEUTEL, F.W. and VERWAAT, W.

. • •

60

An application of the method of moments to the central

limit theorem on hyperbolic spaces JACOB, P.

.

.

.

.

65

Convergencesstochastique des processus ponctuels

composes

a

signe

.

LARA, R.G. and ROHATGI, V.K.

.

.

• .

74

Decomposition of probability

measures on