The distribution function of the integral of the absolute value of the Brownian motion was expressed by L.Takács in the form of various series. In the present paper we determine the exact tail asymptotics of this distribution function. The proposed method is applicable to a variety of other Wiener functionals as well.

this paper, we consider a multidimensional parabolic equation w t = \Deltaw + cw + f# (1:1) or H x#t [c]w = f , where ? 0 is constant, and coefficient c(x# t# !), (x# t) 2 D T , D T = \Theta (0#T) is supposed to be a random field with respect to a suitable probability space (\Omega # A#P). This means that c(\Delta# \Delta# !), for each ! fixed, is an element of some functional space X of real-valued functions defined on D T , and it induces a probability measure on a oe-algebra B of subsets of X

Abstract. On an exquisite March day in 2006, David Brillinger and Richard Davis sat down with Murray and Ady Rosenblatt at their home in La Jolla, California for an enjoyable day of reminiscences and conversation. Our mentor, Murray Rosenblatt, was born on September 7, 1926 in New York City and attended City College of New York before entering graduate school at Cornell University in 1946. After completing his Ph.D. in 1949 under the direction of the renowned probabilist Mark Kac, the Rosenblatts ’ moved to Chicago where Murray became an instructor/assistant professor in the Committee of Statistics at the University of Chicago. Murray’s academic career then took him to the University of Indiana and Brown University before his joining the University of California at San Diego in 1964. Along the way, Murray established himself as one of the most celebrated and leading figures in probability and statistics with particular emphasis on time series and Markov processes. In addition to being a fellow of the Institute of Mathematical Statistics and American Association for the Advancement of Science, he was a Guggenheim fellow (1965–1966, 1971–1972) and was elected to the