+612 9045 4394
Stability Problems for Stochastic Models : Proceedings of the International Seminar Held in Suzdal, Russia, Jan.27-Feb. 2,1991 - Vladimir V. Kalashnikov

Stability Problems for Stochastic Models

Proceedings of the International Seminar Held in Suzdal, Russia, Jan.27-Feb. 2,1991

Paperback Published: 29th July 1993
ISBN: 9783540567448
Number Of Pages: 236

Share This Book:


or 4 easy payments of $23.44 with Learn more
Ships in 5 to 9 business days

The subject of this book is a new direction in the field ofprobability theory and mathematical statistics which can becalled "stability theory": it deals with evaluating theeffects of perturbing initial probabilistic models andembraces quite varied subtopics: limit theorems, queueingmodels, statistical inference, probability metrics, etc. Thecontributions are original research articles developing newideas and methods of stability analysis.

Characterizations of the pareto distribution based on order statistics.- Some characterizations of the exponential distribution based on the service time properties of an unreliable server.- On the distribution of the Wilcoxon Rank-Sum statistic.- On different stability-concepts for probabilities on groups.- Functional limit theorems for random walks on one-dimensional hypergroups.- Stabilities and instabilities in population dynamics.- Some properties of random variables which are stable with respect to the random sample size.- Two-side estimates of geometric convolutions.- A stochastic model of radiation carcinogenesis.- Limit theorems for random sums of independent random variables.- On regularly varying multivalued functions.- A comparison theorem for queueing system with non-identical channels.- On an intrinsic bias measure.- Characterization of exponential distributions by conditional moments.- The functional limit theorem on nilpotent lie group.- On wide-sense regeneration.- Some properties of the median of the stable distributions close to the symmetric ones.- Regeneration, stationarity and simulation.- Multivariate infinitely divisible distributions with the gaussian second order conditional structure.- On the convergence of random symmetric polynomials.- Stability of characterization by record properties.- A berry - esseen bound for multivariate l-estimates with explicit dependence on dimension.- On the ergodicity condition of random walks with a periodic control sequence.- Some limit problem for dependent random variables.

ISBN: 9783540567448
ISBN-10: 3540567445
Series: Lecture Notes in Mathematics
Audience: General
Format: Paperback
Language: English
Number Of Pages: 236
Published: 29th July 1993
Publisher: Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
Country of Publication: DE
Dimensions (cm): 23.39 x 15.6  x 1.3
Weight (kg): 0.35