Stability Problems for Stochastic Models
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Stability Problems for Stochastic Models: Proceedings of the 11th International Seminar held in Sukhumi (Abkhazian Autonomous Republic), USSR, Sept. 25 - Oct. 1, 1987(1412 Lecture Notes in Mathematics)

Stability Problems for Stochastic Models: Proceedings of the 11th International Seminar held in Sukhumi (Abkhazian Autonomous Republic), USSR, Sept. 25 - Oct. 1, 1987(1412 Lecture Notes in Mathematics)


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About the Book

Traditionally the Stability seminar, organized in Moscow but held in different locations, has dealt with a spectrum of topics centering around characterization problems and their stability, limit theorems, probabil- ity metrics and theoretical robustness. This volume likewise focusses on these main topics in a series of original and recent research articles.

Table of Contents:
The density function's asymptotic representation in the case of multidimensional strictly stable distributions.- Limiting behaviour of the sum of I.I.D. random variables and its terms of greatest moduli in the case of logarithmic type tall function.- On the adaptive estimation of change points.- Precise upper bounds for the functionals describing tumour treatment efficiency.- A multivariate analog of the Cramer theorem on components of the Gaussian distributions.- A refinement of Lukacs theorems.- On the connection of Renyi's theorem and Renewal theory.- On the products of a random number of random variables in connection with a problem from mathematical economics.- The asymptotic distributions of random sums.- Normal and degenerate convergences of random sums.- New duality theorems for Marginal problems with some applications in stochastics.- Stable random vectors in Hilbert space.- The mean's consistent estimation, in the case random processes, satisfying partial differential equations.- Limit theorems in the set up of sumnation of a random number of independent identically distributed random variables.- Some asymptotic properties of the stable laws.- A chi-square goodness-of-fit test for exponential distributions of the first order.- A conditional weak law of large numbers.- On the rate of convergence for the extreme value in the case of IFR-distributions.- On the rate of convergence in extreme value theory.- Some properties of stochastic processes with linear regression.- On characterization of generalized logistic and pareto distributions.- Limit theorems for positive definite probability densities.- On the estimate of the rate of convergence in the central limit theorem in Hilbert space.- Stability of decomposition in semigroups of functions representable by series in the Jacobi polynomials.- A regressional characterization of the poisson distribution.- Hitting times of single points for 1-dimensional generalized diffusion processes.- Pseudotrajectories and stability problems for stochastic dynamical systems.


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Product Details
  • ISBN-13: 9783540519485
  • Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
  • Publisher Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • Height: 234 mm
  • No of Pages: 384
  • Returnable: Y
  • Sub Title: Proceedings of the 11th International Seminar held in Sukhumi (Abkhazian Autonomous Republic), USSR, Sept. 25 - Oct. 1, 1987
  • ISBN-10: 3540519483
  • Publisher Date: 06 Dec 1989
  • Binding: Paperback
  • Language: English
  • Returnable: Y
  • Series Title: 1412 Lecture Notes in Mathematics
  • Width: 156 mm


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Stability Problems for Stochastic Models: Proceedings of the 11th International Seminar held in Sukhumi (Abkhazian Autonomous Republic), USSR, Sept. 25 - Oct. 1, 1987(1412 Lecture Notes in Mathematics)
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Stability Problems for Stochastic Models: Proceedings of the 11th International Seminar held in Sukhumi (Abkhazian Autonomous Republic), USSR, Sept. 25 - Oct. 1, 1987(1412 Lecture Notes in Mathematics)
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Stability Problems for Stochastic Models: Proceedings of the 11th International Seminar held in Sukhumi (Abkhazian Autonomous Republic), USSR, Sept. 25 - Oct. 1, 1987(1412 Lecture Notes in Mathematics)

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