Stability Problems for Stochastic Models
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Stability Problems for Stochastic Models: Proceedings of the International Seminar held in Suzdal, Russia, Jan.27-Feb. 2,1991(1546 Lecture Notes in Mathematics)

Stability Problems for Stochastic Models: Proceedings of the International Seminar held in Suzdal, Russia, Jan.27-Feb. 2,1991(1546 Lecture Notes in Mathematics)


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About the Book

The subject of this book is a new direction in the field of probability theory and mathematical statistics which can be called "stability theory": it deals with evaluating the effects of perturbing initial probabilistic models and embraces quite varied subtopics: limit theorems, queueing models, statistical inference, probability metrics, etc. The contributions are original research articles developing new ideas and methods of stability analysis.

Table of Contents:
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 - esséen 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.


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Product Details
  • ISBN-13: 9783540567448
  • Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
  • Publisher Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • Height: 235 mm
  • No of Pages: 236
  • Returnable: N
  • Sub Title: Proceedings of the International Seminar held in Suzdal, Russia, Jan.27-Feb. 2,1991
  • ISBN-10: 3540567445
  • Publisher Date: 29 Jul 1993
  • Binding: Paperback
  • Language: English
  • Returnable: Y
  • Series Title: 1546 Lecture Notes in Mathematics
  • Width: 155 mm


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Stability Problems for Stochastic Models: Proceedings of the International Seminar held in Suzdal, Russia, Jan.27-Feb. 2,1991(1546 Lecture Notes in Mathematics)
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Stability Problems for Stochastic Models: Proceedings of the International Seminar held in Suzdal, Russia, Jan.27-Feb. 2,1991(1546 Lecture Notes in Mathematics)
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Stability Problems for Stochastic Models: Proceedings of the International Seminar held in Suzdal, Russia, Jan.27-Feb. 2,1991(1546 Lecture Notes in Mathematics)

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