1.

Record Nr.

UNISA996466603303316

Titolo

Stability problems for stochastic models : proceedings of the international seminar, held in Suzdal, Russia, Jan. 27-Feb. 2, 1991 / / edited by V.V. Kalashnikov, V.M. Zolotarev

Pubbl/distr/stampa

Berlin, Germany ; ; New York, New York : , : Springer, , [1993]

©1993

ISBN

3-540-47645-8

Edizione

[1st ed. 1993.]

Descrizione fisica

1 online resource (VIII, 236 p.)

Collana

Lecture Notes in Mathematics, , 0075-8434 ; ; 1546

Classificazione

60-06

62-06

Disciplina

519.2

Soggetti

Stochastic systems

Stability

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Bibliographic Level Mode of Issuance: Monograph

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

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.

Sommario/riassunto

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.