06050nam 2201561z- 450 991055766470332120231214132825.0(CKB)5400000000044859(oapen)https://directory.doabooks.org/handle/20.500.12854/68446(EXLCZ)99540000000004485920202105d2021 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierStability Problems for Stochastic Models: Theory and ApplicationsBasel, SwitzerlandMDPI - Multidisciplinary Digital Publishing Institute20211 electronic resource (370 p.)3-0365-0452-4 3-0365-0453-2 The aim of this Special Issue of Mathematics is to commemorate the outstanding Russian mathematician Vladimir Zolotarev, whose 90th birthday will be celebrated on February 27th, 2021. The present Special Issue contains a collection of new papers by participants in sessions of the International Seminar on Stability Problems for Stochastic Models founded by Zolotarev. Along with research in probability distributions theory, limit theorems of probability theory, stochastic processes, mathematical statistics, and queuing theory, this collection contains papers dealing with applications of stochastic models in modeling of pension schemes, modeling of extreme precipitation, construction of statistical indicators of scientific publication importance, and other fields.Stability Problems for Stochastic ModelsResearch & information: generalbicsscMathematics & sciencebicssccontinuous-time Markov chainsnon-stationary Markovian queueing modelstabilityperturbation boundsforward Kolmogorov systemthreshold processingrandom sampleslong-term dependencemean-square risk estimateintegrals and sumsrates of convergenceconditional law of large numbersconditional central limit theoremstochastic differential observation systemnonlinear filtering problemstate-dependent observation noisenumerical filtering algorithmfiltering given time-discretized observationsstable approximationapproximation accuracyRényi theoremKantorovich distancezeta-metricsStein’s methodstationary renewal distributionequilibrium transformgeometric random sumcharacteristic functionprecipitationlimit theoremsstatistical testgeneralized negative binomial distributiongeneralized gamma distributionasymptotic approximationsextreme order statisticsrandom sample sizeslowly varyingmonotony in the Zygmund senseclass Γa(g)self-neglecting functionconvergence ratescitation distributionHirsch indexgeometric distributionSibuya distributiongeometrically stable distributiongeneralized Linnik distributionrandom sumtransfer theoremmultivariate normal scale mixturesheavy-tailed distributionsmultivariate stable distributionmultivariate Linnik distributiongeneralized Mittag–Leffler distributionmultivariate generalized Mittag–Leffler distributionstable distributionprobability density functiondistribution functionHankel contoursmultivariate stable processescontour integralsfractional laplaciansecond order expansionshigh-dimensionallow sample sizeLaplace distributionStudent’s t-distributionpareto mixture distributionmultiserver systemuniform distanceperfect simulationpriority systemmarked Markov arrival processphase-type distributionchange of the prioritydispatchingheterogeneous serversMarkov decision processpolicy-iteration algorithmmean number of customersdecomposable semi-regenerative processmultiple power series distributionintegral limit theoremlocal limit theoremTauberian lemmaR-weakly one-sided oscillation of the multiple sequence at infinity along the given multiple sequencepension schemesbalance equationgross premiumpremium loadlump sumdefined contribution pension schemesdecrement tablesrobustnessminimax approachstable estimationResearch & information: generalMathematics & scienceZeifman Alexanderedt1295516Korolev VictoredtSipin AlexanderedtZeifman AlexanderothKorolev VictorothSipin AlexanderothBOOK9910557664703321Stability Problems for Stochastic Models: Theory and Applications3031971UNINA