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Approximation methods in probability theory / Vydas Cekanavicius
| Approximation methods in probability theory / Vydas Cekanavicius |
| Autore | Cekanavicius, Vydas |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XII, 274 p. ; 24 cm |
| Soggetto topico |
60G50 - Sums of independent random variables; random walks [MSC 2020]
41A25 - Rate of convergence, degree of approximation [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 60E10 - Characteristic functions; other transforms [MSC 2020] 62E20 - Asymptotic distribution theory in statistics [MSC 2020] 41A27 - Inverse theorems in approximation theory [MSC 2020] |
| Soggetto non controllato |
Characteristic function
Compound distribution Inversion formula Kerstan's method M-dependent variables Non-uniform estimates Smoothing inequalities Stein’s method Total variation Triangle function |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114451 |
Cekanavicius, Vydas
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Approximation methods in probability theory / Vydas Cekanavicius
| Approximation methods in probability theory / Vydas Cekanavicius |
| Autore | Cekanavicius, Vydas |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XII, 274 p. ; 24 cm |
| Soggetto topico |
41A25 - Rate of convergence, degree of approximation [MSC 2020]
41A27 - Inverse theorems in approximation theory [MSC 2020] 60E10 - Characteristic functions; other transforms [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 62E20 - Asymptotic distribution theory in statistics [MSC 2020] |
| Soggetto non controllato |
Characteristic function
Compound distribution Inversion formula Kerstan's method M-dependent variables Non-uniform estimates Smoothing inequalities Stein’s method Total variation Triangle function |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00114451 |
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Cekanavicius, Vydas
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stability Problems for Stochastic Models: Theory and Applications
| Stability Problems for Stochastic Models: Theory and Applications |
| Autore | Zeifman Alexander |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (370 p.) |
| Soggetto topico |
Research & information: general
Mathematics & science |
| Soggetto non controllato |
continuous-time Markov chains
non-stationary Markovian queueing model stability perturbation bounds forward Kolmogorov system threshold processing random samples long-term dependence mean-square risk estimate integrals and sums rates of convergence conditional law of large numbers conditional central limit theorem stochastic differential observation system nonlinear filtering problem state-dependent observation noise numerical filtering algorithm filtering given time-discretized observations stable approximation approximation accuracy Rényi theorem Kantorovich distance zeta-metrics Stein’s method stationary renewal distribution equilibrium transform geometric random sum characteristic function precipitation limit theorems statistical test generalized negative binomial distribution generalized gamma distribution asymptotic approximations extreme order statistics random sample size slowly varying monotony in the Zygmund sense class Γa(g) self-neglecting function convergence rates citation distribution Hirsch index geometric distribution Sibuya distribution geometrically stable distribution generalized Linnik distribution random sum transfer theorem multivariate normal scale mixtures heavy-tailed distributions multivariate stable distribution multivariate Linnik distribution generalized Mittag–Leffler distribution multivariate generalized Mittag–Leffler distribution stable distribution probability density function distribution function Hankel contours multivariate stable processes contour integrals fractional laplacian second order expansions high-dimensional low sample size Laplace distribution Student’s t-distribution pareto mixture distribution multiserver system uniform distance perfect simulation priority system marked Markov arrival process phase-type distribution change of the priority dispatching heterogeneous servers Markov decision process policy-iteration algorithm mean number of customers decomposable semi-regenerative process multiple power series distribution integral limit theorem local limit theorem Tauberian lemma R-weakly one-sided oscillation of the multiple sequence at infinity along the given multiple sequence pension schemes balance equation gross premium premium load lump sum defined contribution pension schemes decrement tables robustness minimax approach stable estimation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Stability Problems for Stochastic Models |
| Record Nr. | UNINA-9910557664703321 |
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Zeifman Alexander
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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