Stability problems for stochastic models : proceedings of the 11th International Seminar Held in Sukhumi (Abkhazian Autonomous Republic), USSR, Sept. 25 - Oct. 1 1987 / / Vladimir V. Kalashnikov, Vladimir M. Zolotarev, editors

• Pubblicazione: Berlin ; ; Heidelberg : , : Springer-Verlag, , [1989]; ©1989
• Edizione: 1st ed. 1989.
• Descrizione fisica: 1 online resource (XII, 384 p.)
• Disciplina: 519.2
• Soggetto topico: Stochastic processes
• Classificazione: 60-62; 62-06
• Persona (resp. second.): KalashnikovVladimir V.; ZolotarevV. M.
• Note generali: Bibliographic Level Mode of Issuance: Monograph
• Nota di contenuto: 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.
• Sommario/riassunto: 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.
• Titolo autorizzato: Stability problems for stochastic models
• ISBN: 3-540-46863-3
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 996466615603316
• Lo trovi qui: Univ. di Salerno
• Serie: Lecture notes in mathematics (Springer-Verlag) ; ; 1412.