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

• Pubblicazione: Berlin, Germany ; ; New York, New York : , : Springer, , [1993]; ©1993
• Edizione: 1st ed. 1993.
• Descrizione fisica: 1 online resource (VIII, 236 p.)
• Disciplina: 519.2
• Soggetto topico: Stochastic systems; Stability
• Classificazione: 60-06; 62-06
• Persona (resp. second.): ZolotarevV. M.; KalashnikovV. V (Vladimir Vi︠a︡cheslavovich)
• 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.
• Titolo autorizzato: Stability problems for stochastic models
• ISBN: 3-540-47645-8
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 996466603303316
• Lo trovi qui: Univ. di Salerno
• Serie: Lecture notes in mathematics (Springer-Verlag) ; ; 1546.