
Stability Problems for Stochastic Models
Proceedings of the 8th International Seminar held in Uzhgorod, USSR, Sept. 23-29, 1984
Springer (Publisher)
Published on 1. October 1985
Book
Paperback/Softback
VIII, 448 pages
978-3-540-15985-8 (ISBN)
Description
The subject of this book is a new direction in the field ofprobability theory and mathematical statistics which can becalled "stability theory": it deals with evaluating theeffects of perturbing initial probabilistic models andembraces quite varied subtopics: limit theorems, queueingmodels, statistical inference, probability metrics, etc. Thecontributions are original research articles developing newideas and methods of stability analysis.
More details
Series
Edition
1985 ed.
Language
English
Place of publication
Berlin
Germany
Publishing group
Springer Berlin
Target group
Professional and scholarly
Research
Illustrations
VIII, 448 p.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 25 mm
Weight
686 gr
ISBN-13
978-3-540-15985-8 (9783540159858)
DOI
10.1007/BFb0074809
Schweitzer Classification
Content
On periodic distribution of waiting-time process.- Asymptotic behaviour of some random fields.- Normality of a multidimensional infinitely divisible distribution which coincides with a normal distribution in a cone.- Partial sufficiency of linear forms.- A refinement of Darmois-Skitovitch and Heyde theorems.- The rate of convergence of Erlang distribution to the degenerate one.- Metric estimates of the first occurence time in regenerative processes.- Stability of the lack-of-memory property in a finite number of points.- The central limit theorem and weak convergence of maxima of sums of independent random variables.- Compound metrics with fixed minimal ones.- On limit theorems for the number of Markov renewals.- Some characterization of bivariate distributions based on hazard rate properties.- Confidence intervals for the parameters of strongly stable laws.- Generalization of the Titchmarsh convolution theorem and the complex-valued measures uniquely determined by their restrictions to a half-line.- Limit theorems for extreme order statistics under nonlinear normalization.- A characterization of Gaussian distribution by the linearity of conditional moments.- Extreme functionals in the space of probability measures.- On the ratio of independent stable random variables.- On the Berry-Esseen bound for Student's statistic.- Some new results in a theorem due to Renyi.- Stability for continuous-time nonhomogeneous Markov chains.- Rate of convergence in limit theorems for the max-scheme.- On compound probabilistic metrics with given minimal metrics.