Stability Problems for Stochastic Models
Proceedings of the International Seminar held in Suzdal, Russia, Jan.27-Feb. 2,1991
Published on 29. July 1993
Book
Paperback/Softback
VIII, 236 pages
978-3-540-56744-8 (ISBN)
Description
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.
More details
Series
Edition
1993 ed.
Language
English
Place of publication
Berlin
Germany
Publishing group
Springer Berlin
Target group
Professional and scholarly
Research
Illustrations
VIII, 236 p.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 14 mm
Weight
376 gr
ISBN-13
978-3-540-56744-8 (9783540567448)
DOI
10.1007/BFb0084476
Schweitzer Classification
Content
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.