Stability Problems for Stochastic Models: Proceedings of the 9th International Seminar held in Varna, Bulgaria, May 13-19, 1985: 1233 - Brossura

Brossura

ISBN 10: 3540172041 ISBN 13: 9783540172048

Casa editrice: Springer, 2009

Riassunto

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.

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Contenuti

The estimation of the rate of convergence in the integral limit theorem in the Euclidean motion group.- Contribution to the analytic theory of linear forms of independent random variables.- ?p-strictly stable laws and estimation of their parameters.- The method of metric distances in the problem of estimation of the deviation from the exponential distribution.- The accuracy of the normal approximation to the distribution of the sum of a random number of independent random variables.- Mixtures of probability distributions.- Some limit theorems for summability methods of I.I.D.Random variables.- Properties of mode of spectral positive stable distributions.- Two characterizations using records.- On orthogonal-series estimators for probability distributions.- Estimates of the deviation between the exponential and new classes of bivariate distributions.- On the difference between distributions of sums and maxima.- On the inequalities of Berry-Esseen and V.M. Zolotarev.- Some fixed point theorems probabilistic metric spaces.- The asymptotic bias in a deviation of a location model.- Cramer's decomposition theorem within the continuation of distribution functions.- An asymptotically most Bias-Robust invariant estimator of location.- Characterizing the distributions of the random vectors X 1, X 2, X 3 by the distribution of the statistic (X 1–X 3, X 2–X 3).- On stability estimates of Cramer's theorem.- On the estimation of moments of regenerative cycles in a general closed central-server queueing network.- On F-processes and their applications.- On some properties of ideal metrics of order ?.- On ?-independence of sample mean and sample variance.

Dettagli dell'edizione

• Editore: Springer
• Data di pubblicazione: 2009
• Lingua: Inglese
• ISBN 10: 3540172041
• ISBN 13: 9783540172048
• Rilegatura: Copertina flessibile
• Numero di pagine: 232
• Redattore: Kalashnikov Vladimir V.
• Contatto del produttore: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Germania