Stability Problems for Stochastic Models: Proceedings of the International Seminar, held in Suzdal, Russia, Jan.27-Feb. 2,1991: 1546 - Brossura

Brossura

ISBN 10: 3540567445 ISBN 13: 9783540567448

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.

Su questo libro

Contenuti

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.

Product Description

Book by None

Dettagli dell'edizione

• Editore: Springer
• Data di pubblicazione: 2009
• Lingua: Inglese
• ISBN 10: 3540567445
• ISBN 13: 9783540567448
• Rilegatura: Copertina flessibile
• Numero di pagine: 244
• Redattore: Kalashnikov Vladimir V.
• Contatto del produttore: GPSR Kontakt; ProductSafety@springernature.com; ; Abraham-Lincoln-Str. 46; Wiesbaden; 65189; Germania