Stability problems for stochastic models : proceedings of the 11th International seminar held in Sukhumi (Abkhazian Autonomous Republic) USSR, Sept. 25-Oct. 1, 1987

Traditionally the Stability seminar, organized in Moscow but held in different locations, has dealt with a spectrum of topics centering around characterization problems and their stability, limit theorems, probabil- ity metrics and theoretical robustness. This volume likewise focusses on these main...

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Collectivité auteur: Seminar on stability problems for stochastic models :Soukhoumi, Géorgie
Autres auteurs: Kalašnikov, Vladimir Vâčeslavovič, 1942-2001 (Directeur de la publication), Zolotarev, Vladimir Mihajlovič, 1931-2019 (Directeur de la publication)
Format: Livre numérique
Langue:Anglais
Publié: Berlin [etc.] : Springer [20..].
Cham : Springer Nature
Collection:Lecture notes in mathematics 1412
Sujets:
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Note: Archives Springer e-books (Licence nationale)
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Autres localisations: Voir dans le Sudoc
Edition sous un autre format:• Stability problems for stochastic models, proceedings of the 11th International seminar held in Sukhumi (Abkhazian Autonomous Republic) USSR, Sept. 25-Oct. 1, 1987, V.V. Kalashnikov, V.M. Zolotarev (eds.), 1989, Berlin, Springer-Verlag, 1 volume (X-380 pages), Lecture notes in mathematics, 0-387-51948-3
• Stability Problems for Stochastic Models, Texte imprimé, 9783662205358
Table des matières:
  • The density function's asymptotic representation in the case of multidimensional strictly stable distributions
  • Limiting behaviour of the sum of I.I.D. random variables and its terms of greatest moduli in the case of logarithmic type tall function
  • On the adaptive estimation of change points
  • Precise upper bounds for the functionals describing tumour treatment efficiency
  • A multivariate analog of the Cramer theorem on components of the Gaussian distributions
  • A refinement of Lukacs theorems
  • On the connection of Renyi's theorem and Renewal theory
  • On the products of a random number of random variables in connection with a problem from mathematical economics
  • The asymptotic distributions of random sums
  • Normal and degenerate convergences of random sums
  • New duality theorems for Marginal problems with some applications in stochastics
  • Stable random vectors in Hilbert space
  • The mean's consistent estimation, in the case random processes, satisfying partial differential equations
  • Limit theorems in the set up of sumnation of a random number of independent identically distributed random variables
  • Some asymptotic properties of the stable laws
  • A chi-square goodness-of-fit test for exponential distributions of the first order
  • A conditional weak law of large numbers
  • On the rate of convergence for the extreme value in the case of IFR-distributions
  • On the rate of convergence in extreme value theory
  • Some properties of stochastic processes with linear regression
  • On characterization of generalized logistic and pareto distributions
  • Limit theorems for positive definite probability densities
  • On the estimate of the rate of convergence in the central limit theorem in Hilbert space
  • Stability of decomposition in semigroups of functions representable by series in the Jacobi polynomials
  • A regressional characterization of the poisson distribution
  • Hitting times of single points for 1-dimensional generalized diffusion processes
  • Pseudotrajectories and stability problems for stochastic dynamical systems.