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

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.

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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.

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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.
Content:
Front Matter....Pages -
Characterizations of the pareto distribution based on order statistics....Pages 1-16
Some characterizations of the exponential distribution based on the service time properties of an unreliable server....Pages 17-25
On the distribution of the Wilcoxon Rank-Sum statistic....Pages 26-32
On different stability-concepts for probabilities on groups....Pages 33-44
Functional limit theorems for random walks on one-dimensional hypergroups....Pages 45-57
Stabilities and instabilities in population dynamics....Pages 58-67
Some properties of random variables which are stable with respect to the random sample size....Pages 68-75
Two-side estimates of geometric convolutions....Pages 76-88
A stochastic model of radiation carcinogenesis....Pages 89-99
Limit theorems for random sums of independent random variables....Pages 100-120
On regularly varying multivalued functions....Pages 121-129
A comparison theorem for queueing system with non-identical channels....Pages 130-133
On an intrinsic bias measure....Pages 134-158
Characterization of exponential distributions by conditional moments....Pages 159-162
The functional limit theorem on nilpotent lie group....Pages 163-166
On wide-sense regeneration....Pages 167-169
Some properties of the median of the stable distributions close to the symmetric ones....Pages 170-173
Regeneration, stationarity and simulation....Pages 174-179
Multivariate infinitely divisible distributions with the gaussian second order conditional structure....Pages 180-183
On the convergence of random symmetric polynomials....Pages 184-188
Stability of characterization by record properties....Pages 189-196
A berry - ess?en bound for multivariate l-estimates with explicit dependence on dimension....Pages 197-211
On the ergodicity condition of random walks with a periodic control sequence....Pages 212-223
Some limit problem for dependent random variables....Pages 224-229

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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.
Content:
Front Matter....Pages -
Characterizations of the pareto distribution based on order statistics....Pages 1-16
Some characterizations of the exponential distribution based on the service time properties of an unreliable server....Pages 17-25
On the distribution of the Wilcoxon Rank-Sum statistic....Pages 26-32
On different stability-concepts for probabilities on groups....Pages 33-44
Functional limit theorems for random walks on one-dimensional hypergroups....Pages 45-57
Stabilities and instabilities in population dynamics....Pages 58-67
Some properties of random variables which are stable with respect to the random sample size....Pages 68-75
Two-side estimates of geometric convolutions....Pages 76-88
A stochastic model of radiation carcinogenesis....Pages 89-99
Limit theorems for random sums of independent random variables....Pages 100-120
On regularly varying multivalued functions....Pages 121-129
A comparison theorem for queueing system with non-identical channels....Pages 130-133
On an intrinsic bias measure....Pages 134-158
Characterization of exponential distributions by conditional moments....Pages 159-162
The functional limit theorem on nilpotent lie group....Pages 163-166
On wide-sense regeneration....Pages 167-169
Some properties of the median of the stable distributions close to the symmetric ones....Pages 170-173
Regeneration, stationarity and simulation....Pages 174-179
Multivariate infinitely divisible distributions with the gaussian second order conditional structure....Pages 180-183
On the convergence of random symmetric polynomials....Pages 184-188
Stability of characterization by record properties....Pages 189-196
A berry - ess?en bound for multivariate l-estimates with explicit dependence on dimension....Pages 197-211
On the ergodicity condition of random walks with a periodic control sequence....Pages 212-223
Some limit problem for dependent random variables....Pages 224-229
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