Stability problems for stochastic models : proceedings of the 6th international seminar, held in Moscow, USSR, April 1982

edited by V.V. Kalashnikov and V.M. Zolotarev

[目次]

  • Hypererlang approximation of probability distributions on (0, ?) and its application.- On the discrete analog of Marshall-Olkin's distribution.- On some stability theorems.- On stability estimation of certain characterization of the exponential distribution.- Accuracy estimation of the results of complex systems simulation with vector output and several types of randomnesses.- A complete metric in the function space D[0, ?) and its application.- On the estimation of location and scale parameters of stable laws.- Discretization in the problems of stability of characterization of the exponential distribution.- Some ouestions of stability theory of the stochastic economical models.- Characterizations of the bivariate exponential distribution and Marshall - Olkin distribution and stability.- On the growth of entire characteristic functions.- An elementary characterization of the multinomial and the multivariate hypergeometric distributions.- On the stability of characterizations of the unit distribution.- Minimal metrics in the real random variables space.- On poisson output of queueing systems.- On a relation between Levy - Prohorov metrics and ideal metrics.- On the stability of lack of memory characterization of the exponential distribution.- Several remarks on applications of one approach to studies of characterization problems of Polya's theorem type.- On the metrics of the type ?.- On a problem of Dugue.- Limit theorems in the problems of stability.- Robust statistical procedures: A general approach.

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この本の情報

書名 Stability problems for stochastic models : proceedings of the 6th international seminar, held in Moscow, USSR, April 1982
著作者等 International Research Institute of Control Problems
International Seminar on Stability Problems for Stochastic Models
Kalashnikov, Vladimir Viacheslavovich
Matematicheskiĭ institut im. V.A. Steklova
Zolotarev, V. M.
Kalashnikov V.V.
Zolotarev V.M.
Vsesoi︠u︡znyĭ nauchno-issledovatelśkiĭ institut sistemnykh issledovaniĭ
シリーズ名 Lecture notes in mathematics
出版元 Springer-Verlag
刊行年月 1983
ページ数 xvi, 295 p.
大きさ 25 cm
ISBN 0387122788
3540122788
NCID BA04010327
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言語 英語
原文言語 ロシア語
出版国 ドイツ
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