Stability Problems for Stochastic Models: Theory and Applications

The aim of this Special Issue of Mathematics is to commemorate the outstanding Russian mathematician Vladimir Zolotarev, whose 90th birthday will be celebrated on February 27th, 2021. The present Special Issue contains a collection of new papers by participants in sessions of the International Semin...

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Year of Publication:2021
Language:English
Physical Description:1 electronic resource (370 p.)
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245 1 0 |a Stability Problems for Stochastic Models: Theory and Applications 
246 |a Stability Problems for Stochastic Models 
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520 |a The aim of this Special Issue of Mathematics is to commemorate the outstanding Russian mathematician Vladimir Zolotarev, whose 90th birthday will be celebrated on February 27th, 2021. The present Special Issue contains a collection of new papers by participants in sessions of the International Seminar on Stability Problems for Stochastic Models founded by Zolotarev. Along with research in probability distributions theory, limit theorems of probability theory, stochastic processes, mathematical statistics, and queuing theory, this collection contains papers dealing with applications of stochastic models in modeling of pension schemes, modeling of extreme precipitation, construction of statistical indicators of scientific publication importance, and other fields. 
546 |a English 
650 7 |a Research & information: general  |2 bicssc 
650 7 |a Mathematics & science  |2 bicssc 
653 |a continuous-time Markov chains 
653 |a non-stationary Markovian queueing model 
653 |a stability 
653 |a perturbation bounds 
653 |a forward Kolmogorov system 
653 |a threshold processing 
653 |a random samples 
653 |a long-term dependence 
653 |a mean-square risk estimate 
653 |a integrals and sums 
653 |a rates of convergence 
653 |a conditional law of large numbers 
653 |a conditional central limit theorem 
653 |a stochastic differential observation system 
653 |a nonlinear filtering problem 
653 |a state-dependent observation noise 
653 |a numerical filtering algorithm 
653 |a filtering given time-discretized observations 
653 |a stable approximation 
653 |a approximation accuracy 
653 |a Rényi theorem 
653 |a Kantorovich distance 
653 |a zeta-metrics 
653 |a Stein’s method 
653 |a stationary renewal distribution 
653 |a equilibrium transform 
653 |a geometric random sum 
653 |a characteristic function 
653 |a precipitation 
653 |a limit theorems 
653 |a statistical test 
653 |a generalized negative binomial distribution 
653 |a generalized gamma distribution 
653 |a asymptotic approximations 
653 |a extreme order statistics 
653 |a random sample size 
653 |a slowly varying 
653 |a monotony in the Zygmund sense 
653 |a class Γa(g) 
653 |a self-neglecting function 
653 |a convergence rates 
653 |a citation distribution 
653 |a Hirsch index 
653 |a geometric distribution 
653 |a Sibuya distribution 
653 |a geometrically stable distribution 
653 |a generalized Linnik distribution 
653 |a random sum 
653 |a transfer theorem 
653 |a multivariate normal scale mixtures 
653 |a heavy-tailed distributions 
653 |a multivariate stable distribution 
653 |a multivariate Linnik distribution 
653 |a generalized Mittag–Leffler distribution 
653 |a multivariate generalized Mittag–Leffler distribution 
653 |a stable distribution 
653 |a probability density function 
653 |a distribution function 
653 |a Hankel contours 
653 |a multivariate stable processes 
653 |a contour integrals 
653 |a fractional laplacian 
653 |a second order expansions 
653 |a high-dimensional 
653 |a low sample size 
653 |a Laplace distribution 
653 |a Student’s t-distribution 
653 |a pareto mixture distribution 
653 |a multiserver system 
653 |a uniform distance 
653 |a perfect simulation 
653 |a priority system 
653 |a marked Markov arrival process 
653 |a phase-type distribution 
653 |a change of the priority 
653 |a dispatching 
653 |a heterogeneous servers 
653 |a Markov decision process 
653 |a policy-iteration algorithm 
653 |a mean number of customers 
653 |a decomposable semi-regenerative process 
653 |a multiple power series distribution 
653 |a integral limit theorem 
653 |a local limit theorem 
653 |a Tauberian lemma 
653 |a R-weakly one-sided oscillation of the multiple sequence at infinity along the given multiple sequence 
653 |a pension schemes 
653 |a balance equation 
653 |a gross premium 
653 |a premium load 
653 |a lump sum 
653 |a defined contribution pension schemes 
653 |a decrement tables 
653 |a robustness 
653 |a minimax approach 
653 |a stable estimation 
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700 1 |a Korolev, Victor  |4 edt 
700 1 |a Sipin, Alexander  |4 edt 
700 1 |a Zeifman, Alexander  |4 oth 
700 1 |a Korolev, Victor  |4 oth 
700 1 |a Sipin, Alexander  |4 oth 
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