Stability Problems for Stochastic Models: Theory and Applications

Stability Problems for Stochastic Models: Theory and Applications

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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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HerausgeberIn:
Korolev, Victor
Sipin, Alexander
Sonstige:
Zeifman, Alexander
Korolev, Victor
Sipin, Alexander
Year of Publication:2021
Language:English
Physical Description:1 electronic resource (370 p.)
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ctrlnum (CKB)5400000000044859
(oapen)https://directory.doabooks.org/handle/20.500.12854/68446
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collection bib_alma
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spelling Zeifman, Alexander edt
Stability Problems for Stochastic Models: Theory and Applications
Stability Problems for Stochastic Models
Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2021
1 electronic resource (370 p.)
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
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.
English
Research & information: general bicssc
Mathematics & science bicssc
continuous-time Markov chains
non-stationary Markovian queueing model
stability
perturbation bounds
forward Kolmogorov system
threshold processing
random samples
long-term dependence
mean-square risk estimate
integrals and sums
rates of convergence
conditional law of large numbers
conditional central limit theorem
stochastic differential observation system
nonlinear filtering problem
state-dependent observation noise
numerical filtering algorithm
filtering given time-discretized observations
stable approximation
approximation accuracy
Rényi theorem
Kantorovich distance
zeta-metrics
Stein’s method
stationary renewal distribution
equilibrium transform
geometric random sum
characteristic function
precipitation
limit theorems
statistical test
generalized negative binomial distribution
generalized gamma distribution
asymptotic approximations
extreme order statistics
random sample size
slowly varying
monotony in the Zygmund sense
class Γa(g)
self-neglecting function
convergence rates
citation distribution
Hirsch index
geometric distribution
Sibuya distribution
geometrically stable distribution
generalized Linnik distribution
random sum
transfer theorem
multivariate normal scale mixtures
heavy-tailed distributions
multivariate stable distribution
multivariate Linnik distribution
generalized Mittag–Leffler distribution
multivariate generalized Mittag–Leffler distribution
stable distribution
probability density function
distribution function
Hankel contours
multivariate stable processes
contour integrals
fractional laplacian
second order expansions
high-dimensional
low sample size
Laplace distribution
Student’s t-distribution
pareto mixture distribution
multiserver system
uniform distance
perfect simulation
priority system
marked Markov arrival process
phase-type distribution
change of the priority
dispatching
heterogeneous servers
Markov decision process
policy-iteration algorithm
mean number of customers
decomposable semi-regenerative process
multiple power series distribution
integral limit theorem
local limit theorem
Tauberian lemma
R-weakly one-sided oscillation of the multiple sequence at infinity along the given multiple sequence
pension schemes
balance equation
gross premium
premium load
lump sum
defined contribution pension schemes
decrement tables
robustness
minimax approach
stable estimation
3-0365-0452-4
3-0365-0453-2
Korolev, Victor edt
Sipin, Alexander edt
Zeifman, Alexander oth
Korolev, Victor oth
Sipin, Alexander oth
language English
format eBook
author2 Korolev, Victor
Sipin, Alexander
Zeifman, Alexander
Korolev, Victor
Sipin, Alexander
author_facet Korolev, Victor
Sipin, Alexander
Zeifman, Alexander
Korolev, Victor
Sipin, Alexander
author2_variant a z az
v k vk
a s as
author2_role HerausgeberIn
HerausgeberIn
Sonstige
Sonstige
Sonstige
title Stability Problems for Stochastic Models: Theory and Applications
spellingShingle Stability Problems for Stochastic Models: Theory and Applications
title_full Stability Problems for Stochastic Models: Theory and Applications
title_fullStr Stability Problems for Stochastic Models: Theory and Applications
title_full_unstemmed Stability Problems for Stochastic Models: Theory and Applications
title_auth Stability Problems for Stochastic Models: Theory and Applications
title_alt Stability Problems for Stochastic Models
title_new Stability Problems for Stochastic Models: Theory and Applications
title_sort stability problems for stochastic models: theory and applications
publisher MDPI - Multidisciplinary Digital Publishing Institute
publishDate 2021
physical 1 electronic resource (370 p.)
isbn 3-0365-0452-4
3-0365-0453-2
illustrated Not Illustrated
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