Stability Problems for Stochastic Models: Proceedings of the International Seminar, Held in Suzdal, Russia, Jan. 27-Feb. 2, 1991 (Lecture Notes in Mathematics)

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. V.v. Kalashnikov, V.m. Zolotarev (eds.). Includes Bibliographical References. 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 - esséen 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

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.

This text looks at 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 varied sub-topics - such as limit theorems and queueing models.