Stability Problems for Stochastic Models: Proceedings of the 6th International Seminar Held in Moscow, USSR, April 1982

S. A. Anichkin (auth.), V. V. Kalashnikov, V. M. Zolotarev (eds.)9780387122786, 0-387-12278-8

This proceedings volume contains selected contributions which were presented during the 15th Perm Seminar on Stability Problems for Stochastic Models. Articles present a modern approach to a wide range of stability problems of probability theory and mathematical statistics. Topics include characterization problems, domains of attraction, max-semistable laws, queueing theory, robust estimation, stable distributions, self-adjoint densities, stochastic equations, stochastic inequalities and unbiased estimates. This book should be of interest to researchers working in the fields of probability theory, mathematical statistics and queueing theory.

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Table of contents :
Hypererlang approximation of probability distributions on (0, ∞) and its application….Pages 1-16
On the discrete analog of Marshall-Olkin’s distribution….Pages 17-23
On some stability theorems….Pages 24-31
On stability estimation of certain characterization of the exponential distribution….Pages 32-37
Accuracy estimation of the results of complex systems simulation with vector output and several types of randomnesses….Pages 38-59
A complete metric in the function space D[0, ∞) and its application….Pages 60-76
On the estimation of location and scale parameters of stable laws….Pages 77-109
Discretization in the problems of stability of characterization of the exponential distribution….Pages 110-122
Some ouestions of stability theory of the stochastic economical models….Pages 123-135
Characterizations of the bivariate exponential distribution and Marshall — Olkin distribution and stability….Pages 136-150
On the growth of entire characteristic functions….Pages 151-155
An elementary characterization of the multinomial and the multivariate hypergeometric distributions….Pages 156-164
On the stability of characterizations of the unit distribution….Pages 165-171
Minimal metrics in the real random variables space….Pages 172-190
On poisson output of queueing systems….Pages 191-212
On a relation between Levy — Prohorov metrics and ideal metrics….Pages 213-216
On the stability of lack of memory characterization of the exponential distribution….Pages 217-226
Several remarks on applications of one approach to studies of characterization problems of Polya’s theorem type….Pages 227-237
On the metrics of the type ζ….Pages 238-243
On a problem of Dugué….Pages 244-253
Limit theorems in the problems of stability….Pages 254-282
Robust statistical procedures: A general approach….Pages 283-295