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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Bibliographic Details
Format:	eBook
Language:	English
Published:	Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2021
Subjects:	approximation accuracy asymptotic approximations balance equation change of the priority characteristic function citation distribution class Γa(g) conditional central limit theorem conditional law of large numbers continuous-time Markov chains contour integrals convergence rates decomposable semi-regenerative process decrement tables defined contribution pension schemes dispatching distribution function equilibrium transform extreme order statistics filtering given time-discretized observations forward Kolmogorov system fractional laplacian generalized gamma distribution generalized Linnik distribution generalized Mittag–Leffler distribution generalized negative binomial distribution geometric distribution geometric random sum geometrically stable distribution gross premium Hankel contours heavy-tailed distributions heterogeneous servers high-dimensional Hirsch index integral limit theorem integrals and sums Kantorovich distance Laplace distribution limit theorems local limit theorem long-term dependence low sample size lump sum marked Markov arrival process Markov decision process Mathematics and Science mean number of customers mean-square risk estimate minimax approach monotony in the Zygmund sense multiple power series distribution multiserver system multivariate generalized Mittag–Leffler distribution multivariate Linnik distribution multivariate normal scale mixtures multivariate stable distribution multivariate stable processes non-stationary Markovian queueing model nonlinear filtering problem numerical filtering algorithm pareto mixture distribution pension schemes perfect simulation perturbation bounds phase-type distribution policy-iteration algorithm precipitation premium load priority system probability density function R-weakly one-sided oscillation of the multiple sequence at infinity along the given multiple sequence random sample size random samples random sum rates of convergence Reference, Information and Interdisciplinary subjects Research and information: general robustness Rényi theorem second order expansions self-neglecting function Sibuya distribution slowly varying stability stable approximation stable distribution stable estimation state-dependent observation noise stationary renewal distribution statistical test Stein’s method stochastic differential observation system Student’s t-distribution Tauberian lemma threshold processing transfer theorem uniform distance zeta-metrics
ISBN:	9783036504520, 3036504532, 9783036504537, 3036504524
Online Access:	Get full text
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