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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 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.

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Keywords

  • 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 & 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 & interdisciplinary subjects
  • Rényi theorem
  • Research & information: general
  • robustness
  • 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

Links

DOI: 10.3390/books978-3-0365-0453-7

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