TY - BOOK ID - 145964789 TI - Stability Problems for Stochastic Models: Theory and Applications AU - Zeifman, Alexander AU - Korolev, Victor AU - Sipin, Alexander PY - 2021 PB - Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute DB - UniCat KW - Research & information: general KW - Mathematics & science KW - continuous-time Markov chains KW - non-stationary Markovian queueing model KW - stability KW - perturbation bounds KW - forward Kolmogorov system KW - threshold processing KW - random samples KW - long-term dependence KW - mean-square risk estimate KW - integrals and sums KW - rates of convergence KW - conditional law of large numbers KW - conditional central limit theorem KW - stochastic differential observation system KW - nonlinear filtering problem KW - state-dependent observation noise KW - numerical filtering algorithm KW - filtering given time-discretized observations KW - stable approximation KW - approximation accuracy KW - Rényi theorem KW - Kantorovich distance KW - zeta-metrics KW - Stein’s method KW - stationary renewal distribution KW - equilibrium transform KW - geometric random sum KW - characteristic function KW - precipitation KW - limit theorems KW - statistical test KW - generalized negative binomial distribution KW - generalized gamma distribution KW - asymptotic approximations KW - extreme order statistics KW - random sample size KW - slowly varying KW - monotony in the Zygmund sense KW - class Γa(g) KW - self-neglecting function KW - convergence rates KW - citation distribution KW - Hirsch index KW - geometric distribution KW - Sibuya distribution KW - geometrically stable distribution KW - generalized Linnik distribution KW - random sum KW - transfer theorem KW - multivariate normal scale mixtures KW - heavy-tailed distributions KW - multivariate stable distribution KW - multivariate Linnik distribution KW - generalized Mittag–Leffler distribution KW - multivariate generalized Mittag–Leffler distribution KW - stable distribution KW - probability density function KW - distribution function KW - Hankel contours KW - multivariate stable processes KW - contour integrals KW - fractional laplacian KW - second order expansions KW - high-dimensional KW - low sample size KW - Laplace distribution KW - Student’s t-distribution KW - pareto mixture distribution KW - multiserver system KW - uniform distance KW - perfect simulation KW - priority system KW - marked Markov arrival process KW - phase-type distribution KW - change of the priority KW - dispatching KW - heterogeneous servers KW - Markov decision process KW - policy-iteration algorithm KW - mean number of customers KW - decomposable semi-regenerative process KW - multiple power series distribution KW - integral limit theorem KW - local limit theorem KW - Tauberian lemma KW - R-weakly one-sided oscillation of the multiple sequence at infinity along the given multiple sequence KW - pension schemes KW - balance equation KW - gross premium KW - premium load KW - lump sum KW - defined contribution pension schemes KW - decrement tables KW - robustness KW - minimax approach KW - stable estimation KW - continuous-time Markov chains KW - non-stationary Markovian queueing model KW - stability KW - perturbation bounds KW - forward Kolmogorov system KW - threshold processing KW - random samples KW - long-term dependence KW - mean-square risk estimate KW - integrals and sums KW - rates of convergence KW - conditional law of large numbers KW - conditional central limit theorem KW - stochastic differential observation system KW - nonlinear filtering problem KW - state-dependent observation noise KW - numerical filtering algorithm KW - filtering given time-discretized observations KW - stable approximation KW - approximation accuracy KW - Rényi theorem KW - Kantorovich distance KW - zeta-metrics KW - Stein’s method KW - stationary renewal distribution KW - equilibrium transform KW - geometric random sum KW - characteristic function KW - precipitation KW - limit theorems KW - statistical test KW - generalized negative binomial distribution KW - generalized gamma distribution KW - asymptotic approximations KW - extreme order statistics KW - random sample size KW - slowly varying KW - monotony in the Zygmund sense KW - class Γa(g) KW - self-neglecting function KW - convergence rates KW - citation distribution KW - Hirsch index KW - geometric distribution KW - Sibuya distribution KW - geometrically stable distribution KW - generalized Linnik distribution KW - random sum KW - transfer theorem KW - multivariate normal scale mixtures KW - heavy-tailed distributions KW - multivariate stable distribution KW - multivariate Linnik distribution KW - generalized Mittag–Leffler distribution KW - multivariate generalized Mittag–Leffler distribution KW - stable distribution KW - probability density function KW - distribution function KW - Hankel contours KW - multivariate stable processes KW - contour integrals KW - fractional laplacian KW - second order expansions KW - high-dimensional KW - low sample size KW - Laplace distribution KW - Student’s t-distribution KW - pareto mixture distribution KW - multiserver system KW - uniform distance KW - perfect simulation KW - priority system KW - marked Markov arrival process KW - phase-type distribution KW - change of the priority KW - dispatching KW - heterogeneous servers KW - Markov decision process KW - policy-iteration algorithm KW - mean number of customers KW - decomposable semi-regenerative process KW - multiple power series distribution KW - integral limit theorem KW - local limit theorem KW - Tauberian lemma KW - R-weakly one-sided oscillation of the multiple sequence at infinity along the given multiple sequence KW - pension schemes KW - balance equation KW - gross premium KW - premium load KW - lump sum KW - defined contribution pension schemes KW - decrement tables KW - robustness KW - minimax approach KW - stable estimation UR - https://www.unicat.be/uniCat?func=search&query=sysid:145964789 AB - 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. ER -