Stability Problems for Stochastic Models


Book Description

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.




Stability Problems for Stochastic Models: Theory and Applications


Book Description

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.




Stability Problems for Stochastic Models


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No detailed description available for "Stability Problems for Stochastic Models".










Limit Theorems for Randomly Stopped Stochastic Processes


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This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast and technically demanding Russian literature in detail. Its coverage is thorough, streamlined and arranged according to difficulty.




Number-Theoretic Analysis


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Vortex Methods


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Differential Geometry and Differential Equations


Book Description

The DD6 Symposium was, like its predecessors DD1 to DD5 both a research symposium and a summer seminar and concentrated on differential geometry. This volume contains a selection of the invited papers and some additional contributions. They cover recent advances and principal trends in current research in differential geometry.




Lie Algebras and Lie Groups


Book Description

The main general theorems on Lie Algebras are covered, roughly the content of Bourbaki's Chapter I.I have added some results on free Lie algebras, which are useful, both for Lie's theory itself (Campbell-Hausdorff formula) and for applications to pro-Jrgroups. of time prevented me from including the more precise theory of Lack semisimple Lie algebras (roots, weights, etc.); but, at least, I have given, as a last Chapter, the typical case ofal, . This part has been written with the help of F. Raggi and J. Tate. I want to thank them, and also Sue Golan, who did the typing for both parts. Jean-Pierre Serre Harvard, Fall 1964 Chapter I. Lie Algebras: Definition and Examples Let Ie be a commutativering with unit element, and let A be a k-module, then A is said to be a Ie-algebra if there is given a k-bilinear map A x A~ A (i.e., a k-homomorphism A0" A -+ A). As usual we may define left, right and two-sided ideals and therefore quo tients. Definition 1. A Lie algebra over Ie isan algebrawith the following properties: 1). The map A0i A -+ A admits a factorization A ®i A -+ A2A -+ A i.e., ifwe denote the imageof(x, y) under this map by [x, y) then the condition becomes for all x e k. [x, x)=0 2). (lx, II], z]+ny, z), x) + ([z, xl, til = 0 (Jacobi's identity) The condition 1) implies [x,1/]=-[1/, x).