Stability Problems for Stochastic Models

1. Front Matter

   Pages I-X

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2. The density function's asymptotic representation in the case of multidimensional strictly stable distributions

   • S. V. Arkhipov

   Pages 1-21

3. Limiting behaviour of the sum of I.I.D. random variables and its terms of greatest moduli in the case of logarithmic type tall function

   • I. Factorovich

   Pages 22-32

4. On the adaptive estimation of change points

   • Ts. G. Hahubia

   Pages 33-49

5. Precise upper bounds for the functionals describing tumour treatment efficiency

   • Hanin L. G., Goot R. E., Yakovlev A.Yu., Rachev S. T.

   Pages 50-67

6. A multivariate analog of the Cramer theorem on components of the Gaussian distributions

   • A. M. Kagan

   Pages 68-77

7. A refinement of Lukacs theorems

   • F. M. Kagan

   Pages 78-82

8. On the connection of Renyi's theorem and Renewal theory

   • Kalashnikov V. V., Vsekhsvyatskii S.Yu.

   Pages 83-102

9. On the products of a random number of random variables in connection with a problem from mathematical economics

   • L. B. Klebanov, J. A. Melamed, S. T. Rachev

   Pages 103-109

10. The asymptotic distributions of random sums

    • V.Yu. Korolev

    Pages 110-123

11. Normal and degenerate convergences of random sums

    • V. M. Kruglov

    Pages 124-136

12. New duality theorems for Marginal problems with some applications in stochastics

    • V. L. Levin, S. T. Rachev

    Pages 137-171

13. Stable random vectors in Hilbert space

    • A. D. Lisitsky

    Pages 172-182

14. The mean's consistent estimation, in the case random processes, satisfying partial differential equations

    • L. Márkus

    Pages 183-193

15. Limit theorems in the set up of sumnation of a random number of independent identically distributed random variables

    • J. A. Melamed

    Pages 194-228

16. Some asymptotic properties of the stable laws

    • A. V. Nagaev, S. M. Shkolnik

    Pages 229-238

17. A chi-square goodness-of-fit test for exponential distributions of the first order

    • M. S. Nikulin, V. G. Voinov

    Pages 239-258

18. A conditional weak law of large numbers

    • E. Nummelin

    Pages 259-262

19. On the rate of convergence for the extreme value in the case of IFR-distributions

    • A. Obretenov

    Pages 263-269

20. On the rate of convergence in extreme value theory

    • E. Omey

    Pages 270-279

Traditionally the Stability seminar, organized in Moscow but held in different locations, has dealt with a spectrum of topics centering around characterization problems and their stability, limit theorems, probabil- ity metrics and theoretical robustness. This volume likewise focusses on these main topics in a series of original and recent research articles.

• Gaussian distribution
• diffusion process
• hitting time
• renewal theory
• stochastics

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