[Lecture Notes in Mathematics] Stability Problems for Stochastic Models Volume 1546 || Multivariate infinitely divisible distributions with the gaussian second order conditional structure

✍ Scribed by Kalashnikov, Vladimir V.; Zolatarev, Vladimir M.

• Book ID: 127370410
• Publisher: Springer Berlin Heidelberg
• Year: 1993
• Tongue: German
• Weight: 174 KB
• Edition: 1993
• Category: Article
• ISBN: 3540567445
• DOI: 10.1007/bfb0084495

✦ Synopsis

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.