Stability Problems for Stochastic Models: Theory and Applications (MDPI - Multidisciplinary Digital Publishing Institute, 2021)
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 and 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 and Interdisciplinary subjects; Research and information: general; robustness; Rényi theorem; 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