Stability Problems for Stochastic Models: Theory and Applications 

<br/><br/><br/>English[eng] 
<br/><br/><label>Subjects--Topical Terms: </label><br/>continuous-time Markov chains||non-stationary Markovian queueing model||stability||perturbation bounds||forward Kolmogorov system||threshold processing||random samples||long-term dependence||mean-square risk estimate||integrals and sums||rates of convergence||conditional law of large numbers||conditional central limit theorem||stochastic differential observation system||nonlinear filtering problem||state-dependent observation noise||numerical filtering algorithm||filtering given time-discretized observations||stable approximation||approximation accuracy||Rényi theorem||Kantorovich distance||zeta-metrics||Stein’s method||stationary renewal distribution||equilibrium transform||geometric random sum||characteristic function||precipitation||limit theorems||statistical test||generalized negative binomial distribution||generalized gamma distribution||asymptotic approximations||extreme order statistics||random sample size||slowly varying||monotony in the Zygmund sense||class Γa(g)||self-neglecting function||convergence rates||citation distribution||Hirsch index||geometric distribution||Sibuya distribution||geometrically stable distribution||generalized Linnik distribution||random sum||transfer theorem||multivariate normal scale mixtures||heavy-tailed distributions||multivariate stable distribution||multivariate Linnik distribution||generalized Mittag–Leffler distribution||multivariate generalized Mittag–Leffler distribution||stable distribution||probability density function||distribution function||Hankel contours||multivariate stable processes||contour integrals||fractional laplacian||second order expansions||high-dimensional||low sample size||Laplace distribution||Student’s t-distribution||pareto mixture distribution||multiserver system||uniform distance||perfect simulation||priority system||marked Markov arrival process||phase-type distribution||change of the priority||dispatching||heterogeneous servers||Markov decision process||policy-iteration algorithm||mean number of customers||decomposable semi-regenerative process||multiple power series distribution||integral limit theorem||local limit theorem||Tauberian lemma||R-weakly one-sided oscillation of the multiple sequence at infinity along the given multiple sequence||pension schemes||balance equation||gross premium||premium load||lump sum||defined contribution pension schemes||decrement tables||robustness||minimax approach||stable estimation