Stability Problems for Stochastic Models Proceedings of the Internat
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 su
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1546
Lecture Notes in Mathematics Editors: A. Dold, Heidelberg B. Eckmann, ZUrich F. Takens, Groningen
1546
v. V. Kalashnikov
V. M. Zolotarev (Eds.)
Stability Problems for Stochastic Models Proceedings of the International Seminar, held in Suzdal, Russia, Jan. 27-Feb. 2, 1991
Springer-Verlag Berlin Heidelberg New York London Paris Tokyo Hong Kong Barcelona Budapest
Editors Vladimir V. Kalashnikov Institute of Systems Analysis Russian Academy of Sciences Prospekt 60 let Oktyabrya, 9 117312 Moscow, Russia Vladimir M. Zolotarev Steklov Mathematical Institute Russian Academy of Sciences Vavilov St. 42 117333 Moscow, Russia
Mathematics Subject Classification (1991): 60B 10, 60B99, 60ElO, 60E99, 60K25, 62EI0, 62FI0
ISBN 3-540-56744-5 Springer-Verlag Berlin Heidelberg New York ISBN 0-387-56744-5 Springer-Verlag New York Berlin Heidelberg
Library of Congress Cataloging-in-Publication Data. Stability problems for stochastic models: Proceedings of the international seminar, held in Suzdal, Russia, Jan. 27-Feb. 2, 1991 1 V. V. Kalashnikov, V. M. Zolotharev (eds.). p. em. - (Lecture notes in mathematics; 1546) Includes bibliographical references. ISBN 3-540-56744-5 (Berlin: acid-free). - ISBN 0-387-56744-5 (New York: acidfree) 1. Stochastic systems-Congresses. 2. Stability-Congresses. 1. Kalashnikov, Vladimir Viacheslavovich. II. Zolotarev, V. M. Ill. Series: Lecture notes in mathematics (Springer-Verlag); 1546. QA3.L28 no. 1546. (QA402) 510 s-dc20 (519.2) 93-15959 CIP This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, re-use of illustrations, recitation, broadcasting, reproduction on microfilms or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer-Verlag. Violations are liable for prosecution under the German Copyright Law. © Springer-Verlag Berlin Heidelberg 1993 Printed in Germany Typesetting: Camera-ready by authorleditor 46/3140-543210 - Printed on acid-free paper
PREFACE In 1991 the traditional Seminar on stability problems for stochastic models was held in the town of Suzdal, Russia, from 27 January to 2 February. It was altogether the 14th Seminar on this topic and the fourth Seminar with international participation. The previous international Seminars on stability problems for stochastic models were held in 1982 in Moscow, in 1985 in Varna (Bulgaria) and in 1987 in Sukhumi. The Suzdal Seminar was organized by Steklov Mathematical Institute, the Institute for System Studies and Vladimir Polytechnical Institute. The latter was the host organization. The Seminar was sponsored by Posad Center in Vladimir (headed by A. A. Mel'nikov), which granted the main part of the required means, the Center of the Soviet-American joint venture Dialogue at Moscow State University (headed by V.
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