Stability Problems for Stochastic Models Proceedings of the 11th Int
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.
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v.v. Kalashnikov
V.M. Zolotarev (Eds.)
Stability Problems for Stochastic Models Proceedings of the 11th International Seminar held in Sukhumi (Abkhazian Autonomous Republic) USSR, Sept. 25-0ct. 1, 1987
Springer-Verlag Berlin Heidelberg NewYork London Paris Tokyo Hong Kong
Editors
Vladimir V. Kalashnikov Institute for System Studies Academy of Sciences of the USSR Prospekt 60 let Oktjabrja 9 117312 Moscow, USSR Vladimir M. Zolotarev Steklov Mathematical Institute Academy of Sciences of the USSR Vavilov st. 42, 117333 Moscow, USSR Consulting Editor
Vladimir M. Zolotarev Steklov Mathematical Institute Academy of Sciences of the USSR Vavilovst. 42, 117333 Moscow, USSR
Mathematics Subject Classification (1980): 60B10, 60B99, 60E10, 60E99, 60F05,60K25,60K99,62E10, 62F10, 62F35,62H12,62P99 ISBN 3·540·51948·3 Springer·Verlag Berlin Heidelberg New York ISBN 0·387·51948·3 Sprinqer-Verlaq New York Berlin Heidelberg
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CONTENTS
Introduction
ARKHIPOV S.V. The density function's asymptotic representation in the case of multidimensional strictly stable distributions Classification GOE07. Key words: multidimensional stable distributions, asymptotic representations. FACTOROVICH I. 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 ..•....•••....•.•.••••.•.•.•.••...
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AMS Classification GOF99, GOFOS. Key words: limit behaviour of the sum of i.i.d. random variables, logarithmic type tall function. HAHUBIA Ts.G. On the adaptive estimation of change points
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AMS Classification 62F3S, 62GOS. Key words: change point, parametric and semiparametric models, adaptive estimation. HANIN L.G., RACHEV S.T., GOOT R.E., YAKOVLEV A.Yu. Precise upper bounds for the functionals describing
tumour
treatment efficiency ••••.•••....•...••....••••••.••••••••••••••• AMS Classification 60E99,
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Key words: survival
probability, "hit and target" model, given marginals. KAGAN A.M. A multivariate analog of the Cramer theorem on components of the Gaussian distributions •..•.....•••....•.••..•. AMS Classification 60E10, G2E10. Key words: Cramer theorem,
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IV
multivariate Gaussian distribution, linear forms, DarmoisSkitovitch theorem. KAGAN A.M. A refinement of Lukacs theorems ......••.............
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Classification 62E10,
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