Stability Problems for Stochastic Models Proceedings of the 8th Inte

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Stability Problems for Stochastic Models Proceedings of the 8th International Seminar held in Uzhgorod, USSR, Sept. 23-29, 1984

Edited by V.V. Kalashnikov and V. M. Zolotarev

Springer-Verlag Berlin Heidelberg New York Tokyo

Editors Vladimir V. Kalashnikov Institute for System Studies 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

Mathematics Subject Classification (1980): 60B10, 60B99, 60E 10, 60E99, 60F05, 60K25, 60K99, 62E 10, 62F 10, 62F 35,62 H 12, 62P99 ISBN 3-540-15985-1 Springer-Verlag Berlin Heidelberg New York Tokyo ISBN 0-387-15985-1 Springer-Verlag New York Heidelberg Berlin Tokyo

This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically those of translating, reprinting, re-use of illustrations, broadcasting, reproduction by photocopying machine or similar means, and storage in data banks. Under § 54 of the German Copyright Law where copies are made for other than private use, a fee is payable to "Verwertungsgesellschaft Wort", Munich.

© by Springer-Verlag Berlin Heidelberg 1985 Printed in Germany Printing and binding: Beltz Offsetdruck, Hemsbach/Bergstr. 2146/3140-543210

Con t e n t

s

Zolotarev V.M. Preface ••..••..••......•...•••••...••...••..•••.

V

Afanas'eva L.G. On periodic distribution of waiting-time process

"

..

Bulinskaya E.V., Molcanov S.A. Asymptotic behaviour of some random fields..............................................

21

Il'inskii A.I. Normality of a multidimensional infinitely divisible distribution which coincides with a normal

47

distribution in a cone Kagan A.M. Partial sUfficiency of linear forms ••••••...••••..••

60

Kagan A.M., Zinger A.A. A refinement of Darmois-Skitovitch and Heyde theorems •••••••••••••••...•.••..•••••.•••••••••••••.•

81

Kalashnikov V.V. The rate of convergence of Erlang distribution to the degenerate one .••••••••..•....•••••....

95

Kalashnikov V.V.,Vsekhsvyatskii S.Yu.Metric estimates of the first occurence time in regenerative processes ••••.••••••.• 102 Klebanov L.B., Rachev S.T. Stability of the lack-of-memory property in a finite number of points ••••••.••••..••••••... 131 Kruglov V.M. The central limit theorem and weak convergence of maxima of sums of independent random variables •••••••••• 144 Kuznezova-Sholpo I.A. Compound metrics with fixed minimal ones

180

Malinovsky V.K. On limit theorems for the number of Markov renewals •••••••••••••••••••••.••.••••••••••••••••.••••••... 190 Obretenov A. Some characterization of bivariate

distributions

based on hazard rate properties ..•••..••••••.....••••••••.. 223 Okoneshnikov Yu.D. Confidence intervals for the parameters of strongly stable laws ••••••••.••..•••••••.••••••••••••••. Ostrovskii I.V. Generalization of the Titchmarsh

convolution

theorem and the complex-valued measures uniquely determined

IV

by their restrictions to a half-line •••••••.••••••••••••

256

Pantcheva E.