Rachev S.T. — Probability Metrics and the Stability of Stochastic Models :: Электронная библиотека попечительского совета мехмата МГУ

Главная Ex Libris Книги Журналы Статьи Серии Каталог Wanted Загрузка ХудЛит Справка Поиск по индексам Поиск Форум

Авторизация

Поиск по указателям

Rachev S.T. — Probability Metrics and the Stability of Stochastic Models

Обсудите книгу на научном форуме

Нашли опечатку?
Выделите ее мышкой и нажмите Ctrl+Enter

Название: Probability Metrics and the Stability of Stochastic Models

Автор: Rachev S.T.

Аннотация:

Concentrates on four specialized research directions as well as applications to different problems of probability theory. These include: description of the basic structure of p. metrics, analysis of the topologies in the space of probability measures generated by different types of p. metrics, characterization of the ideal metrics for the given problem and investigations of the main relationships between different types of p. metrics. The presentation here is given in a general form, although specific cases are considered as they arise in the process of finding supplementary bounds or in applications to important special cases.

Язык:

Рубрика: Математика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1991

Количество страниц: 484

Добавлена в каталог: 19.05.2006

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID

Предметный указатель

Kleinschmidt      425
Knott      246 425 429
Kolmogorov      155 424 430 431
Kolmogorov (uniform) metric      3
Kolmogorov, distance      259
Kolmogorov, method for the CLT by use of ideal type metrics      430
Kolmogorov, metric      32 53 73 148 281
Krein      428
Kruglov      10 220
Kruglov, distance      12
Kruskal      96 426
Kuelbs      411
Kullback      387 434
Kuratowski      424
Kuznezova-Sholpo      428
Ky Fan distance      40
Ky Fan functional      160 162
Ky Fan metric (parametric family)      40
Ky Fan metrics      6 8 40 113 159 176 179 231
Ky Fan radius      234
Lai      426 427
Landau      426 429
Landenna      425
Law (probability measure)      10
Le Cam      423
Leadbetter      433
Lebesgue      13
Lee      425
Lehman      426
Leon      376
Leti      425
Levin      33 119 425 426 433
Levy      423
Levy — Wasserstein metric      97
Levy, measure      412
Levy, metric      3 5 148
Levy, metric in the space of n-dimensional distribution functions      61
Levy, metric in the space of random vectors      364
Levy, metric, (parametric version)      52
Limiting negligibility      218
Lindeberg condition      218
Linnik      432
Ljung      387
Local limit theorems for random motions      294
Loeve      17
Lorentz      150 427
Loss function      243 247 249
Lower semicontinuous convex (LSC) function      245
Lower topological limit      59
LSC (lower semicontinuous) convex function      245
Lucia      425
Lukacs      6 423
Lusin      13
MacKay      155
Maejima      423 430 433 435 436
Major      426
Makarov      155
Mallows      426
Marcinkiewicz — Zygmund inequality      228 377 384
Marginal problem      185
MATRAN      426 429
Max-extreme value distribution function      337
Max-ideal metric (compound)      380
Max-ideal metric of order r      337 368
Max-infinitely divisible (MID) distributions      418
Max-regularity      337
Max-smoothing inequality      340 368
Max-smoothing metric of order r      338
Max-stable process      380
Max-stable property      356
Max-stable sequence      372
Maximal distance      44 168 174
Maximal metric      44
Merging of sequence of measures      46
Method of Metric Distances (MMD)      3 4
Metric space      7
MID (max-infinitely divisible) distributions      418
Mijnheer      431
Milyutin      425 526
Minimal (K-minimal) metrics      141 146 147
Minimal distance      26 167 168 174
Minimal metric      353 373
Minimal metric with respect to $\chi_{p,r}$       356
Minimal norm      35 37 93 107 167 168 174
Minkovski inequality      225
Mitalauskas      431
Mittnik      432
MKP (Monge — Kantorovich problem)      89 424
mmd      3 4
Moment function      42
Moment metric      39
Moment problem      185 191
Monge transportation problem      89
Monge — Kantorovich problem (MKP)      89 424
More — Penrose inverse      247
Mourier      3 77 108 207 211 212 424 428 429
Mukerjee      426
Multi-dimensional Kantorovich problem      98 141 150
Multi-dimensional Kantorovich theorem      99 105 164 247
n-dimensional space      7
NBU class of distributions      257 307 308
NBUE class of distributions      257 307 308
Neveu      80 119 317 424
Non-atomic space      17
North-West corner rule      425
Number of claims up to time t      299
NWU class of distributions      257
NWUE class of distributions      257
Obretenov      430
Olkin      425 429
Omey      350 432 433
Optimal plan      242
Optimal transference plan      90
Orlicz      9
Orlicz’s condition      9
Ornstein      425 426
Ornstein metric      97
p-average metric      40
p-average metric ()      106
p-average probability metrics      373
p-difference pseudomoment      359
p. distance      11
p. semidistance      10
Papantoni-Kazakos      387
Pareto distribution      414
Paulauskas      289 431 432
Penkov      424
Pfeifer      433
Phillip      17 424 426
Pisier      375 378 423
Poisson point process      352
Polish space      12
Pompilei      425
Presman      433
Primary (probability) distance      21 23
Primary (probability) metric      21
Primary h-minimal distance      21
Primary minimal distances      21 185
Probability distance (p.distance) with parameter K      11
Probability measure (law)      10
Probability semidistance (p. semidistance) with parameter K      10
Probability semimetric      11
Problem of classification      94
Problem of the best allocation policy      96
Production quality measure      241
Prokhorov      3 218 219 424 428
Prokhorov, (completeness) theorem      133
Prokhorov, completeness theorem      210
Prokhorov, distance      30 31
Prokhorov, functional      160 162

Prokhorov, metric      30 58 113 122 155 175
Prokhorov, metric (parametric version)      30
Prokhorov, metric in the space of non-negative measures      210
Proschan      257
Pseudometric space      8
Pukelheim      425 429
Puri      434
Q-difference pseudomoment      79
Quasiantitone function      150 248
Rachev      3 152 172 223 257 350 387 411 414 416 423—435
Rachkauskas      376 434
Random motion      283
Ranga Rao      75 206 289 424 428
Regularly varying function with index $r \geq 0$       348 349
Reiss      423 433
Relatively compact set      66 131
Resnick      337 355 372 418 419 432—435
Ressel      434
Right-censoring      263
Rinott      426 427
Robbins      426 427
Robustness      257
Rockafellar      245
Rogosinski      194
Roussas      387
Roynette      432
rth absolute pseudomoment      376
rth difference pseudomoment      377
Rubinstein      3 108 115 425 427 429
Ruschendorf      155 425—429 432—434
s-difference pseudomoment      80
s.m.s.      10
Salvemini      97 425 427
Samorodnitski      411 414 435
Samuel      425
Sazonov      76 372 431 432 434
Scaled model in risk theory      314
Schader      425
Schannath      425
Schay      427
Schief      427
Schwart      317
Schwartz      3 9 110 114 258 424
Schweizer      155 426
Semimetric space      8
Senatov      76 376 430 431 434
Sendov      424
Separable metric space (s.m.s.)      10
Serfling      433
Service flow      223
Shiflett      426
Shohat      428
Shorack      423 429
Shortt      34 38 423 424 426—428
Shrikhande      428
Simons      171 426 428
Simple $(r, \vee)$ -ideal and simple (r, +)-ideal metrics ((r, II)-ideal metrics)      381
Simple (probability) distance      25
Simple (probability) semidistance      25
Simple (probability) semimetric      25
Simple (r, +)-ideal metric      374
Simple max-ideal metrics of order r>0      353
Simple max-stable distribution function      337
Simple max-stable process      352
Simple max-stable random processes      413
Sklar      155
Skorokhod      221 424
Skorokhod — Billingsley metric      66
Skorokhod — Dudley theorem      105
Skorokhod, metric      8
Skorokhod, space D[0, 1]      189 222
smith      246 372 425 429
Souslin      13
Stability, analysis      387
Stability, form of de Finetti’s theorem      403
Stability, of $GI|GI|1|_{\infty}$ -system      226
Stability, of $G|G|1|_{\infty}$ -system      223
Stability, of queueing system      223
Stability, of the characterization of a distribution      388
Stability, of the input distributions      389
Standard space      14
Statulevicius      431
Stop-loss metric      313
Stop-loss metric of order       315
Stout      171
Stoyan      429
Strassen      141 427
Strassen — Dudley theorem      112 126
Strassen — Dudley, theorem      232 233
Strassen, theorem (multi-dimensional)      162
Studden      194 428
Subdifferential      245
Subgradient      245
Sudakov      90 425 426
Symmetric $\alpha$ -stable random vector      411
Szacz      208
Szulga      81 82 424 427
Tamarkin      428
Taqqu      411
Taylor series expansion      316
Tchen      151 426 427
Teicher      228 377 384
Teugels      300
Theory of Probability Metrics (TPM)      3 4
Tibshirani      430
Tight family of probability measures      12
Tight measures      169
Todorovic      432 434
Topological limit      59
Topologically complete space      12
Tortrat      210 423
Total claim amount at time t      299
Total variation metric      266 402
Total variation norm      3
TPM      3 4
Triangle inequality      7
Triangle inequality with parameter K      9
Trigonometric Ky Fan (Prokhorov) radius      236
Tutubalin      432
Type of Banach spaces      374 375
u.m. (universally measurable)      12 13
Ul’anov      431
Uniform (Kolmogorov) metric      5
Uniform class of measurable functions      75
Uniform metric between characteristic functions ( $\chi$ -metric)      266 279
Uniform metric between densities      266 280 281
Uniform metric between the inverse distribution functions      53
Uniformity      134
Uniformly stable (queueing) system      223
Universally measurable separable metric space (u.m.s.m.s.)      12
Upper topological limit      59
Vague convergence      208
Valkeida      426
Vallander      426
Var-metric      266 274 278
Varadarajan      211 212
Vasserstein (Wasserstein)      249
Vershik      425 426
Vinogradov      434
Vorob’ev      426
Vsekhsvyatskii      432
Vygodskii      425
Waiting time      223
Waring problem      434
Wasserstein      430 387 425
Wasserstein, functional      107
Wasserstein, norm      93
Weakly admissible plan      242
Weakly compact set      131
Weakly optimal plan      242 247

1 2 3

О проекте