04322nam 2201081z- 450 991036773770332120231214133216.03-03921-963-4(CKB)4100000010106340(oapen)https://directory.doabooks.org/handle/20.500.12854/60050(EXLCZ)99410000001010634020202102d2019 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierStochastic Processes: Theory and ApplicationsMDPI - Multidisciplinary Digital Publishing Institute20191 electronic resource (216 p.)3-03921-962-6 The aim of this special issue is to publish original research papers that cover recent advances in the theory and application of stochastic processes. There is especial focus on applications of stochastic processes as models of dynamic phenomena in various research areas, such as queuing theory, physics, biology, economics, medicine, reliability theory, and financial mathematics. Potential topics include, but are not limited to: Markov chains and processes; large deviations and limit theorems; random motions; stochastic biological model; reliability, availability, maintenance, inspection; queueing models; queueing network models; computational methods for stochastic models; applications to risk theory, insurance and mathematical finance.Stochastic Processesrecursive formularate of convergenceasymptotic approximationparabolic equationprocessor heating and coolingcompound poisson insurance risk modelKoksma-Hlawka inequalityphase-type service time distributiondiscrete-time Geo/D/1 queuelower record valuesFourier-cosine seriesretrialsstate-dependent marked Markovian arrival processqueuing networkstochastic processesLaplace transformvon-Neumann–Ulam schemeMonte Carlo methodLévy processWiener–Poisson risk modelqueueing systemsquasi-random sequencesclosed-form solutionCauchy problemproduct formestimationextreme order statisticsguaranteed minimum death benefitvaluationmultidimensional birth-death processMarkovian queueing modelssurvival probabilitytruncated distributionMarkovian arrival processinhomogeneous continuous-time Markov chainmeasure of informationoptionunbiased estimatormatrix-geometric solutionDickson–Hipp operatorFourier transformmulti-class arrival processestotal precipitation volumeone dimensional projectionrandom sample sizemarkovian arrival processcumulative inaccuracymutual informationQuasi-Birth-and-Death processlimiting characteristicstesting statistical hypotheseswet periodscompound Poisson risk modeltime-dependent queue-length probabilitynon-stationaryequity-linked death benefitswireless telecommunication networksFourier cosine series expansionimpatiencegeneralized Gerber–Shiu discounted penalty functionquasi-Monte Carlo methodexpected discounted penalty functionNonparametric threshold estimationKorolev Victorauth1288733Sipin AlexanderauthZeifman AlexanderauthBOOK9910367737703321Stochastic Processes: Theory and Applications3020957UNINA