04332nam 2201093z- 450 9910367737703321202102123-03921-963-4(CKB)4100000010106340(oapen)https://directory.doabooks.org/handle/20.500.12854/60050(oapen)doab60050(EXLCZ)99410000001010634020202102d2019 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierStochastic Processes: Theory and ApplicationsMDPI - Multidisciplinary Digital Publishing Institute20191 online 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 Processesasymptotic approximationCauchy problemclosed-form solutioncompound poisson insurance risk modelcompound Poisson risk modelcumulative inaccuracyDickson-Hipp operatordiscrete-time Geo/D/1 queueequity-linked death benefitsestimationexpected discounted penalty functionextreme order statisticsFourier cosine series expansionFourier transformFourier-cosine seriesgeneralized Gerber-Shiu discounted penalty functionguaranteed minimum death benefitimpatienceinhomogeneous continuous-time Markov chainKoksma-Hlawka inequalityLaplace transformLévy processlimiting characteristicslower record valuesmarkovian arrival processMarkovian arrival processMarkovian queueing modelsmatrix-geometric solutionmeasure of informationMonte Carlo methodmulti-class arrival processesmultidimensional birth-death processmutual informationnon-stationaryNonparametric threshold estimationone dimensional projectionoptionparabolic equationphase-type service time distributionprocessor heating and coolingproduct formQuasi-Birth-and-Death processquasi-Monte Carlo methodquasi-random sequencesqueueing systemsqueuing networkrandom sample sizerate of convergencerecursive formularetrialsstate-dependent marked Markovian arrival processstochastic processessurvival probabilitytesting statistical hypothesestime-dependent queue-length probabilitytotal precipitation volumetruncated distributionunbiased estimatorvaluationvon-Neumann-Ulam schemewet periodsWiener-Poisson risk modelwireless telecommunication networksKorolev Victorauth1288733Sipin AlexanderauthZeifman AlexanderauthBOOK9910367737703321Stochastic Processes: Theory and Applications3020957UNINA