04761nam 2201273z- 450 991056645890332120231214133135.0(CKB)5680000000037792(oapen)https://directory.doabooks.org/handle/20.500.12854/81027(EXLCZ)99568000000003779220202205d2022 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierStability Problems for Stochastic Models: Theory and Applications IIBaselMDPI - Multidisciplinary Digital Publishing Institute20221 electronic resource (240 p.)3-0365-3815-1 3-0365-3816-X Most papers published in this Special Issue of Mathematics are written by the participants of the XXXVI International Seminar on Stability Problems for Stochastic Models, 21­25 June, 2021, Petrozavodsk, Russia. The scope of the seminar embraces the following topics: Limit theorems and stability problems; Asymptotic theory of stochastic processes; Stable distributions and processes; Asymptotic statistics; Discrete probability models; Characterization of probability distributions; Insurance and financial mathematics; Applied statistics; Queueing theory; and other fields. This Special Issue contains 12 papers by specialists who represent 6 countries: Belarus, France, Hungary, India, Italy, and Russia.Stability Problems for Stochastic ModelsResearch & information: generalbicsscMathematics & sciencebicsscProbability & statisticsbicsscinhomogeneous continuous-time Markov chainweak ergodicityrate of convergencesharp boundsdifferential inequalitiesforward Kolmogorov systemprefetchingoptimizationMarkov decision processesrandom treesGalton–Watsoncapacitancedirichlet boundary value problemmonte carlo methodunbiased estimatorvon-neumann-ulam schemenetwork evolutionrandom graphmulti-type branching processcontinuous-time branching process2- and 3-interactionsMalthusian parameterPoisson processlife-lengthextinctionqueuing systemelastic trafficinpatient claimnon-stationary intensityconvergence analysisbounds on the rate of convergencewireless networkfile transferdaily traffic profileblocking probabilitycontinuous-time ehrenfest modelfirst-passage time densitiesproportional intensity functionsasymptotic behaviorsmulti-server queueing modelratingself-sufficient serversself-checkoutassistantsmulti-dimensional Markov chainsretrial queuenegative customersresource heterogeneous queueasymptotic analysisdiscrete time functional filteroptimal unbiased estimationsteady stateequilibrium arrivalsone-server queueing systemorbitretrialslimit theoremsum of independent random variablesrandom sumasymptotic expansionasymptotic deficiencykurtosisparameter estimationgamma-exponential distributionmixed distributionsgeneralized gamma distributiongeneralized beta distributionmethod of momentscumulantsasymptotic normalityResearch & information: generalMathematics & scienceProbability & statisticsZeifman Alexanderedt1295516Korolev VictoredtSipin AlexanderedtZeifman AlexanderothKorolev VictorothSipin AlexanderothBOOK9910566458903321Stability Problems for Stochastic Models: Theory and Applications II3023564UNINA