LEADER 07211nam 22007215 450 001 9910303451903321 005 20200701122343.0 010 $a3-030-02825-9 024 7 $a10.1007/978-3-030-02825-1 035 $a(CKB)4100000007204999 035 $a(MiAaPQ)EBC5611436 035 $a(DE-He213)978-3-030-02825-1 035 $a(PPN)232965293 035 $a(EXLCZ)994100000007204999 100 $a20181205d2018 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aStochastic Processes and Applications $eSPAS2017, Västerås and Stockholm, Sweden, October 4-6, 2017 /$fedited by Sergei Silvestrov, Anatoliy Malyarenko, Milica Ran?i? 205 $a1st ed. 2018. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2018. 215 $a1 online resource (482 pages) 225 1 $aSpringer Proceedings in Mathematics & Statistics,$x2194-1009 ;$v271 311 $a3-030-02824-0 327 $aPart I Stochastic Processes: Silvestrov Dmitrii: A Journey in the World of Stochastic Processes -- Silvestrov Dmitrii: Individual Ergodic Theorems for Perturbed Alternating Regenerative Processes -- Krasnitskiy Sergey and Kurchenko Oleksandr: On Baxter Type Theorems for Generalized Random Gaussian Fields -- Bajja Salwa, Es-Sebaiy Khalifa, and Viitasaari Lauri: Limit Theorems for Quadratic Variations of the Lei?Nualart Process -- Mishura Yuliya, Ralchenko Kostiantyn, and Shklyar Sergiy: Parameter Estimation for Gaussian Processes with Application to the Model with two Independent Fractional Brownian Motions -- Rakhimova Gulnoza: Application of Limit Theorems for Superposition of Random Functions to Sequential Estimation -- Morlanes José Igor and Andreev Andriy: On Simulation of a Fractional Ornstein-Uhlenbeck Process of the Second Kind by the Circulant Embedding Method -- Lindensjö Kristoffer: Constructive Martingale Representation in Functional Itô Calculus: a Local Martingale Extension -- Malyarenko Anatoliy and Ostoja-Starzewski Martin: Random Fields Related to the Symmetry Classes of Second-Order Symmetric Tensors -- Part II Applications of Stochastic Processes: Silvestrov Dmitrii, Petersson Mikael, and Hössjer Ola: Nonlinearly Perturbed Birth-Death-Type Models -- Hössjer Ola, Bechly Günter, and Gauger Ann: Phase-type Distribution Approximations of the Waiting Time Until Coordinated Mutations Get Fixed in a Population -- Spricer Kristoffer and Trapman Pieter: Characterizing the Initial Phase of Epidemic Growth on some Empirical Networks -- Boguslavskaya Elena, Mishura Yuliya, and Shevchenko Georgiy: Replication of Wiener-Transformable Stochastic Processes with Application to Financial Markets with Memory -- D?Amico Guglielmo, Gismondi Fulvio, and Petroni Filippo: A New Approach to the Modeling of Financial Volumes -- Abola Benard, Biganda Pitos Seleka, Engström Christopher, Mango John Magero, Kakuba Godwin, and Silvestrov Sergei: PageRank in Evolving Tree Graphs -- Biganda Pitos Seleka, Abola Benard, Engström Christopher, Mango John Magero, Kakuba Godwin, and Silvestrov Sergei: Traditional and Lazy PageRanks for a Line of Nodes Connected with Complete Graphs -- Malmberg Hannes and Hössjer Ola : Continuous Approximations of Discrete Choice Models Using Point Process Theory -- Faybishenko Boris, Molz Fred, and Agarwal Deborah: Nonlinear Dynamics Simulations of Microbial Ecological Processes: Model, Diagnostic Parameters of Deterministic Chaos, and Sensitivity Analysis -- Index. 330 $aThis book highlights the latest advances in stochastic processes, probability theory, mathematical statistics, engineering mathematics and algebraic structures, focusing on mathematical models, structures, concepts, problems and computational methods and algorithms important in modern technology, engineering and natural sciences applications. It comprises selected, high-quality, refereed contributions from various large research communities in modern stochastic processes, algebraic structures and their interplay and applications. The chapters cover both theory and applications, illustrated by numerous figures, schemes, algorithms, tables and research results to help readers understand the material and develop new mathematical methods, concepts and computing applications in the future. Presenting new methods and results, reviews of cutting-edge research, and open problems and directions for future research, the book serves as a source of inspiration for a broad spectrum of researchers and research students in probability theory and mathematical statistics, applied algebraic structures, applied mathematics and other areas of mathematics and applications of mathematics. The book is based on selected contributions presented at the International Conference on ?Stochastic Processes and Algebraic Structures ? From Theory Towards Applications? (SPAS2017) to mark Professor Dmitrii Silvestrov?s 70th birthday and his 50 years of fruitful service to mathematics, education and international cooperation, which was held at Mälardalen University in Västerås and Stockholm University, Sweden, in October 2017. 410 0$aSpringer Proceedings in Mathematics & Statistics,$x2194-1009 ;$v271 606 $aProbabilities 606 $aComputer mathematics 606 $aAlgebra 606 $aMathematical analysis 606 $aAnalysis (Mathematics) 606 $aMathematical physics 606 $aStatistics  606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 606 $aComputational Mathematics and Numerical Analysis$3https://scigraph.springernature.com/ontologies/product-market-codes/M1400X 606 $aAlgebra$3https://scigraph.springernature.com/ontologies/product-market-codes/M11000 606 $aAnalysis$3https://scigraph.springernature.com/ontologies/product-market-codes/M12007 606 $aTheoretical, Mathematical and Computational Physics$3https://scigraph.springernature.com/ontologies/product-market-codes/P19005 606 $aStatistical Theory and Methods$3https://scigraph.springernature.com/ontologies/product-market-codes/S11001 615 0$aProbabilities. 615 0$aComputer mathematics. 615 0$aAlgebra. 615 0$aMathematical analysis. 615 0$aAnalysis (Mathematics). 615 0$aMathematical physics. 615 0$aStatistics . 615 14$aProbability Theory and Stochastic Processes. 615 24$aComputational Mathematics and Numerical Analysis. 615 24$aAlgebra. 615 24$aAnalysis. 615 24$aTheoretical, Mathematical and Computational Physics. 615 24$aStatistical Theory and Methods. 676 $a519.2 702 $aSilvestrov$b Sergei$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aMalyarenko$b Anatoliy$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aRan?i?$b Milica$4edt$4http://id.loc.gov/vocabulary/relators/edt 906 $aBOOK 912 $a9910303451903321 996 $aStochastic Processes and Applications$91563780 997 $aUNINA