LEADER 04322nam 2201081z- 450 001 9910367737703321 005 20231214133216.0 010 $a3-03921-963-4 035 $a(CKB)4100000010106340 035 $a(oapen)https://directory.doabooks.org/handle/20.500.12854/60050 035 $a(EXLCZ)994100000010106340 100 $a20202102d2019 |y 0 101 0 $aeng 135 $aurmn|---annan 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aStochastic Processes: Theory and Applications 210 $cMDPI - Multidisciplinary Digital Publishing Institute$d2019 215 $a1 electronic resource (216 p.) 311 $a3-03921-962-6 330 $aThe 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. 517 $aStochastic Processes 610 $arecursive formula 610 $arate of convergence 610 $aasymptotic approximation 610 $aparabolic equation 610 $aprocessor heating and cooling 610 $acompound poisson insurance risk model 610 $aKoksma-Hlawka inequality 610 $aphase-type service time distribution 610 $adiscrete-time Geo/D/1 queue 610 $alower record values 610 $aFourier-cosine series 610 $aretrials 610 $astate-dependent marked Markovian arrival process 610 $aqueuing network 610 $astochastic processes 610 $aLaplace transform 610 $avon-Neumann?Ulam scheme 610 $aMonte Carlo method 610 $aLévy process 610 $aWiener?Poisson risk model 610 $aqueueing systems 610 $aquasi-random sequences 610 $aclosed-form solution 610 $aCauchy problem 610 $aproduct form 610 $aestimation 610 $aextreme order statistics 610 $aguaranteed minimum death benefit 610 $avaluation 610 $amultidimensional birth-death process 610 $aMarkovian queueing models 610 $asurvival probability 610 $atruncated distribution 610 $aMarkovian arrival process 610 $ainhomogeneous continuous-time Markov chain 610 $ameasure of information 610 $aoption 610 $aunbiased estimator 610 $amatrix-geometric solution 610 $aDickson?Hipp operator 610 $aFourier transform 610 $amulti-class arrival processes 610 $atotal precipitation volume 610 $aone dimensional projection 610 $arandom sample size 610 $amarkovian arrival process 610 $acumulative inaccuracy 610 $amutual information 610 $aQuasi-Birth-and-Death process 610 $alimiting characteristics 610 $atesting statistical hypotheses 610 $awet periods 610 $acompound Poisson risk model 610 $atime-dependent queue-length probability 610 $anon-stationary 610 $aequity-linked death benefits 610 $awireless telecommunication networks 610 $aFourier cosine series expansion 610 $aimpatience 610 $ageneralized Gerber?Shiu discounted penalty function 610 $aquasi-Monte Carlo method 610 $aexpected discounted penalty function 610 $aNonparametric threshold estimation 700 $aKorolev$b Victor$4auth$01288733 702 $aSipin$b Alexander$4auth 702 $aZeifman$b Alexander$4auth 906 $aBOOK 912 $a9910367737703321 996 $aStochastic Processes: Theory and Applications$93020957 997 $aUNINA