Stability Problems for Stochastic Models: Theory and Applications II

• Autore: Zeifman Alexander
• Pubblicazione: Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022
• Descrizione fisica: 1 electronic resource (240 p.)
• Soggetto topico: Research & information: general; Mathematics & science; Probability & statistics
• Soggetto non controllato: inhomogeneous continuous-time Markov chain; weak ergodicity; rate of convergence; sharp bounds; differential inequalities; forward Kolmogorov system; prefetching; optimization; Markov decision processes; random trees; Galton–Watson; capacitance; dirichlet boundary value problem; monte carlo method; unbiased estimator; von-neumann-ulam scheme; network evolution; random graph; multi-type branching process; continuous-time branching process; 2- and 3-interactions; Malthusian parameter; Poisson process; life-length; extinction; queuing system; elastic traffic; inpatient claim; non-stationary intensity; convergence analysis; bounds on the rate of convergence; wireless network; file transfer; daily traffic profile; blocking probability; continuous-time ehrenfest model; first-passage time densities; proportional intensity functions; asymptotic behaviors; multi-server queueing model; rating; self-sufficient servers; self-checkout; assistants; multi-dimensional Markov chains; retrial queue; negative customers; resource heterogeneous queue; asymptotic analysis; discrete time functional filter; optimal unbiased estimation; steady state; equilibrium arrivals; one-server queueing system; orbit; retrials; limit theorem; sum of independent random variables; random sum; asymptotic expansion; asymptotic deficiency; kurtosis; parameter estimation; gamma-exponential distribution; mixed distributions; generalized gamma distribution; generalized beta distribution; method of moments; cumulants; asymptotic normality
• Persona (resp. second.): KorolevVictor; SipinAlexander; ZeifmanAlexander
• Sommario/riassunto: 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.
• Altri titoli varianti: Stability Problems for Stochastic Models
• Titolo autorizzato: Stability Problems for Stochastic Models: Theory and Applications II
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910566458903321
• Lo trovi qui: Univ. Federico II