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Asymptotic and Analytic Methods in Stochastic Evolutionary Symptoms
Asymptotic and Analytic Methods in Stochastic Evolutionary Symptoms
Autore Koroliouk Dmitri
Pubbl/distr/stampa Newark : , : John Wiley & Sons, Incorporated, , 2023
Descrizione fisica 1 online resource (261 pages)
Altri autori (Persone) SamoilenkoIgor
ISBN 1-394-22948-8
1-394-22946-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover -- Title Page -- Copyright Page -- Contents -- Preface -- Introduction -- Chapter 1. Multidimensional Models of Kac Type -- 1.1.Definitions and basic properties -- 1.2.Moments of evolutionary process -- 1.3. Systems of Kolmogorov equations -- 1.4. Evolutionary operator and theorem about weak convergence to themeasure of theWiener process -- Chapter 2. Symmetry of Markov Random Evolutionary Processes in Rn -- 2.1. Symmetrization: definition and properties -- 2.2. Examples of symmetric distributions in Rn and distributions on n + 1-hedra -- 2.2.1. Symmetricdistributions -- 2.2.2. Distributions on n + 1-hedra -- Chapter 3. Hyperparabolic Equations, Integral Equation and Distribution for Markov Random Evolutionary Processes -- 3.1. Hyperparabolic equations and methods of solving Cauchy problems -- 3.2. Analytical solution of a hyperparabolic equation with real-analytic initial conditions -- 3.3. Integral representation of the hyperparabolic equation -- 3.4.Distributionfunction of evolutionary process -- Chapter 4. Fading Markov Random Evolutionary Process -- 4.1. Definition of fading Markov random evolutionary process, its moments and limit distribution -- 4.2. Integral equation for a function from the fading random evolutionary process -- 4.3. Equations in partial derivatives for a function of the fading random evolutionary process -- Chapter 5. Two Models of the Evolutionary Process -- 5.1.Evolution on a complex plane -- 5.2.Evolutionwithinfinitelymany directions -- 5.2.1. Symmetric case -- 5.2.2.Non-symmetric case -- Chapter 6. Diffusion Process with Evolution and Its Parameter Estimation -- 6.1.Asymptotic diffusion environment -- 6.2. Approximation of a discrete Markov process in asymptotic diffusion environment -- 6.3. Parameter estimation of the limit process -- Chapter 7. Filtration of Stationary Gaussian Statistical Experiments.
7.1. Introduction -- 7.2. Stochastic difference equation of the process of filtration -- 7.3.Coefficient of filtration -- 7.4.Equation of optimal filtration -- 7.5.Characterization of afilteredsignal -- Chapter 8. Adapted Statistical Experiments with Random Change of Time -- 8.1. Introduction -- 8.2. Statistical experiments and evolutionary processes -- 8.3. Stochastic dynamics of statistical experiments -- 8.4.Adapted statistical experiments in series scheme -- 8.5.Convergence of the adapted statistical experiments -- 8.6. Scaling parameter estimation -- 8.7. Statistical estimations of the renewal intensity parameter -- 8.7.1. Poisson's renewal process with parameter q = 2 -- 8.7.2. Stationary renewal process with delay, determined by the initial distribution function of the limit overjumps -- 8.7.3.Renewal processeswith arbitrarilydistributed renewal intervals -- Chapter 9. Filtering of Stationary Gaussian Statistical Experiments -- 9.1. Stationary statistical experiments -- 9.2. Filtering of discrete Markov diffusion -- 9.3.Thefilteringerror -- 9.4.Thefilteringempirical estimation -- Chapter 10. Asymptotic Large Deviations for Markov Random Evolutionary Process -- 10.1.Asymptotic largedeviations -- 10.2. Asymptotically stopped Markov random evolutionary process -- 10.3.Explicit representation for the normalizing function -- Chapter 11. Asymptotic Large Deviations for Semi-Markov Random Evolutionary Processes -- 11.1. Recurrent semi-Markov random evolutionary processes -- 11.2.Asymptotic largedeviations -- Chapter 12. Heuristic Principles of Phase Merging in Reliability Analysis -- 12.1.The duplicated renewal system -- 12.2.The duplicated renewal systemin the series scheme -- 12.3.Heuristic principles of the phasemerging -- 12.4. The duplicated renewal system without failure -- References -- Index -- EULA.
Record Nr. UNINA-9910830980503321
Koroliouk Dmitri  
Newark : , : John Wiley & Sons, Incorporated, , 2023
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Asymptotic and Analytic Methods in Stochastic Evolutionary Symptoms
Asymptotic and Analytic Methods in Stochastic Evolutionary Symptoms
Autore Koroliouk Dmitri
Pubbl/distr/stampa Newark : , : John Wiley & Sons, Incorporated, , 2023
Descrizione fisica 1 online resource (261 pages)
Altri autori (Persone) SamoilenkoIgor
ISBN 1-394-22948-8
1-394-22946-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover -- Title Page -- Copyright Page -- Contents -- Preface -- Introduction -- Chapter 1. Multidimensional Models of Kac Type -- 1.1.Definitions and basic properties -- 1.2.Moments of evolutionary process -- 1.3. Systems of Kolmogorov equations -- 1.4. Evolutionary operator and theorem about weak convergence to themeasure of theWiener process -- Chapter 2. Symmetry of Markov Random Evolutionary Processes in Rn -- 2.1. Symmetrization: definition and properties -- 2.2. Examples of symmetric distributions in Rn and distributions on n + 1-hedra -- 2.2.1. Symmetricdistributions -- 2.2.2. Distributions on n + 1-hedra -- Chapter 3. Hyperparabolic Equations, Integral Equation and Distribution for Markov Random Evolutionary Processes -- 3.1. Hyperparabolic equations and methods of solving Cauchy problems -- 3.2. Analytical solution of a hyperparabolic equation with real-analytic initial conditions -- 3.3. Integral representation of the hyperparabolic equation -- 3.4.Distributionfunction of evolutionary process -- Chapter 4. Fading Markov Random Evolutionary Process -- 4.1. Definition of fading Markov random evolutionary process, its moments and limit distribution -- 4.2. Integral equation for a function from the fading random evolutionary process -- 4.3. Equations in partial derivatives for a function of the fading random evolutionary process -- Chapter 5. Two Models of the Evolutionary Process -- 5.1.Evolution on a complex plane -- 5.2.Evolutionwithinfinitelymany directions -- 5.2.1. Symmetric case -- 5.2.2.Non-symmetric case -- Chapter 6. Diffusion Process with Evolution and Its Parameter Estimation -- 6.1.Asymptotic diffusion environment -- 6.2. Approximation of a discrete Markov process in asymptotic diffusion environment -- 6.3. Parameter estimation of the limit process -- Chapter 7. Filtration of Stationary Gaussian Statistical Experiments.
7.1. Introduction -- 7.2. Stochastic difference equation of the process of filtration -- 7.3.Coefficient of filtration -- 7.4.Equation of optimal filtration -- 7.5.Characterization of afilteredsignal -- Chapter 8. Adapted Statistical Experiments with Random Change of Time -- 8.1. Introduction -- 8.2. Statistical experiments and evolutionary processes -- 8.3. Stochastic dynamics of statistical experiments -- 8.4.Adapted statistical experiments in series scheme -- 8.5.Convergence of the adapted statistical experiments -- 8.6. Scaling parameter estimation -- 8.7. Statistical estimations of the renewal intensity parameter -- 8.7.1. Poisson's renewal process with parameter q = 2 -- 8.7.2. Stationary renewal process with delay, determined by the initial distribution function of the limit overjumps -- 8.7.3.Renewal processeswith arbitrarilydistributed renewal intervals -- Chapter 9. Filtering of Stationary Gaussian Statistical Experiments -- 9.1. Stationary statistical experiments -- 9.2. Filtering of discrete Markov diffusion -- 9.3.Thefilteringerror -- 9.4.Thefilteringempirical estimation -- Chapter 10. Asymptotic Large Deviations for Markov Random Evolutionary Process -- 10.1.Asymptotic largedeviations -- 10.2. Asymptotically stopped Markov random evolutionary process -- 10.3.Explicit representation for the normalizing function -- Chapter 11. Asymptotic Large Deviations for Semi-Markov Random Evolutionary Processes -- 11.1. Recurrent semi-Markov random evolutionary processes -- 11.2.Asymptotic largedeviations -- Chapter 12. Heuristic Principles of Phase Merging in Reliability Analysis -- 12.1.The duplicated renewal system -- 12.2.The duplicated renewal systemin the series scheme -- 12.3.Heuristic principles of the phasemerging -- 12.4. The duplicated renewal system without failure -- References -- Index -- EULA.
Record Nr. UNINA-9910877626403321
Koroliouk Dmitri  
Newark : , : John Wiley & Sons, Incorporated, , 2023
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Computational Methods and Mathematical Modeling in Cyberphysics and Engineering Applications 1
Computational Methods and Mathematical Modeling in Cyberphysics and Engineering Applications 1
Autore Koroliouk Dmitri
Edizione [1st ed.]
Pubbl/distr/stampa Newark : , : John Wiley & Sons, Incorporated, , 2024
Descrizione fisica 1 online resource (444 pages)
Altri autori (Persone) LyashkoSergiy
LimniosNikolaos
ISBN 1-394-28434-9
1-394-28432-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover -- Title Page -- Copyright Page -- Contents -- Preface -- Chapter 1. The Hydrodynamic-type Equations and the Solitary Solutions -- 1.1. Introduction -- 1.2. The Korteweg-de Vries equation and the soliton solutions -- 1.3. The Korteweg-de Vries equation with a small perturbation -- 1.4. The linear WKB technique and its generalization -- 1.5. Acknowledgments -- 1.6. References -- Chapter 2. The Nonlinear WKB Technique and Asymptotic Soliton-like Solutions to the Korteweg-de Vries Equation with Variable Coefficients and Singular Perturbation -- 2.1. Introduction -- 2.2. Main notations and definitions -- 2.3. The structure of the asymptotic one-phase soliton-like solution -- 2.4. The KdV equation with quadratic singularity -- 2.5. Equations for the regular part of the asymptotics and their analysis -- 2.6. Equations for the singular part of the asymptotics and their analysis -- 2.6.1. The main term of the singular part -- 2.6.2. The higher terms of the singular part and the orthogonality condition -- 2.6.3. The orthogonality condition and the discontinuity curve -- 2.6.4. Prolongation of the singular terms from the discontinuity curve -- 2.7. Justification of the algorithm -- 2.8. Discussion and conclusion -- 2.9. Acknowledgments -- 2.10. References -- Chapter 3. Asymptotic Analysis of the vcKdV Equation with Weak Singularity -- 3.1. Introduction -- 3.2. The asymptotic soliton-like solutions -- 3.3. The examples of the asymptotic soliton-like solutions -- 3.3.1. The asymptotic step-wise solutions -- 3.3.2. The asymptotic solutions of soliton type -- 3.4. Discussion and conclusion -- 3.5. Acknowledgments -- 3.6. References -- Chapter 4. Modeling of Heterogeneous Fluid Dynamics with Phase Transitions and Porous Media -- 4.1. Introduction -- 4.2. The large particle method -- 4.3. The particle-in-cell method.
4.4. Modeling of heterogeneous fluid dynamics -- 4.5. Modeling of heterogeneous fluid dynamics with phase transitions -- 4.6. Modeling of viscous fluid dynamics and porous media -- 4.7. References -- Chapter 5. Mathematical Models and Control of Functionally Stable Technological Process -- 5.1. Introduction -- 5.2. Analysis of production process planning procedure -- 5.3. Mathematical model of the production process management system of an industrial enterprise -- 5.4. Control design -- 5.5. Algorithm of control of production process -- 5.6. Conclusion -- 5.7. Acknowledgments -- 5.8. References -- Chapter 6. Alternative Direction Multiblock Method with Nesterov Acceleration and Its Applications -- 6.1. Introduction -- 6.2. Proximal operators -- 6.3. ADMM (alternating direction method of multipliers) -- 6.4. Bregman iteration -- 6.5. Forward-backward envelope (FBE) -- 6.6. Douglas-Rachford envelope (DRE) -- 6.7. Proximal algorithms for complex functions -- 6.8. Fast alternative directions methods -- 6.9. Numerical experiments -- 6.9.1. Exchange problem -- 6.9.2. Basis pursuit problem -- 6.9.3. Constrained LASSO problem -- 6.10. Conclusion -- 6.11. References -- Chapter 7. Modified Extragradient Algorithms for Variational Inequalities -- 7.1. Introduction -- 7.2. Preliminaries -- 7.3. Overview of the main algorithms for solving variational inequalities and approximations of fixed points -- 7.4. Modified extragradient algorithm for variational inequalities -- 7.5. Modified extragradient algorithm for variational inequalities and operator equations with a priori information -- 7.6. Strongly convergent modified extragradient algorithm -- 7.6.1. Algorithm variant for variational inequalities -- 7.6.2. Variant for problems with a priori information -- 7.7. References -- Chapter 8. On Multivariate Algorithms of Digital Signatures on Secure El Gamal-Type Mode.
8.1. On post-quantum, multivariate and non-commutative cryptography -- 8.2. On stable subgroups of formal Cremona group and privatization of multivariate public keys based on maps of bounded degree -- 8.3. Multivariate Tahoma protocol for stable Cremona generators and its usage for multivariate encryption algorithms -- 8.4. On multivariate digital signature algorithms and their privatization scheme -- 8.5. Examples of stable cubical groups -- 8.5.1. Simplest graph-based example -- 8.5.2. Other stable subgroups defined via linguistic graphs -- 8.5.3. Special homomorphisms of linguistic graphs and corresponding semigroups -- 8.5.4. Example of stable subsemigroups of arbitrary degree -- 8.6. Conclusion -- 8.7. References -- Chapter 9. Metasurface Model of Geographic Baric Field Formation -- 9.1. Introduction -- 9.2. The parametric scalar field model principle -- 9.3. Local isobaric scalar field model -- 9.4. Modeling Chladni figures based on the proposed model -- 9.5. The frequency of forcing influences and the problem of its detection -- 9.6. Conclusion -- 9.7. References -- Chapter 10. Simulation of the Electron-Hole Plasma State by Perturbation Theory Methods -- 10.1. Introduction. Nonlinear boundary value problems of the p-i-n diodes theory -- 10.2. Construction of an asymptotic solution of a boundary value problem for the system of the charge carrier current continuity equations and the Poisson equation -- 10.3. Simulation of the charge carriers’ stationary distribution in the electron-hole plasma of the p-i-n diode assembly elements -- 10.4. Modeling the charge carriers stationary distribution in the active region of the integrated surface-oriented p-i-n structures -- 10.5. Final considerations -- 10.6. References -- Chapter 11. Diffusion Perturbations in Models of the Dynamics of Infectious Diseases Taking into Account the Concentrated Effects.
11.1. Introduction -- 11.2. Model problem of infectious disease dynamics taking into account diffusion perturbation and asymptotics of the solution -- 11.3. Modeling of diffusion perturbations of infectious disease process taking into account the concentrated effects and immunotherapy -- 11.4. Modeling the influence of diffusion perturbations on development of infectious diseases under convection -- 11.5. Numerical experiment results -- 11.6. Conclusion -- 11.7. References -- Chapter 12. Solitary Waves in "Shallow Water" Environments -- 12.1. Introduction -- 12.2. T-forms for the solitary wave approximation -- 12.3. Existence of the solution of the gas dynamics equations in the form of solitary waves -- 12.4. Analysis of the localized wave trajectories -- 12.5. Numerical results -- 12.6. Conclusion -- 12.7. References -- Chapter 13. Instrument Element and Grid Middleware in Metrology Problems -- 13.1. Introduction -- 13.2. Security in the grid -- 13.3. Grid element for measuring instruments -- 13.4. Grid and some problems of metrology -- 13.5. Discussion and conclusion -- 13.6. References -- Chapter 14. Differential Evolution for Best Uniform Spline Approximation -- 14.1. Introduction -- 14.2. Problem statement -- 14.3. Review of methods for spline approximation -- 14.4. Algorithm -- 14.5. Experimental results and discussion -- 14.6. Conclusion -- 14.7. References -- Chapter 15. Finding a Nearest Pair of Points Between Two Smooth Curves in Euclidean Space -- 15.1. Introduction -- 15.2. Define the problem and notations -- 15.3. Lagrange function with energy dissipation -- 15.4. Lagrange equation -- 15.5. Hamiltonian equations -- 15.6. Numerical experiments -- 15.7. Concluding remarks -- 15.8. References -- Chapter 16. Constrained Markov Decision Process for the Industry -- 16.1. Introduction.
16.2. Introduction to constrained Markov decision processes -- 16.2.1. Introduction -- 16.2.2. Model -- 16.2.3. Economic criteria -- 16.2.4. Infinite horizon expected discounted reward -- 16.2.5. Infinite horizon expected average reward -- 16.3. Markov decision process with a constraint on the asymptotic availability -- 16.3.1. Introduction -- 16.3.2. Model -- 16.3.3. Algorithm -- 16.3.4. Application -- 16.4. Markov decision process with a constraint on the asymptotic failure rate -- 16.4.1. Introduction -- 16.4.2. Model -- 16.4.3. Algorithm -- 16.4.4. Application -- 16.5. Conclusion -- 16.6. References -- List of Authors -- Index -- EULA.
Record Nr. UNINA-9910876744203321
Koroliouk Dmitri  
Newark : , : John Wiley & Sons, Incorporated, , 2024
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Dynamics of statistical experiments. / / Dmitri Koroliouk
Dynamics of statistical experiments. / / Dmitri Koroliouk
Autore Koroliouk Dmitri
Pubbl/distr/stampa Hoboken, N.J. : , : ISTE Ltd / John Wiley and Sons Inc, , 2020
Descrizione fisica 1 online resource (229 pages) : illustrations
Disciplina 780
Soggetto topico Mathematical statistics
ISBN 1-119-72045-1
1-119-72044-3
1-119-72046-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910555188803321
Koroliouk Dmitri  
Hoboken, N.J. : , : ISTE Ltd / John Wiley and Sons Inc, , 2020
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Dynamics of statistical experiments. / / Dmitri Koroliouk
Dynamics of statistical experiments. / / Dmitri Koroliouk
Autore Koroliouk Dmitri
Pubbl/distr/stampa Hoboken, N.J. : , : ISTE Ltd / John Wiley and Sons Inc, , 2020
Descrizione fisica 1 online resource (229 pages) : illustrations
Disciplina 780
Soggetto topico Mathematical statistics
ISBN 1-119-72045-1
1-119-72044-3
1-119-72046-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910812211703321
Koroliouk Dmitri  
Hoboken, N.J. : , : ISTE Ltd / John Wiley and Sons Inc, , 2020
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui