Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Stability Problems for Stochastic Models: Theory and Applications
| Stability Problems for Stochastic Models: Theory and Applications |
| Autore | Zeifman Alexander |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (370 p.) |
| Soggetto topico |
Research & information: general
Mathematics & science |
| Soggetto non controllato |
continuous-time Markov chains
non-stationary Markovian queueing model stability perturbation bounds forward Kolmogorov system threshold processing random samples long-term dependence mean-square risk estimate integrals and sums rates of convergence conditional law of large numbers conditional central limit theorem stochastic differential observation system nonlinear filtering problem state-dependent observation noise numerical filtering algorithm filtering given time-discretized observations stable approximation approximation accuracy Rényi theorem Kantorovich distance zeta-metrics Stein’s method stationary renewal distribution equilibrium transform geometric random sum characteristic function precipitation limit theorems statistical test generalized negative binomial distribution generalized gamma distribution asymptotic approximations extreme order statistics random sample size slowly varying monotony in the Zygmund sense class Γa(g) self-neglecting function convergence rates citation distribution Hirsch index geometric distribution Sibuya distribution geometrically stable distribution generalized Linnik distribution random sum transfer theorem multivariate normal scale mixtures heavy-tailed distributions multivariate stable distribution multivariate Linnik distribution generalized Mittag–Leffler distribution multivariate generalized Mittag–Leffler distribution stable distribution probability density function distribution function Hankel contours multivariate stable processes contour integrals fractional laplacian second order expansions high-dimensional low sample size Laplace distribution Student’s t-distribution pareto mixture distribution multiserver system uniform distance perfect simulation priority system marked Markov arrival process phase-type distribution change of the priority dispatching heterogeneous servers Markov decision process policy-iteration algorithm mean number of customers decomposable semi-regenerative process multiple power series distribution integral limit theorem local limit theorem Tauberian lemma R-weakly one-sided oscillation of the multiple sequence at infinity along the given multiple sequence pension schemes balance equation gross premium premium load lump sum defined contribution pension schemes decrement tables robustness minimax approach stable estimation |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Stability Problems for Stochastic Models |
| Record Nr. | UNINA-9910557664703321 |
Zeifman Alexander
|
||
| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stability Problems for Stochastic Models: Theory and Applications II
| Stability Problems for Stochastic Models: Theory and Applications II |
| Autore | Zeifman Alexander |
| Pubbl/distr/stampa | 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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Stability Problems for Stochastic Models |
| Record Nr. | UNINA-9910566458903321 |
|
Zeifman Alexander
|
||
| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic Processes: Theory and Applications
| Stochastic Processes: Theory and Applications |
| Autore | Korolev Victor |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (216 p.) |
| Soggetto non controllato |
recursive formula
rate of convergence asymptotic approximation parabolic equation processor heating and cooling compound poisson insurance risk model Koksma-Hlawka inequality phase-type service time distribution discrete-time Geo/D/1 queue lower record values Fourier-cosine series retrials state-dependent marked Markovian arrival process queuing network stochastic processes Laplace transform von-Neumann–Ulam scheme Monte Carlo method Lévy process Wiener–Poisson risk model queueing systems quasi-random sequences closed-form solution Cauchy problem product form estimation extreme order statistics guaranteed minimum death benefit valuation multidimensional birth-death process Markovian queueing models survival probability truncated distribution Markovian arrival process inhomogeneous continuous-time Markov chain measure of information option unbiased estimator matrix-geometric solution Dickson–Hipp operator Fourier transform multi-class arrival processes total precipitation volume one dimensional projection random sample size markovian arrival process cumulative inaccuracy mutual information Quasi-Birth-and-Death process limiting characteristics testing statistical hypotheses wet periods compound Poisson risk model time-dependent queue-length probability non-stationary equity-linked death benefits wireless telecommunication networks Fourier cosine series expansion impatience generalized Gerber–Shiu discounted penalty function quasi-Monte Carlo method expected discounted penalty function Nonparametric threshold estimation |
| ISBN | 3-03921-963-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Stochastic Processes |
| Record Nr. | UNINA-9910367737703321 |
|
Korolev Victor
|
||
| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||