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20th International Probabilistic Workshop : IPW 2024 / / edited by José C. Matos, Paulo B. Lourenço, Daniel V. Oliveira, Jorge Branco, Dirk Proske, Rui A. Silva, Hélder S. Sousa
| 20th International Probabilistic Workshop : IPW 2024 / / edited by José C. Matos, Paulo B. Lourenço, Daniel V. Oliveira, Jorge Branco, Dirk Proske, Rui A. Silva, Hélder S. Sousa |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (536 pages) |
| Disciplina | 519.2 |
| Collana | Lecture Notes in Civil Engineering |
| Soggetto topico |
Civil engineering
Probabilities Stochastic processes Production management Financial risk management Civil Engineering Probability Theory Stochastic Processes Operations Management Risk Management |
| ISBN |
9783031602719
9783031602702 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Organization -- Contents -- Keynotes -- Life-Cycle Probabilistic Multi-objective Optimum SHM Planning -- 1 Introduction -- 2 Framework for Life-Cycle Probabilistic Multi-objective Optimum SHM Planning -- 3 Objectives for Probabilistic Optimum SHM Planning -- 4 Multi-objective Optimization and Decision Making -- 5 Updating with Monitored Data -- 6 Conclusions -- References -- Toward a More Resilient Road Infrastructure -- 1 Introduction -- 2 The Benefit of Transportation Infrastructure -- 3 Measuring Resilience -- 3.1 Functionality -- 3.2 Safety and Environmental Impact During Recovery -- 3.3 Consequences of Disruptive Event -- 3.4 Maintenance and Improvement Interventions -- 3.5 Costs -- 3.6 Uncertainty -- 4 Measures to Improve Resilience -- 4.1 Measures to Improve Robustness -- 4.2 Measures to Improve Redundancy -- 4.3 Measure to Improve Rapidity of Recovery -- 4.4 Resourcefulness -- 5 Case Study -- 6 Conclusion -- References -- Resilience, Robustness and Redundancy of Infrastructure System -- Aerodynamic Shape Optimization of Long-Span Bridges -- 1 Introduction -- 1.1 Flutter Instability Theory -- 2 Fundamental Studies -- 2.1 Stability Analysis of the Prediction Method -- 3 Reliability-Based Design Optimization -- 4 Summary -- 4.1 Discussion -- Reference -- Computational Investigations on the In-Plane Capacity of a URM Wall: Effect of Material Uncertainty -- 1 Introduction -- 2 Discontinuous Presentation and Analysis of URM Walls -- 3 Validation of the Proposed Computational Modelling Strategy -- 4 Data Preparation for Nonspatial and Spatial Probabilistic Analysis -- 5 Results of the Probabilistic Analysis -- 5.1 Nonspatial Probabilistic Analysis -- 5.2 Spatial Probabilistic Analysis -- 6 Conclusions -- References -- Framework for Resilience Assessment as Decision Support for Traffic Infrastructure Operators.
1 Introduction -- 2 Description of the Framework -- 2.1 Hazards -- 2.2 Influence Characteristics -- 2.3 Hazard Potential -- 2.4 Definition of Resilience Indicators -- 3 Visualisation -- 4 Conclusion -- References -- Influence of Stud Shear Connectors Fatigue on the Entire Reliability of Composite Bridge Superstructure -- 1 Introduction -- 2 Model Analysis -- 2.1 Structural Model -- 2.2 The Dependence of the Joint Elements Stiffness on the Number of Loading Cycles -- 2.3 Equivalent Load Determination Method -- 2.4 Algorithm of Analysis and Clustering of the Loading Process -- 2.5 Parameters of the Probabilistic Calculation -- 3 Results and Discussion -- 4 Conclusion -- References -- Surrogate Model Approaches for the Evaluation of Structural Safety of Suspended Ceilings -- 1 Introduction -- 1.1 General -- 1.2 Suspended Ceilings -- 1.3 Direct Fastening -- 1.4 Redundant Fastening -- 1.5 Stratified Sampling Methods -- 1.6 Surrogate Model -- 2 Materials and Methods -- 2.1 Experimental Setup -- 2.2 Numerical Modeling -- 2.3 Simplified Model -- 3 Results and Discussion -- 4 Conclusions -- References -- Understanding Corrosion in Restored Concrete Zones Through Sensor Data Analysis -- 1 Introduction -- 2 Methodology -- 2.1 Electric Resistance as an Indicator of Durability -- 2.2 Stochastic Degradation Model -- 3 Application Description -- 4 Results and Discussion -- 5 Conclusions -- References -- Risk Assessment and Management -- Application of Structure-From-Motion Multi-view Stereo (SfM-MVS) Photogrammetry in First Response Inspection of Distressed Buildings -- 1 Introduction -- 1.1 The Strong Motion Events of 2020 -- 1.2 Motivation -- 2 SfM-MVS in Use -- 2.1 Education Based on the SfM-MVS Collected Examples -- 2.2 Assessments Supported by SfM-MVS -- 3 Experience in Post-Disaster Educational Materials Collection. 3.1 General Overview of the On-Site Situation -- 3.2 More Detailed Insight to the On-Site Situation -- 3.3 More Detailed Insight to the On-Site Situation -- 4 Conclusion -- References -- Comparison of Earthquake Design Regulations for Buildings in Iran and Germany -- 1 Introduction -- 2 Code Comparison -- 2.1 General -- 2.2 Seismic Zones Characterising the Impact -- 2.3 Ground Types Characterising the Transmission of Seismic Waves -- 2.4 Importance Factor Characterising the Social Significance -- 2.5 Standard Design Response Spectrum Characterising the Building's Response -- 3 Conclusion -- References -- Deriving Analytical Fragility Curves for Masonry Churches Based on Stochastic Nonlinear Analyses -- 1 Introduction -- 1.1 The Developed Methodology -- 1.2 Material Sampling Method -- 2 Application to the Case Study -- 2.1 Building Archetype Description -- 2.2 Archetype Finite Element (FE) Model -- 2.3 Mechanical Parameters' Ranges -- 3 Nonlinear Static Analysis -- 3.1 Derivation of the Fragility Curve -- 4 Conclusion -- References -- Discussion of Consequence Parameters for Risk Assessment of Bridges and Retaining Structures -- 1 Introduction -- 2 State of the Art -- 2.1 Introduction -- 2.2 Codes for Risk Analysis -- 2.3 Comparison of Different Risk Parameters -- 2.4 Comparison of Risk Parameters in Other Fields -- 2.5 Comparison of the Robustness of Risk Results -- 2.6 Conclusion -- 3 Discussion of the Consequence Parameters -- 3.1 Introduction -- 3.2 Number of Consequence Parameter -- 3.3 Most Common Consequence Parameter -- 3.4 Appropriateness of Consequence Parameter -- 4 Discussion -- References -- Evaluation of Fault Tree Analysis Algorithms for Probabilistic Risk Assessment: A Systematic Comparative Study -- 1 Introduction -- 2 Theoretical Background -- 2.1 Scram -- 2.2 MOCUS Algorithm -- 2.3 BDD Algorithm -- 2.4 ZBDD Algorithm. 2.5 CTT Algorithm -- 3 Analysis Methodology -- 4 Results and Discussion -- 4.1 Efficiency -- 4.2 Accuracy -- 5 Conclusions -- References -- Exoskeletons Development: Military Load Effort Analysis in an Operational Environment -- 1 Introduction -- 2 Methods -- 3 Results and Analysis -- 3.1 Effort Characterisation -- 3.2 Military Load -- 3.3 Military Workload -- 4 Conclusions -- References -- Flood Vulnerability of Transport Infrastructure: Classification of Construction Types, Structural Condition and Adaptation Measures to Reduce Vulnerability -- 1 Introduction -- 2 Method for Characterizing Vulnerability -- 2.1 Damage Patterns and Mechanisms -- 2.2 Classification of Construction Types -- 2.3 Inclusion of the Structural Condition -- 2.4 Assessment of Vulnerability -- 3 Map Visualization -- 4 Conclusions Regarding Adaptation to Reduce Vulnerability -- References -- Impact of Extreme Events on the Financial Performance of Infrastructure Projects -- 1 Introduction -- 2 Infrastructure Finance: A Brief Review -- 2.1 Sources of Funding, Financing Methods and Carbon Pricing -- 2.2 Traditional Financing Assessment Incorporating RDM -- 3 Comprehensive Dynamic Stochastic Model -- 3.1 Emissions -- 3.2 Extreme Events Modeling -- 3.3 Indirect Costs -- 4 Illustrative Case -- 4.1 Case Description -- 4.2 Financial Performance -- 5 Conclusion -- References -- Influence of Uncertainties on the Compound Rocking Failure Mechanism of Single-Nave Masonry Churches -- 1 Introduction -- 2 Macroblock Limit Analysis -- 3 Treatment of Uncertainty Due to Incomplete Knowledge -- 4 Regression Model for Simplified Assessment -- 5 Conclusion -- References -- K-Means Clustering Approach for Stock Risk Assessment and Portfolio Construction: A Case Study Based on the EU-EV Risk Model -- 1 Introduction -- 2 Methodology -- 2.1 Stock Clustering with EU-EV Risk Attributes. 2.2 Performance Evaluation -- 3 Application to the PSI Index -- 4 Conclusions -- References -- Modelling of Traffic Loads in a Full-Probabilistic Reassessment of Rural Bridges Based on Measurement Data - A Case Study -- 1 Introduction -- 2 Load Models for Bridges According to National and European Code Regulations -- 3 Probabilistic Approach for Modelling of Traffic Loads -- 4 Case Study - Heinrich's Bridge in Bamberg -- 4.1 Description of the Construction -- 4.2 Measurement Concept -- 4.3 Data Analysis -- 4.4 Results and Application -- 5 Summary and Conclusion -- References -- Non-destructively Measurable Quantities Relevant to Reliability Assessment of Existing Concrete Bridges - Case Studies -- 1 Introduction -- 2 Case Study I - Single-Span Motorway Bridge -- 3 Case Study II - Three-Span Highway Bridge -- 4 Conclusion -- References -- Optimization of Combustion Parameters in Heating Systems to Increase Efficiency and Environmental Protection -- 1 Introduction -- 2 Research Hypotheses -- 3 Research Methodology and Description -- 3.1 Research Methodology -- 3.2 Modelling Using Artificial Neural Networks -- 4 Results -- 5 Measures to Improve the Efficiency of the Heating System -- 6 Conclusion -- References -- Climate Change and Loading Uncertainties -- A Stochastic Framework of Risk Assessment of Flooding on Stability and Serviceability of Bridges Under a Changing Climate -- 1 Introduction -- 2 Methodology -- 2.1 Flood Frequency Analysis -- 2.2 Local Scour -- 2.3 Risk Assessment -- 3 Application -- 3.1 Case Study Description -- 3.2 River Flow Projections -- 4 Results and Discussions -- 4.1 River Flow Projections -- 4.2 Flood Frequency Analysis -- 4.3 Scour Estimates -- 4.4 Risk Assessment -- 5 Conclusions -- References -- Some Limitations of Statistical and Probabilistic Models and Current Developments -- 1 Introduction -- 2 State of the Art. 2.1 Introduction. |
| Record Nr. | UNINA-9910872196103321 |
| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Anomalous Stochastics : A Comprehensive Guide to Multifractals, Random Walks, and Real-World Applications / / by Michał Chorowski, Tomasz Gubiec, Ryszard Kutner
| Anomalous Stochastics : A Comprehensive Guide to Multifractals, Random Walks, and Real-World Applications / / by Michał Chorowski, Tomasz Gubiec, Ryszard Kutner |
| Autore | Chorowski Michał |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (599 pages) |
| Disciplina | 519.23 |
| Altri autori (Persone) |
GubiecTomasz
KutnerRyszard |
| Collana | Understanding Complex Systems |
| Soggetto topico |
Stochastic processes
System theory Statistical physics Probabilities Statistics Stochastic Processes Complex Systems Statistical Physics Applied Probability Statistics in Business, Management, Economics, Finance, Insurance |
| ISBN |
9783031803925
3031803922 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Fundamental Concepts -- Singular Stochastic Processes -- Non-deterministic Fractals -- Signatures and Causes of Multifractality -- Dispersive Transport and Diffusion -- Fractal Wanderings -- Valley Model of Multifractal Continuous-time Random Wandering on Amorphous Substrates -- Statistics of Extremes -- Limit Theorems on the Stock Market -- Comprehensive Partition Function: A Universal Tool in Multifractality. |
| Record Nr. | UNINA-9910992779303321 |
Chorowski Michał
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Applied Extreme Value Statistics : With a Special Focus on the ACER Method / / by Arvid Naess
| Applied Extreme Value Statistics : With a Special Focus on the ACER Method / / by Arvid Naess |
| Autore | Naess Arvid |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (277 pages) |
| Disciplina | 519.5 |
| Soggetto topico |
Statistics
Stochastic processes Statistical Theory and Methods Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences Stochastic Processes |
| ISBN |
9783031607691
9783031607684 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | - Challenges of Applied Extreme Value Statistics -- Classical Extreme Value Theory -- The Peaks-Over-Threshold Method -- A Point Process Approach to Extreme Value Statistics -- The ACER Method -- Some Practical Aspects of Extreme Value Analyses -- Estimation of Extreme Values for Financial Risk Assessment -- The Upcrossing Rate via the Characteristic Function -- Monte Carlo Methods and Extreme Value Estimation -- Bivariate Extreme Value Distributions -- Space-Time Extremes of Random Fields -- A Case Study - Extreme Water Levels. |
| Record Nr. | UNINA-9910865291103321 |
|
Naess Arvid
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Applied Linear Algebra, Probability and Statistics : A Volume in Honour of C. R. Rao and Arbind K. Lal / / edited by Ravindra B. Bapat, Manjunatha Prasad Karantha, Stephen J. Kirkland, Samir Kumar Neogy, Sukanta Pati, Simo Puntanen
| Applied Linear Algebra, Probability and Statistics : A Volume in Honour of C. R. Rao and Arbind K. Lal / / edited by Ravindra B. Bapat, Manjunatha Prasad Karantha, Stephen J. Kirkland, Samir Kumar Neogy, Sukanta Pati, Simo Puntanen |
| Autore | Bapat Ravindra B |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (540 pages) |
| Disciplina | 512.5 |
| Altri autori (Persone) |
KaranthaManjunatha Prasad
KirklandStephen J NeogySamir Kumar PatiSukanta PuntanenSimo |
| Collana | Indian Statistical Institute Series |
| Soggetto topico |
Algebras, Linear
Probabilities Statistics Graph theory Stochastic processes Game theory Linear Algebra Probability Theory Statistical Theory and Methods Graph Theory Stochastic Processes Game Theory Àlgebra lineal Probabilitats Estadística |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9789819923106
9819923107 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. On Some Matrix Versions of Covariance, Harmonic Mean and other Inequalities: An Overview -- Chapter 2. The Impact of Professor C. R. Rao's Research used in solving problems in Applied Probability -- Chapter 3. Upper ounds for the Euclidean distances between the BLUEs under the partitioned linear fixed model and the corresponding mixed model -- Chapter 4. Nucleolus Computation for some Structured TU Games via Graph Theory and Linear Algebra -- Chapter 5. From Linear System of Equations to Artificial Intelligence - The evolution Journey of Computer Tomographic Image Reconstruction Algorithms -- Chapter 6. Shapley Value and other Axiomatic Extensions to Shapley Value -- Chapter 7. An Accelerated Block Randomized Kaczmarz Methos -- Chapter 8. Nullity of Graphs - A Survey and Some New Results -- Chapter 9. Some Observations on Algebraic Connectivity of Graphs -- Chapter 10. Orthogonality for iadjoints f Operators -- Chapter 11. Permissible covariance structures for simultaneous retention of BLUEs in small and big linear models -- Chapter 12. On some Special Matrices and its Applications in Linear Complementarity Problem -- Chapter 3. On Nearest Matrix with Partially Specified Eigen Structure -- Chapter 14. Equality of BLUEs for Full, Small, and Intermediate Linear Models under Covariance Change, with links to Data Confidentiality and Encryption.-Chapter 15. Statistical Inference for Middle Censored Data with Applications. etc. |
| Record Nr. | UNINA-9910736008903321 |
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Bapat Ravindra B
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| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Applied Probability and Stochastic Processes / / edited by V. C. Joshua, S. R. S. Varadhan, Vladimir M. Vishnevsky
| Applied Probability and Stochastic Processes / / edited by V. C. Joshua, S. R. S. Varadhan, Vladimir M. Vishnevsky |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Springer Singapore, 2020 |
| Descrizione fisica | 1 online resource (518 pages) |
| Disciplina | 519.2 |
| Collana | Infosys Science Foundation Series in Mathematical Sciences |
| Soggetto topico |
Probabilities
Operations research Management science Finance—Mathematics Decision making Computer engineering Probability Theory Stochastic Processes Statistics as Topic Time Factors Probability Theory and Stochastic Processes Operations Research, Management Science Financial Mathematics Operations Research/Decision Theory Computer Engineering |
| ISBN | 981-15-5951-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Hermann Thorisson, Shift-Coupling and Maximality -- Ashok Krishnan K. S, Vinod Sharma, Diffusion Approximation Analysis of Multihop Wireless Networks: Quality of Service and Convergence of Stationary Distribution -- Liu Mei, Alexander Dudin, Analysis of Retrial Queue with Heterogeneous Servers and Markovian Arrival Process -- Krishna B. Athreya, What is Standard Brownian Motion? -- Srinivas R. Chakravarthy, Busy Period Analysis of multi-server retrial queueing systems -- Alexander Rumyantsev, Garimella Rama Murthy, Steady State and Transient Analysis of a Single Channel Cognitive Radio Model with Impatience and Balking -- Shruti Kapoor, S. Dharmaraja, Applications of Fluid Queues in Rechargeable Batteries -- Souvik Ghosh, A. D. Banik, M. L. Chaudhry, Analysis of BMAP/R/1 Queues under Gated–limited Service with the Server’s Single Vacation Policy -- G. Arivarignan, M. Keerthana, B. Sivakumar, A Production Inventory System with Renewal and Retrial Demands -- U. C. Gupta, Nitin Kumar, F. P. Barbhuiya, A Queueing System with Batch Renewal Input and Negative Arrivals -- Ekaterina Fedorova, Anatoly Nazarov, Alexander Moiseev, Asymptotic Analysis Methods for Multi-sever Retrial Queueing Systems -- Ekaterina Lisovskaya, Michele Pagano, On the Application of Dynamic Screening Method to Resource Queueing System with Infinite Servers -- Ari Arapostathis, Vivek S. Borkar, Controlled Versions of the Collatz–Wielandt and Donsker–Varadhan Formulae -- Malini S, DhanyaShajin, An (s, S) Production Inventory System with State Dependent Production Rate and Lost Sales -- Dibu A. S., M. J. Jacob, Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier -- Salini S. Nair, K. P. Jose, A PH Distributed Production Inventory Model with Different Modes of Service and Map Arrivals -- Kavya P., M. Manoharan, On a Generalized Lifetime Model Using DUS Transformation -- V. P. Praveen, M. Manoharan, Analysis of Inventory Control Model for Items Having General Deterioration Rate -- A. Krishnamoorthy, V. Divya, A Two-Server Queueing System with Processing of Service Items by a Sever -- SinuLal T. S, A. Krishnamoorthy, V. C. Joshua, Vladimir Vishnevsky, A Two Stage Tandem Queue with Specialist Servers -- Jomy Punalal, S. Babu, Retrial Queueing System with Self-Generation of Priorities and Customer Induced Interruption -- D. Kannan, Lina Ma, Valuation of Reverse Mortgage -- Rostislav Razumchik, LusineMeykhanadzhyan, Stationary Distribution of Discrete-Time and Finite-Capacity Queue with Resequencing -- ChiranjibMukherjee, S. R. S. Varadhan, The Polaron Measure -- Tuan Phung Duc, Batch Arrival Multiserver Queue with State-Dependent Setup for Energy Saving Data Center -- T. E. Govindan, Weak Convergence of Probability Measures of Trotter–Kato Approximate Solutions of Stochastic Evolution Equations -- Vladimir Vishnevsky, Andrey Larionov, Stochastic Multiphase Models and Their Application for Analysis of End-To-End Delays in Wireless Multihop Networks -- Garimella Rama Murthy, Variance Laplacian: Quadratic Forms in Statistics -- B. Rajeev, On the Feynman–Kac Formula -- Ekaterina Lisovskaya, Svetlana Moiseeva, Michele Pagano, Ekaterina Pankratova, Heterogeneous Resource Queueing System with Renewal Arrival Process. |
| Record Nr. | UNINA-9910863121403321 |
| Springer Singapore, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Applied stochastic models in business and industry
| Applied stochastic models in business and industry |
| Pubbl/distr/stampa | [Chichester], : John Wiley & Sons, ©1999- |
| Descrizione fisica | 1 online resource |
| Disciplina | 519 |
| Soggetto topico |
Stochastic analysis
Stochastic processes Business mathematics Finance - Mathematical models Industrial management - Mathematical models Industrial statistics Commercial statistics Analyse stochastique Processus stochastiques Statistique industrielle Statistique commerciale Mathématiques financières Finances - Modèles mathématiques Gestion d'entreprise - Modèles mathématiques Business (General) Decision Science Stochastic Processes Industrial Management |
| Soggetto genere / forma | Periodicals. |
| Soggetto non controllato | Mathematical Statistics |
| ISSN | 1526-4025 |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996211928803316 |
| [Chichester], : John Wiley & Sons, ©1999- | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Applied stochastic models in business and industry
| Applied stochastic models in business and industry |
| Pubbl/distr/stampa | [Chichester], : John Wiley & Sons, ©1999- |
| Descrizione fisica | 1 online resource |
| Disciplina | 519 |
| Soggetto topico |
Stochastic analysis
Stochastic processes Business mathematics Finance - Mathematical models Industrial management - Mathematical models Industrial statistics Commercial statistics Analyse stochastique Processus stochastiques Statistique industrielle Statistique commerciale Mathématiques financières Finances - Modèles mathématiques Gestion d'entreprise - Modèles mathématiques Business (General) Decision Science Stochastic Processes Industrial Management |
| Soggetto genere / forma | Periodicals. |
| ISSN | 1526-4025 |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910139448503321 |
| [Chichester], : John Wiley & Sons, ©1999- | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Art of Finding Hidden Risks : Hidden Regular Variation in the 21st Century / / by Sidney Resnick
| The Art of Finding Hidden Risks : Hidden Regular Variation in the 21st Century / / by Sidney Resnick |
| Autore | Resnick Sidney |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (272 pages) |
| Disciplina | 519.535 |
| Soggetto topico |
Stochastic processes
Probabilities Stochastic Processes Applied Probability |
| ISBN |
9783031575990
9783031575983 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Foundation -- 2 Regular Variation -- 3 Hidden Regular Variation -- 4 Lévy Processes with Regularly Varying Distributions: Where Do the Jumps Go? -- 5 Statistics -- A A Crash Course on Regularly Varying Functions -- B Notation Summary -- References -- Index. |
| Record Nr. | UNINA-9910878974603321 |
|
Resnick Sidney
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Classical and Spatial Stochastic Processes : With Applications to Biology / / by Rinaldo B. Schinazi
| Classical and Spatial Stochastic Processes : With Applications to Biology / / by Rinaldo B. Schinazi |
| Autore | Schinazi Rinaldo B |
| Edizione | [3rd ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Birkhäuser, , 2024 |
| Descrizione fisica | 1 online resource (XII, 286 p. 16 illus.) |
| Disciplina | 519.23 |
| Soggetto topico |
Stochastic processes
Probabilities Biomathematics Biomatemàtica Processos estocàstics Stochastic Processes Probability Theory Mathematical and Computational Biology |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 9783031777608 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Finite Markov Chains -- Random walks on finite graphs -- The first appearance of a pattern -- The ruin problem -- The Ehrenfest chain -- The simple symmetric random walk -- Asymmetric and higher dimension random walks -- Discrete time birth and death chains -- Discrete time branching process -- Recurrence on countable spaces -- Stationary distributions on countable spaces -- The Poisson process -- Continuous time birth and death chains -- Continuous time branching processes -- Percolation -- A cellular automaton -- A branching random walk -- The contact process on a homogeneous tree -- Appendix: A little more probability -- Bibliography -- Index. |
| Record Nr. | UNINA-9910919828003321 |
|
Schinazi Rinaldo B
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| Cham : , : Springer Nature Switzerland : , : Imprint : Birkhäuser, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Cramér–Lundberg Model and Its Variants : A Queueing Perspective / / by Michel Mandjes, Onno Boxma
| The Cramér–Lundberg Model and Its Variants : A Queueing Perspective / / by Michel Mandjes, Onno Boxma |
| Autore | Mandjes Michel <1970-> |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (XI, 246 p. 31 illus.) |
| Disciplina |
354.81150006
368.01 |
| Collana | Springer Actuarial Textbooks |
| Soggetto topico |
Actuarial science
Probabilities Stochastic processes Actuarial Mathematics Probability Theory Stochastic Processes |
| ISBN | 3-031-39105-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- 1 Cramér-Lundberg Model -- 1.1 Introduction -- 1.2 Ruin Model, and Dual Queueing Model -- 1.3 Method 1: Conditioning on the First Event -- 1.4 Method 2: Ladder Heights, Busy Periods -- 1.5 Method 3: Kella-Whitt Martingale -- 1.6 Method 4: Kolmogorov Forward Equations -- 1.7 Discussion and Bibliographical Notes -- 1.8 Biographical Sketches -- Exercises -- References -- 2 Asymptotics -- 2.1 Introduction -- 2.2 Light-Tailed Case -- 2.3 Subexponential Case -- 2.4 Time-Dependent Ruin Probability -- 2.5 Heavy Traffic -- 2.6 Discussion and Bibliographical Notes -- Exercises -- References -- 3 Regime Switching -- 3.1 Introduction -- 3.2 System of Linear Equations for Transforms -- 3.3 Identification of the Unknown Constants -- 3.4 Cramér-Lundberg Model Over a Phase-Type Horizon -- 3.5 Resampling -- 3.6 Discussion and Bibliographical Notes -- Exercises -- References -- 4 Interest and Two-Sided Jumps -- 4.1 Introduction -- 4.2 Model and Notation -- 4.3 Exponential Upward Jumps -- 4.4 Relaxation of the Exponentiality Assumptions -- 4.5 Discussion and Bibliographical Notes -- Exercises -- References -- 5 Threshold-Based Net Cumulative Claim Process -- 5.1 Introduction -- 5.2 Scale Functions -- 5.3 Decomposition -- 5.4 Computation of Auxiliary Objects -- 5.5 Discussion and Bibliographical Notes -- Exercises -- References -- 6 Level-Dependent Dynamics -- 6.1 Introduction -- 6.2 Level-Dependent Premium Rate -- 6.3 Level-Dependent Premium Rate and Claim Arrival Rate -- 6.4 A Specific Level-Dependent Model -- 6.5 A Tax Identity -- 6.6 Discussion and Bibliographical Notes -- Exercises -- References -- 7 Multivariate Ruin -- 7.1 Introduction -- 7.2 Two-Dimensional Case -- 7.3 Higher-Dimensional Case -- 7.4 Tandem Queueing Networks -- 7.5 Multivariate Gerber-Shiu Metrics -- 7.6 Discussion and Bibliographical Notes -- Exercises.
References -- 8 Arrival Processes with Clustering -- 8.1 Introduction -- 8.2 M/G/Infinity Driven Arrivals -- 8.3 Shot-Noise Driven Arrivals -- 8.4 Hawkes Driven Arrivals -- 8.5 Discussion and Bibliographical Notes -- Exercises -- References -- 9 Dependence Between Claim Sizes and Interarrival Times -- 9.1 Introduction -- 9.2 Claim Size Being Correlated with Previous Interarrival Time -- 9.3 Interarrival Time Being Correlated with Previous Claim Size -- 9.4 A More General Markov-Dependent Risk Model -- 9.5 Discussion and Bibliographical Notes -- Exercises -- References -- 10 Advanced Bankruptcy Concepts -- 10.1 Introduction -- 10.2 Poisson Inspection Times -- 10.3 Length of First Excursion -- 10.4 Total Time with Negative Surplus -- 10.5 Discussion and Bibliographical Notes -- Exercises -- References -- A Laplace Transforms -- A.1 Definitions -- A.2 Some Convenient Properties -- A.3 Some Useful Concepts and Results -- A.4 Discussion and Bibliographical Notes -- Exercises -- B Some Queueing Theory -- B.1 Single-Server Queue M/G/1 -- B.2 Infinite-Server Queue M/G/Infinity -- B.3 Discussion and Bibliographical Notes -- Exercises -- References. |
| Record Nr. | UNINA-9910766880203321 |
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Mandjes Michel <1970->
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Soggetto topico
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Stochastic Processes
(61)
- Stochastic processes (56)
- Probabilities (26)
- Probability Theory (22)
- Processos estocàstics (13)