Stochastic Processes with Applications

• Autore: Macci Claudio
• Pubblicazione: MDPI - Multidisciplinary Digital Publishing Institute, 2019
• Descrizione fisica: 1 online resource (284 p.)
• Soggetto non controllato: arithmetic progressions; asymptotic distribution; birth-death process; bounds; breakdown and repair; busy period; catastrophes; Cohen and Grossberg neural networks; continuous-time Markov chains; differential entropy; diffusion; diffusion model; discrete time stochastic model; double-ended queues; exact asymptotics; exogenous factors; first Chebyshev function; first passage time (FPT); first-passage time; first-passage-time; forecast combinations; fractional birth-death processes; fractional differential-difference equations; fractional queues; fusion estimation; general bulk service; growth curves; host-parasite interaction; inverse first-passage problem; loan interest rate regulation; lognormal diffusion process; maximum likelihood estimation; mean square stability; mixed Gaussian process; mixture of Gaussian laws; multi-state network; multiple vacation; multiplicative noises; nematode infection; non-Markovian queue; nonhomogeneous Poisson process; periodic intensity functions; products of primes; proportional hazard rates; random delays; random impulses; random parameter matrices; rate of convergence; re-service; realized volatility; regularly varying functions; reliability; repairs; scale family of distributions; seasonal environment; sensor networks; slowly varying functions; small deviations; stand-by server; stochastic order; stochastic orders; stochastic process; Strang-Marchuk splitting approach; structural breaks; time between inspections; time-non-homogeneous birth-death processes; time-non-homogeneous jump-diffusion processes; total variation distance; totally positive of order 2; transient probabilities; transition densities; two-dimensional signature; Wasserstein distance; weighted quadratic variation
• Persona (resp. second.): Di CrescenzoAntonio; MartinucciBarbara
• Sommario/riassunto: Stochastic processes have wide relevance in mathematics both for theoretical aspects and for their numerous real-world applications in various domains. They represent a very active research field which is attracting the growing interest of scientists from a range of disciplines.This Special Issue aims to present a collection of current contributions concerning various topics related to stochastic processes and their applications. In particular, the focus here is on applications of stochastic processes as models of dynamic phenomena in research areas certain to be of interest, such as economics, statistical physics, queuing theory, biology, theoretical neurobiology, and reliability theory. Various contributions dealing with theoretical issues on stochastic processes are also included.
• Titolo autorizzato: Stochastic Processes with Applications
• ISBN: 3-03921-729-1
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910367741003321
• Lo trovi qui: Univ. Federico II