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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
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic Processes with Applications
| Stochastic Processes with Applications |
| Autore | Macci Claudio |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (284 p.) |
| Soggetto non controllato |
arithmetic progressions
weighted quadratic variation fractional differential-difference equations small deviations periodic intensity functions realized volatility rate of convergence host-parasite interaction first Chebyshev function regularly varying functions Cohen and Grossberg neural networks mixture of Gaussian laws diffusion model transition densities re-service Strang–Marchuk splitting approach random delays nematode infection first-passage-time total variation distance forecast combinations products of primes discrete time stochastic model multiplicative noises slowly varying functions growth curves stochastic process loan interest rate regulation birth-death process non-Markovian queue catastrophes exogenous factors seasonal environment repairs proportional hazard rates structural breaks transient probabilities first passage time (FPT) bounds double-ended queues mixed Gaussian process stochastic order time between inspections busy period diffusion continuous-time Markov chains general bulk service time-non-homogeneous birth-death processes stand-by server reliability sensor networks random impulses scale family of distributions maximum likelihood estimation multi-state network totally positive of order 2 lognormal diffusion process fractional birth-death processes exact asymptotics stochastic orders time-non-homogeneous jump-diffusion processes asymptotic distribution inverse first-passage problem nonhomogeneous Poisson process two-dimensional signature multiple vacation first-passage time mean square stability fractional queues differential entropy random parameter matrices Wasserstein distance breakdown and repair fusion estimation |
| ISBN | 3-03921-729-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910367741003321 |
|
Macci Claudio
|
||
| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||