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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 online resource (370 p.) |
| Soggetto topico |
Mathematics & science
Research & information: general |
| Soggetto non controllato |
approximation accuracy
asymptotic approximations balance equation change of the priority characteristic function citation distribution class Γa(g) conditional central limit theorem conditional law of large numbers continuous-time Markov chains contour integrals convergence rates decomposable semi-regenerative process decrement tables defined contribution pension schemes dispatching distribution function equilibrium transform extreme order statistics filtering given time-discretized observations forward Kolmogorov system fractional laplacian generalized gamma distribution generalized Linnik distribution generalized Mittag-Leffler distribution generalized negative binomial distribution geometric distribution geometric random sum geometrically stable distribution gross premium Hankel contours heavy-tailed distributions heterogeneous servers high-dimensional Hirsch index integral limit theorem integrals and sums Kantorovich distance Laplace distribution limit theorems local limit theorem long-term dependence low sample size lump sum marked Markov arrival process Markov decision process mean number of customers mean-square risk estimate minimax approach monotony in the Zygmund sense multiple power series distribution multiserver system multivariate generalized Mittag-Leffler distribution multivariate Linnik distribution multivariate normal scale mixtures multivariate stable distribution multivariate stable processes non-stationary Markovian queueing model nonlinear filtering problem numerical filtering algorithm pareto mixture distribution pension schemes perfect simulation perturbation bounds phase-type distribution policy-iteration algorithm precipitation premium load priority system probability density function R-weakly one-sided oscillation of the multiple sequence at infinity along the given multiple sequence random sample size random samples random sum rates of convergence Rényi theorem robustness second order expansions self-neglecting function Sibuya distribution slowly varying stability stable approximation stable distribution stable estimation state-dependent observation noise stationary renewal distribution statistical test Stein's method stochastic differential observation system Student's t-distribution Tauberian lemma threshold processing transfer theorem uniform distance zeta-metrics |
| 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 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 |
| ISBN | 3-03921-729-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910367741003321 |
|
Macci Claudio
|
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||