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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: Theory and Applications
| Stochastic Processes: Theory and Applications |
| Autore | Korolev Victor |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 online resource (216 p.) |
| Soggetto non controllato |
asymptotic approximation
Cauchy problem closed-form solution compound poisson insurance risk model compound Poisson risk model cumulative inaccuracy Dickson-Hipp operator discrete-time Geo/D/1 queue equity-linked death benefits estimation expected discounted penalty function extreme order statistics Fourier cosine series expansion Fourier transform Fourier-cosine series generalized Gerber-Shiu discounted penalty function guaranteed minimum death benefit impatience inhomogeneous continuous-time Markov chain Koksma-Hlawka inequality Laplace transform Lévy process limiting characteristics lower record values markovian arrival process Markovian arrival process Markovian queueing models matrix-geometric solution measure of information Monte Carlo method multi-class arrival processes multidimensional birth-death process mutual information non-stationary Nonparametric threshold estimation one dimensional projection option parabolic equation phase-type service time distribution processor heating and cooling product form Quasi-Birth-and-Death process quasi-Monte Carlo method quasi-random sequences queueing systems queuing network random sample size rate of convergence recursive formula retrials state-dependent marked Markovian arrival process stochastic processes survival probability testing statistical hypotheses time-dependent queue-length probability total precipitation volume truncated distribution unbiased estimator valuation von-Neumann-Ulam scheme wet periods Wiener-Poisson risk model wireless telecommunication networks |
| 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
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||