Stochastic Processes with Applications

• Autore: Macci Claudio
• Pubblicazione: 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
• 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