Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Ergodic behavior of Markov processes : with applications to limit theorems / / Alexei Kulik
| Ergodic behavior of Markov processes : with applications to limit theorems / / Alexei Kulik |
| Autore | Kulik Alexei |
| Pubbl/distr/stampa | Berlin, [Germany] ; ; Boston, [Massachusetts] : , : De Gruyter, , 2018 |
| Descrizione fisica | 1 online resource (268 pages) |
| Disciplina | 519.233 |
| Collana | De Gruyter Studies in Mathematics |
| Soggetto topico | Markov processes |
| Soggetto non controllato |
Markov processes
ergodic rates ergodicity limit theorems |
| ISBN | 3-11-045871-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Preface -- Contents -- Introduction -- Part I: Ergodic Rates for Markov Chains and Processes -- 1. Markov Chains with Discrete State Spaces -- 2. General Markov Chains: Ergodicity in Total Variation -- 3. Markov Processes with Continuous Time -- 4. WeakErgodicRates -- Part II: Limit Theorems -- 5. The Law of Large Numbers and the Central Limit Theorem -- 6. Functional Limit Theorems -- Bibliography -- Index |
| Record Nr. | UNINA-9910527560703321 |
Kulik Alexei
|
||
| Berlin, [Germany] ; ; Boston, [Massachusetts] : , : De Gruyter, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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
|
||
| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Time Series Modelling
| Time Series Modelling |
| Autore | Weiss Christian H |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (372 p.) |
| Soggetto topico | Humanities |
| Soggetto non controllato |
time series
anomaly detection unsupervised learning kernel density estimation missing data multivariate time series nonstationary spectral matrix local field potential electric power forecasting accuracy machine learning extended binomial distribution INAR thinning operator time series of counts unemployment rate SARIMA SETAR Holt–Winters ETS neural network autoregression Romania integer-valued time series bivariate Poisson INGARCH model outliers robust estimation minimum density power divergence estimator CUSUM control chart INAR-type time series statistical process monitoring random survival rate zero-inflation cointegration subspace algorithms VARMA models seasonality finance volatility fluctuation Student’s t-process entropy based particle filter relative entropy count data time series analysis Julia programming language ordinal patterns long-range dependence multivariate data analysis limit theorems integer-valued moving average model counting series dispersion test Bell distribution count time series estimation overdispersion multivariate count data INGACRCH state-space model bank failures transactions periodic autoregression integer-valued threshold models parameter estimation models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557541003321 |
|
Weiss Christian H
|
||
| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||