Stochastic Processes: Theory and Applications

• Autore: Korolev Victor
• Pubblicazione: 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
• Persona (resp. second.): SipinAlexander; ZeifmanAlexander
• Sommario/riassunto: The aim of this special issue is to publish original research papers that cover recent advances in the theory and application of stochastic processes. There is especial focus on applications of stochastic processes as models of dynamic phenomena in various research areas, such as queuing theory, physics, biology, economics, medicine, reliability theory, and financial mathematics. Potential topics include, but are not limited to: Markov chains and processes; large deviations and limit theorems; random motions; stochastic biological model; reliability, availability, maintenance, inspection; queueing models; queueing network models; computational methods for stochastic models; applications to risk theory, insurance and mathematical finance.
• Altri titoli varianti: Stochastic Processes
• Titolo autorizzato: Stochastic Processes: Theory and Applications
• ISBN: 3-03921-963-4
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910367737703321
• Lo trovi qui: Univ. Federico II