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Stochastic Processes: Theory and Applications

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, phy...

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Bibliographic Details
Main Author: Korolev, Victor
Other Authors: Sipin, Alexander, Zeifman, Alexander
Format: eBook
Language:English
Published: MDPI - Multidisciplinary Digital Publishing Institute 2019
Subjects:
Markovian Queueing Models
Stochastic Processes
Generalized Gerber–shiu Discounted Penalty Function
One Dimensional Projection
Compound Poisson Risk Model
Expected Discounted Penalty Function
Lower Record Values
Processor Heating And Cooling
Markovian Arrival Process
Inhomogeneous Continuous-time Markov Chain
Non-stationary
Quasi-random Sequences
Parabolic Equation
Rate Of Convergence
Limiting Characteristics
Fourier-cosine Series
Product Form
Matrix-geometric Solution
Asymptotic Approximation
Total Precipitation Volume
Extreme Order Statistics
Quasi-birth-and-death Process
Monte Carlo Method
Retrials
Quasi-monte Carlo Method
State-dependent Marked Markovian Arrival Process
Dickson–hipp Operator
Survival Probability
Compound Poisson Insurance Risk Model
Cumulative Inaccuracy
Wireless Telecommunication Networks
Random Sample Size
Impatience
Von-neumann–ulam Scheme
Koksma-hlawka Inequality
Truncated Distribution
Measure Of Information
Queueing Systems
Multidimensional Birth-death Process
Discrete-time Geo/d/1 Queue
Queuing Network
Phase-type Service Time Distribution
Fourier Transform
Lévy Process
Estimation
Time-dependent Queue-length Probability
Guaranteed Minimum Death Benefit
Wet Periods
Laplace Transform
Valuation
Unbiased Estimator
Option
Multi-class Arrival Processes
Equity-linked Death Benefits
Fourier Cosine Series Expansion
Cauchy Problem
Wiener–poisson Risk Model
Testing Statistical Hypotheses
Nonparametric Threshold Estimation
Mutual Information
Recursive Formula
Closed-form Solution
Online Access:
Collection: Directory of Open Access Books - Collection details see MPG.ReNa
Description
Summary: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.
Item Description:Creative Commons (cc), https://creativecommons.org/licenses/by-nc-nd/4.0/
Physical Description:1 electronic resource (216 p.)
ISBN:9783039219636
9783039219629
books978-3-03921-963-6

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