Stochastic Processes: Theory and Applications

Korolev, Victor; Sipin, Alexander; Zeifman, Alexander

doi:10.3390/books978-3-03921-963-6

dc.contributor.author	Korolev, Victor	*
dc.contributor.author	Sipin, Alexander	*
dc.contributor.author	Zeifman, Alexander	*
dc.date.accessioned	2021-02-12T04:35:22Z
dc.date.available	2021-02-12T04:35:22Z
dc.date.issued	2019	*
dc.date.submitted	2020-01-07 09:08:26	*
dc.identifier	43225	*
dc.identifier.uri	https://directory.doabooks.org/handle/20.500.12854/60050
dc.description.abstract	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.	*
dc.language	English	*
dc.subject	QA273-280	*
dc.subject	QA1-939	*
dc.subject	Q1-390	*
dc.subject.classification	bic Book Industry Communication::P Mathematics & science::PB Mathematics::PBT Probability & statistics	en_US
dc.subject.other	recursive formula	*
dc.subject.other	rate of convergence	*
dc.subject.other	asymptotic approximation	*
dc.subject.other	parabolic equation	*
dc.subject.other	processor heating and cooling	*
dc.subject.other	compound poisson insurance risk model	*
dc.subject.other	Koksma-Hlawka inequality	*
dc.subject.other	phase-type service time distribution	*
dc.subject.other	discrete-time Geo/D/1 queue	*
dc.subject.other	lower record values	*
dc.subject.other	Fourier-cosine series	*
dc.subject.other	retrials	*
dc.subject.other	state-dependent marked Markovian arrival process	*
dc.subject.other	queuing network	*
dc.subject.other	stochastic processes	*
dc.subject.other	Laplace transform	*
dc.subject.other	von-Neumann–Ulam scheme	*
dc.subject.other	Monte Carlo method	*
dc.subject.other	Lévy process	*
dc.subject.other	Wiener–Poisson risk model	*
dc.subject.other	queueing systems	*
dc.subject.other	quasi-random sequences	*
dc.subject.other	closed-form solution	*
dc.subject.other	Cauchy problem	*
dc.subject.other	product form	*
dc.subject.other	estimation	*
dc.subject.other	extreme order statistics	*
dc.subject.other	guaranteed minimum death benefit	*
dc.subject.other	valuation	*
dc.subject.other	multidimensional birth-death process	*
dc.subject.other	Markovian queueing models	*
dc.subject.other	survival probability	*
dc.subject.other	truncated distribution	*
dc.subject.other	Markovian arrival process	*
dc.subject.other	inhomogeneous continuous-time Markov chain	*
dc.subject.other	measure of information	*
dc.subject.other	option	*
dc.subject.other	unbiased estimator	*
dc.subject.other	matrix-geometric solution	*
dc.subject.other	Dickson–Hipp operator	*
dc.subject.other	Fourier transform	*
dc.subject.other	multi-class arrival processes	*
dc.subject.other	total precipitation volume	*
dc.subject.other	one dimensional projection	*
dc.subject.other	random sample size	*
dc.subject.other	markovian arrival process	*
dc.subject.other	cumulative inaccuracy	*
dc.subject.other	mutual information	*
dc.subject.other	Quasi-Birth-and-Death process	*
dc.subject.other	limiting characteristics	*
dc.subject.other	testing statistical hypotheses	*
dc.subject.other	wet periods	*
dc.subject.other	compound Poisson risk model	*
dc.subject.other	time-dependent queue-length probability	*
dc.subject.other	non-stationary	*
dc.subject.other	equity-linked death benefits	*
dc.subject.other	wireless telecommunication networks	*
dc.subject.other	Fourier cosine series expansion	*
dc.subject.other	impatience	*
dc.subject.other	generalized Gerber–Shiu discounted penalty function	*
dc.subject.other	quasi-Monte Carlo method	*
dc.subject.other	expected discounted penalty function	*
dc.subject.other	Nonparametric threshold estimation	*
dc.title	Stochastic Processes: Theory and Applications	*
dc.type	book
oapen.identifier.doi	10.3390/books978-3-03921-963-6	*
oapen.relation.isPublishedBy	46cabcaa-dd94-4bfe-87b4-55023c1b36d0	*
oapen.relation.isbn	9783039219629	*
oapen.relation.isbn	9783039219636	*
oapen.pages	216	*
oapen.edition	1st	*

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