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...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Online |
| Language: | English |
| Published: |
MDPI - Multidisciplinary Digital Publishing Institute
2021
|
| Subjects: | |
| Online Access: | 43225 |
| Tags: |
No Tags, Be the first to tag this record!
|
| _version_ | 1863746156760137728 |
|---|---|
| author | Korolev, Victor Sipin, Alexander Zeifman, Alexander |
| author_browse | Korolev, Victor Sipin, Alexander Zeifman, Alexander |
| author_facet | Korolev, Victor Sipin, Alexander Zeifman, Alexander |
| author_sort | Korolev, Victor |
| collection | Directory of Open Access Books |
| description | 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. |
| format | Online |
| id | doab-20.500.12854ir-60050 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2021 |
| publishDateRange | 2021 |
| publishDateSort | 2021 |
| publisher | MDPI - Multidisciplinary Digital Publishing Institute |
| publisherStr | MDPI - Multidisciplinary Digital Publishing Institute |
| record_format | ojs |
| spelling | doab-20.500.12854ir-600502023-12-20T18:40:40Z Stochastic Processes: Theory and Applications Korolev, Victor Sipin, Alexander Zeifman, Alexander QA273-280 QA1-939 Q1-390 recursive formula rate of convergence asymptotic approximation parabolic equation processor heating and cooling compound poisson insurance risk model Koksma-Hlawka inequality phase-type service time distribution discrete-time Geo/D/1 queue lower record values Fourier-cosine series retrials state-dependent marked Markovian arrival process queuing network stochastic processes Laplace transform von-Neumann–Ulam scheme Monte Carlo method Lévy process Wiener–Poisson risk model queueing systems quasi-random sequences closed-form solution Cauchy problem product form estimation extreme order statistics guaranteed minimum death benefit valuation multidimensional birth-death process Markovian queueing models survival probability truncated distribution Markovian arrival process inhomogeneous continuous-time Markov chain measure of information option unbiased estimator matrix-geometric solution Dickson–Hipp operator Fourier transform multi-class arrival processes total precipitation volume one dimensional projection random sample size markovian arrival process cumulative inaccuracy mutual information Quasi-Birth-and-Death process limiting characteristics testing statistical hypotheses wet periods compound Poisson risk model time-dependent queue-length probability non-stationary equity-linked death benefits wireless telecommunication networks Fourier cosine series expansion impatience generalized Gerber–Shiu discounted penalty function quasi-Monte Carlo method expected discounted penalty function Nonparametric threshold estimation bic Book Industry Communication::P Mathematics & science::PB Mathematics::PBT Probability & statistics 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. 2021-02-12T04:35:22Z 2021-02-12T04:35:22Z 2020-01-07 09:08:26 2019 book 43225 9783039219629 9783039219636 https://directory.doabooks.org/handle/20.500.12854/60050 eng application/octet-stream Attribution-NonCommercial-NoDerivatives 4.0 International https://mdpi.com/books/pdfview/book/1892 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-03921-963-6 10.3390/books978-3-03921-963-6 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783039219629 9783039219636 216 open access |
| spellingShingle | QA273-280 QA1-939 Q1-390 recursive formula rate of convergence asymptotic approximation parabolic equation processor heating and cooling compound poisson insurance risk model Koksma-Hlawka inequality phase-type service time distribution discrete-time Geo/D/1 queue lower record values Fourier-cosine series retrials state-dependent marked Markovian arrival process queuing network stochastic processes Laplace transform von-Neumann–Ulam scheme Monte Carlo method Lévy process Wiener–Poisson risk model queueing systems quasi-random sequences closed-form solution Cauchy problem product form estimation extreme order statistics guaranteed minimum death benefit valuation multidimensional birth-death process Markovian queueing models survival probability truncated distribution Markovian arrival process inhomogeneous continuous-time Markov chain measure of information option unbiased estimator matrix-geometric solution Dickson–Hipp operator Fourier transform multi-class arrival processes total precipitation volume one dimensional projection random sample size markovian arrival process cumulative inaccuracy mutual information Quasi-Birth-and-Death process limiting characteristics testing statistical hypotheses wet periods compound Poisson risk model time-dependent queue-length probability non-stationary equity-linked death benefits wireless telecommunication networks Fourier cosine series expansion impatience generalized Gerber–Shiu discounted penalty function quasi-Monte Carlo method expected discounted penalty function Nonparametric threshold estimation bic Book Industry Communication::P Mathematics & science::PB Mathematics::PBT Probability & statistics Korolev, Victor Sipin, Alexander Zeifman, Alexander Stochastic Processes: Theory and Applications |
| title | Stochastic Processes: Theory and Applications |
| title_full | Stochastic Processes: Theory and Applications |
| title_fullStr | Stochastic Processes: Theory and Applications |
| title_full_unstemmed | Stochastic Processes: Theory and Applications |
| title_short | Stochastic Processes: Theory and Applications |
| title_sort | stochastic processes theory and applications |
| topic | QA273-280 QA1-939 Q1-390 recursive formula rate of convergence asymptotic approximation parabolic equation processor heating and cooling compound poisson insurance risk model Koksma-Hlawka inequality phase-type service time distribution discrete-time Geo/D/1 queue lower record values Fourier-cosine series retrials state-dependent marked Markovian arrival process queuing network stochastic processes Laplace transform von-Neumann–Ulam scheme Monte Carlo method Lévy process Wiener–Poisson risk model queueing systems quasi-random sequences closed-form solution Cauchy problem product form estimation extreme order statistics guaranteed minimum death benefit valuation multidimensional birth-death process Markovian queueing models survival probability truncated distribution Markovian arrival process inhomogeneous continuous-time Markov chain measure of information option unbiased estimator matrix-geometric solution Dickson–Hipp operator Fourier transform multi-class arrival processes total precipitation volume one dimensional projection random sample size markovian arrival process cumulative inaccuracy mutual information Quasi-Birth-and-Death process limiting characteristics testing statistical hypotheses wet periods compound Poisson risk model time-dependent queue-length probability non-stationary equity-linked death benefits wireless telecommunication networks Fourier cosine series expansion impatience generalized Gerber–Shiu discounted penalty function quasi-Monte Carlo method expected discounted penalty function Nonparametric threshold estimation bic Book Industry Communication::P Mathematics & science::PB Mathematics::PBT Probability & statistics |
| topic_facet | QA273-280 QA1-939 Q1-390 recursive formula rate of convergence asymptotic approximation parabolic equation processor heating and cooling compound poisson insurance risk model Koksma-Hlawka inequality phase-type service time distribution discrete-time Geo/D/1 queue lower record values Fourier-cosine series retrials state-dependent marked Markovian arrival process queuing network stochastic processes Laplace transform von-Neumann–Ulam scheme Monte Carlo method Lévy process Wiener–Poisson risk model queueing systems quasi-random sequences closed-form solution Cauchy problem product form estimation extreme order statistics guaranteed minimum death benefit valuation multidimensional birth-death process Markovian queueing models survival probability truncated distribution Markovian arrival process inhomogeneous continuous-time Markov chain measure of information option unbiased estimator matrix-geometric solution Dickson–Hipp operator Fourier transform multi-class arrival processes total precipitation volume one dimensional projection random sample size markovian arrival process cumulative inaccuracy mutual information Quasi-Birth-and-Death process limiting characteristics testing statistical hypotheses wet periods compound Poisson risk model time-dependent queue-length probability non-stationary equity-linked death benefits wireless telecommunication networks Fourier cosine series expansion impatience generalized Gerber–Shiu discounted penalty function quasi-Monte Carlo method expected discounted penalty function Nonparametric threshold estimation bic Book Industry Communication::P Mathematics & science::PB Mathematics::PBT Probability & statistics |
| url | 43225 |
| work_keys_str_mv | AT korolevvictor stochasticprocessestheoryandapplications AT sipinalexander stochasticprocessestheoryandapplications AT zeifmanalexander stochasticprocessestheoryandapplications |