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Stochastic processes / Alexander Zeifman (2019)  

Public Titre : Stochastic processes : Theory and applications Type de document : Monographie Auteurs : Alexander Zeifman, Editeur scientifique ; Victor Korolev, Editeur scientifique ; Alexander Sipin, Editeur scientifique Editeur : Bâle [Suisse] : Multidisciplinary Digital Publishing Institute MDPI Année de publication : 2019 Collection : Mathematics Importance : 216 p. Format : 17 x 25 cm ISBN/ISSN/EAN : 978-3-03921-962-9 Note générale : bibliographie Langues : Anglais (eng) Descripteur : [Vedettes matières IGN] Statistiques [Termes descripteurs IGN] chaîne de Markov [Termes descripteurs IGN] champ aléatoire de Markov [Termes descripteurs IGN] méthode de Monte-Carlo [Termes descripteurs IGN] modèle dynamique [Termes descripteurs IGN] modèle stochastique [Termes descripteurs IGN] processus stochastique [Termes descripteurs IGN] variable aléatoire Résumé : (auteur) 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. Note de contenu : 1- A note on a generalized Gerber–Shiu discounted penalty function for a compound Poisson risk model 2- Valuing guaranteed minimum death benefits by cosine series expansion 3- On two interacting Markovian queueing systems 4- On truncation of the matrix-geometric stationary distributions 5- Optimization of queueing model with server heating and cooling 6- Monte Carlo methods and the Koksma-Hlawka inequality 7- Exact time-dependent queue-length solution to a discrete-time geo/D/1 queue 8- Analysis of a semi-open queuing network with a state dependent marked Markovian arrival process, customers retrials and impatience 9- On the rate of convergence and limiting characteristics for a nonstationary queueing model 10- Statistical tests for extreme precipitation volumes 11- Non-parametric threshold estimation for the Wiener–Poisson risk model 12- On the rate of convergence for a characteristic of multidimensional birth-death process 13- Estimating the expected discounted penalty function in a compound Poisson insurance risk model with mixed premium income 14- Monte Carlo algorithms for the parabolic Cauchy problem 15- Cumulative measure of inaccuracy and mutual information in k-th Lower record values Numéro de notice : 25971 Affiliation des auteurs : non IGN Thématique : MATHEMATIQUE Nature : Monographie DOI : 10.3390/books978-3-03921-963-6 En ligne : https://doi.org/10.3390/books978-3-03921-963-6 Format de la ressource électronique : URL Permalink : https://documentation.ensg.eu/index.php?lvl=notice_display&id=96615