Stochastic Processes with Applications

Stochastic Processes with Applications

Stochastic processes have wide relevance in mathematics both for theoretical aspects and for their numerous real-world applications in various domains. They represent a very active research field which is attracting the growing interest of scientists from a range of disciplines.This Special Issue ai...

Descripción completa

Detalles Bibliográficos
Otros Autores: Macci, Claudio (auth), Di Crescenzo, Antonio, Martinucci, Barbara
Formato: Libro electrónico
Idioma:Inglés
Publicado: MDPI - Multidisciplinary Digital Publishing Institute 2019
Materias:
arithmetic progressions
weighted quadratic variation
fractional differential-difference equations
small deviations
periodic intensity functions
realized volatility
rate of convergence
host-parasite interaction
first Chebyshev function
regularly varying functions
Cohen and Grossberg neural networks
mixture of Gaussian laws
diffusion model
transition densities
re-service
Strang–Marchuk splitting approach
random delays
nematode infection
first-passage-time
total variation distance
forecast combinations
products of primes
discrete time stochastic model
multiplicative noises
slowly varying functions
growth curves
stochastic process
loan interest rate regulation
birth-death process
non-Markovian queue
catastrophes
exogenous factors
seasonal environment
repairs
proportional hazard rates
structural breaks
transient probabilities
first passage time (FPT)
bounds
double-ended queues
mixed Gaussian process
stochastic order
time between inspections
busy period
diffusion
continuous-time Markov chains
general bulk service
time-non-homogeneous birth-death processes
stand-by server
reliability
sensor networks
random impulses
scale family of distributions
maximum likelihood estimation
multi-state network
totally positive of order 2
lognormal diffusion process
fractional birth-death processes
exact asymptotics
stochastic orders
time-non-homogeneous jump-diffusion processes
asymptotic distribution
inverse first-passage problem
nonhomogeneous Poisson process
two-dimensional signature
multiple vacation
first-passage time
mean square stability
fractional queues
differential entropy
random parameter matrices
Wasserstein distance
breakdown and repair
fusion estimation
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009433805806719
Descripción
Sumario:Stochastic processes have wide relevance in mathematics both for theoretical aspects and for their numerous real-world applications in various domains. They represent a very active research field which is attracting the growing interest of scientists from a range of disciplines.This Special Issue aims to present a collection of current contributions concerning various topics related to stochastic processes and their applications. In particular, the focus here is on applications of stochastic processes as models of dynamic phenomena in research areas certain to be of interest, such as economics, statistical physics, queuing theory, biology, theoretical neurobiology, and reliability theory. Various contributions dealing with theoretical issues on stochastic processes are also included.
Descripción Física:1 electronic resource (284 p.)
ISBN:9783039217298

Ejemplares similares