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Intensive studies on light–matter interactions and technological breakthroughs, especially conducted in the field of dressed photon research, have led to a growing concern regarding unsettled off-shell quantum field interactions. The Special Issue, entitled “Quantum Fields and Off-Shell Sciences”, was organized to promote the progress of such research activities from a wider perspective, not limited to dressed photon studies. This book contains excellent papers that were published in this Special Issue. It will provide scientific and technical information on the quantum fields and off-shell sciences to scientists, engineers, and students who are and will be engaged in this field.

Research & information: general --- Physics --- dressed photon --- dressed photon constant --- natural units --- Heisenberg cut --- de Sitter space --- dark energy --- dark matter --- cosmological constant --- twin universes --- conformal cyclic cosmology --- quantum walk --- scattering theory --- energy --- survival probability --- attractor eigenspace --- category --- algebra --- state --- category algebra --- state on category --- noncommutative probability --- quantum probability --- GNS representation --- quantum measurement --- C*-algebra --- algebraic quantum field theory --- local net --- extension of local net --- completely positive instrument --- macroscopic distinguishability --- Grassmann manifold --- flag manifold --- pre-homogeneous vector space --- invariants --- category theory --- nonstandard analysis --- coarse geometry --- quantum field --- combinatorial optimization --- Ising spin glass --- coupled oscillator --- eigenmode --- clustering --- localization --- dissipation --- off-shell science --- non-equilibrium open system --- quantum master equation --- quantum density matrix --- projection operator --- renormalization --- discrete-time quantum walk --- scattering quantum random walk --- Grover walk --- pathfinding --- network

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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.

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