Narrow your search

Library

FARO (1)

KU Leuven (1)

LUCA School of Arts (1)

Odisee (1)

Thomas More Kempen (1)

Thomas More Mechelen (1)

UCLL (1)

ULiège (1)

VIVES (1)

Vlaams Parlement (1)


Resource type

book (2)


Language

English (2)


Year
From To Submit

2022 (2)

Listing 1 - 2 of 2
Sort by

Book
Stability Problems for Stochastic Models: Theory and Applications II
Authors: --- ---
Year: 2022 Publisher: Basel MDPI - Multidisciplinary Digital Publishing Institute

Loading...
Export citation

Choose an application

Bookmark

Abstract

Most papers published in this Special Issue of Mathematics are written by the participants of the XXXVI International Seminar on Stability Problems for Stochastic Models, 21­25 June, 2021, Petrozavodsk, Russia. The scope of the seminar embraces the following topics: Limit theorems and stability problems; Asymptotic theory of stochastic processes; Stable distributions and processes; Asymptotic statistics; Discrete probability models; Characterization of probability distributions; Insurance and financial mathematics; Applied statistics; Queueing theory; and other fields. This Special Issue contains 12 papers by specialists who represent 6 countries: Belarus, France, Hungary, India, Italy, and Russia.

Keywords

Research & information: general --- Mathematics & science --- Probability & statistics --- inhomogeneous continuous-time Markov chain --- weak ergodicity --- rate of convergence --- sharp bounds --- differential inequalities --- forward Kolmogorov system --- prefetching --- optimization --- Markov decision processes --- random trees --- Galton–Watson --- capacitance --- dirichlet boundary value problem --- monte carlo method --- unbiased estimator --- von-neumann-ulam scheme --- network evolution --- random graph --- multi-type branching process --- continuous-time branching process --- 2- and 3-interactions --- Malthusian parameter --- Poisson process --- life-length --- extinction --- queuing system --- elastic traffic --- inpatient claim --- non-stationary intensity --- convergence analysis --- bounds on the rate of convergence --- wireless network --- file transfer --- daily traffic profile --- blocking probability --- continuous-time ehrenfest model --- first-passage time densities --- proportional intensity functions --- asymptotic behaviors --- multi-server queueing model --- rating --- self-sufficient servers --- self-checkout --- assistants --- multi-dimensional Markov chains --- retrial queue --- negative customers --- resource heterogeneous queue --- asymptotic analysis --- discrete time functional filter --- optimal unbiased estimation --- steady state --- equilibrium arrivals --- one-server queueing system --- orbit --- retrials --- limit theorem --- sum of independent random variables --- random sum --- asymptotic expansion --- asymptotic deficiency --- kurtosis --- parameter estimation --- gamma-exponential distribution --- mixed distributions --- generalized gamma distribution --- generalized beta distribution --- method of moments --- cumulants --- asymptotic normality --- inhomogeneous continuous-time Markov chain --- weak ergodicity --- rate of convergence --- sharp bounds --- differential inequalities --- forward Kolmogorov system --- prefetching --- optimization --- Markov decision processes --- random trees --- Galton–Watson --- capacitance --- dirichlet boundary value problem --- monte carlo method --- unbiased estimator --- von-neumann-ulam scheme --- network evolution --- random graph --- multi-type branching process --- continuous-time branching process --- 2- and 3-interactions --- Malthusian parameter --- Poisson process --- life-length --- extinction --- queuing system --- elastic traffic --- inpatient claim --- non-stationary intensity --- convergence analysis --- bounds on the rate of convergence --- wireless network --- file transfer --- daily traffic profile --- blocking probability --- continuous-time ehrenfest model --- first-passage time densities --- proportional intensity functions --- asymptotic behaviors --- multi-server queueing model --- rating --- self-sufficient servers --- self-checkout --- assistants --- multi-dimensional Markov chains --- retrial queue --- negative customers --- resource heterogeneous queue --- asymptotic analysis --- discrete time functional filter --- optimal unbiased estimation --- steady state --- equilibrium arrivals --- one-server queueing system --- orbit --- retrials --- limit theorem --- sum of independent random variables --- random sum --- asymptotic expansion --- asymptotic deficiency --- kurtosis --- parameter estimation --- gamma-exponential distribution --- mixed distributions --- generalized gamma distribution --- generalized beta distribution --- method of moments --- cumulants --- asymptotic normality


Book
Stability Problems for Stochastic Models: Theory and Applications II
Authors: --- ---
Year: 2022 Publisher: Basel MDPI - Multidisciplinary Digital Publishing Institute

Loading...
Export citation

Choose an application

Bookmark

Abstract

Most papers published in this Special Issue of Mathematics are written by the participants of the XXXVI International Seminar on Stability Problems for Stochastic Models, 21­25 June, 2021, Petrozavodsk, Russia. The scope of the seminar embraces the following topics: Limit theorems and stability problems; Asymptotic theory of stochastic processes; Stable distributions and processes; Asymptotic statistics; Discrete probability models; Characterization of probability distributions; Insurance and financial mathematics; Applied statistics; Queueing theory; and other fields. This Special Issue contains 12 papers by specialists who represent 6 countries: Belarus, France, Hungary, India, Italy, and Russia.

Keywords

inhomogeneous continuous-time Markov chain --- weak ergodicity --- rate of convergence --- sharp bounds --- differential inequalities --- forward Kolmogorov system --- prefetching --- optimization --- Markov decision processes --- random trees --- Galton–Watson --- capacitance --- dirichlet boundary value problem --- monte carlo method --- unbiased estimator --- von-neumann-ulam scheme --- network evolution --- random graph --- multi-type branching process --- continuous-time branching process --- 2- and 3-interactions --- Malthusian parameter --- Poisson process --- life-length --- extinction --- queuing system --- elastic traffic --- inpatient claim --- non-stationary intensity --- convergence analysis --- bounds on the rate of convergence --- wireless network --- file transfer --- daily traffic profile --- blocking probability --- continuous-time ehrenfest model --- first-passage time densities --- proportional intensity functions --- asymptotic behaviors --- multi-server queueing model --- rating --- self-sufficient servers --- self-checkout --- assistants --- multi-dimensional Markov chains --- retrial queue --- negative customers --- resource heterogeneous queue --- asymptotic analysis --- discrete time functional filter --- optimal unbiased estimation --- steady state --- equilibrium arrivals --- one-server queueing system --- orbit --- retrials --- limit theorem --- sum of independent random variables --- random sum --- asymptotic expansion --- asymptotic deficiency --- kurtosis --- parameter estimation --- gamma-exponential distribution --- mixed distributions --- generalized gamma distribution --- generalized beta distribution --- method of moments --- cumulants --- asymptotic normality

Listing 1 - 2 of 2
Sort by