Stability Problems for Stochastic Models: Theory and Applications II

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 prob...

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Year of Publication:2022
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spelling Zeifman, Alexander edt
Stability Problems for Stochastic Models: Theory and Applications II
Stability Problems for Stochastic Models
Basel MDPI - Multidisciplinary Digital Publishing Institute 2022
1 electronic resource (240 p.)
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
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.
English
Research & information: general bicssc
Mathematics & science bicssc
Probability & statistics bicssc
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
3-0365-3815-1
3-0365-3816-X
Korolev, Victor edt
Sipin, Alexander edt
Zeifman, Alexander oth
Korolev, Victor oth
Sipin, Alexander oth
language English
format eBook
author2 Korolev, Victor
Sipin, Alexander
Zeifman, Alexander
Korolev, Victor
Sipin, Alexander
author_facet Korolev, Victor
Sipin, Alexander
Zeifman, Alexander
Korolev, Victor
Sipin, Alexander
author2_variant a z az
v k vk
a s as
author2_role HerausgeberIn
HerausgeberIn
Sonstige
Sonstige
Sonstige
title Stability Problems for Stochastic Models: Theory and Applications II
spellingShingle Stability Problems for Stochastic Models: Theory and Applications II
title_full Stability Problems for Stochastic Models: Theory and Applications II
title_fullStr Stability Problems for Stochastic Models: Theory and Applications II
title_full_unstemmed Stability Problems for Stochastic Models: Theory and Applications II
title_auth Stability Problems for Stochastic Models: Theory and Applications II
title_alt Stability Problems for Stochastic Models
title_new Stability Problems for Stochastic Models: Theory and Applications II
title_sort stability problems for stochastic models: theory and applications ii
publisher MDPI - Multidisciplinary Digital Publishing Institute
publishDate 2022
physical 1 electronic resource (240 p.)
isbn 3-0365-3815-1
3-0365-3816-X
illustrated Not Illustrated
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