Stochastic Processes and Their Applications
Mathematics is publishing a Special Issue to honor Prof. Sally McClean on the occasion of her semi-retirement and in recognition of her important research contributions. Sally Ida McClean was born in Belfast and received her first degree, an M.A. in Mathematics, from the University of Oxford in 1970...
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| フォーマット: | Online |
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| 言語: | 英語 |
| 出版事項: |
MDPI - Multidisciplinary Digital Publishing Institute
2025
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| オンライン･アクセス: | ONIX_20250812T095121_9783725832231_162 |
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| _version_ | 1869515520888274944 |
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| collection | Directory of Open Access Books |
| description | Mathematics is publishing a Special Issue to honor Prof. Sally McClean on the occasion of her semi-retirement and in recognition of her important research contributions. Sally Ida McClean was born in Belfast and received her first degree, an M.A. in Mathematics, from the University of Oxford in 1970. She earned an M.Sc. in Mathematical Statistics and Operations Research from Cardiff University in 1972, and completed her Ph.D. in 1976 at Ulster University at Coleraine. Her contribution to mathematical modeling in healthcare planning is enormous, and, in particular, her studies on improving the wellbeing of the elderly are greatly respected amongst her peers. She is currently a Professor of Mathematics at Ulster University. Her main research interests are in Stochastic Modeling and Optimization for Healthcare Planning and Computer Science. Stochastic processes are some of the most important tools in many areas of science, such as biology, operational research, the social sciences, stochastic finance, etc. Important characteristics in these areas evolve with time in a relatively random way, and since stochastic processes are mainly sequences or families of random variables, in which their index represents time, they are the natural tool to use. The theory and applications of stochastic processes emerged in the genesis of one of the richest ones, that is, Brownian motion. This was rather unexpected since Brownian motion is a beautiful object which is at the same time a martingale, a Gaussian process, a diffusion, a Levy process, a Markov process, etc.—concepts that were discovered quite latter in the evolution of time. |
| format | Online |
| id | doab-20.500.12854ir-165213 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2025 |
| publishDateRange | 2025 |
| publishDateSort | 2025 |
| publisher | MDPI - Multidisciplinary Digital Publishing Institute |
| publisherStr | MDPI - Multidisciplinary Digital Publishing Institute |
| record_format | ojs |
| spelling | doab-20.500.12854ir-1652132025-08-12T08:13:03Z Stochastic Processes and Their Applications Vassiliou, Panagiotis-Christos Georgiou, Andreas C. Markov-type model process mining Smart Homes convolution of gamma mixture models dynamical systems stability analysis asymptotic behavior Kalman filters epidemiological modelling COVID-19 DEA bilevel optimization stochastic conditions resource allocation strong ergodicity nonhomogeneous Markov systems rate of convergence Markov chains non homogeneous continuous time regime switching processes estimation calibration health insurance long-term care Euler distribution Heine distribution negative q-binomial distribution q-binomial distribution q-factorial moments q-logarithmic distribution q-poisson distribution intergenerational social mobility Markov processes ESS semi-Markov model Markov model attainability maintainability state reunion manpower planning healthcare semi-Markov systems population structure cost evaluation Markov stochastic process Kolmogorov equation differential equation perturbation theory sensitivity analysis stability robustness ergodicity coefficient stationary distribution sequential measures convolution product semi-Markov processes asymptotic results license assisted access coexistence clear channel assessment Markov chain n/a thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general thema EDItEUR::P Mathematics and Science Mathematics is publishing a Special Issue to honor Prof. Sally McClean on the occasion of her semi-retirement and in recognition of her important research contributions. Sally Ida McClean was born in Belfast and received her first degree, an M.A. in Mathematics, from the University of Oxford in 1970. She earned an M.Sc. in Mathematical Statistics and Operations Research from Cardiff University in 1972, and completed her Ph.D. in 1976 at Ulster University at Coleraine. Her contribution to mathematical modeling in healthcare planning is enormous, and, in particular, her studies on improving the wellbeing of the elderly are greatly respected amongst her peers. She is currently a Professor of Mathematics at Ulster University. Her main research interests are in Stochastic Modeling and Optimization for Healthcare Planning and Computer Science. Stochastic processes are some of the most important tools in many areas of science, such as biology, operational research, the social sciences, stochastic finance, etc. Important characteristics in these areas evolve with time in a relatively random way, and since stochastic processes are mainly sequences or families of random variables, in which their index represents time, they are the natural tool to use. The theory and applications of stochastic processes emerged in the genesis of one of the richest ones, that is, Brownian motion. This was rather unexpected since Brownian motion is a beautiful object which is at the same time a martingale, a Gaussian process, a diffusion, a Levy process, a Markov process, etc.—concepts that were discovered quite latter in the evolution of time. 2025-08-12T08:13:01Z 2025-08-12T08:13:01Z 2025 book ONIX_20250812T095121_9783725832231_162 9783725832231 9783725832248 https://directory.doabooks.org/handle/20.500.12854/165213 eng image/jpeg Attribution 4.0 International https://mdpi.com/books https://mdpi.com/books/pdfview/book/10617 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-7258-3224-8 10.3390/books978-3-7258-3224-8 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783725832231 9783725832248 216 open access |
| spellingShingle | Markov-type model process mining Smart Homes convolution of gamma mixture models dynamical systems stability analysis asymptotic behavior Kalman filters epidemiological modelling COVID-19 DEA bilevel optimization stochastic conditions resource allocation strong ergodicity nonhomogeneous Markov systems rate of convergence Markov chains non homogeneous continuous time regime switching processes estimation calibration health insurance long-term care Euler distribution Heine distribution negative q-binomial distribution q-binomial distribution q-factorial moments q-logarithmic distribution q-poisson distribution intergenerational social mobility Markov processes ESS semi-Markov model Markov model attainability maintainability state reunion manpower planning healthcare semi-Markov systems population structure cost evaluation Markov stochastic process Kolmogorov equation differential equation perturbation theory sensitivity analysis stability robustness ergodicity coefficient stationary distribution sequential measures convolution product semi-Markov processes asymptotic results license assisted access coexistence clear channel assessment Markov chain n/a thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general thema EDItEUR::P Mathematics and Science Stochastic Processes and Their Applications |
| title | Stochastic Processes and Their Applications |
| title_full | Stochastic Processes and Their Applications |
| title_fullStr | Stochastic Processes and Their Applications |
| title_full_unstemmed | Stochastic Processes and Their Applications |
| title_short | Stochastic Processes and Their Applications |
| title_sort | stochastic processes and their applications |
| topic | Markov-type model process mining Smart Homes convolution of gamma mixture models dynamical systems stability analysis asymptotic behavior Kalman filters epidemiological modelling COVID-19 DEA bilevel optimization stochastic conditions resource allocation strong ergodicity nonhomogeneous Markov systems rate of convergence Markov chains non homogeneous continuous time regime switching processes estimation calibration health insurance long-term care Euler distribution Heine distribution negative q-binomial distribution q-binomial distribution q-factorial moments q-logarithmic distribution q-poisson distribution intergenerational social mobility Markov processes ESS semi-Markov model Markov model attainability maintainability state reunion manpower planning healthcare semi-Markov systems population structure cost evaluation Markov stochastic process Kolmogorov equation differential equation perturbation theory sensitivity analysis stability robustness ergodicity coefficient stationary distribution sequential measures convolution product semi-Markov processes asymptotic results license assisted access coexistence clear channel assessment Markov chain n/a thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general thema EDItEUR::P Mathematics and Science |
| topic_facet | Markov-type model process mining Smart Homes convolution of gamma mixture models dynamical systems stability analysis asymptotic behavior Kalman filters epidemiological modelling COVID-19 DEA bilevel optimization stochastic conditions resource allocation strong ergodicity nonhomogeneous Markov systems rate of convergence Markov chains non homogeneous continuous time regime switching processes estimation calibration health insurance long-term care Euler distribution Heine distribution negative q-binomial distribution q-binomial distribution q-factorial moments q-logarithmic distribution q-poisson distribution intergenerational social mobility Markov processes ESS semi-Markov model Markov model attainability maintainability state reunion manpower planning healthcare semi-Markov systems population structure cost evaluation Markov stochastic process Kolmogorov equation differential equation perturbation theory sensitivity analysis stability robustness ergodicity coefficient stationary distribution sequential measures convolution product semi-Markov processes asymptotic results license assisted access coexistence clear channel assessment Markov chain n/a thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general thema EDItEUR::P Mathematics and Science |
| url | ONIX_20250812T095121_9783725832231_162 |