Buchumschlag

Stochastic Processes: Theory and Applications

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, phy...

Ausführliche Beschreibung

Gespeichert in:
Hauptverfasser: Korolev, Victor, Sipin, Alexander, Zeifman, Alexander
Format: Online
Sprache:Englisch
Veröffentlicht: MDPI - Multidisciplinary Digital Publishing Institute 2021
Schlagworte:
QA273-280
QA1-939
Q1-390
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
bic Book Industry Communication::P Mathematics & science::PB Mathematics::PBT Probability & statistics
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Zusammenfassung: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.

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