Stability Problems for Stochastic Models: Theory and Applications
The aim of this Special Issue of Mathematics is to commemorate the outstanding Russian mathematician Vladimir Zolotarev, whose 90th birthday will be celebrated on February 27th, 2021. The present Special Issue contains a collection of new papers by participants in sessions of the International Semin...
Bewaard in:
| Formaat: | Online |
|---|---|
| Taal: | Engels |
| Gepubliceerd in: |
MDPI - Multidisciplinary Digital Publishing Institute
2021
|
| Onderwerpen: | |
| Online toegang: | ONIX_20210501_9783036504520_192 |
| Tags: |
Geen labels, Wees de eerste die dit record labelt!
|
| _version_ | 1869527123278954496 |
|---|---|
| collection | Directory of Open Access Books |
| description | The aim of this Special Issue of Mathematics is to commemorate the outstanding Russian mathematician Vladimir Zolotarev, whose 90th birthday will be celebrated on February 27th, 2021. The present Special Issue contains a collection of new papers by participants in sessions of the International Seminar on Stability Problems for Stochastic Models founded by Zolotarev. Along with research in probability distributions theory, limit theorems of probability theory, stochastic processes, mathematical statistics, and queuing theory, this collection contains papers dealing with applications of stochastic models in modeling of pension schemes, modeling of extreme precipitation, construction of statistical indicators of scientific publication importance, and other fields. |
| format | Online |
| id | doab-20.500.12854ir-68446 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2021 |
| publishDateRange | 2021 |
| publishDateSort | 2021 |
| publisher | MDPI - Multidisciplinary Digital Publishing Institute |
| publisherStr | MDPI - Multidisciplinary Digital Publishing Institute |
| record_format | ojs |
| spelling | doab-20.500.12854ir-684462024-03-28T03:32:27Z Stability Problems for Stochastic Models: Theory and Applications Zeifman, Alexander Korolev, Victor Sipin, Alexander continuous-time Markov chains non-stationary Markovian queueing model stability perturbation bounds forward Kolmogorov system threshold processing random samples long-term dependence mean-square risk estimate integrals and sums rates of convergence conditional law of large numbers conditional central limit theorem stochastic differential observation system nonlinear filtering problem state-dependent observation noise numerical filtering algorithm filtering given time-discretized observations stable approximation approximation accuracy Rényi theorem Kantorovich distance zeta-metrics Stein’s method stationary renewal distribution equilibrium transform geometric random sum characteristic function precipitation limit theorems statistical test generalized negative binomial distribution generalized gamma distribution asymptotic approximations extreme order statistics random sample size slowly varying monotony in the Zygmund sense class Γa(g) self-neglecting function convergence rates citation distribution Hirsch index geometric distribution Sibuya distribution geometrically stable distribution generalized Linnik distribution random sum transfer theorem multivariate normal scale mixtures heavy-tailed distributions multivariate stable distribution multivariate Linnik distribution generalized Mittag–Leffler distribution multivariate generalized Mittag–Leffler distribution stable distribution probability density function distribution function Hankel contours multivariate stable processes contour integrals fractional laplacian second order expansions high-dimensional low sample size Laplace distribution Student’s t-distribution pareto mixture distribution multiserver system uniform distance perfect simulation priority system marked Markov arrival process phase-type distribution change of the priority dispatching heterogeneous servers Markov decision process policy-iteration algorithm mean number of customers decomposable semi-regenerative process multiple power series distribution integral limit theorem local limit theorem Tauberian lemma R-weakly one-sided oscillation of the multiple sequence at infinity along the given multiple sequence pension schemes balance equation gross premium premium load lump sum defined contribution pension schemes decrement tables robustness minimax approach stable estimation thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general thema EDItEUR::P Mathematics and Science The aim of this Special Issue of Mathematics is to commemorate the outstanding Russian mathematician Vladimir Zolotarev, whose 90th birthday will be celebrated on February 27th, 2021. The present Special Issue contains a collection of new papers by participants in sessions of the International Seminar on Stability Problems for Stochastic Models founded by Zolotarev. Along with research in probability distributions theory, limit theorems of probability theory, stochastic processes, mathematical statistics, and queuing theory, this collection contains papers dealing with applications of stochastic models in modeling of pension schemes, modeling of extreme precipitation, construction of statistical indicators of scientific publication importance, and other fields. 2021-05-01T15:09:51Z 2021-05-01T15:09:51Z 2021 book ONIX_20210501_9783036504520_192 9783036504520 9783036504537 https://directory.doabooks.org/handle/20.500.12854/68446 eng application/octet-stream Attribution 4.0 International https://mdpi.com/books/pdfview/book/3463 https://mdpi.com/books/pdfview/book/3463 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-0365-0453-7 10.3390/books978-3-0365-0453-7 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783036504520 9783036504537 370 Basel, Switzerland open access |
| spellingShingle | continuous-time Markov chains non-stationary Markovian queueing model stability perturbation bounds forward Kolmogorov system threshold processing random samples long-term dependence mean-square risk estimate integrals and sums rates of convergence conditional law of large numbers conditional central limit theorem stochastic differential observation system nonlinear filtering problem state-dependent observation noise numerical filtering algorithm filtering given time-discretized observations stable approximation approximation accuracy Rényi theorem Kantorovich distance zeta-metrics Stein’s method stationary renewal distribution equilibrium transform geometric random sum characteristic function precipitation limit theorems statistical test generalized negative binomial distribution generalized gamma distribution asymptotic approximations extreme order statistics random sample size slowly varying monotony in the Zygmund sense class Γa(g) self-neglecting function convergence rates citation distribution Hirsch index geometric distribution Sibuya distribution geometrically stable distribution generalized Linnik distribution random sum transfer theorem multivariate normal scale mixtures heavy-tailed distributions multivariate stable distribution multivariate Linnik distribution generalized Mittag–Leffler distribution multivariate generalized Mittag–Leffler distribution stable distribution probability density function distribution function Hankel contours multivariate stable processes contour integrals fractional laplacian second order expansions high-dimensional low sample size Laplace distribution Student’s t-distribution pareto mixture distribution multiserver system uniform distance perfect simulation priority system marked Markov arrival process phase-type distribution change of the priority dispatching heterogeneous servers Markov decision process policy-iteration algorithm mean number of customers decomposable semi-regenerative process multiple power series distribution integral limit theorem local limit theorem Tauberian lemma R-weakly one-sided oscillation of the multiple sequence at infinity along the given multiple sequence pension schemes balance equation gross premium premium load lump sum defined contribution pension schemes decrement tables robustness minimax approach stable estimation thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general thema EDItEUR::P Mathematics and Science Stability Problems for Stochastic Models: Theory and Applications |
| title | Stability Problems for Stochastic Models: Theory and Applications |
| title_full | Stability Problems for Stochastic Models: Theory and Applications |
| title_fullStr | Stability Problems for Stochastic Models: Theory and Applications |
| title_full_unstemmed | Stability Problems for Stochastic Models: Theory and Applications |
| title_short | Stability Problems for Stochastic Models: Theory and Applications |
| title_sort | stability problems for stochastic models theory and applications |
| topic | continuous-time Markov chains non-stationary Markovian queueing model stability perturbation bounds forward Kolmogorov system threshold processing random samples long-term dependence mean-square risk estimate integrals and sums rates of convergence conditional law of large numbers conditional central limit theorem stochastic differential observation system nonlinear filtering problem state-dependent observation noise numerical filtering algorithm filtering given time-discretized observations stable approximation approximation accuracy Rényi theorem Kantorovich distance zeta-metrics Stein’s method stationary renewal distribution equilibrium transform geometric random sum characteristic function precipitation limit theorems statistical test generalized negative binomial distribution generalized gamma distribution asymptotic approximations extreme order statistics random sample size slowly varying monotony in the Zygmund sense class Γa(g) self-neglecting function convergence rates citation distribution Hirsch index geometric distribution Sibuya distribution geometrically stable distribution generalized Linnik distribution random sum transfer theorem multivariate normal scale mixtures heavy-tailed distributions multivariate stable distribution multivariate Linnik distribution generalized Mittag–Leffler distribution multivariate generalized Mittag–Leffler distribution stable distribution probability density function distribution function Hankel contours multivariate stable processes contour integrals fractional laplacian second order expansions high-dimensional low sample size Laplace distribution Student’s t-distribution pareto mixture distribution multiserver system uniform distance perfect simulation priority system marked Markov arrival process phase-type distribution change of the priority dispatching heterogeneous servers Markov decision process policy-iteration algorithm mean number of customers decomposable semi-regenerative process multiple power series distribution integral limit theorem local limit theorem Tauberian lemma R-weakly one-sided oscillation of the multiple sequence at infinity along the given multiple sequence pension schemes balance equation gross premium premium load lump sum defined contribution pension schemes decrement tables robustness minimax approach stable estimation thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general thema EDItEUR::P Mathematics and Science |
| topic_facet | continuous-time Markov chains non-stationary Markovian queueing model stability perturbation bounds forward Kolmogorov system threshold processing random samples long-term dependence mean-square risk estimate integrals and sums rates of convergence conditional law of large numbers conditional central limit theorem stochastic differential observation system nonlinear filtering problem state-dependent observation noise numerical filtering algorithm filtering given time-discretized observations stable approximation approximation accuracy Rényi theorem Kantorovich distance zeta-metrics Stein’s method stationary renewal distribution equilibrium transform geometric random sum characteristic function precipitation limit theorems statistical test generalized negative binomial distribution generalized gamma distribution asymptotic approximations extreme order statistics random sample size slowly varying monotony in the Zygmund sense class Γa(g) self-neglecting function convergence rates citation distribution Hirsch index geometric distribution Sibuya distribution geometrically stable distribution generalized Linnik distribution random sum transfer theorem multivariate normal scale mixtures heavy-tailed distributions multivariate stable distribution multivariate Linnik distribution generalized Mittag–Leffler distribution multivariate generalized Mittag–Leffler distribution stable distribution probability density function distribution function Hankel contours multivariate stable processes contour integrals fractional laplacian second order expansions high-dimensional low sample size Laplace distribution Student’s t-distribution pareto mixture distribution multiserver system uniform distance perfect simulation priority system marked Markov arrival process phase-type distribution change of the priority dispatching heterogeneous servers Markov decision process policy-iteration algorithm mean number of customers decomposable semi-regenerative process multiple power series distribution integral limit theorem local limit theorem Tauberian lemma R-weakly one-sided oscillation of the multiple sequence at infinity along the given multiple sequence pension schemes balance equation gross premium premium load lump sum defined contribution pension schemes decrement tables robustness minimax approach stable estimation thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general thema EDItEUR::P Mathematics and Science |
| url | ONIX_20210501_9783036504520_192 |