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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collection Directory of Open Access Books
description 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.
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language eng
publishDate 2022
publishDateRange 2022
publishDateSort 2022
publisher MDPI - Multidisciplinary Digital Publishing Institute
publisherStr MDPI - Multidisciplinary Digital Publishing Institute
record_format ojs
spelling doab-20.500.12854ir-810272024-03-28T03:32:33Z Stability Problems for Stochastic Models: Theory and Applications II Zeifman, Alexander Korolev, Victor Sipin, Alexander 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 thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general thema EDItEUR::P Mathematics and Science thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics 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. 2022-05-06T11:22:32Z 2022-05-06T11:22:32Z 2022 book ONIX_20220506_9783036538150_93 9783036538150 9783036538167 https://directory.doabooks.org/handle/20.500.12854/81027 eng image/jpeg Attribution 4.0 International https://mdpi.com/books/pdfview/book/5369 https://mdpi.com/books/pdfview/book/5369 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-0365-3816-7 10.3390/books978-3-0365-3816-7 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783036538150 9783036538167 240 Basel open access
spellingShingle 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
thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general
thema EDItEUR::P Mathematics and Science
thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics
Stability Problems for Stochastic Models: Theory and Applications II
title 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_short Stability Problems for Stochastic Models: Theory and Applications II
title_sort stability problems for stochastic models theory and applications ii
topic 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
thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general
thema EDItEUR::P Mathematics and Science
thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics
topic_facet 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
thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general
thema EDItEUR::P Mathematics and Science
thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics
url ONIX_20220506_9783036538150_93