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dc.contributor.authorKorolev, Victor*
dc.contributor.authorSipin, Alexander*
dc.contributor.authorZeifman, Alexander*
dc.date.accessioned2021-02-12T04:35:22Z
dc.date.available2021-02-12T04:35:22Z
dc.date.issued2019*
dc.date.submitted2020-01-07 09:08:26*
dc.identifier43225*
dc.identifier.urihttps://directory.doabooks.org/handle/20.500.12854/60050
dc.description.abstractThe 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.*
dc.languageEnglish*
dc.subjectQA273-280*
dc.subjectQA1-939*
dc.subjectQ1-390*
dc.subject.otherrecursive formula*
dc.subject.otherrate of convergence*
dc.subject.otherasymptotic approximation*
dc.subject.otherparabolic equation*
dc.subject.otherprocessor heating and cooling*
dc.subject.othercompound poisson insurance risk model*
dc.subject.otherKoksma-Hlawka inequality*
dc.subject.otherphase-type service time distribution*
dc.subject.otherdiscrete-time Geo/D/1 queue*
dc.subject.otherlower record values*
dc.subject.otherFourier-cosine series*
dc.subject.otherretrials*
dc.subject.otherstate-dependent marked Markovian arrival process*
dc.subject.otherqueuing network*
dc.subject.otherstochastic processes*
dc.subject.otherLaplace transform*
dc.subject.othervon-Neumann–Ulam scheme*
dc.subject.otherMonte Carlo method*
dc.subject.otherLévy process*
dc.subject.otherWiener–Poisson risk model*
dc.subject.otherqueueing systems*
dc.subject.otherquasi-random sequences*
dc.subject.otherclosed-form solution*
dc.subject.otherCauchy problem*
dc.subject.otherproduct form*
dc.subject.otherestimation*
dc.subject.otherextreme order statistics*
dc.subject.otherguaranteed minimum death benefit*
dc.subject.othervaluation*
dc.subject.othermultidimensional birth-death process*
dc.subject.otherMarkovian queueing models*
dc.subject.othersurvival probability*
dc.subject.othertruncated distribution*
dc.subject.otherMarkovian arrival process*
dc.subject.otherinhomogeneous continuous-time Markov chain*
dc.subject.othermeasure of information*
dc.subject.otheroption*
dc.subject.otherunbiased estimator*
dc.subject.othermatrix-geometric solution*
dc.subject.otherDickson–Hipp operator*
dc.subject.otherFourier transform*
dc.subject.othermulti-class arrival processes*
dc.subject.othertotal precipitation volume*
dc.subject.otherone dimensional projection*
dc.subject.otherrandom sample size*
dc.subject.othermarkovian arrival process*
dc.subject.othercumulative inaccuracy*
dc.subject.othermutual information*
dc.subject.otherQuasi-Birth-and-Death process*
dc.subject.otherlimiting characteristics*
dc.subject.othertesting statistical hypotheses*
dc.subject.otherwet periods*
dc.subject.othercompound Poisson risk model*
dc.subject.othertime-dependent queue-length probability*
dc.subject.othernon-stationary*
dc.subject.otherequity-linked death benefits*
dc.subject.otherwireless telecommunication networks*
dc.subject.otherFourier cosine series expansion*
dc.subject.otherimpatience*
dc.subject.othergeneralized Gerber–Shiu discounted penalty function*
dc.subject.otherquasi-Monte Carlo method*
dc.subject.otherexpected discounted penalty function*
dc.subject.otherNonparametric threshold estimation*
dc.titleStochastic Processes: Theory and Applications*
dc.typebook
oapen.identifier.doi10.3390/books978-3-03921-963-6*
oapen.relation.isPublishedBy46cabcaa-dd94-4bfe-87b4-55023c1b36d0*
oapen.relation.isbn9783039219629*
oapen.relation.isbn9783039219636*
oapen.pages216*
oapen.edition1st*


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