Stochastic Processes with Applications

Antonio Di Crescenzo, Claudio Macci, Barbara Martinucci (Herausgeber)

Buch | Softcover

284 Seiten

2019
MDPI (Verlag)
978-3-03921-728-1 (ISBN)

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Stochastic processes have wide relevance in mathematics both for theoretical aspects and for their numerous real-world applications in various domains. They represent a very active research field which is attracting the growing interest of scientists from a range of disciplines.
This Special Issue aims to present a collection of current contributions concerning various topics related to stochastic processes and their applications. In particular, the focus here is on applications of stochastic processes as models of dynamic phenomena in research areas certain to be of interest, such as economics, statistical physics, queuing theory, biology, theoretical neurobiology, and reliability theory. Various contributions dealing with theoretical issues on stochastic processes are also included.

Erscheinungsdatum	07.12.2019
Verlagsort	Basel
Sprache	englisch
Maße	170 x 244 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Allgemeines / Lexika
	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Naturwissenschaften
Schlagworte	arithmetic progressions • Asymptotic Distribution • Birth-death Process • bounds • Breakdown and repair • busy period • catastrophes • Cohen and Grossberg neural networks • continuous-time Markov chains • Differential Entropy • Diffusion • diffusion model • discrete time stochastic model • double-ended queues • exact asymptotics • Exogenous Factors • first Chebyshev function • first-passage time • first-passage-time • first passage time (FPT) • forecast combinations • fractional birth-death processes • fractional differential-difference equations • fractional queues • fusion estimation • general bulk service • Growth curves • host-parasite interaction • inverse first-passage problem • loan interest rate regulation • lognormal diffusion process • maximum likelihood estimation • mean square stability • mixed Gaussian process • mixture of Gaussian laws • multiple vacation • multiplicative noises • multi-state network • nematode infection • nonhomogeneous Poisson process • non-Markovian queue • periodic intensity functions • products of primes • proportional hazard rates • random delays • random impulses • random parameter matrices • Rate of Convergence • Realized volatility • regularly varying functions • Reliability • repairs • re-service • scale family of distributions • seasonal environment • sensor networks • slowly varying functions • small deviations • stand-by server • stochastic order • stochastic orders • Stochastic process • Strang–Marchuk splitting approach • Structural Breaks • time between inspections • time-non-homogeneous birth-death processes • time-non-homogeneous jump-diffusion processes • totally positive of order 2 • total variation distance • transient probabilities • transition densities • two-dimensional signature • Wasserstein distance • weighted quadratic variation
ISBN-10	3-03921-728-3 / 3039217283
ISBN-13	978-3-03921-728-1 / 9783039217281
Zustand	Neuware