Stochastic Processes with Applications
Macci, Claudio
Stochastic Processes with Applications - MDPI - Multidisciplinary Digital Publishing Institute 2019 - 1 electronic resource (284 p.)
Open Access
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.
Creative Commons
English
books978-3-03921-729-8 9783039217281 9783039217298
10.3390/books978-3-03921-729-8 doi
arithmetic progressions weighted quadratic variation fractional differential-difference equations small deviations periodic intensity functions realized volatility rate of convergence host-parasite interaction first Chebyshev function regularly varying functions Cohen and Grossberg neural networks mixture of Gaussian laws diffusion model transition densities re-service Strang–Marchuk splitting approach random delays nematode infection first-passage-time total variation distance forecast combinations products of primes discrete time stochastic model multiplicative noises slowly varying functions growth curves stochastic process loan interest rate regulation birth-death process non-Markovian queue catastrophes exogenous factors seasonal environment repairs proportional hazard rates structural breaks transient probabilities first passage time (FPT) bounds double-ended queues mixed Gaussian process stochastic order time between inspections busy period diffusion continuous-time Markov chains general bulk service time-non-homogeneous birth-death processes stand-by server reliability sensor networks random impulses scale family of distributions maximum likelihood estimation multi-state network totally positive of order 2 lognormal diffusion process fractional birth-death processes exact asymptotics stochastic orders time-non-homogeneous jump-diffusion processes asymptotic distribution inverse first-passage problem nonhomogeneous Poisson process two-dimensional signature multiple vacation first-passage time mean square stability fractional queues differential entropy random parameter matrices Wasserstein distance breakdown and repair fusion estimation
Stochastic Processes with Applications - MDPI - Multidisciplinary Digital Publishing Institute 2019 - 1 electronic resource (284 p.)
Open Access
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.
Creative Commons
English
books978-3-03921-729-8 9783039217281 9783039217298
10.3390/books978-3-03921-729-8 doi
arithmetic progressions weighted quadratic variation fractional differential-difference equations small deviations periodic intensity functions realized volatility rate of convergence host-parasite interaction first Chebyshev function regularly varying functions Cohen and Grossberg neural networks mixture of Gaussian laws diffusion model transition densities re-service Strang–Marchuk splitting approach random delays nematode infection first-passage-time total variation distance forecast combinations products of primes discrete time stochastic model multiplicative noises slowly varying functions growth curves stochastic process loan interest rate regulation birth-death process non-Markovian queue catastrophes exogenous factors seasonal environment repairs proportional hazard rates structural breaks transient probabilities first passage time (FPT) bounds double-ended queues mixed Gaussian process stochastic order time between inspections busy period diffusion continuous-time Markov chains general bulk service time-non-homogeneous birth-death processes stand-by server reliability sensor networks random impulses scale family of distributions maximum likelihood estimation multi-state network totally positive of order 2 lognormal diffusion process fractional birth-death processes exact asymptotics stochastic orders time-non-homogeneous jump-diffusion processes asymptotic distribution inverse first-passage problem nonhomogeneous Poisson process two-dimensional signature multiple vacation first-passage time mean square stability fractional queues differential entropy random parameter matrices Wasserstein distance breakdown and repair fusion estimation