Reprint
Stability Problems for Stochastic Models: Theory and Applications II
Edited by
April 2022
240 pages
- ISBN978-3-0365-3815-0 (Hardback)
- ISBN978-3-0365-3816-7 (PDF)
This is a Reprint of the Special Issue Stability Problems for Stochastic Models: Theory and Applications II that was published in
Computer Science & Mathematics
Engineering
Physical Sciences
Public Health & Healthcare
Summary
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.
Format
- Hardback
License and Copyright
© 2022 by the authors; CC BY-NC-ND license
Keywords
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