MDPI Books
Go to cart
Reprint
Download Flyer

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)
https://doi.org/10.3390/books978-3-0365-3816-7
Free download (PDF)

This book 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
© 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