Stability Problems for Stochastic Models: Theory and Applications PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Stability Problems for Stochastic Models: Theory and Applications PDF full book. Access full book title Stability Problems for Stochastic Models: Theory and Applications by Alexander Zeifman. Download full books in PDF and EPUB format.
Author: Alexander Zeifman
Publisher: MDPI
ISBN: 3036504524
Category : Mathematics
Languages : en
Pages : 370
Get Book Here
Book Description
The aim of this Special Issue of Mathematics is to commemorate the outstanding Russian mathematician Vladimir Zolotarev, whose 90th birthday will be celebrated on February 27th, 2021. The present Special Issue contains a collection of new papers by participants in sessions of the International Seminar on Stability Problems for Stochastic Models founded by Zolotarev. Along with research in probability distributions theory, limit theorems of probability theory, stochastic processes, mathematical statistics, and queuing theory, this collection contains papers dealing with applications of stochastic models in modeling of pension schemes, modeling of extreme precipitation, construction of statistical indicators of scientific publication importance, and other fields.
Author: Alexander Zeifman
Publisher: MDPI
ISBN: 3036504524
Category : Mathematics
Languages : en
Pages : 370
Get Book Here
Book Description
The aim of this Special Issue of Mathematics is to commemorate the outstanding Russian mathematician Vladimir Zolotarev, whose 90th birthday will be celebrated on February 27th, 2021. The present Special Issue contains a collection of new papers by participants in sessions of the International Seminar on Stability Problems for Stochastic Models founded by Zolotarev. Along with research in probability distributions theory, limit theorems of probability theory, stochastic processes, mathematical statistics, and queuing theory, this collection contains papers dealing with applications of stochastic models in modeling of pension schemes, modeling of extreme precipitation, construction of statistical indicators of scientific publication importance, and other fields.
Author: Vladimir V. Kalashnikov
Publisher:
ISBN: 9783662181515
Category :
Languages : en
Pages : 244
Get Book Here
Book Description
Author: V. V. KOLASHNIKOV
Publisher:
ISBN:
Category :
Languages : en
Pages : 295
Get Book Here
Book Description
Author: Rafail Khasminskii
Publisher: Springer Science & Business Media
ISBN: 3642232809
Category : Mathematics
Languages : en
Pages : 353
Get Book Here
Book Description
Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject of research in mathematics and engineering. To date exact formulas for the Lyapunov exponent, the criteria for the moment and almost sure stability, and for the existence of stationary and periodic solutions of stochastic differential equations have been widely used in the literature. In this updated volume readers will find important new results on the moment Lyapunov exponent, stability index and some other fields, obtained after publication of the first edition, and a significantly expanded bibliography. This volume provides a solid foundation for students in graduate courses in mathematics and its applications. It is also useful for those researchers who would like to learn more about this subject, to start their research in this area or to study the properties of concrete mechanical systems subjected to random perturbations.
Author: Howard M. Taylor
Publisher: Academic Press
ISBN: 1483269272
Category : Mathematics
Languages : en
Pages : 410
Get Book Here
Book Description
An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.
Author: Svetlozar T. Rachev
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 520
Get Book Here
Book Description
Concentrates on four specialized research directions as well as applications to different problems of probability theory. These include: description of the basic structure of p. metrics, analysis of the topologies in the space of probability measures generated by different types of p. metrics, characterization of the ideal metrics for the given problem and investigations of the main relationships between different types of p. metrics. The presentation here is given in a general form, although specific cases are considered as they arise in the process of finding supplementary bounds or in applications to important special cases.
Author: Svetlozar T. Rachev
Publisher: Springer Science & Business Media
ISBN: 0387227563
Category : Mathematics
Languages : en
Pages : 450
Get Book Here
Book Description
The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop the theory with emphasis on the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment problems. They then discuss a variety of different approaches towards solving these problems and exploit the rich interrelations to several mathematical sciences - from functional analysis to probability theory and mathematical economics. The second volume is devoted to applications of the above problems to topics in applied probability, theory of moments and distributions with given marginals, queuing theory, risk theory of probability metrics and its applications to various fields, among them general limit theorems for Gaussian and non-Gaussian limiting laws, stochastic differential equations and algorithms, and rounding problems. Useful to graduates and researchers in theoretical and applied probability, operations research, computer science, and mathematical economics, the prerequisites for this book are graduate level probability theory and real and functional analysis.
Author: S?ren Asmussen
Publisher: World Scientific
ISBN: 9814282529
Category : Mathematics
Languages : en
Pages : 621
Get Book Here
Book Description
The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramr?Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber?Shiu functions and dependence.
Author: N. V. Kartashov
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110917769
Category : Mathematics
Languages : en
Pages : 144
Get Book Here
Book Description
No detailed description available for "Strong Stable Markov Chains".
Author: Vladimir Vi︠a︡cheslavovich Kalashnikov
Publisher:
ISBN: 9780387172040
Category :
Languages : en
Pages : 0
Get Book Here
Book Description
