Stochastic Processes: Theory and Applications
Mitwirkende(r): Resource type: Ressourcentyp: Buch (Online)Buch (Online)Sprache: Englisch Verlag: [Erscheinungsort nicht ermittelbar] : MDPI - Multidisciplinary Digital Publishing Institute, 2019Beschreibung: 1 Online-Ressource (216 p.)ISBN:- 9783039219629
- 9783039219636
- recursive formula
- rate of convergence
- asymptotic approximation
- parabolic equation
- processor heating and cooling
- compound poisson insurance risk model
- Koksma-Hlawka inequality
- phase-type service time distribution
- discrete-time Geo/D/1 queue
- lower record values
- Fourier-cosine series
- retrials
- state-dependent marked Markovian arrival process
- queuing network
- stochastic processes
- Laplace transform
- von-Neumann–Ulam scheme
- Monte Carlo method
- Lévy process
- Wiener–Poisson risk model
- queueing systems
- quasi-random sequences
- closed-form solution
- Cauchy problem
- product form
- estimation
- extreme order statistics
- guaranteed minimum death benefit
- valuation
- multidimensional birth-death process
- Markovian queueing models
- survival probability
- truncated distribution
- Markovian arrival process
- inhomogeneous continuous-time Markov chain
- measure of information
- option
- unbiased estimator
- matrix-geometric solution
- Dickson–Hipp operator
- Fourier transform
- multi-class arrival processes
- total precipitation volume
- one dimensional projection
- random sample size
- markovian arrival process
- cumulative inaccuracy
- mutual information
- Quasi-Birth-and-Death process
- limiting characteristics
- testing statistical hypotheses
- wet periods
- compound Poisson risk model
- time-dependent queue-length probability
- non-stationary
- equity-linked death benefits
- wireless telecommunication networks
- Fourier cosine series expansion
- impatience
- generalized Gerber–Shiu discounted penalty function
- quasi-Monte Carlo method
- expected discounted penalty function
- Nonparametric threshold estimation
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