Stochastic Processes with Applications
Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Publisher: [Erscheinungsort nicht ermittelbar] : MDPI - Multidisciplinary Digital Publishing Institute, 2019Description: 1 Online-Ressource (284 p.)ISBN:- 9783039217281
- 9783039217298
- 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
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