عنوان

Stochastic processes and applications :

3030028259

9783030028251

3030028240

9783030028244

Stochastic processes and applications :

[Book]

SPAS2017, Västerås and Stockholm, Sweden, October 4-6 2017 /

Sergei Silvestrov, Anatoliy Malyarenko, Milica Rančić, editors.

Cham, Switzerland :

Springer,

[2018]

1 online resource (xix, 475 pages)

Springer Proceedings in Mathematics and Statistics ;

v. 271

3.6.3 Long Time Ergodic Theorems for Super-Singularly Perturbed Alternating Regenerative Processes

Intro; Preface; Contents; Contributors; 1 Dmitrii S. Silvestrov; References; Part I Stochastic Processes; 2 A Journey in the World of Stochastic Processes; 2.1 Introduction; 2.2 Limit Theorems for Markov-Type Processes; 2.3 Limit Theorems for Randomly Stopped Stochastic Processes; 2.4 Renewal Theory and Ergodic Theorems for Perturbed Stochastic Processes; 2.5 Quasi-Stationary Phenomena for Perturbed Stochastic Systems; 2.6 Stochastic Approximation Methods for Price Processes and American-Type Options; 2.7 Nonlinearly Perturbed Semi-Markov Processes; 2.8 Conclusion; References

3.2.7 Aggregation of Regeneration Times3.3 Ergodic Theorems for Regularly Perturbed Alternating Regenerative Processes; 3.3.1 Perturbed Standard Alternating Regenerative Processes; 3.3.2 Regularly Perturbed Alternating Regenerative Processes; 3.3.3 Semi-regularly Perturbed Alternating Regenerative Processes; 3.4 Super-Long and Long Time Ergodic Theorems for Singularly Perturbed Alternating Regenerative Processes; 3.4.1 Time Scaling for Perturbed Regenerative Processes; 3.4.2 Singularly Perturbed Alternating Regenerative Processes

3.5.3 Short Time Ergodic Theorems for Singularly Perturbed Alternating Regenerative Processes -- II3.5.4 Short Time Ergodic Theorems for Singularly Perturbed Alternating Regenerative Processes -- III; 3.5.5 Short Time Ergodic Theorems for Singularly Perturbed Alternating Regenerative Processes -- IV; 3.6 Ergodic Theorems for Super-Singularly Perturbed Alternating Regenerative Processes; 3.6.1 Super-Singularly Perturbed Alternating Regenerative Processes; 3.6.2 Super-Long Time Ergodic Theorems for Super-Singularly Perturbed Alternating Regenerative Processes

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This book highlights the latest advances in stochastic processes, probability theory, mathematical statistics, engineering mathematics and algebraic structures, focusing on mathematical models, structures, concepts, problems and computational methods and algorithms important in modern technology, engineering and natural sciences applications. It comprises selected, high-quality, refereed contributions from various large research communities in modern stochastic processes, algebraic structures and their interplay and applications. The chapters cover both theory and applications, illustrated by numerous figures, schemes, algorithms, tables and research results to help readers understand the material and develop new mathematical methods, concepts and computing applications in the future. Presenting new methods and results, reviews of cutting-edge research, and open problems and directions for future research, the book serves as a source of inspiration for a broad spectrum of researchers and research students in probability theory and mathematical statistics, applied algebraic structures, applied mathematics and other areas of mathematics and applications of mathematics. The book is based on selected contributions presented at the International Conference on "Stochastic Processes and Algebraic Structures - From Theory Towards Applications" (SPAS2017) to mark Professor Dmitrii Silvestrov's 70th birthday and his 50 years of fruitful service to mathematics, education and international cooperation, which was held at Mälardalen University in Västerås and Stockholm University, Sweden, in October 2017.--

Springer Nature

com.springer.onix.9783030028251

9783030028244

SPAS 2017

Stochastic processes, Congresses.

Algebra.

Analysis.

Computational Mathematics and Numerical Analysis.

Probability Theory and Stochastic Processes.

Statistical Theory and Methods.

Theoretical, Mathematical and Computational Physics.

Stochastic processes.

MAT029000

PBT

PBT

PBWL

Malyarenko, Anatoliy

Rančić, Milica

Silvestrov, Sergei D.

SPAS (Conference)(2017 :, Västerås, Sweden ; Stockholm, Sweden)

20200823074645.0

pn

[Book]

Y