عنوان

Stochastic processes and applications :

(Number (ISBN

3030028259

(Number (ISBN

9783030028251

Erroneous ISBN

3030028240

Erroneous ISBN

9783030028244

Title Proper

Stochastic processes and applications :

General Material Designation

[Book]

Other Title Information

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

First Statement of Responsibility

Sergei Silvestrov, Anatoliy Malyarenko, Milica Rančić, editors.

Place of Publication, Distribution, etc.

Cham, Switzerland :

Name of Publisher, Distributor, etc.

Springer,

Date of Publication, Distribution, etc.

[2018]

Specific Material Designation and Extent of Item

1 online resource (xix, 475 pages)

Series Title

Springer Proceedings in Mathematics and Statistics ;

Volume Designation

v. 271

Text of Note

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

Text of Note

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

Text of Note

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

Text of Note

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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Text of Note

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.--

Source for Acquisition/Subscription Address

Springer Nature

Stock Number

com.springer.onix.9783030028251

International Standard Book Number

9783030028244

Parallel Title

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

Number

Edition

Class number

Book number

Malyarenko, Anatoliy

Rančić, Milica

Silvestrov, Sergei D.

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

Date of Transaction

20200823074645.0

Cataloguing Rules (Descriptive Conventions))

pn

Electronic name

[Book]

Y