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Discrete-Time Semi-Markov Random Evolutions and Their Applications / by Nikolaos Limnios, Anatoliy Swishchuk
(Probability and Its Applications. ISSN:22970398)
版 | 1st ed. 2023. |
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出版者 | Cham : Springer Nature Switzerland : Imprint: Birkhäuser |
出版年 | 2023 |
本文言語 | 英語 |
大きさ | XVI, 198 p. 2 illus : online resource |
著者標目 | *Limnios, Nikolaos author Swishchuk, Anatoliy author SpringerLink (Online service) |
件 名 | LCSH:Stochastic processes LCSH:Probabilities LCSH:Mathematical statistics LCSH:Dynamical systems FREE:Stochastic Processes FREE:Probability Theory FREE:Mathematical Statistics FREE:Applied Probability FREE:Dynamical Systems FREE:Stochastic Systems and Control |
一般注記 | This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov chains as switching or driving processes. After giving the definitions of discrete-time semi-Markov chains and random evolutions, it presents the asymptotic theory in a functional setting, including weak convergence results in the series scheme, and their extensions in some additional directions, including reduced random media, controlled processes, and optimal stopping. Finally, applications of discrete-time semi-Markov random evolutions in epidemiology and financial mathematics are discussed. This book will be of interest to researchers and graduate students in applied mathematics and statistics, and other disciplines, including engineering, epidemiology, finance and economics, who are concerned with stochastic models of systems HTTP:URL=https://doi.org/10.1007/978-3-031-33429-0 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783031334290 |
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EB00229466 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA274-274.9 DC23:519.23 |
書誌ID | 4001021175 |
ISBN | 9783031334290 |