Willkommen, schön sind Sie da!
Logo Ex Libris

Recent Developments in Stochastic Methods and Applications

  • E-Book (pdf)
  • 360 Seiten
(0) Erste Bewertung abgeben
Bewertungen
(0)
(0)
(0)
(0)
(0)
Alle Bewertungen ansehen
Highlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected and peer-re... Weiterlesen
CHF 189.90
Download steht sofort bereit
Informationen zu E-Books
E-Books eignen sich auch für mobile Geräte (sehen Sie dazu die Anleitungen).
E-Books von Ex Libris sind mit Adobe DRM kopiergeschützt: Erfahren Sie mehr.
Weitere Informationen finden Sie hier.
Bestellung & Lieferung in eine Filiale möglich

Beschreibung

Highlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected and peer-reviewed papers from the 5th International Conference on Stochastic Methods (ICSM-5), held in Moscow, Russia, November 23-27, 2020. The contributions deal with diverse topics such as stochastic analysis, stochastic methods in computer science, analytical modeling, asymptotic methods and limit theorems, Markov processes, martingales, insurance and financial mathematics, queueing theory and stochastic networks, reliability theory, risk analysis, statistical methods and applications, machine learning and data analysis. The 29 articles in this volume are a representative sample of the 87 high-quality papers accepted and presented during the conference. The aim of the ICSM-5 conference is to promote the collaboration of researchers from Russia and all over the world, and to contribute to the development of the field of stochastic analysis and applications of stochastic models.



Autorentext
Albert N. Shiryaev is a Chief Scientific Researcher at Steklov Mathematical Institute of the Russian Academy of Sciences and the Head of the Probability Theory Department of the Faculty of Mechanics and Mathematics at Lomonosov Moscow State University. He is a Full Member of the Russian Academy of Sciences and the recipient of many honours and awards, including the Markov Prize in 1974, the Kolmogorov Prize in 1994, and the Chebyshev Medal of the Russian Academy of Science in 2017. His numerous other books include Probability [translated by Dmitry M. Chibisov], Limit Theorems for Stochastic Processes [with Jean Jacod], Optimal Stopping Rules [translated by A.B. Aries], Stochastic Disorder Problems [translated by Andrei Iacob], and Statistics of Random Processes [with Robert S. Liptser].

Konstantin Samouylov received his PhD in Probability Theory from the Moscow State University, in 1985, and a Full Doctor of Sciences degree in Telecommunications from the Moscow Technical University of Communications and Informatics in 2005. In 19851996, he held several positions at the Faculty of Science of the Peoples' Friendship University of Russia (RUDN University), where he became a head of Telecommunications System Department in 1996. Since 2014, he has been the head of the Applied Probability and Informatics Department, and since 2017, he has also held the position of Director of Applied Mathematics and Communications Technology Institute (IAM&CT) at RUDN University. He was visiting professor/professor-research at Lappeenranta University of Technology and Helsinki University of Technology (Aalto), Finland; Moscow Technical University of Telecommunications and Informatics, Russia; Moscow International Higher Business School (Mirbis), Russia; and University of Pisa, Italy. He was a member of the ITU-T SG11 and IFIP TC6 WG 6.7. He has worked in a number of R&D projects within different frameworks, e.g., COST IRACON, projects of Russian Foundation for Basic Research (RFBR), TEKES (Finland) and companies including Nokia, Telecom Finland, VTT, Rostelecom, etc. He is a member of editorial boards and reviewer of several scientific journals, and he is co-chair and TPC member of several international conferences. His current research interests include applied aspects of Probability Theory and Stochastic Processes, Queuing and teletraffic theory, performance analysis of 5G/5G+ networks, resource allocation in heterogeneous wireless networks, social networks, and big data analysis. He has authored and co-authored over 150 scientific and conference papers and six books. Prof. Samouylov's honors include the 2018 IEEE GLOBECOM Conference Best Paper Award.

Dmitry V. Kozyrev received his Ph.D. degree in Physics and Mathematics in 2013. Since 2007, he has been working at the Department of Probability Theory and Mathematical Statistics of the Peoples' Friendship University of Russia (RUDN University). Since 2013, he is an Associate Professor at the Department of Applied Probability and Informatics (RUDN University) and a Senior Research Fellow at the V.A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences, Moscow, Russia. He is a member of the reviewer board of several scientific journals, as well as proceedings editor and member of organizing / program committee of several international conferences. His current research activities include Stochastic Modeling, Reliability Assessment and Performance analysis, Sensitivity analysis, Modeling and Simulation of repairable systems, Applied Probability. He has authored and co-authored over 80 published papers.





Klappentext

Highlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected and peer-reviewed papers from the 5th International Conference on Stochastic Methods (ICSM-5), held in Moscow, Russia, November 23-27, 2020. The contributions deal with diverse topics such as stochastic analysis, stochastic methods in computer science, analytical modeling, asymptotic methods and limit theorems, Markov processes, martingales, insurance and financial mathematics, queueing theory and stochastic networks, reliability theory, risk analysis, statistical methods and applications, machine learning and data analysis. The 29 articles in this volume are a representative sample of the 87 high-quality papers accepted and presented during the conference. The aim of the ICSM-5 conference is to promote the collaboration of researchers from Russia and all over the world, and to contribute to the development of the field of stochastic analysis and applications of stochastic models.



Inhalt
PART I Probability and Statistics
On threshold selection problem for extremal index estimation, Igor Rodionov
Mean-Square Approximation of Iterated Stochastic Integrals from Strong Exponential Milstein and WagnerPlaten Methods for NonCommutative Semilinear SPDEs Based on Multiple FourierLegendre Series, Dmitriy F. Kuznetsov and Mikhail D. Kuznetsov
A sequential test for the drift of a Brownian motion with a possibility to change a decision, Mikhail Zhitlukhin
Survival Probabilities in Compound Poisson Model with Negative Claims and Investments as Viscosity Solutions of Integro-Differential Equations, Tatiana Belkina
On the Information Content of some Stochastic Algorithms, M. L. Esqu´vel, N. Machado, N. P. Krasii, P. P. Mota
On modification of the law of large numbers and linear regression of fuzzy random variables, Vladimir Khatskevich
Stochastic approach to the vanishing viscosity method, Belopolskaya Yana
Generalization Bound for Imbalanced Classification, Evgeny Burnaev
Resonance in Large Finite Particle System, Alexandr Lykov, Vadim Malyshev, Margarita Melikian, and Andrey 
Cycles in Spaces of Finitely Additive Measures of General Markov Chains, Alexander I. Zhdanok
Branching Walks with a Finite Set of Branching Sources and Pseudo-Sources, Elena Yarovaya, Daria Balashova, Ivan KhristolyubovIV
Efficient Improved Estimation Method for non-Gaussian Regression from Discrete Data, Evgeny Pchelintsev, Serguei Pergamenshchikov
Twosided bounds for PDF's maximum of a sum of weighted chi-square variables, Sergey Bobkov, Alexey Naumov, Vladimir Ulyanov
On the chromatic number of a random 3-uniform hypergraph, Yury A. Demidovich and Dmitry A. Shabanov
On asymptotic power of the new test for equality of two distributions, Viatcheslav Melas and Dmitrii Salnikov
Random Dimension Low Sample Size Asymptotics, Gerd Christoph and Vladimir V. Ulyanov
Limit of the smallest eigenvalue of a sample covariance matrix for spherical and related distributions, Pavel Yaskov
On positive recurrence of one-dimensional diffusions with independent switching In memory of Svetlana Anulova (19.10.1952 21.11.2020), Alexander Veretennikov
PART II: Applications of Stochastic Methods
On Two-Type Branching Random Walks and Their Applications for Genetic Modelling, Yulia Makarova, Vladimir Kutsenko, Elena Yarovaya
Reconstruction of multivariable functions under uncertainty by means of the scheme of metric analysis, A.V. Kryanev, V.V. Ivanov, L.A. Sevastyanov, and D.K. Udumyan
Diffusion Approximation for Retrial Queue with Two-Way Communication and Renewal Input, Anatoly Nazarov, Tuan Phung-Duc, Svetlana Paul, and Olga Lizyura
Application of deep learning methods for the identification of partially observable subgraphs under the conditions of a priori uncertainty and stochastic disturbances (using the example of the problem of recognizing constellations), V.A. Galkin and A.V. Makarenko, Residual life time of the Gnedenko extreme - value distributions, asymptotic behavior and applications, Vladimir Rusev, Alexander Skorikov
The application of a neural network and elements of regression analysis, in the development of a methodology for effective foreign exchange trading, Elena Alymova, Oleg Kudryavtsev
Statistical analysis of generalized Jackson network with unreliable servers via strong approximation, Elena Bashtova and Elena Lenena
Applications of vacation queues with close-down time to Maintenance of Residential Buildings, Korol E.A., Afanasyev G.A.
Output Process of Retrial Queue with Two-Way Communication under Low Rate of Retrials Limit Condition, Ivan L. Lapatin and Anatoly A. Nazarov
Stochastic lists of multiple resources, Konstantin Samouylov, Valeriy Naumov
Author Index

Produktinformationen

Titel: Recent Developments in Stochastic Methods and Applications
Untertitel: ICSM-5, Moscow, Russia, November 23-27, 2020, Selected Contributions
Editor:
EAN: 9783030832667
Format: E-Book (pdf)
Hersteller: Springer International Publishing
Genre: Grundlagen
Veröffentlichung: 02.08.2021
Digitaler Kopierschutz: Wasserzeichen
Dateigrösse: 13.35 MB
Anzahl Seiten: 360

Weitere Bände aus der Buchreihe "Springer Proceedings in Mathematics & Statistics"