Macci, Claudio||Di Crescenzo, Antonio||Martinucci, Barbara <br/><br/>
Stochastic Processes with Applications 

<br/><br/><br/>English[eng] 
<br/><br/><label>Subjects--Topical Terms: </label><br/>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