000 01998nam a2200121Ia 4500
008 220615s9999||||xx |||||||||||||| ||und||
100 _aKorolev, Victor||Sipin, Alexander||Zeifman, Alexander
245 0 _aStochastic Processes: Theory and Applications
546 _aEnglish[eng]
650 _arecursive formula||rate of convergence||asymptotic approximation||parabolic equation||processor heating and cooling||compound poisson insurance risk model||Koksma-Hlawka inequality||phase-type service time distribution||discrete-time Geo/D/1 queue||lower record values||Fourier-cosine series||retrials||state-dependent marked Markovian arrival process||queuing network||stochastic processes||Laplace transform||von-Neumann–Ulam scheme||Monte Carlo method||Lévy process||Wiener–Poisson risk model||queueing systems||quasi-random sequences||closed-form solution||Cauchy problem||product form||estimation||extreme order statistics||guaranteed minimum death benefit||valuation||multidimensional birth-death process||Markovian queueing models||survival probability||truncated distribution||Markovian arrival process||inhomogeneous continuous-time Markov chain||measure of information||option||unbiased estimator||matrix-geometric solution||Dickson–Hipp operator||Fourier transform||multi-class arrival processes||total precipitation volume||one dimensional projection||random sample size||markovian arrival process||cumulative inaccuracy||mutual information||Quasi-Birth-and-Death process||limiting characteristics||testing statistical hypotheses||wet periods||compound Poisson risk model||time-dependent queue-length probability||non-stationary||equity-linked death benefits||wireless telecommunication networks||Fourier cosine series expansion||impatience||generalized Gerber–Shiu discounted penalty function||quasi-Monte Carlo method||expected discounted penalty function||Nonparametric threshold estimation
856 _uhttps://mdpi.com/books/pdfview/book/1892
942 _cEB
999 _c11502
_d11502