wyszukanych pozycji: 11
Perturbed Semi-Markov Type Processes II: Ergodic Theorems for Multi-Alternating Regenerative Processes
ISBN: 9783030923983 / Angielski / Twarda / 2022 / 432 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book is the second volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Markov chains, semi-Markov processes, and multi-alternating regenerative processes with semi-Markov modulation. The second volume presents a complete classification of ergodic theorems for alternating regenerative processes, including more than twenty-five such theorems. The text addresses new asymptotic recurrent algorithms of phase space reduction for multi-alternating regenerative processes modulating by...
This book is the second volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbe...
|
|
cena:
502,35 zł |
Perturbed Semi-Markov Type Processes II: Ergodic Theorems for Multi-Alternating Regenerative Processes
ISBN: 9783030924010 / Angielski / Miękka / 2023 / 413 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book is the second volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Markov chains, semi-Markov processes, and multi-alternating regenerative processes with semi-Markov modulation.The second volume presents a complete classification of ergodic theorems for alternating regenerative processes, including more than twenty-five such theorems. The text addresses new asymptotic recurrent algorithms of phase space reduction for multi-alternating regenerative processes modulating by regularly and singularly perturbed finite...
This book is the second volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Mar...
|
|
cena:
502,35 zł |
Perturbed Semi-Markov Type Processes I: Limit Theorems for Rare-Event Times and Processes
ISBN: 9783030924027 / Angielski / Twarda / 2022 / 420 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book is the first volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Markov chains, semi-Markov processes, and multi-alternating regenerative processes with semi-Markov modulation. The first volume presents necessary and sufficient conditions for weak convergence for first-rare-event times and convergence in the topology J for first-rare-event processes defined on regularly perturbed finite Markov chains and semi-Markov processes. The text introduces new asymptotic recurrent...
This book is the first volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed...
|
|
cena:
502,35 zł |
Perturbed Semi-Markov Type Processes I: Limit Theorems for Rare-Event Times and Processes
ISBN: 9783030924058 / Angielski Termin realizacji zamówienia: ok. 20 dni roboczych. This book is the first volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Markov chains, semi-Markov processes, and multi-alternating regenerative processes with semi-Markov modulation.The first volume presents necessary and sufficient conditions for weak convergence for first-rare-event times and convergence in the topology J for first-rare-event processes defined on regularly perturbed finite Markov chains and semi-Markov processes. The text introduces new asymptotic recurrent algorithms of phase space reduction. It...
This book is the first volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Mark...
|
|
cena:
502,35 zł |
Nonlinearly Perturbed Semi-Markov Processes
ISBN: 9783319609874 / Angielski / Miękka / 2017 / 143 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space.
The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space.
|
|
cena:
193,19 zł |
American-Type Options: Stochastic Approximation Methods, Volume 1
ISBN: 9783110329674 / Angielski / Twarda / 2013 / 519 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This book gives a systematical presentation of stochastic approximation methods for models of American-type options with general pay-off functions for discrete time Markov price processes. It is the first volume of the comprehensive two volumes monograph. This book gives a systematical presentation of stochastic approximation methods for models of American-type options with general pay-off functions ... |
|
cena:
777,23 zł |
American-Type Options: Stochastic Approximation Methods, Volume 2
ISBN: 9783110329681 / Angielski / Twarda / 2014 / 571 str. Termin realizacji zamówienia: ok. 22 dni roboczych. The second volume of this systematical presentation of stochastic approximation methods for models of American-type options presents results on structural studies of optimal stopping domains, Monte Carlo based approximation reward algorithms, and convergence of American-type options for autoregressive and continuous time models, as well as results of the corresponding experimental studies. The second volume of this systematical presentation of stochastic approximation methods for models of American-type options presents results on str... |
|
cena:
777,23 zł |
Modern Problems in Insurance Mathematics
ISBN: 9783319066523 / Angielski / Miękka / 2014 / 385 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book is a compilation of 21 papers presented at the International Cramer Symposium on Insurance Mathematics (ICSIM) held at Stockholm University in June, 2013. The book comprises selected contributions from several large research communities in modern insurance mathematics and its applications. The main topics represented in the book are modern risk theory and its applications, stochastic modelling of insurance business, new mathematical problems in life and non-life insurance and related topics in applied and financial mathematics. The book is an original and useful... This book is a compilation of 21 papers presented at the International Cramer Symposium on Insurance Mathematics (ICSIM) held at Stockholm Universi... |
|
cena:
367,09 zł |
Limit Theorems for Randomly Stopped Stochastic Processes
ISBN: 9781447110514 / Angielski / Miękka / 2012 / 398 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast and technically demanding Russian literature in detail. Its coverage is thorough, streamlined and arranged according to difficulty. This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the genera... |
|
cena:
193,19 zł |
Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems
ISBN: 9783110204377 / Angielski / Twarda / 2008 / 591 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This book is devoted to the mathematical studies of stochastic systems with quasi-stationary phenomena which have applications to population dynamics or epidemic models. In addition to its use for the research and reference purposes, the book can also be used in special courses on the subject and as a complementary reading in general courses on stochastic processes. In this respect, it may be useful for specialists as well as doctoral and advanced undergraduate students.
This book is devoted to the mathematical studies of stochastic systems with quasi-stationary phenomena which have applications to population dynamics ...
|
|
cena:
1122,99 zł |
Limit Theorems for Randomly Stopped Stochastic Processes
ISBN: 9781852337773 / Angielski / Twarda / 2004 / 398 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers working in the area is that of limit theorems for randomly stopped stochastic processes.This volume is the first to present a state-of-the-art overview of this field, with many of the results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast, and technically demanding, Russian literature in detail. A survey of the...
Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the a...
|
|
cena:
517,36 zł |