bokomslag Discrete-Time Semi-Markov Random Evolutions and Their Applications
Vetenskap & teknik

Discrete-Time Semi-Markov Random Evolutions and Their Applications

Nikolaos Limnios Anatoliy Swishchuk

Inbunden

1769:-

Funktionen begränsas av dina webbläsarinställningar (t.ex. privat läge).

Uppskattad leveranstid 5-9 arbetsdagar

Fri frakt för medlemmar vid köp för minst 249:-

Andra format:

  • 198 sidor
  • 2023
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.
  • Författare: Nikolaos Limnios, Anatoliy Swishchuk
  • Format: Inbunden
  • ISBN: 9783031334283
  • Språk: Engelska
  • Antal sidor: 198
  • Utgivningsdatum: 2023-07-25
  • Förlag: Birkhauser Verlag AG