Discrete-Time Semi-Markov Random Evolutions and Their Applications
Aus der Reihe
Probability and Its Applications (duplicate)
-
- Hardcover
- Taschenbuch ausgewählt
- eBook
-
Sprache:Englisch
Fr. 161.00
inkl. gesetzl. MwSt.,
Beschreibung
Produktdetails
Einband
Taschenbuch
Erscheinungsdatum
26.07.2024
Abbildungen
XVI, 198 p. 2 illus.
Verlag
SpringerSeitenzahl
198
Maße (L/B/H)
23.5/15.5/1.2 cm
Gewicht
335 g
Sprache
Englisch
ISBN
978-3-031-33431-3
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.
Noch keine Bewertungen vorhanden
Verfassen Sie die erste Bewertung zu diesem Artikel
Helfen Sie anderen Kundinnen und Kunden durch Ihre Meinung.