| 书目名称 | Discrete-Time Semi-Markov Random Evolutions and Their Applications | | 编辑 | Nikolaos Limnios,Anatoliy Swishchuk | | 视频video | | | 概述 | Extends the theory of semi-Markov chains to random evolutions in discrete time.Presents limit theorems for random evolutions in different schemes.Shows applications in epidemiology and finance | | 丛书名称 | Probability and Its Applications | | 图书封面 |  | | 描述 | 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. | | 出版日期 | Book 2023 | | 关键词 | Random Evolutions; Semi-Markov Chains; Discrete-Time Semi-Markov Chains; Discrete-Time Random Evolution | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-031-33429-0 | | isbn_softcover | 978-3-031-33431-3 | | isbn_ebook | 978-3-031-33429-0Series ISSN 2297-0371 Series E-ISSN 2297-0398 | | issn_series | 2297-0371 | | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
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发表于 2025-3-21 16:10:36
