Quasi Stationary Phenomena In Nonlinearly Perturbed Stochastic Systems

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Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems

Mats Gyllenberg,Dmitrii S. Silvestrov
Quasi Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems Book PDF

Author : Mats Gyllenberg,Dmitrii S. Silvestrov
Publisher : Walter de Gruyter
Page : 593 pages
File Size : 46,8 Mb
Release : 2008-10-31
Category : Mathematics
ISBN : 9783110208252

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Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems by Mats Gyllenberg,Dmitrii S. Silvestrov Pdf

The book is devoted to studies of quasi-stationary phenomena in nonlinearly perturbed stochastic systems. New methods of asymptotic analysis for nonlinearly perturbed stochastic processes based on new types of asymptotic expansions for perturbed renewal equation and recurrence algorithms for construction of asymptotic expansions for Markov type processes with absorption are presented. Asymptotic expansions are given in mixed ergodic (for processes) and large deviation theorems (for absorption times) for nonlinearly perturbed regenerative processes, semi-Markov processes, and Markov chains. Applications to analysis of quasi-stationary phenomena in nonlinearly perturbed queueing systems, population dynamics and epidemic models, and for risk processes are presented. The book also contains an extended bibliography of works in the area. It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications and may be also useful for doctoral and advanced undergraduate students.

Mathematical and Statistical Models and Methods in Reliability

V.V. Rykov,N. Balakrishnan,M.S. Nikulin
Mathematical and Statistical Models and Methods in Reliability Book PDF

Author : V.V. Rykov,N. Balakrishnan,M.S. Nikulin
Publisher : Springer Science & Business Media
Page : 465 pages
File Size : 41,5 Mb
Release : 2010-11-02
Category : Technology & Engineering
ISBN : 9780817649715

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Mathematical and Statistical Models and Methods in Reliability by V.V. Rykov,N. Balakrishnan,M.S. Nikulin Pdf

The book is a selection of invited chapters, all of which deal with various aspects of mathematical and statistical models and methods in reliability. Written by renowned experts in the field of reliability, the contributions cover a wide range of applications, reflecting recent developments in areas such as survival analysis, aging, lifetime data analysis, artificial intelligence, medicine, carcinogenesis studies, nuclear power, financial modeling, aircraft engineering, quality control, and transportation. Mathematical and Statistical Models and Methods in Reliability is an excellent reference text for researchers and practitioners in applied probability and statistics, industrial statistics, engineering, medicine, finance, transportation, the oil and gas industry, and artificial intelligence.

Nonlinearly Perturbed Semi-Markov Processes

Dmitrii Silvestrov,Sergei Silvestrov
Nonlinearly Perturbed Semi Markov Processes Book PDF

Author : Dmitrii Silvestrov,Sergei Silvestrov
Publisher : Springer
Page : 143 pages
File Size : 45,6 Mb
Release : 2017-09-06
Category : Mathematics
ISBN : 9783319609881

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Nonlinearly Perturbed Semi-Markov Processes by Dmitrii Silvestrov,Sergei Silvestrov Pdf

The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space screening procedures for sequential phase space reduction of semi-Markov processes combined with the systematical use of operational calculus for Laurent asymptotic expansions. Effective recurrent algorithms are composed for getting asymptotic expansions, without and with explicit upper bounds for remainders, for power moments of hitting times, stationary and conditional quasi-stationary distributions for nonlinearly perturbed semi-Markov processes. These results are illustrated by asymptotic expansions for birth-death-type semi-Markov processes, which play an important role in various applications. The book will be a useful contribution to the continuing intensive studies in the area. It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications that will contribute to continuing extensive studies in the area and remain relevant for years to come.

Engineering Mathematics II

Sergei Silvestrov,Milica Rančić
Engineering Mathematics II Book PDF

Author : Sergei Silvestrov,Milica Rančić
Publisher : Springer
Page : 436 pages
File Size : 43,8 Mb
Release : 2017-02-10
Category : Computers
ISBN : 9783319421056

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Engineering Mathematics II by Sergei Silvestrov,Milica Rančić Pdf

This book highlights the latest advances in engineering mathematics with a main focus on the mathematical models, structures, concepts, problems and computational methods and algorithms most relevant for applications in modern technologies and engineering. It addresses mathematical methods of algebra, applied matrix analysis, operator analysis, probability theory and stochastic processes, geometry and computational methods in network analysis, data classification, ranking and optimisation. The individual chapters cover both theory and applications, and include a wealth of figures, schemes, algorithms, tables and results of data analysis and simulation. Presenting new methods and results, reviews of cutting-edge research, and open problems for future research, they equip readers to develop new mathematical methods and concepts of their own, and to further compare and analyse the methods and results discussed. The book consists of contributed chapters covering research developed as a result of a focused international seminar series on mathematics and applied mathematics and a series of three focused international research workshops on engineering mathematics organised by the Research Environment in Mathematics and Applied Mathematics at Mälardalen University from autumn 2014 to autumn 2015: the International Workshop on Engineering Mathematics for Electromagnetics and Health Technology; the International Workshop on Engineering Mathematics, Algebra, Analysis and Electromagnetics; and the 1st Swedish-Estonian International Workshop on Engineering Mathematics, Algebra, Analysis and Applications. It serves as a source of inspiration for a broad spectrum of researchers and research students in applied mathematics, as well as in the areas of applications of mathematics considered in the book.

Perturbed Semi-Markov Type Processes I

Dmitrii Silvestrov
Perturbed Semi Markov Type Processes I Book PDF

Author : Dmitrii Silvestrov
Publisher : Springer Nature
Page : 406 pages
File Size : 52,8 Mb
Release : 2022-03-25
Category : Mathematics
ISBN : 9783030924034

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Perturbed Semi-Markov Type Processes I by Dmitrii Silvestrov Pdf

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 also addresses both effective conditions of weak convergence for distributions of hitting times as well as convergence of expectations of hitting times for regularly and singularly perturbed finite Markov chains and semi-Markov processes. The book also contains a comprehensive bibliography of major works in the field. It provides an effective reference for both graduate students as well as theoretical and applied researchers studying stochastic processes and their applications.

Stochastic Processes and Applications

Sergei Silvestrov,Anatoliy Malyarenko,Milica Rančić
Stochastic Processes and Applications Book PDF

Author : Sergei Silvestrov,Anatoliy Malyarenko,Milica Rančić
Publisher : Springer
Page : 475 pages
File Size : 48,9 Mb
Release : 2018-12-05
Category : Mathematics
ISBN : 9783030028251

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Stochastic Processes and Applications by Sergei Silvestrov,Anatoliy Malyarenko,Milica Rančić Pdf

This book highlights the latest advances in stochastic processes, probability theory, mathematical statistics, engineering mathematics and algebraic structures, focusing on mathematical models, structures, concepts, problems and computational methods and algorithms important in modern technology, engineering and natural sciences applications. It comprises selected, high-quality, refereed contributions from various large research communities in modern stochastic processes, algebraic structures and their interplay and applications. The chapters cover both theory and applications, illustrated by numerous figures, schemes, algorithms, tables and research results to help readers understand the material and develop new mathematical methods, concepts and computing applications in the future. Presenting new methods and results, reviews of cutting-edge research, and open problems and directions for future research, the book serves as a source of inspiration for a broad spectrum of researchers and research students in probability theory and mathematical statistics, applied algebraic structures, applied mathematics and other areas of mathematics and applications of mathematics. The book is based on selected contributions presented at the International Conference on “Stochastic Processes and Algebraic Structures – From Theory Towards Applications” (SPAS2017) to mark Professor Dmitrii Silvestrov’s 70th birthday and his 50 years of fruitful service to mathematics, education and international cooperation, which was held at Mälardalen University in Västerås and Stockholm University, Sweden, in October 2017.

Applied Modeling Techniques and Data Analysis 1

Yiannis Dimotikalis,Alex Karagrigoriou,Christina Parpoula,Christos H. Skiadas
Applied Modeling Techniques and Data Analysis 1 Book PDF

Author : Yiannis Dimotikalis,Alex Karagrigoriou,Christina Parpoula,Christos H. Skiadas
Publisher : John Wiley & Sons
Page : 306 pages
File Size : 55,7 Mb
Release : 2021-05-11
Category : Business & Economics
ISBN : 9781786306739

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Applied Modeling Techniques and Data Analysis 1 by Yiannis Dimotikalis,Alex Karagrigoriou,Christina Parpoula,Christos H. Skiadas Pdf

BIG DATA, ARTIFICIAL INTELLIGENCE AND DATA ANALYSIS SET Coordinated by Jacques Janssen Data analysis is a scientific field that continues to grow enormously, most notably over the last few decades, following rapid growth within the tech industry, as well as the wide applicability of computational techniques alongside new advances in analytic tools. Modeling enables data analysts to identify relationships, make predictions, and to understand, interpret and visualize the extracted information more strategically. This book includes the most recent advances on this topic, meeting increasing demand from wide circles of the scientific community. Applied Modeling Techniques and Data Analysis 1 is a collective work by a number of leading scientists, analysts, engineers, mathematicians and statisticians, working on the front end of data analysis and modeling applications. The chapters cover a cross section of current concerns and research interests in the above scientific areas. The collected material is divided into appropriate sections to provide the reader with both theoretical and applied information on data analysis methods, models and techniques, along with appropriate applications.

Modern Problems in Insurance Mathematics

Dmitrii Silvestrov,Anders Martin-Löf
Modern Problems in Insurance Mathematics Book PDF

Author : Dmitrii Silvestrov,Anders Martin-Löf
Publisher : Springer
Page : 385 pages
File Size : 51,5 Mb
Release : 2014-06-06
Category : Business & Economics
ISBN : 9783319066530

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Modern Problems in Insurance Mathematics by Dmitrii Silvestrov,Anders Martin-Löf Pdf

This book is a compilation of 21 papers presented at the International Cramér 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 source of inspiration and essential reference for a broad spectrum of theoretical and applied researchers, research students and experts from the insurance business. In this way, Modern Problems in Insurance Mathematics will contribute to the development of research and academy–industry co-operation in the area of insurance mathematics and its applications.

Semi-Markov Models and Applications

Jacques Janssen,Nikolaos Limnios
Semi Markov Models and Applications Book PDF

Author : Jacques Janssen,Nikolaos Limnios
Publisher : Springer Science & Business Media
Page : 403 pages
File Size : 42,7 Mb
Release : 2013-12-01
Category : Mathematics
ISBN : 9781461332886

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Semi-Markov Models and Applications by Jacques Janssen,Nikolaos Limnios Pdf

This book presents a selection of papers presented to the Second Inter national Symposium on Semi-Markov Models: Theory and Applications held in Compiegne (France) in December 1998. This international meeting had the same aim as the first one held in Brussels in 1984 : to make, fourteen years later, the state of the art in the field of semi-Markov processes and their applications, bring together researchers in this field and also to stimulate fruitful discussions. The set of the subjects of the papers presented in Compiegne has a lot of similarities with the preceding Symposium; this shows that the main fields of semi-Markov processes are now well established particularly for basic applications in Reliability and Maintenance, Biomedicine, Queue ing, Control processes and production. A growing field is the one of insurance and finance but this is not really a surprising fact as the problem of pricing derivative products represents now a crucial problem in economics and finance. For example, stochastic models can be applied to financial and insur ance models as we have to evaluate the uncertainty of the future market behavior in order, firstly, to propose different measures for important risks such as the interest risk, the risk of default or the risk of catas trophe and secondly, to describe how to act in order to optimize the situation in time. Recently, the concept of VaR (Value at Risk) was "discovered" in portfolio theory enlarging so the fundamental model of Markowitz.

Applied Reliability Engineering and Risk Analysis

Ilia B. Frenkel,Alex Karagrigoriou,Anatoly Lisnianski,Andre Kleyner
Applied Reliability Engineering and Risk Analysis Book PDF

Author : Ilia B. Frenkel,Alex Karagrigoriou,Anatoly Lisnianski,Andre Kleyner
Publisher : John Wiley & Sons
Page : 449 pages
File Size : 46,8 Mb
Release : 2013-08-22
Category : Technology & Engineering
ISBN : 9781118701898

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Applied Reliability Engineering and Risk Analysis by Ilia B. Frenkel,Alex Karagrigoriou,Anatoly Lisnianski,Andre Kleyner Pdf

This complete resource on the theory and applications of reliability engineering, probabilistic models and risk analysis consolidates all the latest research, presenting the most up-to-date developments in this field. With comprehensive coverage of the theoretical and practical issues of both classic and modern topics, it also provides a unique commemoration to the centennial of the birth of Boris Gnedenko, one of the most prominent reliability scientists of the twentieth century. Key features include: expert treatment of probabilistic models and statistical inference from leading scientists, researchers and practitioners in their respective reliability fields detailed coverage of multi-state system reliability, maintenance models, statistical inference in reliability, systemability, physics of failures and reliability demonstration many examples and engineering case studies to illustrate the theoretical results and their practical applications in industry Applied Reliability Engineering and Risk Analysis is one of the first works to treat the important areas of degradation analysis, multi-state system reliability, networks and large-scale systems in one comprehensive volume. It is an essential reference for engineers and scientists involved in reliability analysis, applied probability and statistics, reliability engineering and maintenance, logistics, and quality control. It is also a useful resource for graduate students specialising in reliability analysis and applied probability and statistics. Dedicated to the Centennial of the birth of Boris Gnedenko, renowned Russian mathematician and reliability theorist

Semi-Markov Processes: Applications in System Reliability and Maintenance

Franciszek Grabski
Semi Markov Processes Applications in System Reliability and Maintenance Book PDF

Author : Franciszek Grabski
Publisher : Elsevier
Page : 270 pages
File Size : 41,5 Mb
Release : 2014-09-25
Category : Technology & Engineering
ISBN : 9780128006597

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Semi-Markov Processes: Applications in System Reliability and Maintenance by Franciszek Grabski Pdf

Semi-Markov Processes: Applications in System Reliability and Maintenance is a modern view of discrete state space and continuous time semi-Markov processes and their applications in reliability and maintenance. The book explains how to construct semi-Markov models and discusses the different reliability parameters and characteristics that can be obtained from those models. The book is a useful resource for mathematicians, engineering practitioners, and PhD and MSc students who want to understand the basic concepts and results of semi-Markov process theory. Clearly defines the properties and theorems from discrete state Semi-Markov Process (SMP) theory. Describes the method behind constructing Semi-Markov (SM) models and SM decision models in the field of reliability and maintenance. Provides numerous individual versions of SM models, including the most recent and their impact on system reliability and maintenance.

Stability Analysis of Impulsive Functional Differential Equations

Ivanka Stamova
Stability Analysis of Impulsive Functional Differential Equations Book PDF

Author : Ivanka Stamova
Publisher : Walter de Gruyter
Page : 241 pages
File Size : 55,6 Mb
Release : 2009-10-16
Category : Mathematics
ISBN : 9783110221824

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Stability Analysis of Impulsive Functional Differential Equations by Ivanka Stamova Pdf

This book is devoted to impulsive functional differential equations which are a natural generalization of impulsive ordinary differential equations (without delay) and of functional differential equations (without impulses). At the present time the qualitative theory of such equations is under rapid development. After a presentation of the fundamental theory of existence, uniqueness and continuability of solutions, a systematic development of stability theory for that class of problems is given which makes the book unique. It addresses to a wide audience such as mathematicians, applied researches and practitioners.

Applied Nonparametric Statistics in Reliability

M. Luz Gámiz,K. B. Kulasekera,Nikolaos Limnios,Bo Henry Lindqvist
Applied Nonparametric Statistics in Reliability Book PDF

Author : M. Luz Gámiz,K. B. Kulasekera,Nikolaos Limnios,Bo Henry Lindqvist
Publisher : Springer Science & Business Media
Page : 230 pages
File Size : 55,7 Mb
Release : 2011-02-14
Category : Technology & Engineering
ISBN : 9780857291189

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Applied Nonparametric Statistics in Reliability by M. Luz Gámiz,K. B. Kulasekera,Nikolaos Limnios,Bo Henry Lindqvist Pdf

Nonparametric statistics has probably become the leading methodology for researchers performing data analysis. It is nevertheless true that, whereas these methods have already proved highly effective in other applied areas of knowledge such as biostatistics or social sciences, nonparametric analyses in reliability currently form an interesting area of study that has not yet been fully explored. Applied Nonparametric Statistics in Reliability is focused on the use of modern statistical methods for the estimation of dependability measures of reliability systems that operate under different conditions. The scope of the book includes: smooth estimation of the reliability function and hazard rate of non-repairable systems; study of stochastic processes for modelling the time evolution of systems when imperfect repairs are performed; nonparametric analysis of discrete and continuous time semi-Markov processes; isotonic regression analysis of the structure function of a reliability system, and lifetime regression analysis. Besides the explanation of the mathematical background, several numerical computations or simulations are presented as illustrative examples. The corresponding computer-based methods have been implemented using R and MATLAB®. A concrete modelling scheme is chosen for each practical situation and, in consequence, a nonparametric inference procedure is conducted. Applied Nonparametric Statistics in Reliability will serve the practical needs of scientists (statisticians and engineers) working on applied reliability subjects.

Products of Finite Groups

Adolfo Ballester-Bolinches,Ramon Esteban-Romero,Mohamed Asaad
Products of Finite Groups Book PDF

Author : Adolfo Ballester-Bolinches,Ramon Esteban-Romero,Mohamed Asaad
Publisher : Walter de Gruyter
Page : 347 pages
File Size : 42,6 Mb
Release : 2010-10-19
Category : Mathematics
ISBN : 9783110220612

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Products of Finite Groups by Adolfo Ballester-Bolinches,Ramon Esteban-Romero,Mohamed Asaad Pdf

The study of finite groups factorised as a product of two or more subgroups has become a subject of great interest during the last years with applications not only in group theory, but also in other areas like cryptography and coding theory. It has experienced a big impulse with the introduction of some permutability conditions. The aim of this book is to gather, order, and examine part of this material, including the latest advances made, give some new approach to some topics, and present some new subjects of research in the theory of finite factorised groups. Some of the topics covered by this book include groups whose subnormal subgroups are normal, permutable, or Sylow-permutable, products of nilpotent groups, and an exhaustive structural study of totally and mutually permutable products of finite groups and their relation with classes of groups. This monograph is mainly addressed to graduate students and senior researchers interested in the study of products and permutability of finite groups. A background in finite group theory and a basic knowledge of representation theory and classes of groups is recommended to follow it.

Limit Theorems for Randomly Stopped Stochastic Processes

Dmitrii S. Silvestrov
Limit Theorems for Randomly Stopped Stochastic Processes Book PDF

Author : Dmitrii S. Silvestrov
Publisher : Springer Science & Business Media
Page : 398 pages
File Size : 41,8 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9780857293909

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Limit Theorems for Randomly Stopped Stochastic Processes by Dmitrii S. Silvestrov Pdf

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.