Recent Developments in Stochastic Methods and Applications
portes grátis
Recent Developments in Stochastic Methods and Applications
ICSM-5, Moscow, Russia, November 23-27, 2020, Selected Contributions
Kozyrev, Dmitry V.; Samouylov, Konstantin E.; Shiryaev, Albert N.
Springer Nature Switzerland AG
08/2022
360
Mole
Inglês
9783030832681
15 a 20 dias
575
Descrição não disponível.
PART I: Probability and Statistics, I. Rodionov, On threshold selection problem for extremal index estimation.- D. F. Kuznetsov and M. D. Kuznetsov, Mean-Square Approximation of Iterated Stochastic Integrals from Strong Exponential Milstein and Wagner-Platen Methods for NonCommutative Semilinear SPDEs Based on Multiple Fourier-Legendre Series.- M. Zhitlukhin, A sequential test for the drift of a Brownian motion with a possibility to change a decision.- T. Belkina, Survival Probabilities in Compound Poisson Model with Negative Claims and Investments as Viscosity Solutions of Integro-Differential Equations.- M. L. Esqu?ivel, N. Machado, N. P. Krasii, P. P. Mota, On the Information Content of some Stochastic Algorithms.- V. Khatskevich, On modification of the law of large numbers and linear regression of fuzzy random variables.- B. Yana, Stochastic approach to the vanishing viscosity method.- E. Burnaev, Generalization Bound for Imbalanced Classification.- A. Lykov, V. Malyshev, M. Melikian, and A. Zamyatin, Resonance in Large Finite Particle Systems.- A. I. Zhdanok, Cycles in Spaces of Finitely Additive Measures of General Markov Chains. E. Yarovaya, D. Balashova, I. KhristolyubovIV, Branching Walks with a Finite Set of Branching Sources and Pseudo-Sources.- E. Pchelintsev, S. Pergamenshchikov, Efficient Improved Estimation Method for non-Gaussian Regression from Discrete Data.- S. Bobkov, A. Naumov, V. Ulyanov, Two-sided bounds for PDF's maximum of a sum of weighted chi-square variables.- Y. A. Demidovich and D. A. Shabanov, On the chromatic number of a random 3-uniform hypergraph.- V. Melas and D. Salnikov, On asymptotic power of the new test for equality of two distributions.- G. Christoph and V. V. Ulyanov, Random Dimension Low Sample Size Asymptotics.- P. Yaskov, Limit of the smallest eigenvalue of a sample covariance matrix for spherical and related distributions.- A. Veretennikov, On positive recurrence of one-dimensional diffusions with independent switching In memory of Svetlana Anulova (19.10.1952 - 21.11.2020).- PART - II: Applications of Stochastic Methods, Y. Makarova, V. Kutsenko, E. Yarovaya, On Two-Type Branching Random Walks and Their Applications for Genetic Modelling.- A. V. Kryanev, V. V. Ivanov, L. A. Sevastyanov, and D. K. Udumyan, Reconstruction of multivariable functions under uncertainty by means of the scheme of metric analysis.- A. Nazarov, T. Phung-Duc, S. Paul, and O. Lizyura, Diffusion Approximation for Retrial Queue with Two-Way Communication and Renewal Input.- V. A. Galkin and A. V. Makarenko, Application of deep learning methods for the identification of partially observable subgraphs under the conditions of a priori uncertainty and stochastic disturbances (using the example of the problem of recognizing constellations).- V. Rusev, A. Skorikov, Residual life time of the Gnedenko extreme - value distributions, asymptotic behavior and applications.- E. Alymova, O. Kudryavtsev, The application of a neural network and elements of regression analysis in the development of a methodology for effective foreign exchange trading.- E. Bashtova and E. Lenena, Statistical analysis of generalized Jackson network with unreliable servers via strong approximation.- Korol E.A., Afanasyev G.A., Applications of vacation queues with close-down time to Maintenance of Residential Buildings.- I. L. Lapatin and A. A. Nazarov, Output Process of Retrial Queue with Two-Way Communication under Low Rate of Retrials Limit Condition.- K. Samouylov, V. Naumov, Stochastic lists of multiple resources.- Author Index.
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Stochastic analysis;Asymptotic methods;Limit theorems;Applied Probability;Machine Learning;Data Analysis;Stochastic methods;Markov processes;Queueing theory;Martingales;Reliability theory;Stochastic networks;Statistical methods;Insurance and financial mathematics
PART I: Probability and Statistics, I. Rodionov, On threshold selection problem for extremal index estimation.- D. F. Kuznetsov and M. D. Kuznetsov, Mean-Square Approximation of Iterated Stochastic Integrals from Strong Exponential Milstein and Wagner-Platen Methods for NonCommutative Semilinear SPDEs Based on Multiple Fourier-Legendre Series.- M. Zhitlukhin, A sequential test for the drift of a Brownian motion with a possibility to change a decision.- T. Belkina, Survival Probabilities in Compound Poisson Model with Negative Claims and Investments as Viscosity Solutions of Integro-Differential Equations.- M. L. Esqu?ivel, N. Machado, N. P. Krasii, P. P. Mota, On the Information Content of some Stochastic Algorithms.- V. Khatskevich, On modification of the law of large numbers and linear regression of fuzzy random variables.- B. Yana, Stochastic approach to the vanishing viscosity method.- E. Burnaev, Generalization Bound for Imbalanced Classification.- A. Lykov, V. Malyshev, M. Melikian, and A. Zamyatin, Resonance in Large Finite Particle Systems.- A. I. Zhdanok, Cycles in Spaces of Finitely Additive Measures of General Markov Chains. E. Yarovaya, D. Balashova, I. KhristolyubovIV, Branching Walks with a Finite Set of Branching Sources and Pseudo-Sources.- E. Pchelintsev, S. Pergamenshchikov, Efficient Improved Estimation Method for non-Gaussian Regression from Discrete Data.- S. Bobkov, A. Naumov, V. Ulyanov, Two-sided bounds for PDF's maximum of a sum of weighted chi-square variables.- Y. A. Demidovich and D. A. Shabanov, On the chromatic number of a random 3-uniform hypergraph.- V. Melas and D. Salnikov, On asymptotic power of the new test for equality of two distributions.- G. Christoph and V. V. Ulyanov, Random Dimension Low Sample Size Asymptotics.- P. Yaskov, Limit of the smallest eigenvalue of a sample covariance matrix for spherical and related distributions.- A. Veretennikov, On positive recurrence of one-dimensional diffusions with independent switching In memory of Svetlana Anulova (19.10.1952 - 21.11.2020).- PART - II: Applications of Stochastic Methods, Y. Makarova, V. Kutsenko, E. Yarovaya, On Two-Type Branching Random Walks and Their Applications for Genetic Modelling.- A. V. Kryanev, V. V. Ivanov, L. A. Sevastyanov, and D. K. Udumyan, Reconstruction of multivariable functions under uncertainty by means of the scheme of metric analysis.- A. Nazarov, T. Phung-Duc, S. Paul, and O. Lizyura, Diffusion Approximation for Retrial Queue with Two-Way Communication and Renewal Input.- V. A. Galkin and A. V. Makarenko, Application of deep learning methods for the identification of partially observable subgraphs under the conditions of a priori uncertainty and stochastic disturbances (using the example of the problem of recognizing constellations).- V. Rusev, A. Skorikov, Residual life time of the Gnedenko extreme - value distributions, asymptotic behavior and applications.- E. Alymova, O. Kudryavtsev, The application of a neural network and elements of regression analysis in the development of a methodology for effective foreign exchange trading.- E. Bashtova and E. Lenena, Statistical analysis of generalized Jackson network with unreliable servers via strong approximation.- Korol E.A., Afanasyev G.A., Applications of vacation queues with close-down time to Maintenance of Residential Buildings.- I. L. Lapatin and A. A. Nazarov, Output Process of Retrial Queue with Two-Way Communication under Low Rate of Retrials Limit Condition.- K. Samouylov, V. Naumov, Stochastic lists of multiple resources.- Author Index.
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