Stability Problems for Stochastic Models: Theory and Applications


Book Description

The aim of this Special Issue of Mathematics is to commemorate the outstanding Russian mathematician Vladimir Zolotarev, whose 90th birthday will be celebrated on February 27th, 2021. The present Special Issue contains a collection of new papers by participants in sessions of the International Seminar on Stability Problems for Stochastic Models founded by Zolotarev. Along with research in probability distributions theory, limit theorems of probability theory, stochastic processes, mathematical statistics, and queuing theory, this collection contains papers dealing with applications of stochastic models in modeling of pension schemes, modeling of extreme precipitation, construction of statistical indicators of scientific publication importance, and other fields.




An Introduction to Stochastic Modeling


Book Description

An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.




Markov Chains and Stochastic Stability


Book Description

New up-to-date edition of this influential classic on Markov chains in general state spaces. Proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background. New commentary by Sean Meyn, including updated references, reflects developments since 1996.




Stochastic Stability of Differential Equations


Book Description

Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject of research in mathematics and engineering. To date exact formulas for the Lyapunov exponent, the criteria for the moment and almost sure stability, and for the existence of stationary and periodic solutions of stochastic differential equations have been widely used in the literature. In this updated volume readers will find important new results on the moment Lyapunov exponent, stability index and some other fields, obtained after publication of the first edition, and a significantly expanded bibliography. This volume provides a solid foundation for students in graduate courses in mathematics and its applications. It is also useful for those researchers who would like to learn more about this subject, to start their research in this area or to study the properties of concrete mechanical systems subjected to random perturbations.




Stability Problems for Stochastic Models


Book Description

No detailed description available for "Stability Problems for Stochastic Models".







Probability Metrics and the Stability of Stochastic Models


Book Description

Concentrates on four specialized research directions as well as applications to different problems of probability theory. These include: description of the basic structure of p. metrics, analysis of the topologies in the space of probability measures generated by different types of p. metrics, characterization of the ideal metrics for the given problem and investigations of the main relationships between different types of p. metrics. The presentation here is given in a general form, although specific cases are considered as they arise in the process of finding supplementary bounds or in applications to important special cases.




Clifford Wavelets, Singular Integrals, and Hardy Spaces


Book Description

The book discusses the extensions of basic Fourier Analysis techniques to the Clifford algebra framework. Topics covered: construction of Clifford-valued wavelets, Calderon-Zygmund theory for Clifford valued singular integral operators on Lipschitz hyper-surfaces, Hardy spaces of Clifford monogenic functions on Lipschitz domains. Results are applied to potential theory and elliptic boundary value problems on non-smooth domains. The book is self-contained to a large extent and well-suited for graduate students and researchers in the areas of wavelet theory, Harmonic and Clifford Analysis. It will also interest the specialists concerned with the applications of the Clifford algebra machinery to Mathematical Physics.




Algebraic Geometry


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Lie Algebras and Lie Groups


Book Description

The main general theorems on Lie Algebras are covered, roughly the content of Bourbaki's Chapter I.I have added some results on free Lie algebras, which are useful, both for Lie's theory itself (Campbell-Hausdorff formula) and for applications to pro-Jrgroups. of time prevented me from including the more precise theory of Lack semisimple Lie algebras (roots, weights, etc.); but, at least, I have given, as a last Chapter, the typical case ofal, . This part has been written with the help of F. Raggi and J. Tate. I want to thank them, and also Sue Golan, who did the typing for both parts. Jean-Pierre Serre Harvard, Fall 1964 Chapter I. Lie Algebras: Definition and Examples Let Ie be a commutativering with unit element, and let A be a k-module, then A is said to be a Ie-algebra if there is given a k-bilinear map A x A~ A (i.e., a k-homomorphism A0" A -+ A). As usual we may define left, right and two-sided ideals and therefore quo tients. Definition 1. A Lie algebra over Ie isan algebrawith the following properties: 1). The map A0i A -+ A admits a factorization A ®i A -+ A2A -+ A i.e., ifwe denote the imageof(x, y) under this map by [x, y) then the condition becomes for all x e k. [x, x)=0 2). (lx, II], z]+ny, z), x) + ([z, xl, til = 0 (Jacobi's identity) The condition 1) implies [x,1/]=-[1/, x).