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Discrete-time semi-Markov random evolutions and their applications

Record Type:	Electronic resources : Monograph/item
Title/Author:	Discrete-time semi-Markov random evolutions and their applicationsby Nikolaos Limnios, Anatoliy Swishchuk.
Author:	Limnios, N.
other author:	Swishchuk, Anatoliy.
Published:	Cham :Springer Nature Switzerland :2023.
Description:	xvi, 198 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Markov random fields.
Online resource:	https://doi.org/10.1007/978-3-031-33429-0
ISBN:	9783031334290$q(electronic bk.)

Discrete-time semi-Markov random evolutions and their applications
Limnios, N.

Discrete-time semi-Markov random evolutions and their applications[electronic resource] /by Nikolaos Limnios, Anatoliy Swishchuk. - Cham :Springer Nature Switzerland :2023. - xvi, 198 p. :ill., digital ;24 cm. - Probability and its applications,2297-0398. - Probability and its applications..

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.

ISBN: 9783031334290$q(electronic bk.)

Standard No.: 10.1007/978-3-031-33429-0doiSubjects--Topical Terms:

210763
Markov random fields.

LC Class. No.: QA274.45

Dewey Class. No.: 519.233

Discrete-time semi-Markov random evolutions and their applications
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300 $a xvi, 198 p. : $b ill., digital ; $c 24 cm.
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520 $a 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.
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