Recent Developments in Stochastic Methods and Applications ICSM 5 Moscow Russia November 23 27 2020 Selected Contributions 371 Springer Proceedings in Mathematics Statistics 371 by Albert N. Shiryaev 9783030832667 303083266X

Recent Developments in Stochastic Methods and Applications ICSM 5 Moscow Russia November 23 27 2020 Selected Contributions 371 Springer Proceedings in Mathematics Statistics 371 Albert N. Shiryaev – Ebook Instant Download/Delivery ISBN(s): 9783030832650, 3030832651, 9783030832667, 303083266X

Product details:

• ISBN 10: 303083266X
• ISBN 13: 9783030832667
• Author: Albert N. Shiryaev

Highlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected and peer-reviewed papers from the 5th International Conference on Stochastic Methods (ICSM-5), held in Moscow, Russia, November 23-27, 2020. The contributions deal with diverse topics such as stochastic analysis, stochastic methods in computer science, analytical modeling, asymptotic methods and limit theorems, Markov processes, martingales, insurance and financial mathematics, queueing theory and stochastic networks, reliability theory, risk analysis, statistical methods and applications, machine learning and data analysis. The 29 articles in this volume are a representative sample of the 87 high-quality papers accepted and presented during the conference. The aim of the ICSM-5 conference is to promote the collaboration of researchers from Russia and all over the world, and to contribute to the development of the field of stochastic analysis and applications of stochastic models

Table contents:

On Threshold Selection Problem for Extremal Index Estimation
Mean-Square Approximation of Iterated Stochastic Integrals from Strong Exponential Milstein and Wagner-Platen Methods for Non-commutative Semilinear SPDEs Based on Multiple Fourier-Legendre Series
A Sequential Test for the Drift of a Brownian Motion with a Possibility to Change a Decision
Survival Probabilities in Compound Poisson Model with Negative Claims and Investments as Viscosity Solutions of Integro-Differential Equations
On the Information Content of Some Stochastic Algorithms
On Modification of the Law of Large Numbers and Linear Regression of Fuzzy Random Variables
Stochastic Approach to the Vanishing Viscosity Method
Generalization Bound for Imbalanced Classification
Resonance in Large Finite Particle Systems
Cycles in Spaces of Finitely Additive Measures of General Markov Chains
Branching Walks with a Finite Set of Branching Sources and Pseudo-sources
Efficient Improved Estimation Method for Non-Gaussian Regression from Discrete Data
Two–Sided Bounds for PDF’s Maximum of a Sum of Weighted Chi-square Variables
On the Chromatic Number of a Random 3-Uniform Hypergraph
On Asymptotic Power of the New Test for Equality of Two Distributions
Random Dimension Low Sample Size Asymptotics
Limit of the Smallest Eigenvalue of a Sample Covariance Matrix for Spherical and Related Distributions
On Positive Recurrence of One-Dimensional Diffusions with Independent Switching
Applications of Stochastic Methods
On Two-Type Branching Random Walks and Their Applications for Genetic Modelling
Reconstruction of Multivariable Functions Under Uncertainty by Means of the Scheme of Metric Analysis
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)
Residual Life Time of the Gnedenko Extreme – Value Distributions, Asymptotic Behavior and Applications
The Application of a Neural Network and Elements of Regression Analysis in the Development of a Methodology for Effective Foreign Exchange Trading
Statistical Analysis of Generalized Jackson Network with Unreliable Servers via Strong Approximation
Applications of Vacation Queues with Close-Down Time to Maintenance of Residential Buildings
Output Process of Retrial Queue with Two-Way Communication Under Low Rate of Retrials Limit Condition
Stochastic Lists of Multiple Resources

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