Recent developments in stochastic methods and applications : ICSM-5, Moscow, Russia, November 23–27, 2020, selected contributions
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書誌事項
Recent developments in stochastic methods and applications : ICSM-5, Moscow, Russia, November 23–27, 2020, selected contributions
（Springer proceedings in mathematics & statistics, v. 371）
Springer, c2021
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Includes bibliographical references and index
内容説明・目次
内容説明
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.
目次
PART I Probability and StatisticsOn threshold selection problem for extremal index estimation, Igor RodionovMean-Square Approximation of Iterated Stochastic Integrals from Strong Exponential Milstein and Wagner-Platen Methods for NonCommutative Semilinear SPDEs Based on Multiple Fourier-Legendre Series, Dmitriy F. Kuznetsov and Mikhail D. KuznetsovA sequential test for the drift of a Brownian motion with a possibility to change a decision, Mikhail ZhitlukhinSurvival Probabilities in Compound Poisson Model with Negative Claims and Investments as Viscosity Solutions of Integro-Differential Equations, Tatiana BelkinaOn the Information Content of some Stochastic Algorithms, M. L. Esquivel, N. Machado, N. P. Krasii, P. P. MotaOn modification of the law of large numbers and linear regression of fuzzy random variables, Vladimir KhatskevichStochastic approach to the vanishing viscosity method, Belopolskaya YanaGeneralization Bound for Imbalanced Classification, Evgeny BurnaevResonance in Large Finite Particle System, Alexandr Lykov, Vadim Malyshev, Margarita Melikian, and Andrey Cycles in Spaces of Finitely Additive Measures of General Markov Chains, Alexander I. ZhdanokBranching Walks with a Finite Set of Branching Sources and Pseudo-Sources, Elena Yarovaya, Daria Balashova, Ivan KhristolyubovIVEfficient Improved Estimation Method for non-Gaussian Regression from Discrete Data, Evgeny Pchelintsev, Serguei PergamenshchikovTwo-sided bounds for PDF's maximum of a sum of weighted chi-square variables, Sergey Bobkov, Alexey Naumov, Vladimir UlyanovOn the chromatic number of a random 3-uniform hypergraph, Yury A. Demidovich and Dmitry A. ShabanovOn asymptotic power of the new test for equality of two distributions, Viatcheslav Melas and Dmitrii SalnikovRandom Dimension Low Sample Size Asymptotics, Gerd Christoph and Vladimir V. UlyanovLimit of the smallest eigenvalue of a sample covariance matrix for spherical and related distributions, Pavel YaskovOn positive recurrence of one-dimensional diffusions with independent switching In memory of Svetlana Anulova (19.10.1952 - 21.11.2020), Alexander VeretennikovPART II: Applications of Stochastic MethodsOn Two-Type Branching Random Walks and Their Applications for Genetic Modelling, Yulia Makarova, Vladimir Kutsenko, Elena YarovayaReconstruction of multivariable functions under uncertainty by means of the scheme of metric analysis, A.V. Kryanev, V.V. Ivanov, L.A. Sevastyanov, and D.K. UdumyanDiffusion Approximation for Retrial Queue with Two-Way Communication and Renewal Input, Anatoly Nazarov, Tuan Phung-Duc, Svetlana Paul, and Olga LizyuraApplication 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.A. Galkin and A.V. Makarenko, Residual life time of the Gnedenko extreme - value distributions, asymptotic behavior and applications, Vladimir Rusev, Alexander SkorikovThe application of a neural network and elements of regression analysis, in the development of a methodology for effective foreign exchange trading, Elena Alymova, Oleg KudryavtsevStatistical analysis of generalized Jackson network with unreliable servers via strong approximation, Elena Bashtova and Elena LenenaApplications of vacation queues with close-down time to Maintenance of Residential Buildings, Korol E.A., Afanasyev G.A.Output Process of Retrial Queue with Two-Way Communication under Low Rate of Retrials Limit Condition, Ivan L. Lapatin and Anatoly A. NazarovStochastic lists of multiple resources, Konstantin Samouylov, Valeriy NaumovAuthor Index
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