Stochastic processes : fundamentals and emerging applications / Mikhail Moklyachuk, D.Sci. (editor), Professor, Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Ukraine.
Material type:
- text
- computer
- online resource
- 9798886974751
- 519.2/3 23/eng20230117
- QA274
Includes bibliographical references and index.
"This book contains 12 chapters describing recent advancements in the theory and applications of stochastic processes. It contains a review of studies of the asymptotic behavior of extremal values of random variables and stochastic processes, description of properties of stochastic models of population dynamics under the influence of environmental noise, reviews of methods of modeling of stochastic processes according to its probabilistic and statistical properties in various spaces of random variables with given reliability and accuracy, solution of the problem of mean square optimal estimation of unobserved values of periodically correlated stochastic sequences, and investigation of stability of time-inhomogeneous Markov chains"-- Provided by publisher.
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