Matematik
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The topic of the book is phase type distributions that have been recognized as an important tool in the quantitative analysis of systems (such as communication networks, logistic …
Stochastic finance and financial engineering have been rapidly expanding fields of science over the past four decades, mainly due to the success of sophisticated quantitative …
As Non-Life Insurance models are strictly connected with stochastic processes, the main aim of this book is to show how classical and recent advanced stochastic models can be used …
The graph theory is an attempt at concrete visualization of the facts through a diagram, making it possible to express the issued problem conveniently and sometimes to follow the …
Life Insurance is by essence a field where stochastic processes can be easily applied. Indeed, a Life Insurance contract can be characterized by two fundamental elements: time and …
The theory of dynamic systems is addressed in this book in accordance with the “modern” approach, heir to algebraic analysis, which has been implemented since the last decade of …
This book is devoted to the theory of goodness-of-fit tests based on weighted empirical processes. Much attention has been given to the limit distributions of statistics of these …
From a mathematical point of view, the notion of a PDMP is very intuitive and simple to describe. Starting from a point of the state space, the process follows a deterministic …