Stochastic Processes: Fundamentals and Emerging Applications

$310.00

Mikhail Moklyachuk, D.Sci. – Professor, Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Ukraine

Series: Mathematics Research Developments
BISAC: MAT029000; MAT029040
DOI: https://doi.org/10.52305/JNEY5805

Stochastic processes involving random variables are associated with the concepts of uncertainty or chance. Significant research areas in mathematical and applied sciences are devoted to their study. The growing interest of researchers interested in this field is caused by a variety of different applications in many areas like mechanics, acoustics, economics, medicine, biology etc. Thus, understanding the needs of practitioners and simultaneously presenting the new theoretical results is the aim of the book. This book consists of 12 chapters, which describe the basic concepts and properties of random processes.

Table of Contents

Preface

Chapter 1. Asymptotic Behavior of Extreme Values of Random Variables and Some Stochastic Processes
Kateryna Akbash1 and Ivan Matsak2
1
Volodymyr Vynnychenko Central Ukrainian State Pedagogical University, Kropyvnytsky, Ukraine
2Taras Shevchenko National University of Kyiv, Ukraine
Chapter DOI: https://doi.org/10.52305/ORAC1814

Chapter 2. Long-Time Behavior of Stochastic Models of Population Dynamics with Jumps
Oleksandr Borysenko1 and Olga Borysenko2
1Taras Shevchenko National University of Kyiv, Ukraine
2National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”, Ukraine
Chapter DOI: https://doi.org/10.52305/OAJV8693

Chapter 3. Modeling and Simulation of Stochastic Processes
G. Q. Cai1, R. H. Huan2 and W. Q. Zhu2
1
Department of Ocean and Mechanical Engineering, Florida Atlantic University, Boca Raton, Florida, USA
2Department of Mechanics, State Key Laboratory of Fluid Power and Mechatronic and Control, Zhejiang University, Hangzhou, Zhejiang, China
Chapter DOI: https://doi.org/10.52305/KMDP8644

Chapter 4. Estimation Problems for Periodically Correlated Stochastic Sequences with Missed Observations
Iryna Golichenko1 and Mikhail Moklyachuk2
1
National Technical University of Ukraine ”Igor Sikorsky Kyiv Politechnic Institute”, Department of Mathematical Analysis and Probability Theory, Kyiv, Ukraine,
2Taras Shevchenko National University of Kyiv, Department of Probability Theory, Statistics and Actuarial Mathematics, Kyiv, Ukraine
Chapter DOI: https://doi.org/10.52305/ABFI3483

Chapter 5. Coupling Method in Studying Stability of Time-Inhomogeneous Markov Chains
Vitaliy Golomoziy
Taras Schevchenko National University of Kyiv, Kyiv, Ukraine
Chapter DOI: https://doi.org/10.52305/RXVO2856

Chapter 6. Minimax Prediction of Sequences with Periodically Stationary Increments Observed with Noise and Cointegrated Sequences
Maksym Luz1 and Mikhail Moklyachuk2
1
BNP Paribas Cardif, Kyiv, Ukraine
2Taras Shevchenko National University of Kyiv, Ukraine
Chapter DOI: https://doi.org/10.52305/JBSU8922

Chapter 7. Estimation of Multidimensional Stationary Stochastic Sequences from Observations in Special Sets of Points
Oleksandr Masyutka1 and Mikhail Moklyachuk2
1
Department of Mathematics and Theoretical Radiophysics, Taras Shevchenko National University of Kyiv, Kyiv, Ukraine
2Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, Ukraine
Chapter DOI: https://doi.org/10.52305/VJZY7688

Chapter 8. Invariant Measures and Asymptotic Behavior of Stochastic Evolution Equations
Oleksandr Misiats1, Oleksandr Stanzhytskyi2, Viktoriia Mogylova3 and Ihor Korol4,5
1
Virginia Commonwealth University, Richmond, VA, US
2Taras Shevchenko National University of Kyiv, Ukraine
3Igor Sirkorsky National Polytechnic University of Kyiv, Ukraine
4The John Paul II Catholic University of Lublin, Poland
5Uzhhorod National University, Ukraine
Chapter DOI: https://doi.org/10.52305/MVCD1139

Chapter 9. Quasi-Banach Spaces of Random Variables and Modeling of Stochastic Processes
Oleksandr Mokliachuk
Department of Mathematical Analysis and Probability Theory, National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”, Kyiv, Ukraine
Chapter DOI: https://doi.org/10.52305/PBKM7887

Chapter 10. Simulation of Stochastic Processes with Given Reliability and Accuracy
Iryna Rozora, Tetiana Ianevychy, Anatoliy Pashkoz and Dmytro Zatulax
Taras Shevchenko National University of Kyiv, Ukraine
Chapter DOI: https://doi.org/10.52305/KEGG1336

Chapter 11. Cauchy Problem for the Equation of String Oscillations on a Plane with Random Factors from the Orlicz Space
Anna Slyvka-Tylyshchak and Mykhailo Mykhasiuky
Uzhhorod National University, Ukraine
Chapter DOI: https://doi.org/10.52305/KDTE6095

Chapter 12. Filtering Processes with Random Structure in Discrete Time
Serhii Ya. Zhuk and Igor О. Tovkach
Department of Radio Engineering Devices and Systems, National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”, Kyiv, Ukraine
Chapter DOI: https://doi.org/10.52305/ZGTF3315

Index


Editor’s ORCID iD

Mikhail Moklyachuk0000-0002-6173-0280

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