TY  - BOOK
AU  - Yoshida Hiroaki
AU  - Yamaguchi,Katsuhito
TI  - Elementary stochastic processes
SN  - 9781682501078
U1  - 519.23 23
PY  - 2016///
CY  - New York
PB  - Mgnum publishing
KW  - Stochastic processes
KW  - Mathematical models
N1  - Includes bibliographical references and index; 1. Stochastic process optimization technique --
2. Parameters identification of stochastic nonstationary process used in earthquake modelling --
3. Numerical approximation of fractal dimension of gaussian stochastic processes --
4. Parameter dependence in stochastic modeling-multivariate distributions --
5. A class of truncated Binomial lifetime distributions --
6. Wrapped shew laplace distribution on integers: a new probability model for circular data --
7. Numerical procedures for calclating the probabilities of recurrent runs --
8. Exact distributions of waiting time problems of mixed frequencies and urns in Markov dependent trials --
9. Some explicit formulae for the Hull and white Stochastic volatility model --
10. Runs and patterns in a sequence of Markov dependent bivariate trials --
11. Convergence of invariant measures of truncation approximations to Markov processes --
12. Modeling and design of real-time pricing systems based on Markov decision processes --
13. Comparing the time-deformation method with the fractional fourier transform in filtering non-stationary processes --
14. Computational method for extacting and modeling periodicities in time series --
15. On the quantum zeno effect and time series related to quantum measurements --
16. Forecasting short time series with missing data by means of energy associated to series --
17. Condition for successful square transformation in time series modeling
ER  -