001438683 000__ 07270cam\a2200625\i\4500 001438683 001__ 1438683 001438683 003__ OCoLC 001438683 005__ 20230309004348.0 001438683 006__ m\\\\\o\\d\\\\\\\\ 001438683 007__ cr\un\nnnunnun 001438683 008__ 210804s2021\\\\sz\a\\\\o\\\\\101\0\eng\d 001438683 019__ $$a1263025868$$a1273026254 001438683 020__ $$a9783030832667$$q(electronic bk.) 001438683 020__ $$a303083266X$$q(electronic bk.) 001438683 020__ $$z9783030832650 001438683 020__ $$z3030832651 001438683 0247_ $$a10.1007/978-3-030-83266-7$$2doi 001438683 035__ $$aSP(OCoLC)1262726616 001438683 040__ $$aYDX$$beng$$erda$$epn$$cYDX$$dGW5XE$$dEBLCP$$dOCLCO$$dOCLCF$$dSFB$$dUKAHL$$dOCLCO$$dOCLCQ$$dCOM$$dOCLCQ 001438683 049__ $$aISEA 001438683 050_4 $$aQA274.2$$b.I58 2020 001438683 08204 $$a519.2/2$$223 001438683 1112_ $$aInternational Conference on Stochastic Methods$$n(5th :$$d2020 :$$cMoscow, Russia) 001438683 24510 $$aRecent developments in stochastic methods and applications :$$bICSM-5, Moscow, Russia, November 23-27, 2020, selected contributions /$$cAlbert N. Shiryaev, Konstantin E. Samouylov, Dmitry V. Kozyrev, editors. 001438683 24630 $$aICSM-5 001438683 264_1 $$aCham :$$bSpringer,$$c[2021] 001438683 264_4 $$c©2021 001438683 300__ $$a1 online resource :$$billustrations (some color) 001438683 336__ $$atext$$btxt$$2rdacontent 001438683 337__ $$acomputer$$bc$$2rdamedia 001438683 338__ $$aonline resource$$bcr$$2rdacarrier 001438683 4901_ $$aSpringer proceedings in mathematics and statistics ;$$vvolume 371 001438683 500__ $$aInternational conference proceedings. 001438683 500__ $$aIncludes author index. 001438683 5050_ $$aPART I: Probability and Statistics, I. Rodionov, On threshold selection problem for extremal index estimation -- D.F. Kuznetsov and M.D. Kuznetsov, Mean-Square Approximation of Iterated Stochastic Integrals from Strong Exponential Milstein and WagnerPlaten Methods for NonCommutative Semilinear SPDEs Based on Multiple FourierLegendre Series -- M. Zhitlukhin, A sequential test for the drift of a Brownian motion with a possibility to change a decision -- T. Belkina, Survival Probabilities in Compound Poisson Model with Negative Claims and Investments as Viscosity Solutions of Integro-Differential Equations -- M.L. Esquvel, N. Machado, N.P. Krasii, P.P. Mota, On the Information Content of some Stochastic Algorithms -- V. Khatskevich, On modification of the law of large numbers and linear regression of fuzzy random variables -- B. Yana, Stochastic approach to the vanishing viscosity method -- E. Burnaev, Generalization Bound for Imbalanced Classification -- A. Lykov, V. Malyshev, M. Melikian, and A. Zamyatin, Resonance in Large Finite Particle Systems -- A.I. Zhdanok, Cycles in Spaces of Finitely Additive Measures of General Markov Chains. E. Yarovaya, D. Balashova, I. KhristolyubovIV, Branching Walks with a Finite Set of Branching Sources and Pseudo-Sources -- E. Pchelintsev, S. Pergamenshchikov, Efficient Improved Estimation Method for non-Gaussian Regression from Discrete Data -- S. Bobkov, A. Naumov, V. Ulyanov, Twosided bounds for PDFs maximum of a sum of weighted chi-square variables -- Y.A. Demidovich and D.A. Shabanov, On the chromatic number of a random 3-uniform hypergraph -- V. Melas and D. Salnikov, On asymptotic power of the new test for equality of two distributions -- G. Christoph and V.V. Ulyanov, Random Dimension Low Sample Size Asymptotics -- P. Yaskov, Limit of the smallest eigenvalue of a sample covariance matrix for spherical and related distributions -- A. Veretennikov, On positive recurrence of one-dimensional diffusions with independent switching In memory of Svetlana Anulova (19.10.1952 21.11.2020) -- PART -- II: Applications of Stochastic Methods, Y. Makarova, V. Kutsenko, E. Yarovaya, On Two-Type Branching Random Walks and Their Applications for Genetic Modelling -- A.V. Kryanev, V.V. Ivanov, L.A. Sevastyanov, and D.K. Udumyan, Reconstruction of multivariable functions under uncertainty by means of the scheme of metric analysis -- A. Nazarov, T. Phung-Duc, S. Paul, and O. Lizyura, Diffusion Approximation for Retrial Queue with Two-Way Communication and Renewal Input -- V.A. Galkin and A.V. Makarenko, Application 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. Rusev, A. Skorikov, Residual life time of the Gnedenko extreme -- value distributions, asymptotic behavior and applications -- E. Alymova, O. Kudryavtsev, The application of a neural network and elements of regression analysis in the development of a methodology for effective foreign exchange trading -- E. Bashtova and E. Lenena, Statistical analysis of generalized Jackson network with unreliable servers via strong approximation -- Korol E.A., Afanasyev G.A., Applications of vacation queues with close-down time to Maintenance of Residential Buildings -- I.L. Lapatin and A.A. Nazarov, Output Process of Retrial Queue with Two-Way Communication under Low Rate of Retrials Limit Condition -- K. Samouylov, V. Naumov, Stochastic lists of multiple resources -- Author Index. 001438683 506__ $$aAccess limited to authorized users. 001438683 520__ $$aHighlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected and peer-reviewed papers from the 5th International Conference on Stochastic Methods (ICSM-5), held in Moscow, Russia, November 23-27, 2020. The contributions deal with diverse topics such as stochastic analysis, stochastic methods in computer science, analytical modeling, asymptotic methods and limit theorems, Markov processes, martingales, insurance and financial mathematics, queueing theory and stochastic networks, reliability theory, risk analysis, statistical methods and applications, machine learning and data analysis. The 29 articles in this volume are a representative sample of the 87 high-quality papers accepted and presented during the conference. The aim of the ICSM-5 conference is to promote the collaboration of researchers from Russia and all over the world, and to contribute to the development of the field of stochastic analysis and applications of stochastic models. 001438683 588__ $$aOnline resource; title from PDF title page (SpringerLink, viewed August 17, 2021). 001438683 650_0 $$aStochastic analysis$$vCongresses. 001438683 650_6 $$aAnalyse stochastique$$vCongrès. 001438683 655_7 $$aConference papers and proceedings.$$2fast$$0(OCoLC)fst01423772 001438683 655_7 $$aConference papers and proceedings.$$2lcgft 001438683 655_7 $$aActes de congrès.$$2rvmgf 001438683 655_0 $$aElectronic books. 001438683 7001_ $$aShiri͡aev, A. N.$$q(Alʹbert Nikolaevich),$$eeditor. 001438683 7001_ $$aSamouylov, Konstantin E.,$$eeditor. 001438683 7001_ $$aKozyrev, Dmitry,$$eeditor. 001438683 77608 $$iPrint version:$$aInternational Conference on Stochastic Methods (5th : 2020 : Moscow, Russia).$$tRecent developments in stochastic methods and applications.$$dCham : Springer, [2021]$$z3030832651$$z9783030832650$$w(OCoLC)1258784126 001438683 830_0 $$aSpringer proceedings in mathematics & statistics ;$$vv. 371. 001438683 852__ $$bebk 001438683 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-030-83266-7$$zOnline Access$$91397441.1 001438683 909CO $$ooai:library.usi.edu:1438683$$pGLOBAL_SET 001438683 980__ $$aBIB 001438683 980__ $$aEBOOK 001438683 982__ $$aEbook 001438683 983__ $$aOnline 001438683 994__ $$a92$$bISE