Probability, Stochastic Processes and Optimization

• Format: eBook
• Language: English
• Published: Basel MDPI - Multidisciplinary Digital Publishing Institute 2023
• Subjects: access to employment; adaptive progressive hybrid censored data; algorithmic trading; approximation error; asymmetric piecewise linear systems; asymptotics; binomial crossover; collinearity and reverse causality checks; computational complexity; continuous evolutionary algorithm; cross-validations; cumulative residual entropy; decompositions of Markov chains; differential evolution; divergence; drift analysis; entropy; evolutionary computation; exponentially modified Laplace distribution; finitely additive Markov chains; finitely additive measures; Fisher-like metric; fixed-budget analysis; fourth moment theorem; full support for replication of results; futures; Gaussian fields; generalized Fisher metric; geometric mean; gold; goodness-of-fit; hypergeometric functions; immigration; implicit function theorem; invariant measures; Lindley distribution; linear regression analysis; loss functions; Lyapunov equation; Lyapunov function; Malliavin calculus; Markov chain; Markov chains; Markov operators; Markov switches; martingale; Mathematics and Science; MaxEnt problem; mean; method of moments; moments; Monte Carlo simulation; multi-variate calculus; multiple stochastic integrals; multivariate normal approximation; optimal control; performance comparisons and reporting; Poisson perturbations; precious metals; probabilistic optimization; random variable; Rayleigh distribution; Reference, Information and Interdisciplinary subjects; regression and classification models; relative group entropy; Research and information: general; silver; skewness and kurtosis coefficients; spherical distribution; Stein characterization; step stress partially accelerated life testing; system of ordinary differential equations; system of stochastic differential equations; the alpha power inverse Weibull distribution; theorem of existence and uniqueness; transition kernel; transmissibility factors; triangulation; Wald’s equation; ϕ-deformed (Naudts) entropy
• DOI: 10.3390/books978-3-0365-9437-8
• ISBN: 3036594361; 9783036594378; 303659437X; 9783036594361

The present reprint encompasses all the articles that have been accepted and published in the Special Issue entitled "Probability, Stochastic Processes and Optimization". In applied research, Probability Theory is usually regarded as a distant, often-neglected relative of Statistics. This Special Issue attempted to rectify this misconception by publishing papers presenting novel applications and original models from the natural, computer, or social sciences, based on Probability and Stochastic Processes.