Editors:
- Contains novel and important results in Stochastic Analysis
- Presents contributions from eminent researchers
- Useful for mathematicians, engineers and postgraduate students
Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 371)
Conference series link(s): ICSM-5: International Conference on Stochastic Methods
Conference proceedings info: ICSM-5 2020.
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Table of contents (27 papers)
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Front Matter
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Probability and Statistics
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Front Matter
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About this book
Highlighting 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.
Editors and Affiliations
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Steklov Mathematical Institute of RAS, Moscow, Russia
Albert N. Shiryaev
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Applied Probability & Informatics, Department of Applied Probability and Informatics, RUDN University, Moscow, Russia
Konstantin E. Samouylov, Dmitry V. Kozyrev
About the editors
Konstantin Samouylov received his PhD in Probability Theory from the Moscow State University, in 1985, and a Full Doctor of Sciences degree in Telecommunications from the Moscow Technical University of Communications and Informatics in 2005. In 1985–1996, he held several positions at the Faculty of Science of the Peoples' Friendship University of Russia (RUDN University), where he became a head of Telecommunications System Department in 1996. Since 2014, he has been the head of the Applied Probability and Informatics Department, and since 2017, he has also held the position of Director of Applied Mathematics and Communications Technology Institute (IAM&CT) at RUDN University. He was visiting professor/professor-research at Lappeenranta University of Technology and Helsinki University of Technology (Aalto), Finland; Moscow Technical University of Telecommunications and Informatics, Russia; Moscow International Higher Business School (Mirbis), Russia; and University of Pisa, Italy. He was a member of the ITU-T SG11 and IFIP TC6 WG 6.7. He has worked in a number of R&D projects within different frameworks, e.g., COST IRACON, projects of Russian Foundation for Basic Research (RFBR), TEKES (Finland) and companies including Nokia, Telecom Finland, VTT, Rostelecom, etc. He is a member of editorial boards and reviewer of several scientific journals, and he is co-chair and TPC member of several international conferences. His current research interests include applied aspects of Probability Theory and Stochastic Processes, Queuing and teletraffic theory, performance analysis of 5G/5G+ networks, resource allocation in heterogeneous wireless networks, social networks, and big data analysis. He has authored and co-authored over 150 scientific and conference papers and six books. Prof. Samouylov’s honors include the 2018 IEEE GLOBECOM Conference Best Paper Award.
Dmitry V. Kozyrev received his Ph.D. degree in Physics and Mathematics in 2013. Since 2007, he has been working at the Department of Probability Theory and Mathematical Statistics of the Peoples' Friendship University of Russia (RUDN University). Since2013, he is an Associate Professor at the Department of Applied Probability and Informatics (RUDN University) and a Senior Research Fellow at the V.A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences, Moscow, Russia. He is a member of the reviewer board of several scientific journals, as well as proceedings editor and member of organizing / program committee of several international conferences. His current research activities include Stochastic Modeling, Reliability Assessment and Performance analysis, Sensitivity analysis, Modeling and Simulation of repairable systems, Applied Probability. He has authored and co-authored over 80 published papers.
Bibliographic Information
Book Title: Recent Developments in Stochastic Methods and Applications
Book Subtitle: ICSM-5, Moscow, Russia, November 23–27, 2020, Selected Contributions
Editors: Albert N. Shiryaev, Konstantin E. Samouylov, Dmitry V. Kozyrev
Series Title: Springer Proceedings in Mathematics & Statistics
DOI: https://doi.org/10.1007/978-3-030-83266-7
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2021
Hardcover ISBN: 978-3-030-83265-0Published: 03 August 2021
Softcover ISBN: 978-3-030-83268-1Published: 04 August 2022
eBook ISBN: 978-3-030-83266-7Published: 02 August 2021
Series ISSN: 2194-1009
Series E-ISSN: 2194-1017
Edition Number: 1
Number of Pages: XIII, 360
Number of Illustrations: 17 b/w illustrations, 23 illustrations in colour
Topics: Statistical Theory and Methods, Probability Theory and Stochastic Processes, Applied Statistics, Statistics, general