A Course In Applied Stochastic Processes
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A Course In Applied Stochastic Processes
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Author : GOSWAMI.
language : en
Publisher:
Release Date : 2011-06-30
A Course In Applied Stochastic Processes written by GOSWAMI. and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-06-30 with categories.
A Course In Applied Stochastic Processes
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Author : A. Goswami
language : en
Publisher: Springer
Release Date : 2006-09-15
A Course In Applied Stochastic Processes written by A. Goswami and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-09-15 with Mathematics categories.
Applied Stochastic Processes
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Author : Mario Lefebvre
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-12-14
Applied Stochastic Processes written by Mario Lefebvre and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-12-14 with Mathematics categories.
Applied Stochastic Processes uses a distinctly applied framework to present the most important topics in the field of stochastic processes. Key features: -Presents carefully chosen topics such as Gaussian and Markovian processes, Markov chains, Poisson processes, Brownian motion, and queueing theory -Examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes -Serves graduate students in a variety of disciplines such as applied mathematics, operations research, engineering, finance, and business administration -Contains numerous examples and approximately 350 advanced problems, reinforcing both concepts and applications -Includes entertaining mini-biographies of mathematicians, giving an enriching historical context -Covers basic results in probability Two appendices with statistical tables and solutions to the even-numbered problems are included at the end. This textbook is for graduate students in applied mathematics, operations research, and engineering. Pure mathematics students interested in the applications of probability and stochastic processes and students in business administration will also find this book useful.
Basics Of Applied Stochastic Processes
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Author : Richard Serfozo
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-01-24
Basics Of Applied Stochastic Processes written by Richard Serfozo and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-24 with Mathematics categories.
Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an in-depth description of the structure and basic properties of these stochastic processes. A main focus is on equilibrium distributions, strong laws of large numbers, and ordinary and functional central limit theorems for cost and performance parameters. Although these results differ for various processes, they have a common trait of being limit theorems for processes with regenerative increments. Extensive examples and exercises show how to formulate stochastic models of systems as functions of a system’s data and dynamics, and how to represent and analyze cost and performance measures. Topics include stochastic networks, spatial and space-time Poisson processes, queueing, reversible processes, simulation, Brownian approximations, and varied Markovian models. The technical level of the volume is between that of introductory texts that focus on highlights of applied stochastic processes, and advanced texts that focus on theoretical aspects of processes.
Elements Of Applied Stochastic Processes
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Author : U. Narayan Bhat
language : en
Publisher: Wiley-Interscience
Release Date : 2002-09-06
Elements Of Applied Stochastic Processes written by U. Narayan Bhat and has been published by Wiley-Interscience this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-09-06 with Mathematics categories.
The third edition of this volume improves on the last edition by condensing the material and organizing it into a more teachable format. It provides more in-depth coverage of Markov chains and simple Markov process and gives added emphasis to statistical inference in stochastic processes.
Stochastic Processes
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Author : Peter Watts Jones
language : en
Publisher: CRC Press
Release Date : 2009-10-09
Stochastic Processes written by Peter Watts Jones and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-10-09 with Mathematics categories.
Based on a highly popular, well-established course taught by the authors, Stochastic Processes: An Introduction, Second Edition discusses the modeling and analysis of random experiments using the theory of probability. It focuses on the way in which the results or outcomes of experiments vary and evolve over time. The text begins with a review of relevant fundamental probability. It then covers several basic gambling problems, random walks, and Markov chains. The authors go on to develop random processes continuous in time, including Poisson, birth and death processes, and general population models. While focusing on queues, they present an extended discussion on the analysis of associated stationary processes. The book also explores reliability and other random processes, such as branching processes, martingales, and a simple epidemic. The appendix contains key mathematical results for reference. Ideal for a one-semester course on stochastic processes, this concise, updated textbook makes the material accessible to students by avoiding specialized applications and instead highlighting simple applications and examples. The associated website contains Mathematica® and R programs that offer flexibility in creating graphs and performing computations.
Applied Stochastic System Modeling
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Author : Shunji Osaki
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Applied Stochastic System Modeling written by Shunji Osaki and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
This book was written for an introductory one-semester or two-quarter course in stochastic processes and their applications. The reader is assumed to have a basic knowledge of analysis and linear algebra at an undergraduate level. Stochastic models are applied in many fields such as engineering systems, physics, biology, operations research, business, economics, psychology, and linguistics. Stochastic modeling is one of the promising kinds of modeling in applied probability theory. This book is intended to introduce basic stochastic processes: Poisson pro cesses, renewal processes, discrete-time Markov chains, continuous-time Markov chains, and Markov-renewal processes. These basic processes are introduced from the viewpoint of elementary mathematics without going into rigorous treatments. This book also introduces applied stochastic system modeling such as reliability and queueing modeling. Chapters 1 and 2 deal with probability theory, which is basic and prerequisite to the following chapters. Many important concepts of probabilities, random variables, and probability distributions are introduced. Chapter 3 develops the Poisson process, which is one of the basic and im portant stochastic processes. Chapter 4 presents the renewal process. Renewal theoretic arguments are then used to analyze applied stochastic models. Chapter 5 develops discrete-time Markov chains. Following Chapter 5, Chapter 6 deals with continuous-time Markov chains. Continuous-time Markov chains have im portant applications to queueing models as seen in Chapter 9. A one-semester course or two-quarter course consists of a brief review of Chapters 1 and 2, fol lowed in order by Chapters 3 through 6.
Stationary Stochastic Processes
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Author : Georg Lindgren
language : en
Publisher: CRC Press
Release Date : 2012-10-01
Stationary Stochastic Processes written by Georg Lindgren and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-10-01 with Mathematics categories.
Intended for a second course in stationary processes, Stationary Stochastic Processes: Theory and Applications presents the theory behind the field’s widely scattered applications in engineering and science. In addition, it reviews sample function properties and spectral representations for stationary processes and fields, including a portion on stationary point processes. Features Presents and illustrates the fundamental correlation and spectral methods for stochastic processes and random fields Explains how the basic theory is used in special applications like detection theory and signal processing, spatial statistics, and reliability Motivates mathematical theory from a statistical model-building viewpoint Introduces a selection of special topics, including extreme value theory, filter theory, long-range dependence, and point processes Provides more than 100 exercises with hints to solutions and selected full solutions This book covers key topics such as ergodicity, crossing problems, and extremes, and opens the doors to a selection of special topics, like extreme value theory, filter theory, long-range dependence, and point processes, and includes many exercises and examples to illustrate the theory. Precise in mathematical details without being pedantic, Stationary Stochastic Processes: Theory and Applications is for the student with some experience with stochastic processes and a desire for deeper understanding without getting bogged down in abstract mathematics.
Bayesian Analysis Of Stochastic Process Models
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Author : David Insua
language : en
Publisher: John Wiley & Sons
Release Date : 2012-05-07
Bayesian Analysis Of Stochastic Process Models written by David Insua and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-05-07 with Mathematics categories.
Bayesian analysis of complex models based on stochastic processes has in recent years become a growing area. This book provides a unified treatment of Bayesian analysis of models based on stochastic processes, covering the main classes of stochastic processing including modeling, computational, inference, forecasting, decision making and important applied models. Key features: Explores Bayesian analysis of models based on stochastic processes, providing a unified treatment. Provides a thorough introduction for research students. Computational tools to deal with complex problems are illustrated along with real life case studies Looks at inference, prediction and decision making. Researchers, graduate and advanced undergraduate students interested in stochastic processes in fields such as statistics, operations research (OR), engineering, finance, economics, computer science and Bayesian analysis will benefit from reading this book. With numerous applications included, practitioners of OR, stochastic modelling and applied statistics will also find this book useful.
An Introduction To Sequential Dynamical Systems
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Author : Henning Mortveit
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-11-27
An Introduction To Sequential Dynamical Systems written by Henning Mortveit and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-11-27 with Mathematics categories.
This introductory text to the class of Sequential Dynamical Systems (SDS) is the first textbook on this timely subject. Driven by numerous examples and thought-provoking problems throughout, the presentation offers good foundational material on finite discrete dynamical systems, which then leads systematically to an introduction of SDS. From a broad range of topics on structure theory - equivalence, fixed points, invertibility and other phase space properties - thereafter SDS relations to graph theory, classical dynamical systems as well as SDS applications in computer science are explored. This is a versatile interdisciplinary textbook.