Applied Stochastic Modelling
DOWNLOAD
Download Applied Stochastic Modelling PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Applied Stochastic Modelling book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Applied Stochastic Modelling
DOWNLOAD
Author : Byron J.T. Morgan
language : en
Publisher: CRC Press
Release Date : 2008-12-02
Applied Stochastic Modelling written by Byron J.T. Morgan and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-02 with Mathematics categories.
Highlighting modern computational methods, Applied Stochastic Modelling, Second Edition provides students with the practical experience of scientific computing in applied statistics through a range of interesting real-world applications. It also successfully revises standard probability and statistical theory. Along with an updated bibliography and
Applied Stochastic System Modeling
DOWNLOAD
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.
Applied Stochastic Models And Control For Finance And Insurance
DOWNLOAD
Author : Charles S. Tapiero
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Applied Stochastic Models And Control For Finance And Insurance written by Charles S. Tapiero 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.
Applied Stochastic Models and Control for Finance and Insurance presents at an introductory level some essential stochastic models applied in economics, finance and insurance. Markov chains, random walks, stochastic differential equations and other stochastic processes are used throughout the book and systematically applied to economic and financial applications. In addition, a dynamic programming framework is used to deal with some basic optimization problems. The book begins by introducing problems of economics, finance and insurance which involve time, uncertainty and risk. A number of cases are treated in detail, spanning risk management, volatility, memory, the time structure of preferences, interest rates and yields, etc. The second and third chapters provide an introduction to stochastic models and their application. Stochastic differential equations and stochastic calculus are presented in an intuitive manner, and numerous applications and exercises are used to facilitate their understanding and their use in Chapter 3. A number of other processes which are increasingly used in finance and insurance are introduced in Chapter 4. In the fifth chapter, ARCH and GARCH models are presented and their application to modeling volatility is emphasized. An outline of decision-making procedures is presented in Chapter 6. Furthermore, we also introduce the essentials of stochastic dynamic programming and control, and provide first steps for the student who seeks to apply these techniques. Finally, in Chapter 7, numerical techniques and approximations to stochastic processes are examined. This book can be used in business, economics, financial engineering and decision sciences schools for second year Master's students, as well as in a number of courses widely given in departments of statistics, systems and decision sciences.
Applied Stochastic Models And Data Analysis
DOWNLOAD
Author :
language : en
Publisher:
Release Date : 1990
Applied Stochastic Models And Data Analysis written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Learning models (Stochastic processes) categories.
Applied Stochastic Modeling
DOWNLOAD
Author : Liliana Blanco-Castañeda
language : en
Publisher: Springer Nature
Release Date : 2023-06-18
Applied Stochastic Modeling written by Liliana Blanco-Castañeda and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-06-18 with Mathematics categories.
This book provides the essential theoretical tools for stochastic modeling. The authors address the most used models in applications such as Markov chains with discrete-time parameters, hidden Markov chains, Poisson processes, and birth and death processes. This book also presents specific examples with simulation methods that apply the topics to different areas of knowledge. These examples include practical applications, such as modeling the COVID-19 pandemic and animal movement modeling. This book is concise and rigorous, presenting the material in an easily accessible manner that allows readers to learn how to address and solve problems of a stochastic nature.
Applied Bayesian Modelling
DOWNLOAD
Author : Peter Congdon
language : en
Publisher: John Wiley & Sons
Release Date : 2014-05-23
Applied Bayesian Modelling written by Peter Congdon 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 2014-05-23 with Mathematics categories.
This book provides an accessible approach to Bayesian computing and data analysis, with an emphasis on the interpretation of real data sets. Following in the tradition of the successful first edition, this book aims to make a wide range of statistical modeling applications accessible using tested code that can be readily adapted to the reader's own applications. The second edition has been thoroughly reworked and updated to take account of advances in the field. A new set of worked examples is included. The novel aspect of the first edition was the coverage of statistical modeling using WinBUGS and OPENBUGS. This feature continues in the new edition along with examples using R to broaden appeal and for completeness of coverage.
Stochastic System Reliability Modelling
DOWNLOAD
Author : Shunji Osaki
language : en
Publisher: World Scientific
Release Date : 1985-10-01
Stochastic System Reliability Modelling written by Shunji Osaki and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985-10-01 with Mathematics categories.
This book aims to present an overview of stochastic system reliability modeling for undergraduate and graduate students, engineers and researchers. It is ideal as a one-semester undergraduate or graduate level text in reliability, applied stochastic processes, stochastic operations research and systems engineering. The topics are divided into two parts: The first part deals with probability theory and stochastic processes, which provide the basic ideas of applied stochastic processes and the second part treats their applications to system reliability modelling. Throughout the later half, Markov renewal processes are applied to formulating stochastic models for system reliability. Since a fairly intermediate level of mathematics is assumed two appendices on Laplace-Stieltjes transforms and signal flow graphs provide much background material. The text is pedagogically sound.
Basics Of Applied Stochastic Processes
DOWNLOAD
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.
Probability And Statistical Models With Applications
DOWNLOAD
Author : CH. A. Charalambides
language : en
Publisher: CRC Press
Release Date : 2000-09-21
Probability And Statistical Models With Applications written by CH. A. Charalambides and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-09-21 with Mathematics categories.
This monograph of carefully collected articles reviews recent developments in theoretical and applied statistical science, highlights current noteworthy results and illustrates their applications; and points out possible new directions to pursue. With its enlightening account of statistical discoveries and its numerous figures and tables, Probabili
The Craft Of Probabilistic Modelling
DOWNLOAD
Author : J. Gani
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
The Craft Of Probabilistic Modelling written by J. Gani 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 Mathematics categories.
This book brings together the personal accounts and reflections of nineteen mathematical model-builders, whose specialty is probabilistic modelling. The reader may well wonder why, apart from personal interest, one should commission and edit such a collection of articles. There are, of course, many reasons, but perhaps the three most relevant are: (i) a philosophicaJ interest in conceptual models; this is an interest shared by everyone who has ever puzzled over the relationship between thought and reality; (ii) a conviction, not unsupported by empirical evidence, that probabilistic modelling has an important contribution to make to scientific research; and finally (iii) a curiosity, historical in its nature, about the complex interplay between personal events and the development of a field of mathematical research, namely applied probability. Let me discuss each of these in turn. Philosophical Abstraction, the formation of concepts, and the construction of conceptual models present us with complex philosophical problems which date back to Democritus, Plato and Aristotle. We have all, at one time or another, wondered just how we think; are our thoughts, concepts and models of reality approxim&tions to the truth, or are they simply functional constructs helping us to master our environment? Nowhere are these problems more apparent than in mathematical model ling, where idealized concepts and constructions replace the imperfect realities for which they stand.