Applied Stochastic Processes
DOWNLOAD
Download Applied Stochastic Processes PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Applied Stochastic Processes 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
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.
Applied Stochastic Processes
DOWNLOAD
Author : Suddhendu Biswas
language : en
Publisher: Wiley Eastern Limited
Release Date : 1995
Applied Stochastic Processes written by Suddhendu Biswas and has been published by Wiley Eastern Limited this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Mathematics categories.
Applied Stochastic Processes
DOWNLOAD
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.
Elements Of Applied Stochastic Processes
DOWNLOAD
Author : U. Narayan Bhat
language : en
Publisher:
Release Date : 1974
Elements Of Applied Stochastic Processes written by U. Narayan Bhat and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1974 with categories.
Applied Stochastic Processes
DOWNLOAD
Author : G. Adomian
language : en
Publisher: Academic Press
Release Date : 2014-05-09
Applied Stochastic Processes written by G. Adomian and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-09 with Mathematics categories.
Applied Stochastic Processes is a collection of papers dealing with stochastic processes, stochastic equations, and their applications in many fields of science. One paper discusses stochastic systems involving randomness in the system itself that can be a large dynamical multi-input, multi-output system. Examples of a large system are the national economy of a major country or when an acoustic wave is propagating as in the atmosphere, ocean, or sea. Another paper proves that only the average properties of the molecules of biology can be measured with precision in the test tube; and disputes a "simplistic" model of the cell as defined by a miniature Laplaces' universe. The paper notes that the way existing cells are constructed implies that quantum mechanical principles lead to certain questions (about simple experiments) having only statistical answers. Another paper addresses the detection of distributed, fluctuating targets in a reverberation limited, randomly time, and space varying transmission media. This approach is done by using the concepts of "random Green's functions" and the "stochastic Green's function." The collection will prove useful for cellular researchers, mathematicians, physicist, engineers, and academicians in the field of applied mathematics, statistics, and chemistry.
Applied Stochastic Processes And Control For Jump Diffusions
DOWNLOAD
Author : Floyd B. Hanson
language : en
Publisher: SIAM
Release Date : 2007-11-22
Applied Stochastic Processes And Control For Jump Diffusions written by Floyd B. Hanson and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-11-22 with Mathematics categories.
A practical, entry-level text integrating the basic principles of applied mathematics and probability, and computational science.
Applied Stochastic Processes
DOWNLOAD
Author : Ming Liao
language : en
Publisher: CRC Press
Release Date : 2013-07-22
Applied Stochastic Processes written by Ming Liao and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-07-22 with Business & Economics categories.
Applied Stochastic Processes presents a concise, graduate-level treatment of the subject, emphasizing applications and practical computation. It also establishes the complete mathematical theory in an accessible way. After reviewing basic probability, the text covers Poisson processes, renewal processes, discrete- and continuous-time Markov chains,
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.
A Course In Applied Stochastic Processes
DOWNLOAD
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
DOWNLOAD
Author : Min-Ping Qian
language : zh-CN
Publisher:
Release Date : 2000
Applied Stochastic Processes written by Min-Ping Qian and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with categories.