Classical And Spatial Stochastic Processes

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Classical And Spatial Stochastic Processes

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Author : Rinaldo B. Schinazi
language : en
Publisher:
Release Date : 1999-01

Classical And Spatial Stochastic Processes written by Rinaldo B. Schinazi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-01 with Stochastic processes categories.

Classical And Spatial Stochastic Processes

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Author : Rinaldo B. Schinazi
language : en
Publisher: Springer
Release Date : 2014-09-27

Classical And Spatial Stochastic Processes written by Rinaldo B. Schinazi and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-27 with Mathematics categories.

The revised and expanded edition of this textbook presents the concepts and applications of random processes with the same illuminating simplicity as its first edition, but with the notable addition of substantial modern material on biological modeling. While still treating many important problems in fields such as engineering and mathematical physics, the book also focuses on the highly relevant topics of cancerous mutations, influenza evolution, drug resistance, and immune response. The models used elegantly apply various classical stochastic models presented earlier in the text, and exercises are included throughout to reinforce essential concepts. The second edition of Classical and Spatial Stochastic Processes is suitable as a textbook for courses in stochastic processes at the advanced-undergraduate and graduate levels, or as a self-study resource for researchers and practitioners in mathematics, engineering, physics, and mathematical biology. Reviews of the first edition: An appetizing textbook for a first course in stochastic processes. It guides the reader in a very clever manner from classical ideas to some of the most interesting modern results. ... All essential facts are presented with clear proofs, illustrated by beautiful examples. ... The book is well organized, has informative chapter summaries, and presents interesting exercises. The clear proofs are concentrated at the ends of the chapters making it easy to find the results. The style is a good balance of mathematical rigorosity and user-friendly explanation. —Biometric Journal This small book is well-written and well-organized. ... Only simple results are treated ... but at the same time many ideas needed for more complicated cases are hidden and in fact very close. The second part is a really elementary introduction to the area of spatial processes. ... All sections are easily readable and it is rather tentative for the reviewer to learn them more deeply by organizing a course based on this book. The reader can be really surprised seeing how simple the lectures on these complicated topics can be. At the same time such important questions as phase transitions and their properties for some models and the estimates for certain critical values are discussed rigorously. ... This is indeed a first course on stochastic processes and also a masterful introduction to some modern chapters of the theory. —Zentralblatt Math

Classical And Spatial Stochastic Processes

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Author : Rinaldo B Schinazi
language : en
Publisher:
Release Date : 1999-05-01

Classical And Spatial Stochastic Processes written by Rinaldo B Schinazi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-05-01 with categories.

An Introduction To Stochastic Processes With Applications To Biology

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Author : Linda J. S. Allen
language : en
Publisher: CRC Press
Release Date : 2010-12-02

An Introduction To Stochastic Processes With Applications To Biology written by Linda J. S. Allen and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-12-02 with Mathematics categories.

An Introduction to Stochastic Processes with Applications to Biology, Second Edition presents the basic theory of stochastic processes necessary in understanding and applying stochastic methods to biological problems in areas such as population growth and extinction, drug kinetics, two-species competition and predation, the spread of epidemics, and

Stochastic Processes And Calculus Explained

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Author : Vikas Rathi
language : en
Publisher: Educohack Press
Release Date : 2025-02-20

Stochastic Processes And Calculus Explained written by Vikas Rathi and has been published by Educohack Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-02-20 with Science categories.

"Stochastic Processes and Calculus Explained" is an essential textbook designed to help readers understand and apply stochastic processes across various fields. Written in clear, accessible language, this book provides a solid foundation in probability theory and calculus while diving into stochastic processes, including random variables, probability distributions, Brownian motion, stochastic integration, and stochastic differential equations. We emphasize the practical relevance of these concepts in finance, physics, engineering, and biology. Our guide illustrates how stochastic processes model uncertainty and randomness, aiding in informed decision-making, outcome prediction, and complex system analysis. With real-world examples and exercises, we ensure readers can grasp and apply these concepts effectively. The book offers a strong mathematical foundation, covering key tools and techniques such as probability theory, calculus, and linear algebra, essential for understanding stochastic processes. Catering to readers of all backgrounds and expertise levels, "Stochastic Processes and Calculus Explained" is ideal for beginners and experienced practitioners alike. Its clear explanations, intuitive coverage, and comprehensive approach make it an invaluable resource for students, researchers, and professionals worldwide.

Stochastic Interacting Systems In Life And Social Sciences

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Author : Nicolas Lanchier
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2024-07-01

Stochastic Interacting Systems In Life And Social Sciences written by Nicolas Lanchier and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-07-01 with Mathematics categories.

This volume provides an overview of two of the most important examples of interacting particle systems, the contact process, and the voter model, as well as their many variants introduced in the past 50 years. These stochastic processes are organized by domains of application (epidemiology, population dynamics, ecology, genetics, sociology, econophysics, game theory) along with a flavor of the mathematical techniques developed for their analysis.

L Vy Processes

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Author : Ole E. Barndorff-Nielsen
language : en
Publisher: Springer Science & Business Media
Release Date : 2001-03-30

L Vy Processes written by Ole E. Barndorff-Nielsen 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 2001-03-30 with Mathematics categories.

A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Lévy class were considered most useful for applications to either Brownian motion or the Poisson process. Nowadays the need for modeling jumps, bursts, extremes and other irregular behavior of phenomena in nature and society has led to a renaissance of the theory of general Lévy processes. Researchers and practitioners in fields as diverse as physics, meteorology, statistics, insurance, and finance have rediscovered the simplicity of Lévy processes and their enormous flexibility in modeling tails, dependence and path behavior. This volume, with an excellent introductory preface, describes the state-of-the-art of this rapidly evolving subject with special emphasis on the non-Brownian world. Leading experts present surveys of recent developments, or focus on some most promising applications. Despite its special character, every topic is aimed at the non- specialist, keen on learning about the new exciting face of a rather aged class of processes. An extensive bibliography at the end of each article makes this an invaluable comprehensive reference text. For the researcher and graduate student, every article contains open problems and points out directions for futurearch. The accessible nature of the work makes this an ideal introductory text for graduate seminars in applied probability, stochastic processes, physics, finance, and telecommunications, and a unique guide to the world of Lévy processes.

Stochastic Interacting Systems Contact Voter And Exclusion Processes

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Author : Thomas M. Liggett
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09

Stochastic Interacting Systems Contact Voter And Exclusion Processes written by Thomas M. Liggett 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 2013-03-09 with Mathematics categories.

Interactive Particle Systems is a branch of Probability Theory with close connections to Mathematical Physics and Mathematical Biology. In 1985, the author wrote a book (T. Liggett, Interacting Particle System, ISBN 3-540-96069) that treated the subject as it was at that time. The present book takes three of the most important models in the area, and traces advances in our understanding of them since 1985. In so doing, many of the most useful techniques in the field are explained and developed, so that they can be applied to other models and in other contexts. Extensive Notes and References sections discuss other work on these and related models. Readers are expected to be familiar with analysis and probability at the graduate level, but it is not assumed that they have mastered the material in the 1985 book. This book is intended for graduate students and researchers in Probability Theory, and in related areas of Mathematics, Biology and Physics.

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.

Stochastic Modeling

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Author : Nicolas Lanchier
language : en
Publisher: Springer
Release Date : 2017-01-27

Stochastic Modeling written by Nicolas Lanchier and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-01-27 with Mathematics categories.

Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the gambler’s ruin chain, branching processes, symmetric random walks, and queueing systems. The third, more research-oriented part of the text, discusses special stochastic processes of interest in physics, biology, and sociology. Additional emphasis is placed on minimal models that have been used historically to develop new mathematical techniques in the field of stochastic processes: the logistic growth process, the Wright –Fisher model, Kingman’s coalescent, percolation models, the contact process, and the voter model. Further treatment of the material explains how these special processes are connected to each other from a modeling perspective as well as their simulation capabilities in C and MatlabTM.