Combinatorial Stochastic Processes

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Combinatorial Stochastic Processes

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Author : Jim Pitman
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-05-11

Combinatorial Stochastic Processes written by Jim Pitman 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 2006-05-11 with Mathematics categories.

The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.

Combinatorial Stochastic Processes

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Author : Jim Pitman
language : en
Publisher: Springer
Release Date : 2006-07-21

Combinatorial Stochastic Processes written by Jim Pitman and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-07-21 with Mathematics categories.

The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.

Combinatorial Methods In The Theory Of Stochastic Processes

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Author : L. Takacs
language : en
Publisher: John Wiley & Sons
Release Date : 1967-01-15

Combinatorial Methods In The Theory Of Stochastic Processes written by L. Takacs 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 1967-01-15 with Mathematics categories.

Combinatorial Stochastic Processes

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Author : Jim Pitman
language : en
Publisher:
Release Date : 2006

Combinatorial Stochastic Processes written by Jim Pitman and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Combinatorial analysis categories.

Combinatorial Stochastic Processes

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Author : Jim Pitman
language : en
Publisher: Springer
Release Date : 2006-05-11

Combinatorial Stochastic Processes written by Jim Pitman and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-05-11 with Mathematics categories.

The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.

Convergence Of Stochastic Processes

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Author : D. Pollard
language : en
Publisher: David Pollard
Release Date : 1984-10-08

Convergence Of Stochastic Processes written by D. Pollard and has been published by David Pollard this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984-10-08 with Mathematics categories.

Functionals on stochastic processes; Uniform convergence of empirical measures; Convergence in distribution in euclidean spaces; Convergence in distribution in metric spaces; The uniform metric on space of cadlag functions; The skorohod metric on D [0, oo); Central limit teorems; Martingales.

Basics Of Probability And Stochastic Processes

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Author : Esra Bas
language : en
Publisher: Springer Nature
Release Date : 2019-11-05

Basics Of Probability And Stochastic Processes written by Esra Bas and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-11-05 with Mathematics categories.

This textbook explores probability and stochastic processes at a level that does not require any prior knowledge except basic calculus. It presents the fundamental concepts in a step-by-step manner, and offers remarks and warnings for deeper insights. The chapters include basic examples, which are revisited as the new concepts are introduced. To aid learning, figures and diagrams are used to help readers grasp the concepts, and the solutions to the exercises and problems. Further, a table format is also used where relevant for better comparison of the ideas and formulae. The first part of the book introduces readers to the essentials of probability, including combinatorial analysis, conditional probability, and discrete and continuous random variable. The second part then covers fundamental stochastic processes, including point, counting, renewal and regenerative processes, the Poisson process, Markov chains, queuing models and reliability theory. Primarily intended for undergraduate engineering students, it is also useful for graduate-level students wanting to refresh their knowledge of the basics of probability and stochastic processes.

Elementary Probability Theory

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Author : Kai Lai Chung
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-11-12

Elementary Probability Theory written by Kai Lai Chung 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 2012-11-12 with Mathematics categories.

In this edition two new chapters, 9 and 10, on mathematical finance are added. They are written by Dr. Farid AitSahlia, ancien eleve, who has taught such a course and worked on the research staff of several industrial and financial institutions. The new text begins with a meticulous account of the uncommon vocab ulary and syntax of the financial world; its manifold options and actions, with consequent expectations and variations, in the marketplace. These are then expounded in clear, precise mathematical terms and treated by the methods of probability developed in the earlier chapters. Numerous graded and motivated examples and exercises are supplied to illustrate the appli cability of the fundamental concepts and techniques to concrete financial problems. For the reader whose main interest is in finance, only a portion of the first eight chapters is a "prerequisite" for the study of the last two chapters. Further specific references may be scanned from the topics listed in the Index, then pursued in more detail.

Stochastic Processes And Applications

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Author : Grigorios A. Pavliotis
language : en
Publisher: Springer
Release Date : 2014-11-19

Stochastic Processes And Applications written by Grigorios A. Pavliotis and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-19 with Mathematics categories.

This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.

Wiener Chaos Moments Cumulants And Diagrams

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Author : Giovanni Peccati
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-04-06

Wiener Chaos Moments Cumulants And Diagrams written by Giovanni Peccati 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 2011-04-06 with Mathematics categories.

The concept of Wiener chaos generalizes to an infinite-dimensional setting the properties of orthogonal polynomials associated with probability distributions on the real line. It plays a crucial role in modern probability theory, with applications ranging from Malliavin calculus to stochastic differential equations and from probabilistic approximations to mathematical finance. This book is concerned with combinatorial structures arising from the study of chaotic random variables related to infinitely divisible random measures. The combinatorial structures involved are those of partitions of finite sets, over which Möbius functions and related inversion formulae are defined. This combinatorial standpoint (which is originally due to Rota and Wallstrom) provides an ideal framework for diagrams, which are graphical devices used to compute moments and cumulants of random variables. Several applications are described, in particular, recent limit theorems for chaotic random variables. An Appendix presents a computer implementation in MATHEMATICA for many of the formulae.