Discrete Parameter Markov Chains With Stationary Transition Probabilities
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Markov Chains
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Author : Kai Lai Chung
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Markov Chains 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 2012-12-06 with Mathematics categories.
From the reviews: J. Neveu, 1962 in Zentralblatt fr Mathematik, 92. Band Heft 2, p. 343: "Ce livre crit par l'un des plus minents spcialistes en la matire, est un expos trs dtaill de la thorie des processus de Markov dfinis sur un espace dnombrable d'tats et homognes dans le temps (chaines stationnaires de Markov)." N. Jain, 2008 in Selected Works of Kai Lai Chung, edited by Farid AitSahlia (University of Florida, USA), Elton Hsu (Northwestern University, USA), & Ruth Williams (University of California-San Diego, USA), Chapter 1, p. 15: "This monograph deals with countable state Markov chains in both discrete time (Part I) and continuous time (Part II). ... Much of Kai Lai's fundamental work in the field is included in this monograph. Here, for the first time, Kai Lai gave a systematic exposition of the subject which includes classification of states, ratio ergodic theorems, and limit theorems for functionals of the chain."
Discrete Parameter Markov Chains With Stationary Transition Probabilities
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Author : Kevin S. Tait
language : en
Publisher:
Release Date : 1955
Discrete Parameter Markov Chains With Stationary Transition Probabilities written by Kevin S. Tait and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1955 with categories.
An Introduction To Discrete Parameter Markov Chains With Stationary Transition Probabilities
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Author : Steven Roy Morris
language : en
Publisher:
Release Date : 1977
An Introduction To Discrete Parameter Markov Chains With Stationary Transition Probabilities written by Steven Roy Morris and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1977 with categories.
Essentials Of Stochastic Processes
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Author : Richard Durrett
language : en
Publisher: Springer
Release Date : 2016-11-07
Essentials Of Stochastic Processes written by Richard Durrett and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-07 with Mathematics categories.
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.
Probability And Random Processes
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Author : S. Palaniammal
language : en
Publisher: PHI Learning Pvt. Ltd.
Release Date : 2011-06-30
Probability And Random Processes written by S. Palaniammal and has been published by PHI Learning Pvt. Ltd. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-06-30 with Mathematics categories.
Presents the fundamental concepts and applications of probability and random processes. Beginning with a discussion of probability theory, the text analyses various types of random processes. It also discusses in detail the random variables, standard distributions, correlation and spectral densities, and linear systems.
Understanding Markov Chains
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Author : Nicolas Privault
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-08-13
Understanding Markov Chains written by Nicolas Privault 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 2013-08-13 with Mathematics categories.
This book provides an undergraduate introduction to discrete and continuous-time Markov chains and their applications. A large focus is placed on the first step analysis technique and its applications to average hitting times and ruin probabilities. Classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes, are also covered. Two major examples (gambling processes and random walks) are treated in detail from the beginning, before the general theory itself is presented in the subsequent chapters. An introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times is also provided, and the book includes a chapter on spatial Poisson processes with some recent results on moment identities and deviation inequalities for Poisson stochastic integrals. The concepts presented are illustrated by examples and by 72 exercises and their complete solutions.
Probabilistic Methods In Structural Engineering
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Author : Guiliano Augusti
language : en
Publisher: CRC Press
Release Date : 1984-07-19
Probabilistic Methods In Structural Engineering written by Guiliano Augusti and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984-07-19 with Architecture categories.
This book presents the most important applications of probablistic and statistical approaches and procedures to structural engineering.
Probability And Random Processes
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Author : A. Bruce Clarke
language : en
Publisher: John Wiley & Sons
Release Date : 1991-01-16
Probability And Random Processes written by A. Bruce Clarke 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 1991-01-16 with Technology & Engineering categories.
A comprehensive textbook for undergraduate courses in introductory probability. Offers a case study approach, with examples from engineering and the social and life sciences. Updated second edition includes advanced material on stochastic processes. Suitable for junior and senior level courses in industrial engineering, mathematics, business, biology, and social science departments.
Applied Probability And Stochastic Processes
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Author : Richard M. Feldman
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-11-27
Applied Probability And Stochastic Processes written by Richard M. Feldman 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 2009-11-27 with Technology & Engineering categories.
This book is a result of teaching stochastic processes to junior and senior undergr- uates and beginning graduate students over many years. In teaching such a course, we have realized a need to furnish students with material that gives a mathematical presentation while at the same time providing proper foundations to allow students to build an intuitive feel for probabilistic reasoning. We have tried to maintain a b- ance in presenting advanced but understandable material that sparks an interest and challenges students, without the discouragement that often comes as a consequence of not understanding the material. Our intent in this text is to develop stochastic p- cesses in an elementary but mathematically precise style and to provide suf?cient examples and homework exercises that will permit students to understand the range of application areas for stochastic processes. We also practice active learning in the classroom. In other words, we believe that the traditional practice of lecturing continuously for 50 to 75 minutes is not a very effective method for teaching. Students should somehow engage in the subject m- ter during the teaching session. One effective method for active learning is, after at most 20 minutes of lecture, to assign a small example problem for the students to work and one important tool that the instructor can utilize is the computer. So- times we are fortunate to lecture students in a classroom containing computers with a spreadsheet program, usually Microsoft’s Excel.