Finite Markov Processes And Their Applications
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Finite Markov Processes And Their Applications
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Author : Marius Iosifescu
language : en
Publisher: Courier Corporation
Release Date : 2014-07-01
Finite Markov Processes And Their Applications written by Marius Iosifescu and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-01 with Mathematics categories.
A self-contained treatment of finite Markov chains and processes, this text covers both theory and applications. Author Marius Iosifescu, vice president of the Romanian Academy and director of its Center for Mathematical Statistics, begins with a review of relevant aspects of probability theory and linear algebra. Experienced readers may start with the second chapter, a treatment of fundamental concepts of homogeneous finite Markov chain theory that offers examples of applicable models. The text advances to studies of two basic types of homogeneous finite Markov chains: absorbing and ergodic chains. A complete study of the general properties of homogeneous chains follows. Succeeding chapters examine the fundamental role of homogeneous infinite Markov chains in mathematical modeling employed in the fields of psychology and genetics; the basics of nonhomogeneous finite Markov chain theory; and a study of Markovian dependence in continuous time, which constitutes an elementary introduction to the study of continuous parameter stochastic processes.
Finite Markov Chains And Algorithmic Applications
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Author : Olle Häggström
language : en
Publisher: Cambridge University Press
Release Date : 2002-05-30
Finite Markov Chains And Algorithmic Applications written by Olle Häggström and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-05-30 with Mathematics categories.
In this 2002 book, the author develops the necessary background in probability theory and Markov chains then discusses important computing applications.
Elements Of The Theory Of Markov Processes And Their Applications
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Author : A. T. Bharucha-Reid
language : en
Publisher: Courier Corporation
Release Date : 2012-04-26
Elements Of The Theory Of Markov Processes And Their Applications written by A. T. Bharucha-Reid and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-04-26 with Mathematics categories.
This graduate-level text and reference in probability, with numerous applications to several fields of science, presents nonmeasure-theoretic introduction to theory of Markov processes. The work also covers mathematical models based on the theory, employed in various applied fields. Prerequisites are a knowledge of elementary probability theory, mathematical statistics, and analysis. Appendixes. Bibliographies. 1960 edition.
Stochastic Processes With Applications
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Author : Rabi N. Bhattacharya
language : en
Publisher: SIAM
Release Date : 2009-08-27
Stochastic Processes With Applications written by Rabi N. Bhattacharya and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-08-27 with Mathematics categories.
This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time properties such as transience, recurrence, and convergence to steady states. The emphasis is on the most important classes of these processes from the viewpoint of theory as well as applications, namely, Markov processes. The book features very broad coverage of the most applicable aspects of stochastic processes, including sufficient material for self-contained courses on random walks in one and multiple dimensions; Markov chains in discrete and continuous times, including birth-death processes; Brownian motion and diffusions; stochastic optimization; and stochastic differential equations. This book is for graduate students in mathematics, statistics, science and engineering, and it may also be used as a reference by professionals in diverse fields whose work involves the application of probability.
Semi Markov Models
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Author : Jacques Janssen
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-11
Semi Markov Models written by Jacques Janssen 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 2013-11-11 with Mathematics categories.
This book is the result of the International Symposium on Semi Markov Processes and their Applications held on June 4-7, 1984 at the Universite Libre de Bruxelles with the help of the FNRS (Fonds National de la Recherche Scientifique, Belgium), the Ministere de l'Education Nationale (Belgium) and the Bernoulli Society for Mathe matical Statistics and Probability. This international meeting was planned to make a state of the art for the area of semi-Markov theory and its applications, to bring together researchers in this field and to create a platform for open and thorough discussion. Main themes of the Symposium are the first ten sections of this book. The last section presented here gives an exhaustive biblio graphy on semi-Markov processes for the last ten years. Papers selected for this book are all invited papers and in addition some contributed papers retained after strong refereeing. Sections are I. Markov additive processes and regenerative systems II. Semi-Markov decision processes III. Algorithmic and computer-oriented approach IV. Semi-Markov models in economy and insurance V. Semi-Markov processes and reliability theory VI. Simulation and statistics for semi-Markov processes VII. Semi-Markov processes and queueing theory VIII. Branching IX. Applications in medicine X. Applications in other fields v PREFACE XI. A second bibliography on semi-Markov processes It is interesting to quote that sections IV to X represent a good sample of the main applications of semi-Markov processes i. e.
Understanding Markov Chains
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Author : Nicolas Privault
language : en
Publisher: Springer
Release Date : 2018-08-03
Understanding Markov Chains written by Nicolas Privault and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-08-03 with Mathematics categories.
This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hitting times and ruin probabilities. It also discusses classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes. It first examines in detail two important examples (gambling processes and random walks) before presenting the general theory itself in the subsequent chapters. It also provides an introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The concepts presented are illustrated by examples, 138 exercises and 9 problems with their solutions.
Semi Markov Processes Applications In System Reliability And Maintenance
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Author : Franciszek Grabski
language : en
Publisher: Elsevier
Release Date : 2014-09-25
Semi Markov Processes Applications In System Reliability And Maintenance written by Franciszek Grabski and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-25 with Technology & Engineering categories.
Semi-Markov Processes: Applications in System Reliability and Maintenance is a modern view of discrete state space and continuous time semi-Markov processes and their applications in reliability and maintenance. The book explains how to construct semi-Markov models and discusses the different reliability parameters and characteristics that can be obtained from those models. The book is a useful resource for mathematicians, engineering practitioners, and PhD and MSc students who want to understand the basic concepts and results of semi-Markov process theory. Clearly defines the properties and theorems from discrete state Semi-Markov Process (SMP) theory. Describes the method behind constructing Semi-Markov (SM) models and SM decision models in the field of reliability and maintenance. Provides numerous individual versions of SM models, including the most recent and their impact on system reliability and maintenance.
An Introduction To Stochastic Processes And Their Applications
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Author : Chin Long Chiang
language : en
Publisher: Krieger Publishing Company
Release Date : 1980
An Introduction To Stochastic Processes And Their Applications written by Chin Long Chiang and has been published by Krieger Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 1980 with Biomathematics categories.
Random variables. Probability generating functions. Exponential-type distributions and maximum likelihood estimation. Branching process, random walk and ruin problem. Markov chains. Algebraic treatment of finite Markov chains. Renewal processes. Some stochastic models of population growth. A general birth process, an equality and an epidemic model. Birth-death processes and queueing processes. A simple illness-death process - fix-neyman processes. Multiple transition probabilities in the simple illness death process. Multiple transition time in the simple illness death process - an alternating renewal process. The kolmogorov differential equations and finite markov processes. Kolmogorov differential equations and finite markov processes - continuation. A general illness-death process. Migration processes and birth-illness-death processes.
Perturbed Semi Markov Type Processes I
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Author : Dmitrii Silvestrov
language : en
Publisher: Springer Nature
Release Date : 2022-03-25
Perturbed Semi Markov Type Processes I written by Dmitrii Silvestrov and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-03-25 with Mathematics categories.
This book is the first volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Markov chains, semi-Markov processes, and multi-alternating regenerative processes with semi-Markov modulation. The first volume presents necessary and sufficient conditions for weak convergence for first-rare-event times and convergence in the topology J for first-rare-event processes defined on regularly perturbed finite Markov chains and semi-Markov processes. The text introduces new asymptotic recurrent algorithms of phase space reduction. It also addresses both effective conditions of weak convergence for distributions of hitting times as well as convergence of expectations of hitting times for regularly and singularly perturbed finite Markov chains and semi-Markov processes. The book also contains a comprehensive bibliography of major works in the field. It provides an effective reference for both graduate students as well as theoretical and applied researchers studying stochastic processes and their applications.
Point Process Theory And Applications
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Author : Martin Jacobsen
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-07-27
Point Process Theory And Applications written by Martin Jacobsen 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 2006-07-27 with Mathematics categories.
Mathematically rigorous exposition of the basic theory of marked point processes and piecewise deterministic stochastic processes Point processes are constructed from scratch with detailed proofs Includes applications with examples and exercises in survival analysis, branching processes, ruin probabilities, sports (soccer), finance and risk management, and queueing theory Accessible to a wider cross-disciplinary audience