Fundamentals Of Stochastic Models
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Fundamentals Of Stochastic Filtering
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Author : Alan Bain
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-10-08
Fundamentals Of Stochastic Filtering written by Alan Bain 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 2008-10-08 with Mathematics categories.
This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. The book should provide sufficient background to enable study of the recent literature. While no prior knowledge of stochastic filtering is required, readers are assumed to be familiar with measure theory, probability theory and the basics of stochastic processes. Most of the technical results that are required are stated and proved in the appendices. Exercises and solutions are included.
An Introduction To Stochastic Modeling
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Author : Howard M. Taylor
language : en
Publisher: Academic Press
Release Date : 2014-05-10
An Introduction To Stochastic Modeling written by Howard M. Taylor and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Mathematics categories.
An Introduction to Stochastic Modeling, Revised Edition provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.
Fundamentals Of Stochastic Models
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Author : Zhe George Zhang
language : en
Publisher: CRC Press
Release Date : 2023-05-31
Fundamentals Of Stochastic Models written by Zhe George Zhang and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-05-31 with Mathematics categories.
Stochastic modeling is a set of quantitative techniques for analyzing practical systems with random factors. This area is highly technical and mainly developed by mathematicians. Most existing books are for those with extensive mathematical training; this book minimizes that need and makes the topics easily understandable. Fundamentals of Stochastic Models offers many practical examples and applications and bridges the gap between elementary stochastics process theory and advanced process theory. It addresses both performance evaluation and optimization of stochastic systems and covers different modern analysis techniques such as matrix analytical methods and diffusion and fluid limit methods. It goes on to explore the linkage between stochastic models, machine learning, and artificial intelligence, and discusses how to make use of intuitive approaches instead of traditional theoretical approaches. The goal is to minimize the mathematical background of readers that is required to understand the topics covered in this book. Thus, the book is appropriate for professionals and students in industrial engineering, business and economics, computer science, and applied mathematics.
Fundamentals Of Queueing Networks
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Author : Hong Chen
language : en
Publisher: Springer Science & Business Media
Release Date : 2001-06-15
Fundamentals Of Queueing Networks written by Hong Chen 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 2001-06-15 with Business & Economics categories.
"The selection of materials is well balanced in breadth and depth, making the book an ideal graduate-level text for students in engineering, business, applied mathematics, and probability and statistics.
Stochastic Models Information Theory And Lie Groups Volume 1
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Author : Gregory S. Chirikjian
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-09-02
Stochastic Models Information Theory And Lie Groups Volume 1 written by Gregory S. Chirikjian 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 2009-09-02 with Mathematics categories.
This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Stochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises and motivating examples make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.
Fundamentals Of Matrix Analytic Methods
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Author : Qi-Ming He
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-08-13
Fundamentals Of Matrix Analytic Methods written by Qi-Ming He 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 Computers categories.
Fundamentals of Matrix-Analytic Methods targets advanced-level students in mathematics, engineering and computer science. It focuses on the fundamental parts of Matrix-Analytic Methods, Phase-Type Distributions, Markovian arrival processes and Structured Markov chains and matrix geometric solutions. New materials and techniques are presented for the first time in research and engineering design. This book emphasizes stochastic modeling by offering probabilistic interpretation and constructive proofs for Matrix-Analytic Methods. Such an approach is especially useful for engineering analysis and design. Exercises and examples are provided throughout the book.
Lectures On Stochastic Programming
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Author : Alexander Shapiro
language : en
Publisher: SIAM
Release Date : 2009-01-01
Lectures On Stochastic Programming written by Alexander Shapiro and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-01 with Mathematics categories.
Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. Readers will find coverage of the basic concepts of modeling these problems, including recourse actions and the nonanticipativity principle. The book also includes the theory of two-stage and multistage stochastic programming problems; the current state of the theory on chance (probabilistic) constraints, including the structure of the problems, optimality theory, and duality; and statistical inference in and risk-averse approaches to stochastic programming.
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.
Elements Of Stochastic Modelling
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Author : K. A. Borovkov
language : en
Publisher: World Scientific
Release Date : 2003
Elements Of Stochastic Modelling written by K. A. Borovkov and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Mathematics categories.
This textbook has been developed from the lecture notes for a one-semester course on stochastic modelling. It reviews the basics of probability theory and then covers the following topics: Markov chains, Markov decision processes, jump Markov processes, elements of queueing theory, basic renewal theory, elements of time series and simulation. Rigorous proofs are often replaced with sketches of arguments ? with indications as to why a particular result holds, and also how it is connected with other results ? and illustrated by examples. Wherever possible, the book includes references to more specialised texts containing both proofs and more advanced material related to the topics covered.