General Irreducible Markov Chains And Non Negative Operators
DOWNLOAD
Download General Irreducible Markov Chains And Non Negative Operators PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get General Irreducible Markov Chains And Non Negative Operators book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
General Irreducible Markov Chains And Non Negative Operators
DOWNLOAD
Author : Esa Nummelin
language : en
Publisher: Cambridge University Press
Release Date : 2004-06-03
General Irreducible Markov Chains And Non Negative Operators written by Esa Nummelin 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 2004-06-03 with Mathematics categories.
Presents the theory of general irreducible Markov chains and its connection to the Perron-Frobenius theory of nonnegative operators.
General Irreducible Markov Chains And Non Negative Operators
DOWNLOAD
Author : Esa Nummelin
language : en
Publisher:
Release Date : 1982
General Irreducible Markov Chains And Non Negative Operators written by Esa Nummelin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with categories.
Non Homogeneous Markov Chains And Systems
DOWNLOAD
Author : P.-C.G. Vassiliou
language : en
Publisher: CRC Press
Release Date : 2022-12-21
Non Homogeneous Markov Chains And Systems written by P.-C.G. Vassiliou and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-21 with Mathematics categories.
Non-Homogeneous Markov Chains and Systems: Theory and Applications fulfills two principal goals. It is devoted to the study of non-homogeneous Markov chains in the first part, and to the evolution of the theory and applications of non-homogeneous Markov systems (populations) in the second. The book is self-contained, requiring a moderate background in basic probability theory and linear algebra, common to most undergraduate programs in mathematics, statistics, and applied probability. There are some advanced parts, which need measure theory and other advanced mathematics, but the readers are alerted to these so they may focus on the basic results. Features A broad and accessible overview of non-homogeneous Markov chains and systems Fills a significant gap in the current literature A good balance of theory and applications, with advanced mathematical details separated from the main results Many illustrative examples of potential applications from a variety of fields Suitable for use as a course text for postgraduate students of applied probability, or for self-study Potential applications included could lead to other quantitative areas The book is primarily aimed at postgraduate students, researchers, and practitioners in applied probability and statistics, and the presentation has been planned and structured in a way to provide flexibility in topic selection so that the text can be adapted to meet the demands of different course outlines. The text could be used to teach a course to students studying applied probability at a postgraduate level or for self-study. It includes many illustrative examples of potential applications, in order to be useful to researchers from a variety of fields.
From Markov Chains To Non Equilibrium Particle Systems
DOWNLOAD
Author : Mufa Chen
language : en
Publisher: World Scientific
Release Date : 2004
From Markov Chains To Non Equilibrium Particle Systems written by Mufa Chen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Mathematics categories.
This book is representative of the work of Chinese probabilists on probability theory and its applications in physics. It presents a unique treatment of general Markov jump processes: uniqueness, various types of ergodicity, Markovian couplings, reversibility, spectral gap, etc. It also deals with a typical class of non-equilibrium particle systems, including the typical Schlögl model taken from statistical physics. The constructions, ergodicity and phase transitions for this class of Markov interacting particle systems, namely, reaction-diffusion processes, are presented. In this new edition, a large part of the text has been updated and two-and-a-half chapters have been rewritten. The book is self-contained and can be used in a course on stochastic processes for graduate students.
Markov Chains And Stochastic Stability
DOWNLOAD
Author : Sean P. Meyn
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Markov Chains And Stochastic Stability written by Sean P. Meyn 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 Technology & Engineering categories.
Markov Chains and Stochastic Stability is part of the Communications and Control Engineering Series (CCES) edited by Professors B.W. Dickinson, E.D. Sontag, M. Thoma, A. Fettweis, J.L. Massey and J.W. Modestino. The area of Markov chain theory and application has matured over the past 20 years into something more accessible and complete. It is of increasing interest and importance. This publication deals with the action of Markov chains on general state spaces. It discusses the theories and the use to be gained, concentrating on the areas of engineering, operations research and control theory. Throughout, the theme of stochastic stability and the search for practical methods of verifying such stability, provide a new and powerful technique. This does not only affect applications but also the development of the theory itself. The impact of the theory on specific models is discussed in detail, in order to provide examples as well as to demonstrate the importance of these models. Markov Chains and Stochastic Stability can be used as a textbook on applied Markov chain theory, provided that one concentrates on the main aspects only. It is also of benefit to graduate students with a standard background in countable space stochastic models. Finally, the book can serve as a research resource and active tool for practitioners.
Strong Stable Markov Chains
DOWNLOAD
Author : N. V. Kartashov
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2019-01-14
Strong Stable Markov Chains written by N. V. Kartashov 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 2019-01-14 with Mathematics categories.
No detailed description available for "Strong Stable Markov Chains".
Modern Stochastics And Applications
DOWNLOAD
Author : Volodymyr Korolyuk
language : en
Publisher: Springer Science & Business Media
Release Date : 2014-01-30
Modern Stochastics And Applications written by Volodymyr Korolyuk 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 2014-01-30 with Mathematics categories.
This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, modeling procedures and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics and economics. Contributions to this Work include those of selected speakers from the international conference entitled “Modern Stochastics: Theory and Applications III,” held on September 10 –14, 2012 at Taras Shevchenko National University of Kyiv, Ukraine. The conference covered the following areas of research in probability theory and its applications: stochastic analysis, stochastic processes and fields, random matrices, optimization methods in probability, stochastic models of evolution systems, financial mathematics, risk processes and actuarial mathematics and information security.
Stochastic Geometry
DOWNLOAD
Author : Wilfrid S. Kendall
language : en
Publisher: Routledge
Release Date : 2019-06-10
Stochastic Geometry written by Wilfrid S. Kendall and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-06-10 with Mathematics categories.
Stochastic geometry involves the study of random geometric structures, and blends geometric, probabilistic, and statistical methods to provide powerful techniques for modeling and analysis. Recent developments in computational statistical analysis, particularly Markov chain Monte Carlo, have enormously extended the range of feasible applications. Stochastic Geometry: Likelihood and Computation provides a coordinated collection of chapters on important aspects of the rapidly developing field of stochastic geometry, including: o a "crash-course" introduction to key stochastic geometry themes o considerations of geometric sampling bias issues o tesselations o shape o random sets o image analysis o spectacular advances in likelihood-based inference now available to stochastic geometry through the techniques of Markov chain Monte Carlo
Markov Chains And Stochastic Stability
DOWNLOAD
Author : Sean Meyn
language : en
Publisher: Cambridge University Press
Release Date : 2009-04-02
Markov Chains And Stochastic Stability written by Sean Meyn 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 2009-04-02 with Mathematics categories.
New up-to-date edition of this influential classic on Markov chains in general state spaces. Proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background. New commentary by Sean Meyn, including updated references, reflects developments since 1996.
Topics On Regenerative Processes
DOWNLOAD
Author : Vladimir V. Kalashnikov
language : en
Publisher: CRC Press
Release Date : 1994-06-27
Topics On Regenerative Processes written by Vladimir V. Kalashnikov and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-06-27 with Mathematics categories.
Regenerative processes are a popular subject in pure and applied probability, as well as in engineering (particularly simulation). This book provides important insight into new methods for investigating regenerative processes. Quantitative estimates play the key role in the book, and all developed methods support possibilities for obtaining such estimates, including probability metrics, test functions, crossing, and coupling. These methods are applied to a variety of problems, such as Markov chains, simulation, queueing systems, storage, and reliability. The book illustrates a unique application of the theory of probability metrics for examining regenerative processes, and it elaborates on the criteria required for uniform-in-time stability of wide sense regenerative processes. New accurate bounds of distribution functions of first occurrence times for regenerative models are also presented.