Markov Chain Process Theory And Cases

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Markov Chain Process Theory And Cases

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Author : Carlos Polanco
language : en
Publisher: Bentham Science Publishers
Release Date : 2023-06-05

Markov Chain Process Theory And Cases written by Carlos Polanco and has been published by Bentham Science Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-06-05 with Mathematics categories.

Markov Chain Process: Theory and Cases is designed for students of natural and formal sciences. It explains the fundamentals related to a stochastic process that satisfies the Markov property. It presents 10 structured chapters that provide a comprehensive insight into the complexity of this subject by presenting many examples and case studies that will help readers to deepen their acquired knowledge and relate learned theory to practice. This book is divided into four parts. The first part thoroughly examines the definitions of probability, independent events, mutually (and not mutually) exclusive events, conditional probability, and Bayes’ theorem, which are essential elements in Markov’s theory. The second part examines the elements of probability vectors, stochastic matrices, regular stochastic matrices, and fixed points. The third part presents multiple cases in various disciplines: Predictive computational science, Urban complex systems, Computational finance, Computational biology, Complex systems theory, and Computational Science in Engineering. The last part introduces learners to Fortran 90 programs and Linux scripts. To make the comprehension of Markov Chain concepts easier, all the examples, exercises, and case studies presented in this book are completely solved and given in a separate section. This book serves as a textbook (either primary or auxiliary) for students required to understand Markov Chains in their courses, and as a reference book for researchers who want to learn about methods that involve Markov Processes.

Stochastic Processes Theory And Methods

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Author : D N Shanbhag
language : en
Publisher: Gulf Professional Publishing
Release Date : 2001

Stochastic Processes Theory And Methods written by D N Shanbhag and has been published by Gulf Professional Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Mathematics categories.

This volume in the series contains chapters on areas such as pareto processes, branching processes, inference in stochastic processes, Poisson approximation, Levy processes, and iterated random maps and some classes of Markov processes. Other chapters cover random walk and fluctuation theory, a semigroup representation and asymptomatic behavior of certain statistics of the Fisher-Wright-Moran coalescent, continuous-time ARMA processes, record sequence and their applications, stochastic networks with product form equilibrium, and stochastic processes in insurance and finance. Other subjects include renewal theory, stochastic processes in reliability, supports of stochastic processes of multiplicity one, Markov chains, diffusion processes, and Ito's stochastic calculus and its applications. c. Book News Inc.

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

Markov Decision Processes

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Author : Martin L. Puterman
language : en
Publisher: John Wiley & Sons
Release Date : 2014-08-28

Markov Decision Processes written by Martin L. Puterman 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 2014-08-28 with Mathematics categories.

The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "This text is unique in bringing together so many results hitherto found only in part in other texts and papers. . . . The text is fairly self-contained, inclusive of some basic mathematical results needed, and provides a rich diet of examples, applications, and exercises. The bibliographical material at the end of each chapter is excellent, not only from a historical perspective, but because it is valuable for researchers in acquiring a good perspective of the MDP research potential." —Zentralblatt fur Mathematik ". . . it is of great value to advanced-level students, researchers, and professional practitioners of this field to have now a complete volume (with more than 600 pages) devoted to this topic. . . . Markov Decision Processes: Discrete Stochastic Dynamic Programming represents an up-to-date, unified, and rigorous treatment of theoretical and computational aspects of discrete-time Markov decision processes." —Journal of the American Statistical Association

Queuing Theory And Telecommunications

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Author : Giovanni Giambene
language : en
Publisher: Springer Nature
Release Date : 2021-10-29

Queuing Theory And Telecommunications written by Giovanni Giambene and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-10-29 with Technology & Engineering categories.

This thoroughly revised textbook provides a description of current networking technologies and protocols as well as important new tools for network performance analysis based on queuing theory. The third edition adds topics such as network virtualization and new related architectures, novel satellite systems (such as Space X, OneWeb), jitter and its impact on streaming services, packet level FEC techniques and network coding, new Markovian models, and advanced details on M/G/1 queuing models. The author also adds new selected exercises throughout the chapters and a new version of the slides and the solution manual. The book maintains its organization with networking technologies and protocols in Part I and then theory and exercises with applications to the different technologies and protocols in Part II. This book is intended as a textbook for master level courses in networking and telecommunications sectors.

The Splendors And Miseries Of Martingales

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Author : Laurent Mazliak
language : en
Publisher: Springer Nature
Release Date : 2022-10-17

The Splendors And Miseries Of Martingales written by Laurent Mazliak and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-10-17 with Mathematics categories.

Over the past eighty years, martingales have become central in the mathematics of randomness. They appear in the general theory of stochastic processes, in the algorithmic theory of randomness, and in some branches of mathematical statistics. Yet little has been written about the history of this evolution. This book explores some of the territory that the history of the concept of martingales has transformed. The historian of martingales faces an immense task. We can find traces of martingale thinking at the very beginning of probability theory, because this theory was related to gambling, and the evolution of a gambler’s holdings as a result of following a particular strategy can always be understood as a martingale. More recently, in the second half of the twentieth century, martingales became important in the theory of stochastic processes at the very same time that stochastic processes were becoming increasingly important in probability, statistics and more generally in various applied situations. Moreover, a history of martingales, like a history of any other branch of mathematics, must go far beyond an account of mathematical ideas and techniques. It must explore the context in which the evolution of ideas took place: the broader intellectual milieux of the actors, the networks that already existed or were created by the research, even the social and political conditions that favored or hampered the circulation and adoption of certain ideas. This books presents a stroll through this history, in part a guided tour, in part a random walk. First, historical studies on the period from 1920 to 1950 are presented, when martingales emerged as a distinct mathematical concept. Then insights on the period from 1950 into the 1980s are offered, when the concept showed its value in stochastic processes, mathematical statistics, algorithmic randomness and various applications.

A Signal Theoretic Introduction To Random Processes

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Author : Roy M. Howard
language : en
Publisher: John Wiley & Sons
Release Date : 2015-08-18

A Signal Theoretic Introduction To Random Processes written by Roy M. Howard 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 2015-08-18 with Mathematics categories.

A fresh introduction to random processes utilizing signal theory By incorporating a signal theory basis, A Signal Theoretic Introduction to Random Processes presents a unique introduction to random processes with an emphasis on the important random phenomena encountered in the electronic and communications engineering field. The strong mathematical and signal theory basis provides clarity and precision in the statement of results. The book also features: A coherent account of the mathematical fundamentals and signal theory that underpin the presented material Unique, in-depth coverage of material not typically found in introductory books Emphasis on modeling and notation that facilitates development of random process theory Coverage of the prototypical random phenomena encountered in electrical engineering Detailed proofs of results A related website with solutions to the problems found at the end of each chapter A Signal Theoretic Introduction to Random Processes is a useful textbook for upper-undergraduate and graduate-level courses in applied mathematics as well as electrical and communications engineering departments. The book is also an excellent reference for research engineers and scientists who need to characterize random phenomena in their research.

Seminar On Stochastic Processes 1984

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Author : Cinlar
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Seminar On Stochastic Processes 1984 written by Cinlar 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.

This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern U- versity, Evanston. The seminar was the fourth of such yearly seminars aimed at bringing together a small group of researchers to discuss their current work in an informal atmosphere. The invited participants in the seminar were B.W. ATKINSON, R.M. BLUMENTHAL, K. BURDZY, D. BURKHOLDER, M. CRANSTON, C. DOLEANS"'DADE, J.L. DOOB, N. FALKNER, P. FITZSIMMONS, J. GLOVER, F. KNIGHT, T. McCONNELL, J.B. MITRO, S. OREY, J. PITMAN, A.O. PITTENGER, Z. POP- STOJANOVIC, P. PROTTER, T. SALISBURY, M. SHARPE, C.T. SHIH, A. SZNITMAN, S.J. TAYLOR, J. WALSH, and R. WILLIAMS. We thank them and the other partiCipants for the lively seminar they created. The seminar was made possible through the partial support of the Air Force Office of Scientific Research via their Grant No. 82-0109 to Northwestern University. E.

Case Studies In Optimal Design And Maintenance Planning Of Civil Infrastructure Systems

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Author : Dan M. Frangopol
language : en
Publisher: ASCE Publications
Release Date : 1999-01-01

Case Studies In Optimal Design And Maintenance Planning Of Civil Infrastructure Systems written by Dan M. Frangopol and has been published by ASCE Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-01-01 with Technology & Engineering categories.

Sponsored by the Structural Engineering Institute of ASCE. This collection contains 19 papers on the optimal design and maintenance planning of civil infrastructure systems such asbridges, buildings, transmission line structures, and nuclear power plants. The authors?coming from Austria, Canada, Denmark, England, Germany, Israel, Japan, Malaysia, Mexico, Switzerland, and the United States?offer case studies that are detailed and research findings that describe applications of life-cycle, reliability and optimization theories to civil infrastructure systems. Topics include: prioritization of bridge maintenance needs; life-cycle optimization of structures; cost-effectiveness optimization for aseismic design criteria of buildings; condition assessment and maintenance of aging structures in critical facilities; condition assessment of bridges; optimization of quality assurance of welded structures; optimal reliability-based bridge maintenance planning; effective reanalysis for damaged structures; optimal design of transmission line structures; optimization and reliability-lifetime oriented design; and optimum policy for civil infrastructure improvement decision making. This book serves as a valuable reference to engineers and managers concerned with design and maintenance planning of civil infrastructure systems.

Nonlinear Filtering

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Author : Jitendra R. Raol
language : en
Publisher: CRC Press
Release Date : 2017-07-12

Nonlinear Filtering written by Jitendra R. Raol and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-12 with Technology & Engineering categories.

Nonlinear Filtering covers linear and nonlinear filtering in a comprehensive manner, with appropriate theoretic and practical development. Aspects of modeling, estimation, recursive filtering, linear filtering, and nonlinear filtering are presented with appropriate and sufficient mathematics. A modeling-control-system approach is used when applicable, and detailed practical applications are presented to elucidate the analysis and filtering concepts. MATLAB routines are included, and examples from a wide range of engineering applications - including aerospace, automated manufacturing, robotics, and advanced control systems - are referenced throughout the text.