Stochastic Modeling
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An Introduction To Stochastic Modeling
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Author : Mark Pinsky
language : en
Publisher: Academic Press
Release Date : 2010-11-18
An Introduction To Stochastic Modeling written by Mark Pinsky and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-11-18 with Mathematics categories.
Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Fourth Edition, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems. New to this edition: - Realistic applications from a variety of disciplines integrated throughout the text, including more biological applications - Plentiful, completely updated problems - Completely updated and reorganized end-of-chapter exercise sets, 250 exercises with answers - New chapters of stochastic differential equations and Brownian motion and related processes - Additional sections on Martingale and Poisson process - Realistic applications from a variety of disciplines integrated throughout the text - Extensive end of chapter exercises sets, 250 with answers - Chapter 1-9 of the new edition are identical to the previous edition - New! Chapter 10 - Random Evolutions - New! Chapter 11- Characteristic functions and Their Applications
Analytical And Stochastic Modeling Techniques And Applications
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Author : Khalid Al-Begain
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-05-25
Analytical And Stochastic Modeling Techniques And Applications written by Khalid Al-Begain 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 2009-05-25 with Computers categories.
This book constitutes the refereed proceedings of the 16th International Conference on Analytical and Stochastic Modeling Techniques and Applications, ASMTA 2009, held in Madrid, Spain, in June 2009 in conjunction with ECMS 2009, the 23nd European Conference on Modeling and Simulation. The 27 revised full papers presented were carefully reviewed and selected from 55 submissions. The papers are organized in topical sections on telecommunication networks; wireless & mobile networks; simulation; quueing systems & distributions; queueing & scheduling in telecommunication networks; model checking & process algebra; performance & reliability analysis of various systems.
Stochastic Modeling And Optimization Of Manufacturing Systems And Supply Chains
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Author : J. George Shanthikumar
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Modeling And Optimization Of Manufacturing Systems And Supply Chains written by J. George Shanthikumar 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 Business & Economics categories.
This volume originates from two workshops, both focusing on themes that are reflected in the title of the volume. The first workshop took place at Eindhoven University of Technology, April 24-26, 2001, on the occasion of the University granting a doctorate honoris causa to Profes sor John A. Buzacott. The second workshop was held on June 15, 2002 at Cornell University (preceding the annual INFORMSjMSOM Confer ence), honoring John's retirement and his lifetime contributions. Each of the two workshops consisted of about a dozen technical presentations. The objective of the volume, however, is not to simply publish the proceedings of the two workshops. Rather, our objective is to put to gether a select set of articles, each organized into a well-written chapter, focusing on a timely topic. Collected into a single volume, these chapters aim to serve as a useful reference for researchers and practitioners alike, and also as reading materials for graduate courses or seminars.
Stochastic Modeling And Geostatistics
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Author : Timothy C. Coburn
language : en
Publisher: AAPG
Release Date : 2005-12-10
Stochastic Modeling And Geostatistics written by Timothy C. Coburn and has been published by AAPG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-12-10 with Petroleum categories.
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 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.
Stochastic Modelling Of Electricity And Related Markets
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Author : Fred Espen Benth
language : en
Publisher: World Scientific
Release Date : 2008
Stochastic Modelling Of Electricity And Related Markets written by Fred Espen Benth and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Technology & Engineering categories.
The markets for electricity, gas and temperature have distinctive features, which provide the focus for countless studies. For instance, electricity and gas prices may soar several magnitudes above their normal levels within a short time due to imbalances in supply and demand, yielding what is known as spikes in the spot prices. The markets are also largely influenced by seasons, since power demand for heating and cooling varies over the year. The incompleteness of the markets, due to nonstorability of electricity and temperature as well as limited storage capacity of gas, makes spot-forward hedging impossible. Moreover, futures contracts are typically settled over a time period rather than at a fixed date. All these aspects of the markets create new challenges when analyzing price dynamics of spot, futures and other derivatives. This book provides a concise and rigorous treatment on the stochastic modeling of energy markets. OrnsteinOCoUhlenbeck processes are described as the basic modeling tool for spot price dynamics, where innovations are driven by time-inhomogeneous jump processes. Temperature futures are studied based on a continuous higher-order autoregressive model for the temperature dynamics. The theory presented here pays special attention to the seasonality of volatility and the Samuelson effect. Empirical studies using data from electricity, temperature and gas markets are given to link theory to practice. Sample Chapter(s). A Survey of Electricity and Related Markets (331 KB). Contents: A Survey of Electricity and Related Markets; Stochastic Analysis for Independent Increment Processes; Stochastic Models for the Energy Spot Price Dynamics; Pricing of Forwards and Swaps Based on the Spot Price; Applications to the Gas Markets; Modeling Forwards and Swaps Using the HeathOCoJarrowOCoMorton Approach; Constructing Smooth Forward Curves in Electricity Markets; Modeling of the Electricity Futures Market; Pricing and Hedging of Energy Options; Analysis of Temperature Derivatives. Readership: Researchers in energy and commodity markets, and mathematical finance.
Matrix Analytic Methods In Stochastic Models
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Author : Guy Latouche
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-04
Matrix Analytic Methods In Stochastic Models written by Guy Latouche 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 2012-12-04 with Mathematics categories.
Matrix-analytic and related methods have become recognized as an important and fundamental approach for the mathematical analysis of general classes of complex stochastic models. Research in the area of matrix-analytic and related methods seeks to discover underlying probabilistic structures intrinsic in such stochastic models, develop numerical algorithms for computing functionals (e.g., performance measures) of the underlying stochastic processes, and apply these probabilistic structures and/or computational algorithms within a wide variety of fields. This volume presents recent research results on: the theory, algorithms and methodologies concerning matrix-analytic and related methods in stochastic models; and the application of matrix-analytic and related methods in various fields, which includes but is not limited to computer science and engineering, communication networks and telephony, electrical and industrial engineering, operations research, management science, financial and risk analysis, and bio-statistics. These research studies provide deep insights and understanding of the stochastic models of interest from a mathematics and/or applications perspective, as well as identify directions for future research.
Techniques In Mathematical Modelling
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Author : Gautami Devar
language : en
Publisher: Educohack Press
Release Date : 2025-02-20
Techniques In Mathematical Modelling written by Gautami Devar and has been published by Educohack Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-02-20 with Science categories.
"Techniques in Mathematical Modelling" is a comprehensive textbook designed to provide students, researchers, and practitioners with a solid foundation in the principles, techniques, and applications of mathematical modelling. We cover a wide range of topics, from fundamental concepts and analytical techniques to validation methods and emerging trends. Each chapter includes practical examples, case studies, and exercises to reinforce learning and demonstrate real-world applications. Our book emphasizes the interdisciplinary nature of mathematical modelling, with applications in physics, biology, economics, engineering, social sciences, and more. We encourage hands-on learning through practical exercises, simulations, and projects, allowing readers to apply theoretical concepts to real-world scenarios. Additionally, we explore emerging trends and challenges in the field, including advancements in computational techniques, data analytics, and interdisciplinary collaborations. Written in clear and accessible language, "Techniques in Mathematical Modelling" caters to readers with varying levels of mathematical background, making it suitable for undergraduate and graduate students as well as professionals.
Stochastic Modeling And Statistical Methods
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Author : Ioannis S. Triantafyllou
language : en
Publisher: Academic Press
Release Date : 2025-06-01
Stochastic Modeling And Statistical Methods written by Ioannis S. Triantafyllou and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-06-01 with Technology & Engineering categories.
Stochastic Modeling and Statistical Methods: Advances and Applications is the practical guide to the latest developments in data analysis and research methods. The book explores the significant research progress that has been seen in recent decades, offering vital tools for analyzing modern applications and real data. Topics covered include Dynamic Reliability, Stochastic Modeling, System Maintainability, and Parametric, Semi-Parametric, and Nonparametric Statistical Inference. Readers will find the latest advancements in these areas, making it an essential resource for researchers and practitioners who want to explore these evolving fields and stay updated on cutting-edge research. - Presents the latest breakthroughs in Reliability Engineering, along with current perspectives on the field - Includes shared, practical knowledge of contemporary statistical modeling techniques, thus enhancing analytical skills - Covers the probabilistic methods used to investigate various applications in Reliability Engineering
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.