Stochastic Models
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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.
Stochastic Models Analysis And Applications
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Author : B. R. Bhat
language : en
Publisher: New Age International
Release Date : 2004
Stochastic Models Analysis And Applications written by B. R. Bhat and has been published by New Age International this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Mathematical statistics categories.
The Book Presents A Systematic Exposition Of The Basic Theory And Applications Of Stochastic Models.Emphasising The Modelling Rather Than Mathematical Aspects Of Stochastic Processes, The Book Bridges The Gap Between The Theory And Applications Of These Processes.The Basic Building Blocks Of Model Construction Are Explained In A Step By Step Manner, Starting From The Simplest Model Of Random Walk And Proceeding Gradually To More Complicated Models. Several Examples Are Given Throughout The Text To Illustrate Important Analytical Properties As Well As To Provide Applications.The Book Also Includes A Detailed Chapter On Inference For Stochastic Processes. This Chapter Highlights Some Of The Recent Developments In The Subject And Explains Them Through Illustrative Examples.An Important Feature Of The Book Is The Complements And Problems Section At The End Of Each Chapter Which Presents (I) Additional Properties Of The Model, (Ii) Extensions Of The Model, And (Iii) Applications Of The Model To Different Areas.With All These Features, This Is An Invaluable Text For Post-Graduate Students Of Statistics, Mathematics And Operation Research.
Stochastic Models In Queueing Theory
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Author : Jyotiprasad Medhi
language : en
Publisher: Elsevier
Release Date : 2002-11-06
Stochastic Models In Queueing Theory written by Jyotiprasad Medhi and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-11-06 with Mathematics categories.
This is a graduate level textbook that covers the fundamental topics in queuing theory. The book has a broad coverage of methods to calculate important probabilities, and gives attention to proving the general theorems. It includes many recent topics, such as server-vacation models, diffusion approximations and optimal operating policies, and more about bulk-arrival and bull-service models than other general texts. - Current, clear and comprehensive coverage - A wealth of interesting and relevant examples and exercises to reinforce concepts - Reference lists provided after each chapter for further investigation
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 Business & Economics 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. Ornstein?Uhlenbeck 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.
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.
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.
Stochastic Modeling
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Author : Barry L. Nelson
language : en
Publisher: Courier Corporation
Release Date : 2012-10-11
Stochastic Modeling written by Barry L. Nelson and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-10-11 with Mathematics categories.
Coherent introduction to techniques also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Includes formulation of models, analysis, and interpretation of results. 1995 edition.
Applied Stochastic Modelling
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Author : Byron J.T. Morgan
language : en
Publisher: CRC Press
Release Date : 2008-12-02
Applied Stochastic Modelling written by Byron J.T. Morgan and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-02 with Mathematics categories.
Highlighting modern computational methods, Applied Stochastic Modelling, Second Edition provides students with the practical experience of scientific computing in applied statistics through a range of interesting real-world applications. It also successfully revises standard probability and statistical theory. Along with an updated bibliography and
Probability And Stochastic Modeling
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Author : Vladimir I. Rotar
language : en
Publisher: CRC Press
Release Date : 2006-09-20
Probability And Stochastic Modeling written by Vladimir I. Rotar and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-09-20 with Mathematics categories.
A First Course in Probability with an Emphasis on Stochastic ModelingProbability and Stochastic Modeling not only covers all the topics found in a traditional introductory probability course, but also emphasizes stochastic modeling, including Markov chains, birth-death processes, and reliability models. Unlike most undergraduate-level probability t
Stochastic Models
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Author : Donald Andrew Dawson
language : en
Publisher: American Mathematical Soc.
Release Date : 2000
Stochastic Models written by Donald Andrew Dawson and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Mathematics categories.
This book presents the refereed proceedings of the International Conference on Stochastic Models held in Ottawa (ON, Canada) in honor of Professor Donald A. Dawson. Contributions to the volume were written by students and colleagues of Professor Dawson, many of whom are eminent researchers in their own right. A main theme of the book is the development and study of the Dawson-Watanabe "superprocess", a fundamental building block in modelling interaction particle systems undergoing reproduction and movement. The volume also contains an excellent review article by Professor Dawson and a complete list of his work. This comprehensive work offers a wide assortment of articles on Markov processes, branching processes, mathematical finance, filtering, queueing networks, time series, and statistics. It should be of interest to a broad mathematical audience.